Skip to content
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

Jump to bottom

Clean up juliaBLAS.jl and test it #95

Merged
merged 1 commit into from
Aug 29, 2022
Merged

Clean up juliaBLAS.jl and test it #95

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
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
128 changes: 28 additions & 100 deletions src/juliaBLAS.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -24,12 +24,16 @@ function rankUpdate!(A::StridedMatrix, x::StridedVector, y::StridedVector, α::N
end
end

# Deprecated 11 October 2018
Base.@deprecate rankUpdate!(α::Number, x::StridedVector, y::StridedVector, A::StridedMatrix) rankUpdate!(A, x, y, α)

## Hermitian
rankUpdate!(A::HermOrSym{T,S}, a::StridedVector{T}, α::T) where {T<:BlasReal,S<:StridedMatrix} = BLAS.syr!(A.uplo, α, a, A.data)
rankUpdate!(A::HermOrSym{T,S}, a::StridedVector{T}) where {T<:BlasReal,S<:StridedMatrix} = rankUpdate!(one(T), a, A)
function rankUpdate!(A::HermOrSym{T,S}, a::StridedVector{T}, α::T) where {T<:BlasReal,S<:StridedMatrix}
BLAS.syr!(A.uplo, α, a, A.data)
return A
end
function rankUpdate!(A::Hermitian{Complex{T},S}, a::StridedVector{Complex{T}}, α::T) where {T<:BlasReal,S<:StridedMatrix}
BLAS.her!(A.uplo, α, a, A.data)
return A
end
rankUpdate!(A::HermOrSym{T,S}, a::StridedVector{T}) where {T<:BlasFloat,S<:StridedMatrix} = rankUpdate!(A, a, one(real(T)))

### Generic
function rankUpdate!(A::Hermitian, a::StridedVector, α::Real)
Expand All @@ -44,15 +48,18 @@ function rankUpdate!(A::Hermitian, a::StridedVector, α::Real)
return A
end

# Deprecated 11 October 2018
Base.@deprecate rankUpdate!(α::Real, a::StridedVector, A::Hermitian) rankUpdate!(A, a, α)

# Rank k update
## Real
rankUpdate!(C::HermOrSym{T,S}, A::StridedMatrix{T}, α::T, β::T) where {T<:BlasReal,S<:StridedMatrix} = BLAS.syrk!(C.uplo, 'N', α, A, β, C.data)
function rankUpdate!(C::HermOrSym{T,S}, A::StridedMatrix{T}, α::T, β::T) where {T<:BlasReal,S<:StridedMatrix}
BLAS.syrk!(C.uplo, 'N', α, A, β, C.data)
return C
end

## Complex
rankUpdate!(C::Hermitian{T,S}, A::StridedMatrix{Complex{T}}, α::T, β::T) where {T<:BlasReal,S<:StridedMatrix} = BLAS.herk!(C.uplo, 'N', α, A, β, C.data)
function rankUpdate!(C::Hermitian{Complex{T},S}, A::StridedMatrix{Complex{T}}, α::T, β::T) where {T<:BlasReal,S<:StridedMatrix}
BLAS.herk!(C.uplo, 'N', α, A, β, C.data)
return C
end

### Generic
function rankUpdate!(C::Hermitian, A::StridedVecOrMat, α::Real)
Expand Down Expand Up @@ -80,93 +87,14 @@ function rankUpdate!(C::Hermitian, A::StridedVecOrMat, α::Real)
return C
end

# Deprecated 11 October 2018
Base.@deprecate rankUpdate!(α::Real, A::StridedVecOrMat, C::Hermitian) rankUpdate!(C, A, α)
Base.@deprecate rankUpdate!(α::Real, A::StridedVecOrMat, β::Real, C::Hermitian) rankUpdate!(C, A, α, β)

if VERSION < v"1.3.0-alpha.115" # Project.toml has julia = "1.6" so this block should no longer be necessary
# BLAS style mul!
## gemv
mul!(y::StridedVector{T}, A::StridedMatrix{T}, x::StridedVector{T}, α::T, β::T) where {T<:BlasFloat} = gemv!('N', α, A, x, β, y)
mul!(y::StridedVector{T}, A::Adjoint{T,<:StridedMatrix{T}}, x::StridedVector{T}, α::T, β::T) where {T<:BlasFloat} = gemv!('C', α, parent(adjA), x, β, y)

## gemm
mul!(C::StridedMatrix{T}, A::StridedMatrix{T}, B::StridedMatrix{T}, α::T, β::T) where {T<:BlasFloat} = BLAS.gemm!('N', 'N', α, A, B, β, C)
mul!(C::StridedMatrix{T}, adjA::Adjoint{T,<:StridedMatrix{T}}, B::StridedMatrix{T}, α::T, β::T) where {T<:BlasFloat} = BLAS.gemm!('C', 'N', α, parent(adjA), B, β, C)
# Not optimized since it is a generic fallback. Can probably soon be removed when the signatures in base have been updated.
function mul!(C::StridedVecOrMat,
A::StridedMatrix,
B::StridedVecOrMat,
α::Number,
β::Number)

m, n = size(C, 1), size(C, 2)
k = size(A, 2)

if β != 1
if β == 0
fill!(C, 0)
else
rmul!(C, β)
end
end
for j = 1:n
for i = 1:m
for l = 1:k
C[i,j] += α*A[i,l]*B[l,j]
end
end
end
return C
end
function mul!(C::StridedVecOrMat,
adjA::Adjoint{<:Number,<:StridedMatrix},
B::StridedVecOrMat,
α::Number,
β::Number)

A = parent(adjA)
m, n = size(C, 1), size(C, 2)
k = size(A, 1)

if β != 1
if β == 0
fill!(C, 0)
else
rmul!(C, β)
end
end
for j = 1:n
for i = 1:m
for l = 1:k
C[i,j] += α*A[l,i]'*B[l,j]
end
end
end
return C
end

## trmm like
### BLAS versions
mul!(A::UpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'N', 'N', α, A.data, B)
mul!(A::LowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'N', 'N', α, A.data, B)
mul!(A::UnitUpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'N', 'U', α, A.data, B)
mul!(A::UnitLowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'N', 'U', α, A.data, B)
mul!(A::Adjoint{T,UpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'C', 'N', α, parent(A).data, B)
mul!(A::Adjoint{T,LowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'C', 'N', α, parent(A).data, B)
mul!(A::Adjoint{T,UnitUpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'U', 'C', 'U', α, parent(A).data, B)
mul!(A::Adjoint{T,UnitLowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:BlasFloat,S} = trmm!('L', 'L', 'C', 'U', α, parent(A).data, B)

end # VERSION

### Generic fallbacks
function lmul!(A::UpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = 1:m
for j = 1:n
for i ∈ 1:m
for j ∈ 1:n
B[i,j] = α*AA[i,i]*B[i,j]
for l = i + 1:m
for l ∈ (i + 1):m
B[i,j] += α*AA[i,l]*B[l,j]
end
end
Expand All @@ -176,10 +104,10 @@ end
function lmul!(A::LowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = m:-1:1
for j = 1:n
for i ∈ m:-1:1
for j ∈ 1:n
B[i,j] = α*AA[i,i]*B[i,j]
for l = 1:i - 1
for l ∈ 1:(i - 1)
B[i,j] += α*AA[i,l]*B[l,j]
end
end
Expand All @@ -189,11 +117,11 @@ end
function lmul!(A::UnitUpperTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
AA = A.data
m, n = size(B)
for i = 1:m
for j = 1:n
for i ∈ 1:m
for j ∈ 1:n
B[i,j] = α*B[i,j]
for l = i + 1:m
B[i,j] = α*AA[i,l]*B[l,j]
for l ∈ (i + 1):m
B[i,j] += α*AA[i,l]*B[l,j]
end
end
end
Expand All @@ -205,7 +133,7 @@ function lmul!(A::UnitLowerTriangular{T,S}, B::StridedMatrix{T}, α::T) where {T
for i = m:-1:1
for j = 1:n
B[i,j] = α*B[i,j]
for l = 1:i - 1
for l = 1:(i - 1)
B[i,j] += α*AA[i,l]*B[l,j]
end
end
Expand Down
29 changes: 29 additions & 0 deletions test/juliaBLAS.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,29 @@
using Test, GenericLinearAlgebra, LinearAlgebra

@testset "rankUpdate!" begin
A, B, x = (Hermitian(randn(5, 5)), randn(5, 2), randn(5))
Ac, Bc, xc = (
Hermitian(complex.(randn(5, 5), randn(5, 5))),
complex.(randn(5, 2), randn(5, 2)),
complex.(randn(5), randn(5)),
)
@test rankUpdate!(copy(A), x) ≈ A .+ x.*x'
@test rankUpdate!(copy(Ac), xc) ≈ Ac .+ xc.*xc'

@test rankUpdate!(copy(A), B, 0.5, 0.5) ≈ 0.5*A + 0.5*B*B'
@test rankUpdate!(copy(Ac), Bc, 0.5, 0.5) ≈ 0.5*Ac + 0.5*Bc*Bc'

@test invoke(rankUpdate!, Tuple{Hermitian,StridedVecOrMat,Real}, copy(Ac), Bc, 1.0) ≈
rankUpdate!(copy(Ac), Bc, 1.0, 1.0)
end

@testset "triangular multiplication: $(typeof(T))" for T ∈ (
UpperTriangular(complex.(randn(5, 5), randn(5, 5))),
UnitUpperTriangular(complex.(randn(5, 5), randn(5, 5))),
LowerTriangular(complex.(randn(5, 5), randn(5, 5))),
UnitLowerTriangular(complex.(randn(5, 5), randn(5, 5))),
)
B = complex.(randn(5, 5), randn(5, 5))
@test lmul!(T, copy(B), complex(0.5, 0.5)) ≈ T*B*complex(0.5, 0.5)
@test lmul!(T', copy(B), complex(0.5, 0.5)) ≈ T'*B*complex(0.5, 0.5)
end
1 change: 1 addition & 0 deletions test/runtests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
using Test

# @testset "The LinearAlgebra Test Suite" begin
include("juliaBLAS.jl")
include("cholesky.jl")
include("qr.jl")
include("eigenselfadjoint.jl")
Expand Down