Move iterative eigensolvers to the stdlib (#24714)

JuliaLang · Nov 26, 2017 · eace3e9 · eace3e9
1 parent d502d23
commit eace3e9
Show file tree

Hide file tree

Showing 16 changed files with 69 additions and 45 deletions.
diff --git a/base/deprecated.jl b/base/deprecated.jl
@@ -1281,6 +1281,9 @@ export conv, conv2, deconv, filt, filt!, xcorr
 @eval @deprecate_moved $(Symbol("@dateformat_str")) "Dates" true true
 @deprecate_moved now "Dates" true true
 
+@deprecate_moved eigs "IterativeEigenSolvers" true true
+@deprecate_moved svds "IterativeEigenSolvers" true true
+
 # PR #21709
 @deprecate cov(x::AbstractVector, corrected::Bool) cov(x, corrected=corrected)
 @deprecate cov(x::AbstractMatrix, vardim::Int, corrected::Bool) cov(x, vardim, corrected=corrected)

diff --git a/base/exports.jl b/base/exports.jl
@@ -556,7 +556,6 @@ export
  eigfact,
  eigmax,
  eigmin,
- eigs,
  eigvals,
  eigvals!,
  eigvecs,
@@ -603,7 +602,6 @@ export
  svd,
  svdfact!,
  svdfact,
- svds,
  svdvals!,
  svdvals,
  sylvester,

diff --git a/base/linalg/linalg.jl b/base/linalg/linalg.jl
@@ -83,7 +83,6 @@ export
  eigfact!,
  eigmax,
  eigmin,
- eigs,
  eigvals,
  eigvals!,
  eigvecs,
@@ -131,7 +130,6 @@ export
  svd,
  svdfact!,
  svdfact,
- svds,
  svdvals!,
  svdvals,
  sylvester,
@@ -277,9 +275,6 @@ include("ldlt.jl")
 include("schur.jl")
 
 
-include("arpack.jl")
-include("arnoldi.jl")
-
 function __init__()
  try
  BLAS.check()

diff --git a/base/sparse/linalg.jl b/base/sparse/linalg.jl
@@ -951,7 +951,7 @@ end
 
 chol(A::SparseMatrixCSC) = error("Use cholfact() instead of chol() for sparse matrices.")
 lu(A::SparseMatrixCSC) = error("Use lufact() instead of lu() for sparse matrices.")
-eig(A::SparseMatrixCSC) = error("Use eigs() instead of eig() for sparse matrices.")
+eig(A::SparseMatrixCSC) = error("Use IterativeEigenSolvers.eigs() instead of eig() for sparse matrices.")
 
 function Base.cov(X::SparseMatrixCSC, vardim::Int=1; corrected::Bool=true)
  a, b = size(X)

diff --git a/base/sysimg.jl b/base/sysimg.jl
@@ -490,13 +490,13 @@ Base.require(:CRC32c)
 Base.require(:Dates)
 Base.require(:DelimitedFiles)
 Base.require(:FileWatching)
+Base.require(:IterativeEigenSolvers)
 Base.require(:Mmap)
 Base.require(:Profile)
 Base.require(:SharedArrays)
 Base.require(:SuiteSparse)
 Base.require(:Test)
 
-
 empty!(LOAD_PATH)
 
 Base.isfile("userimg.jl") && Base.include(Main, "userimg.jl")
diff --git a/doc/make.jl b/doc/make.jl
@@ -21,25 +21,27 @@ cp_q(src, dest) = isfile(dest) || cp(src, dest)
 
 # make links for stdlib package docs
 if Sys.iswindows()
- cp_q("../stdlib/DelimitedFiles/docs/src/index.md", "src/stdlib/delimitedfiles.md")
- cp_q("../stdlib/Test/docs/src/index.md", "src/stdlib/test.md")
- cp_q("../stdlib/Mmap/docs/src/index.md", "src/stdlib/mmap.md")
- cp_q("../stdlib/SharedArrays/docs/src/index.md", "src/stdlib/sharedarrays.md")
- cp_q("../stdlib/Profile/docs/src/index.md", "src/stdlib/profile.md")
- cp_q("../stdlib/Base64/docs/src/index.md", "src/stdlib/base64.md")
- cp_q("../stdlib/FileWatching/docs/src/index.md", "src/stdlib/filewatching.md")
- cp_q("../stdlib/CRC32c/docs/src/index.md", "src/stdlib/crc32c.md")
- cp_q("../stdlib/Dates/docs/src/index.md", "src/stdlib/dates.md")
+ cp_q("../stdlib/DelimitedFiles/docs/src/index.md", "src/stdlib/delimitedfiles.md")
+ cp_q("../stdlib/Test/docs/src/index.md", "src/stdlib/test.md")
+ cp_q("../stdlib/Mmap/docs/src/index.md", "src/stdlib/mmap.md")
+ cp_q("../stdlib/SharedArrays/docs/src/index.md", "src/stdlib/sharedarrays.md")
+ cp_q("../stdlib/Profile/docs/src/index.md", "src/stdlib/profile.md")
+ cp_q("../stdlib/Base64/docs/src/index.md", "src/stdlib/base64.md")
+ cp_q("../stdlib/FileWatching/docs/src/index.md", "src/stdlib/filewatching.md")
+ cp_q("../stdlib/CRC32c/docs/src/index.md", "src/stdlib/crc32c.md")
+ cp_q("../stdlib/Dates/docs/src/index.md", "src/stdlib/dates.md")
+ cp_q("../stdlib/IterativeEigenSolvers/docs/src/index.md", "src/stdlib/iterativeeigensolvers.md")
 else
- symlink_q("../../../stdlib/DelimitedFiles/docs/src/index.md", "src/stdlib/delimitedfiles.md")
- symlink_q("../../../stdlib/Test/docs/src/index.md", "src/stdlib/test.md")
- symlink_q("../../../stdlib/Mmap/docs/src/index.md", "src/stdlib/mmap.md")
- symlink_q("../../../stdlib/SharedArrays/docs/src/index.md", "src/stdlib/sharedarrays.md")
- symlink_q("../../../stdlib/Profile/docs/src/index.md", "src/stdlib/profile.md")
- symlink_q("../../../stdlib/Base64/docs/src/index.md", "src/stdlib/base64.md")
- symlink_q("../../../stdlib/FileWatching/docs/src/index.md", "src/stdlib/filewatching.md")
- symlink_q("../../../stdlib/CRC32c/docs/src/index.md", "src/stdlib/crc32c.md")
- symlink_q("../../../stdlib/Dates/docs/src/index.md", "src/stdlib/dates.md")
+ symlink_q("../../../stdlib/DelimitedFiles/docs/src/index.md", "src/stdlib/delimitedfiles.md")
+ symlink_q("../../../stdlib/Test/docs/src/index.md", "src/stdlib/test.md")
+ symlink_q("../../../stdlib/Mmap/docs/src/index.md", "src/stdlib/mmap.md")
+ symlink_q("../../../stdlib/SharedArrays/docs/src/index.md", "src/stdlib/sharedarrays.md")
+ symlink_q("../../../stdlib/Profile/docs/src/index.md", "src/stdlib/profile.md")
+ symlink_q("../../../stdlib/Base64/docs/src/index.md", "src/stdlib/base64.md")
+ symlink_q("../../../stdlib/FileWatching/docs/src/index.md", "src/stdlib/filewatching.md")
+ symlink_q("../../../stdlib/CRC32c/docs/src/index.md", "src/stdlib/crc32c.md")
+ symlink_q("../../../stdlib/Dates/docs/src/index.md", "src/stdlib/dates.md")
+ symlink_q("../../../stdlib/IterativeEigenSolvers/docs/src/index.md", "src/stdlib/iterativeeigensolvers.md")
 end
 
 const PAGES = [
@@ -114,6 +116,7 @@ const PAGES = [
  "stdlib/sharedarrays.md",
  "stdlib/filewatching.md",
  "stdlib/crc32c.md",
+ "stdlib/iterativeeigensolvers.md",
  ],
  "Developer Documentation" => [
  "devdocs/reflection.md",
@@ -148,11 +151,13 @@ const PAGES = [
  ],
 ]
 
-using DelimitedFiles, Test, Mmap, SharedArrays, Profile, Base64, FileWatching, CRC32c, Dates
+using DelimitedFiles, Test, Mmap, SharedArrays, Profile, Base64, FileWatching, CRC32c,
+ Dates, IterativeEigenSolvers
 
 makedocs(
  build = joinpath(pwd(), "_build/html/en"),
- modules = [Base, Core, BuildSysImg, DelimitedFiles, Test, Mmap, SharedArrays, Profile, Base64, FileWatching, Dates],
+ modules = [Base, Core, BuildSysImg, DelimitedFiles, Test, Mmap, SharedArrays, Profile,
+ Base64, FileWatching, Dates, IterativeEigenSolvers],
  clean = false,
  doctest = "doctest" in ARGS,
  linkcheck = "linkcheck" in ARGS,

diff --git a/doc/src/index.md b/doc/src/index.md
@@ -71,6 +71,7 @@
  * [Shared Arrays](@ref)
  * [Base64](@ref)
  * [File Events](@ref lib-filewatching)
+ * [Iterative Eigensolvers](@ref lib-itereigen)
 
 ## Developer Documentation
 

diff --git a/doc/src/stdlib/index.md b/doc/src/stdlib/index.md
@@ -29,3 +29,4 @@
  * [Shared Arrays](@ref)
  * [Base64](@ref)
  * [File Events](@ref lib-filewatching)
+ * [Iterative Eigensolvers](@ref lib-itereigen)
diff --git a/doc/src/stdlib/linalg.md b/doc/src/stdlib/linalg.md
@@ -136,9 +136,6 @@ Base.transpose
 Base.transpose!
 Base.adjoint
 Base.adjoint!
-Base.LinAlg.eigs(::Any)
-Base.LinAlg.eigs(::Any, ::Any)
-Base.LinAlg.svds
 Base.LinAlg.peakflops
 Base.LinAlg.stride1
 ```

diff --git a/stdlib/IterativeEigenSolvers/docs/src/index.md b/stdlib/IterativeEigenSolvers/docs/src/index.md
@@ -0,0 +1,7 @@
+# [Iterative Eigensolvers](@id lib-itereigen)
+
+```@docs
+IterativeEigenSolvers.eigs(::Any)
+IterativeEigenSolvers.eigs(::Any, ::Any)
+IterativeEigenSolvers.svds
+```
diff --git a/base/linalg/arnoldi.jl → ...EigenSolvers/src/IterativeEigenSolvers.jl b/base/linalg/arnoldi.jl → ...EigenSolvers/src/IterativeEigenSolvers.jl
@@ -1,5 +1,18 @@
 # This file is a part of Julia. License is MIT: https://julialang.org/license
 
+__precompile__(true)
+
+"""
+Arnoldi and Lanczos iteration for computing eigenvalues
+"""
+module IterativeEigenSolvers
+
+using Base.LinAlg: BlasFloat, BlasInt, SVD, checksquare
+
+export eigs, svds
+
+include("arpack.jl")
+
 using .ARPACK
 
 ## eigs
@@ -308,14 +321,14 @@ function SVDAugmented(A::AbstractMatrix{T}) where T
  SVDAugmented{Tnew,typeof(Anew)}(Anew)
 end
 
-function A_mul_B!(y::StridedVector{T}, A::SVDAugmented{T}, x::StridedVector{T}) where T
+function Base.A_mul_B!(y::StridedVector{T}, A::SVDAugmented{T}, x::StridedVector{T}) where T
  m, mn = size(A.X, 1), length(x)
  A_mul_B!( view(y, 1:m), A.X, view(x, m + 1:mn)) # left singular vector
  Ac_mul_B!(view(y, m + 1:mn), A.X, view(x, 1:m)) # right singular vector
  return y
 end
-size(A::SVDAugmented) = ((+)(size(A.X)...), (+)(size(A.X)...))
-ishermitian(A::SVDAugmented) = true
+Base.size(A::SVDAugmented) = ((+)(size(A.X)...), (+)(size(A.X)...))
+Base.ishermitian(A::SVDAugmented) = true
 
 struct AtA_or_AAt{T,S} <: AbstractArray{T, 2}
  A::S
@@ -328,7 +341,7 @@ function AtA_or_AAt(A::AbstractMatrix{T}) where T
  AtA_or_AAt{Tnew,typeof(Anew)}(Anew, Vector{Tnew}(uninitialized, max(size(A)...)))
 end
 
-function A_mul_B!(y::StridedVector{T}, A::AtA_or_AAt{T}, x::StridedVector{T}) where T
+function Base.A_mul_B!(y::StridedVector{T}, A::AtA_or_AAt{T}, x::StridedVector{T}) where T
  if size(A.A, 1) >= size(A.A, 2)
  A_mul_B!(A.buffer, A.A, x)
  return Ac_mul_B!(y, A.A, A.buffer)
@@ -337,8 +350,8 @@ function A_mul_B!(y::StridedVector{T}, A::AtA_or_AAt{T}, x::StridedVector{T}) wh
  return A_mul_B!(y, A.A, A.buffer)
  end
 end
-size(A::AtA_or_AAt) = ntuple(i -> min(size(A.A)...), Val(2))
-ishermitian(s::AtA_or_AAt) = true
+Base.size(A::AtA_or_AAt) = ntuple(i -> min(size(A.A)...), Val(2))
+Base.ishermitian(s::AtA_or_AAt) = true
 
 
 svds(A::AbstractMatrix{<:BlasFloat}; kwargs...) = _svds(A; kwargs...)
@@ -433,3 +446,5 @@ function _svds(X; nsv::Int = 6, ritzvec::Bool = true, tol::Float64 = 0.0, maxite
  ex[2], ex[3], ex[4], ex[5])
  end
 end
+
+end # module
diff --git a/base/linalg/arpack.jl → stdlib/IterativeEigenSolvers/src/arpack.jl b/base/linalg/arpack.jl → stdlib/IterativeEigenSolvers/src/arpack.jl
diff --git a/test/linalg/arnoldi.jl → ...ib/IterativeEigenSolvers/test/runtests.jl b/test/linalg/arnoldi.jl → ...ib/IterativeEigenSolvers/test/runtests.jl
@@ -1,5 +1,6 @@
 # This file is a part of Julia. License is MIT: https://julialang.org/license
 
+using IterativeEigenSolvers
 using Test
 
 @testset "eigs" begin

diff --git a/test/choosetests.jl b/test/choosetests.jl
@@ -127,9 +127,6 @@ function choosetests(choices = [])
  "linalg/generic", "linalg/uniformscaling", "linalg/lq",
  "linalg/hessenberg", "linalg/rowvector", "linalg/conjarray",
  "linalg/blas"]
- if Base.USE_GPL_LIBS
- push!(linalgtests, "linalg/arnoldi")
- end
 
  if "linalg" in skip_tests
  filter!(x -> (x != "linalg" && !(x in linalgtests)), tests)
@@ -179,6 +176,9 @@ function choosetests(choices = [])
  filter!(x -> (x != "Profile"), tests)
  end
 
+ # The shift and invert solvers need SuiteSparse for sparse input
+ Base.USE_GPL_LIBS || filter!(x->x != "IterativeEigenSolvers", STDLIBS)
+
  filter!(x -> !(x in skip_tests), tests)
 
  tests, net_on, exit_on_error, seed

diff --git a/test/compile.jl b/test/compile.jl
@@ -218,8 +218,9 @@ try
  [:Base, :Core, Foo2_module, FooBase_module, :Main]),
  # plus modules included in the system image
  Dict(s => Base.module_uuid(Base.root_module(s)) for s in
- [:Base64, :CRC32c, :Dates, :DelimitedFiles, :FileWatching, :Mmap,
- :Profile, :SharedArrays, :SuiteSparse, :Test]))
+ [:Base64, :CRC32c, :Dates, :DelimitedFiles, :FileWatching,
+ :IterativeEigenSolvers, :Mmap, :Profile, :SharedArrays,
+ :SuiteSparse, :Test]))
  @test discard_module.(deps) == deps1
 
  @test current_task()(0x01, 0x4000, 0x30031234) == 2

diff --git a/test/show.jl b/test/show.jl
@@ -535,9 +535,9 @@ let repr = sprint(show, "text/html", methods(f16580))
 end
 
 if isempty(Base.GIT_VERSION_INFO.commit)
- @test contains(Base.url(first(methods(eigs))),"https://github.com/JuliaLang/julia/tree/v$VERSION/base/linalg/arnoldi.jl#L")
+ @test contains(Base.url(first(methods(sin))),"https://github.com/JuliaLang/julia/tree/v$VERSION/base/mpfr.jl#L")
 else
- @test contains(Base.url(first(methods(eigs))),"https://github.com/JuliaLang/julia/tree/$(Base.GIT_VERSION_INFO.commit)/base/linalg/arnoldi.jl#L")
+ @test contains(Base.url(first(methods(sin))),"https://github.com/JuliaLang/julia/tree/$(Base.GIT_VERSION_INFO.commit)/base/mpfr.jl#L")
 end
 
 # print_matrix should be able to handle small and large objects easily, test by