Skip to content

Add applyqr! for non-BLAS types #120

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 13 commits into from
Sep 16, 2021
Merged

Add applyqr! for non-BLAS types #120

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
13 commits
Select commit Hold shift + click to select a range
d856c01
conj and trans layouts are bandedblockbanded
dlfivefifty Sep 1, 2021
f2a8aa2
Start blockbandwidths of banded matrix
dlfivefifty Sep 3, 2021
8a3bf53
shifts properly
dlfivefifty Sep 3, 2021
b76cd02
Support Slice in sublayout
dlfivefifty Sep 8, 2021
7994e08
tests pass
dlfivefifty Sep 13, 2021
8d3832b
Drop Julia v1.5
dlfivefifty Sep 13, 2021
36550bc
add tests
dlfivefifty Sep 13, 2021
7f6a618
increase coverage
dlfivefifty Sep 13, 2021
62aa7bd
applyqr! for non-BLAS
dlfivefifty Sep 13, 2021
2cbd83c
merge
dlfivefifty Sep 13, 2021
32db010
Merge branch 'master' into dl/translayout
dlfivefifty Sep 13, 2021
108c9af
v0.11.1
dlfivefifty Sep 13, 2021
a14dbb7
add bigfloat qr tests
dlfivefifty Sep 16, 2021
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "BlockBandedMatrices"
uuid = "ffab5731-97b5-5995-9138-79e8c1846df0"
version = "0.11"
version = "0.11.1"

[deps]
ArrayLayouts = "4c555306-a7a7-4459-81d9-ec55ddd5c99a"
Expand All @@ -17,7 +17,7 @@ ArrayLayouts = "0.7"
BandedMatrices = "0.16.8"
BlockArrays = "0.16.6"
FillArrays = "0.11, 0.12"
MatrixFactorizations = "0.7.1, 0.8"
MatrixFactorizations = "0.8.5"
julia = "1.6"

[extras]
Expand Down
8 changes: 3 additions & 5 deletions src/blockskylineqr.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,10 +1,8 @@
qrf!(A,τ) = _qrf!(MemoryLayout(A),MemoryLayout(τ),A,τ)
_qrf!(::AbstractColumnMajor,::AbstractStridedLayout,A::AbstractMatrix{T},τ::AbstractVector{T}) where T<:BlasFloat =
LAPACK.geqrf!(A,τ)
_apply_qr!(::AbstractColumnMajor, ::AbstractStridedLayout, ::AbstractStridedLayout, A::AbstractMatrix{T}, τ::AbstractVector{T}, B::AbstractVecOrMat{T}) where T<:BlasReal =
LAPACK.ormqr!('L','T',A,τ,B)
_apply_qr!(::AbstractColumnMajor, ::AbstractStridedLayout, ::AbstractStridedLayout, A::AbstractMatrix{T}, τ::AbstractVector{T}, B::AbstractVecOrMat{T}) where T<:BlasComplex =
LAPACK.ormqr!('L','C',A,τ,B)
_apply_qr!(_, _, _, A::AbstractMatrix, τ::AbstractVector, B::AbstractVecOrMat) = lmul!(MatrixFactorizations.QRPackedQ(A, τ)', B)
apply_qr!(A, τ, B) = _apply_qr!(MemoryLayout(A), MemoryLayout(τ), MemoryLayout(B), A, τ, B)

qlf!(A,τ) = _qlf!(MemoryLayout(A),MemoryLayout(τ),A,τ)
Expand All @@ -30,7 +28,7 @@ function _blockbanded_qr!(A::AbstractMatrix, τ::AbstractVector, NCOLS::Block{1}
KR = K:min(K+l,M)
V = view(A,KR,K)
t = view(τ,K)
qrf!(V,t)
MatrixFactorizations.qrfactUnblocked!(V,t)
for J = K+1:min(K+u,N)
apply_qr!(V, t, view(A,KR,J))
end
Expand All @@ -41,7 +39,7 @@ end
function qr!(A::BlockBandedMatrix{T}) where T
M,N = blocksize(A)
ax1 = M < N ? axes(A,1) : axes(A,2)
_blockbanded_qr!(A, PseudoBlockVector{T}(undef, (ax1,)))
_blockbanded_qr!(A, PseudoBlockVector(zeros(T,length(ax1)), (ax1,)))
end

function ql!(A::BlockBandedMatrix{T}) where T
Expand Down
9 changes: 9 additions & 0 deletions test/test_blockskylineqr.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -177,6 +177,15 @@ import BlockBandedMatrices: blockcolsupport
B = [Matrix(I,2,2); zeros(size(T,1)-2,2)]
@test ((T - z*I)\b)[1] ≈ (F\b)[1] ≈ (F \ B)[1,1] ≈ ((T - z*I)\B)[1,1] ≈ -0.1309123477325813 + 0.28471699370329884im
end

@testset "BigFloat QR" begin
N = 5
A = BlockBandedMatrix{BigFloat}(undef, 1:N,1:N, (2,1))
A.data .= randn.()
@test qr(A).Q ≈ qr(Float64.(A)).Q
b = randn(size(A,1))
@test qr(A .+ 0im)\b ≈ qr(A)\b ≈ A\b
end
end


Expand Down