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RFC: Move iterative eigensolvers to the stdlib #24714

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Nov 26, 2017
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RFC: Move iterative eigensolvers to the stdlib #24714

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Move iterative eigensolvers to the stdlib
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@ararslan
ararslan committed Nov 26, 2017
commit b9b568de1b74666b7d24a2e41e9e65e5cd1d81ed
3 changes: 3 additions & 0 deletions base/deprecated.jl
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Expand Up @@ -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)
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2 changes: 0 additions & 2 deletions base/exports.jl
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Expand Up @@ -555,7 +555,6 @@ export
eigfact,
eigmax,
eigmin,
eigs,
eigvals,
eigvals!,
eigvecs,
Expand Down Expand Up @@ -602,7 +601,6 @@ export
svd,
svdfact!,
svdfact,
svds,
svdvals!,
svdvals,
sylvester,
Expand Down
5 changes: 0 additions & 5 deletions base/linalg/linalg.jl
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Expand Up @@ -83,7 +83,6 @@ export
eigfact!,
eigmax,
eigmin,
eigs,
eigvals,
eigvals!,
eigvecs,
Expand Down Expand Up @@ -131,7 +130,6 @@ export
svd,
svdfact!,
svdfact,
svds,
svdvals!,
svdvals,
sylvester,
Expand Down Expand Up @@ -277,9 +275,6 @@ include("ldlt.jl")
include("schur.jl")


include("arpack.jl")
include("arnoldi.jl")

function __init__()
try
BLAS.check()
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2 changes: 1 addition & 1 deletion base/sparse/linalg.jl
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Expand Up @@ -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)
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2 changes: 1 addition & 1 deletion base/sysimg.jl
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Expand Up @@ -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")
45 changes: 25 additions & 20 deletions doc/make.jl
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Expand Up @@ -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 = [
Expand Down Expand Up @@ -114,6 +116,7 @@ const PAGES = [
"stdlib/sharedarrays.md",
"stdlib/filewatching.md",
"stdlib/crc32c.md",
"stdlib/iterativeeigensolvers.md",
],
"Developer Documentation" => [
"devdocs/reflection.md",
Expand Down Expand Up @@ -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,
Expand Down
1 change: 1 addition & 0 deletions doc/src/index.md
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Expand Up @@ -71,6 +71,7 @@
* [Shared Arrays](@ref)
* [Base64](@ref)
* [File Events](@ref lib-filewatching)
* [Iterative Eigensolvers](@ref lib-itereigen)

## Developer Documentation

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1 change: 1 addition & 0 deletions doc/src/stdlib/index.md
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Expand Up @@ -29,3 +29,4 @@
* [Shared Arrays](@ref)
* [Base64](@ref)
* [File Events](@ref lib-filewatching)
* [Iterative Eigensolvers](@ref lib-itereigen)
3 changes: 0 additions & 3 deletions doc/src/stdlib/linalg.md
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Expand Up @@ -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
```
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7 changes: 7 additions & 0 deletions stdlib/IterativeEigenSolvers/docs/src/index.md
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@@ -0,0 +1,7 @@
# [Iterative Eigensolvers](@id lib-itereigen)

```@docs
IterativeEigenSolvers.eigs(::Any)
IterativeEigenSolvers.eigs(::Any, ::Any)
IterativeEigenSolvers.svds
```
27 changes: 21 additions & 6 deletions base/linalg/arnoldi.jl → ...EigenSolvers/src/IterativeEigenSolvers.jl
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@@ -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
Expand Down Expand Up @@ -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
Expand All @@ -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)
Expand All @@ -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...)
Expand Down Expand Up @@ -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
0 base/linalg/arpack.jl → stdlib/IterativeEigenSolvers/src/arpack.jl
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1 change: 1 addition & 0 deletions test/linalg/arnoldi.jl → ...ib/IterativeEigenSolvers/test/runtests.jl
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@@ -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
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6 changes: 3 additions & 3 deletions test/choosetests.jl
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Expand Up @@ -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
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This is confusing to me. ARPACK is not GPL-licensed, so why did we only test the Arnoldi stuff if we were using GPL libraries?

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Guessing: maybe because it depends on SuiteSparse which is partly GPL?

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@ararslan ararslan Nov 23, 2017 •
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That would make sense. I guess I should modify the stdlib tests then to only run Arnoldi when we're okay with using GPL libraries? (i.e. when Base.USE_GPL_LIBS is true)

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@ViralBShah ^

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So ARPACK as such doesn't depend on anything in SuiteSparse but the wrappers use factorizations and when the input is sparse, which is the case in some of the tests, then the wrappers use sparse factorizations from SuiteSparse.

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Yes, the shift and invert solvers need SuiteSparse.

push!(linalgtests, "linalg/arnoldi")
end

if "linalg" in skip_tests
filter!(x -> (x != "linalg" && !(x in linalgtests)), tests)
Expand Down Expand Up @@ -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
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5 changes: 3 additions & 2 deletions test/compile.jl
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Expand Up @@ -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
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4 changes: 2 additions & 2 deletions test/show.jl
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Expand Up @@ -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
Expand Down