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infqr.jl
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mutable struct AdaptiveQRData{T,DM<:AbstractMatrix{T},M<:AbstractMatrix{T}}
data::CachedMatrix{T,DM,M}
τ::Vector{T}
ncols::Int
end
function AdaptiveQRData(::Union{SymmetricLayout{<:AbstractBandedLayout},AbstractBandedLayout}, A::AbstractMatrix{T}) where T
l,u = bandwidths(A)
FT = float(T)
data = BandedMatrix{FT}(undef,(2l+u+1,0),(l,l+u)) # pad super
AdaptiveQRData(CachedArray(data,A), Vector{FT}(), 0)
end
function AdaptiveQRData(::AbstractAlmostBandedLayout, A::AbstractMatrix{T}) where T
l,u = almostbandwidths(A)
r = almostbandedrank(A)
data = AlmostBandedMatrix(Zeros{T}(2l+u+1,0),(l,l+u),r) # pad super
AdaptiveQRData(CachedArray(data,A,(0,0)), Vector{T}(), 0)
end
function AdaptiveQRData(::AbstractBlockLayout, A::AbstractMatrix{T}) where T
l,u = blockbandwidths(A)
m,n = axes(A)
data = BlockBandedMatrix{T}(undef,(m[Block.(1:2l+u+1)],n[Block.(1:0)]),(l,l+u)) # pad super
AdaptiveQRData(CachedArray(data,A), Vector{T}(), 0)
end
AdaptiveQRData(A::AbstractMatrix{T}) where T = AdaptiveQRData(MemoryLayout(A), A)
function partialqr!(F::AdaptiveQRData{<:Any,<:BandedMatrix}, n::Int)
if n > F.ncols
l,u = bandwidths(F.data.data)
resizedata!(F.data,n+l,n+u);
resize!(F.τ,n);
ñ = F.ncols
τ = view(F.τ,ñ+1:n);
if l ≤ 0
zero!(τ)
else
factors = view(F.data.data,ñ+1:n+l,ñ+1:n+u);
_banded_qr!(factors, τ, n-ñ)
end
F.ncols = n
end
F
end
function partialqr!(F::AdaptiveQRData{<:Any,<:AlmostBandedMatrix}, n::Int)
if n > F.ncols
l,u = almostbandwidths(F.data.data)
resizedata!(F.data,n+l,n+l+u);
resize!(F.τ,n);
ñ = F.ncols
τ = view(F.τ,ñ+1:n)
if l ≤ 0
zero!(τ)
else
factors = view(F.data.data,ñ+1:n+l,ñ+1:n+l+u)
_almostbanded_qr!(factors, τ, n-ñ)
end
F.ncols = n
end
F
end
function partialqr!(F::AdaptiveQRData{<:Any,<:BlockSkylineMatrix}, N::Block{1})
n = last(axes(F.data,2)[N])
if n > F.ncols
l,u = blockbandwidths(F.data.data)
resizedata!(F.data,N+l,N+u);
resize!(F.τ,n);
ñ = F.ncols
Ñ = ñ == 0 ? Block(0) : findblock(axes(F.data,2), ñ)
τ = view(F.τ,ñ+1:n)
if l ≤ 0
zero!(τ)
else
factors = view(F.data.data,Ñ+1:N+l,Ñ+1:N+u);
_blockbanded_qr!(factors, PseudoBlockVector(τ, (axes(factors,2)[Block(1):(N-Ñ)],)), N-Ñ)
end
F.ncols = n
end
F
end
partialqr!(F::AdaptiveQRData{<:Any,<:BlockSkylineMatrix}, n::Int) =
partialqr!(F, findblock(axes(F.data,2), n))
struct AdaptiveQRFactors{T,DM<:AbstractMatrix{T},M<:AbstractMatrix{T}} <: LayoutMatrix{T}
data::AdaptiveQRData{T,DM,M}
end
struct AdaptiveLayout{M} <: MemoryLayout end
MemoryLayout(::Type{AdaptiveQRFactors{T,DM,M}}) where {T,DM,M} = AdaptiveLayout{typeof(MemoryLayout(DM))}()
triangularlayout(::Type{Tri}, ::ML) where {Tri, ML<:AdaptiveLayout} = Tri{ML}()
transposelayout(A::AdaptiveLayout{ML}) where ML = AdaptiveLayout{typeof(transposelayout(ML()))}()
size(F::AdaptiveQRFactors) = size(F.data.data)
axes(F::AdaptiveQRFactors) = axes(F.data.data)
bandwidths(F::AdaptiveQRFactors) = bandwidths(F.data.data)
axes(A::AbstractTriangular{<:Any,<:AdaptiveQRFactors}) = axes(parent(A))
function colsupport(F::AdaptiveQRFactors, j)
partialqr!(F.data, maximum(j))
colsupport(F.data.data.data, j)
end
function rowsupport(F::AdaptiveQRFactors, j)
partialqr!(F.data, maximum(j)+bandwidth(F,2))
rowsupport(F.data.data.data, j)
end
function blockcolsupport(F::AdaptiveQRFactors, J)
partialqr!(F.data, maximum(J))
blockcolsupport(F.data.data.data, J)
end
function getindex(F::AdaptiveQRFactors, k::Int, j::Int)
partialqr!(F.data, j)
F.data.data[k,j]
end
colsupport(F::QRPackedQ{<:Any,<:AdaptiveQRFactors}, j) = 1:last(colsupport(F.factors, j))
rowsupport(F::QRPackedQ{<:Any,<:AdaptiveQRFactors}, j) = first(rowsupport(F.factors, j)):size(F,2)
blockcolsupport(F::QRPackedQ{<:Any,<:AdaptiveQRFactors}, j) = blockcolsupport(F.factors, j)
struct AdaptiveQRTau{T,DM<:AbstractMatrix{T},M<:AbstractMatrix{T}} <: LayoutVector{T}
data::AdaptiveQRData{T,DM,M}
end
size(F::AdaptiveQRTau) = (size(F.data.data,1),)
function getindex(F::AdaptiveQRTau, j::Int)
partialqr!(F.data, j)
F.data.τ[j]
end
getR(Q::QR, ::NTuple{2,InfiniteCardinal{0}}) = UpperTriangular(Q.factors)
function adaptiveqr(A)
data = AdaptiveQRData(A)
QR(AdaptiveQRFactors(data), AdaptiveQRTau(data))
end
_qr(::AbstractBandedLayout, ::NTuple{2,OneToInf{Int}}, A) = adaptiveqr(A)
_qr(::AbstractAlmostBandedLayout, ::NTuple{2,OneToInf{Int}}, A) = adaptiveqr(A)
__qr(_, ::NTuple{2,InfiniteCardinal{0}}, A) = adaptiveqr(A)
_qr(::AbstractBlockBandedLayout, ::NTuple{2,InfiniteCardinal{0}}, A) = adaptiveqr(A)
_factorize(::AbstractBandedLayout, ::NTuple{2,OneToInf{Int}}, A) = qr(A)
partialqr!(F::QR, n) = partialqr!(F.factors, n)
partialqr!(F::AdaptiveQRFactors, n) = partialqr!(F.data, n)
#########
# getindex
#########
getindex(Q::QRPackedQ{<:Any,<:AdaptiveQRFactors,<:AdaptiveQRTau}, I::AbstractVector{Int}, J::AbstractVector{Int64}) =
hcat((Q[:,j][I] for j in J)...)
#########
# lmul!
#########
_view_QRPackedQ(A, kr, jr) = QRPackedQ(view(A.factors.data.data.data,kr,jr), view(A.τ.data.τ,jr))
function materialize!(M::MatLmulVec{<:QRPackedQLayout{<:AdaptiveLayout},<:PaddedLayout})
A,B = M.A,M.B
sB = size(paddeddata(B),1)
partialqr!(A.factors.data,sB)
jr = oneto(sB)
m = maximum(colsupport(A,jr))
kr = oneto(m)
resizedata!(B, m)
b = paddeddata(B)
lmul!(_view_QRPackedQ(A,kr,jr), b)
B
end
function resizedata_chop!(v::CachedVector, tol)
c = paddeddata(v)
n = length(c)
k_tol = n
for k = n:-1:1
if abs(c[k]) > tol
v.datasize = (k_tol,)
return v
end
end
v.datasize = (0,)
v
end
function resizedata_chop!(v::PseudoBlockVector, tol)
c = paddeddata(v.blocks)
n = length(c)
k_tol = choplength(c, tol)
ax = axes(v,1)
K = findblock(ax,k_tol)
n2 = last(ax[K])
resize!(v.blocks.data, n2)
zero!(view(v.blocks.data, n+1:n2))
v.blocks.datasize = (n2,)
v
end
_norm(x::Number) = abs(x)
function materialize!(M::MatLmulVec{<:AdjQRPackedQLayout{<:AdaptiveLayout},<:PaddedLayout}; tolerance=floatmin(real(eltype(M))))
adjA,B = M.A,M.B
COLGROWTH = 1000 # rate to grow columns
require_one_based_indexing(B)
A = parent(adjA)
mA, nA = size(A.factors)
mB = length(B)
if mA != mB
throw(DimensionMismatch("matrix A has dimensions ($mA,$nA) but B has dimensions ($mB, $nB)"))
end
Bdata = paddeddata(B)
sB = size(Bdata,1)
l,u = bandwidths(A.factors)
if l == 0 # diagonal special case
return B
end
jr = 1:min(COLGROWTH,nA)
@inbounds begin
while first(jr) < nA
j = first(jr)
cs = colsupport(A.factors, last(jr))
cs_max = maximum(cs)
kr = j:cs_max
resizedata!(B, min(cs_max,mB))
Bdata = paddeddata(B)
if (j > sB && maximum(_norm,view(Bdata,j:last(colsupport(A.factors,j)))) ≤ tolerance)
break
end
partialqr!(A.factors.data, min(cs_max,nA))
Q_N = _view_QRPackedQ(A, kr, jr)
lmul!(Q_N', view(Bdata, kr))
jr = last(jr)+1:min(last(jr)+COLGROWTH,nA)
end
end
resizedata_chop!(B, tolerance)
end
function resizedata!(B::PseudoBlockVector, M::Block{1})
resizedata!(B.blocks, last(axes(B,1)[M]))
B
end
function _view_QRPackedQ(A, KR::BlockRange, JR::BlockRange)
jr = UnitRange{Int}(axes(A,2)[JR])
QRPackedQ(view(A.factors.data.data.data,KR,JR), view(A.τ.data.τ,jr))
end
function materialize!(M::MatLmulVec{<:QRPackedQLayout{<:AdaptiveLayout{<:AbstractBlockBandedLayout}},<:PaddedLayout})
A,B_in = M.A,M.B
sB = length(paddeddata(B_in))
ax1,ax2 = axes(A.factors.data.data)
B = PseudoBlockVector(B_in, (ax2,))
SB = findblock(ax2, sB)
partialqr!(A.factors.data,SB)
JR = Block(1):SB
M = maximum(blockcolsupport(A.factors,JR))
KR = Block(1):M
resizedata!(B, M)
b = paddeddata(B)
lmul!(_view_QRPackedQ(A,KR,JR), b)
B
end
function materialize!(M::MatLmulVec{<:AdjQRPackedQLayout{<:AdaptiveLayout{<:AbstractBlockBandedLayout}},<:PaddedLayout}; tolerance=1E-30)
adjA,B_in = M.A,M.B
A = parent(adjA)
T = eltype(M)
COLGROWTH = 300 # rate to grow columns
ax1,ax2 = axes(A.factors.data.data)
B = PseudoBlockVector(B_in, (ax1,))
SB = findblock(ax1, length(paddeddata(B_in)))
MA, NA = blocksize(A.factors.data.data.array)
JR = Block(1):findblock(ax1,COLGROWTH)
@inbounds begin
while Int(first(JR)) < NA
J = first(JR)
J_last = last(JR)
CS = blockcolsupport(A.factors.data.data.array, J_last)
CS_max = maximum(CS)
KR = J:CS_max
resizedata!(B, CS_max)
mx = maximum(abs,view(B,J:last(blockcolsupport(A.factors.data.data.array,J))))
isnan(mx) && error("Not-a-number encounted")
if J > SB && mx ≤ tolerance
break
end
partialqr!(A.factors.data, CS_max)
kr = first(ax1[KR[1]]):last(ax1[KR[end]])
jr = first(ax2[JR[1]]):last(ax2[JR[end]])
Q_N = QRPackedQ(view(A.factors.data.data.data,KR,JR), view(A.τ.data.τ,jr));
lmul!(Q_N', view(B.blocks.data, kr))
JR = last(JR)+1:findblock(ax1,last(jr)+COLGROWTH)
end
end
resizedata_chop!(B, tolerance)
end
function _lmul_copymutable(A::Union{AbstractMatrix{T},AbstractQ{T}}, x::AbstractVector{S}; kwds...) where {T,S}
TS = promote_op(matprod, T, S)
lmul!(A, Base.copymutable(convert(AbstractVector{TS},x)); kwds...)
end
(*)(A::QRPackedQ{T,<:AdaptiveQRFactors}, x::AbstractVector; kwds...) where {T} = _lmul_copymutable(A, x; kwds...)
(*)(A::AdjointQtype{T,<:QRPackedQ{T,<:AdaptiveQRFactors}}, x::AbstractVector; kwds...) where {T} = _lmul_copymutable(A, x; kwds...)
(*)(A::QRPackedQ{T,<:AdaptiveQRFactors}, x::LayoutVector; kwds...) where {T} = _lmul_copymutable(A, x; kwds...)
(*)(A::AdjointQtype{T,<:QRPackedQ{T,<:AdaptiveQRFactors}}, x::LayoutVector; kwds...) where {T} = _lmul_copymutable(A, x; kwds...)
function ldiv!(R::UpperTriangular{<:Any,<:AdaptiveQRFactors}, B::CachedVector{<:Any,<:Any,<:Zeros{<:Any,1}})
n = B.datasize[1]
partialqr!(parent(R).data, n)
materialize!(Ldiv(UpperTriangular(view(parent(R).data.data.data,oneto(n),oneto(n))), view(B.data,oneto(n))))
B
end
function ldiv!(R::UpperTriangular{<:Any,<:AdaptiveQRFactors}, B::PseudoBlockArray)
n = B.blocks.datasize[1]
N = findblock(axes(R,1),n)
partialqr!(parent(R).data, N)
resizedata!(B,N)
KR = Block(1):N
materialize!(Ldiv(UpperTriangular(view(parent(R).data.data.data,KR,KR)), paddeddata(B)))
B
end
ldiv!(dest::AbstractVector, F::QR{<:Any,<:AdaptiveQRFactors}, b::AbstractVector; kwds...) = ldiv!(F, copyto!(dest, b); kwds...)
ldiv!(F::QR{<:Any,<:AdaptiveQRFactors}, b::AbstractVector; kwds...) = ldiv!(F.R, lmul!(F.Q',b; kwds...))
ldiv!(F::QR{<:Any,<:AdaptiveQRFactors}, b::LayoutVector; kwds...) = ldiv!(F.R, lmul!(F.Q',b; kwds...))
\(F::QR{<:Any,<:AdaptiveQRFactors}, B::AbstractVector; kwds...) = ldiv!(F.R, *(F.Q', B; kwds...))
\(F::QR{<:Any,<:AdaptiveQRFactors}, B::LayoutVector; kwds...) = ldiv!(F.R, *(F.Q', B; kwds...))
factorize(A::BandedMatrix{<:Any,<:Any,<:OneToInf}) = qr(A)
qr(A::SymTridiagonal{T,<:AbstractFill{T,1,Tuple{OneToInf{Int}}}}) where T = adaptiveqr(A)
copy(M::Mul{<:QRPackedQLayout{<:AdaptiveLayout}}) = ApplyArray(*, M.A, M.B)
copy(M::Mul{<:Any,<:QRPackedQLayout{<:AdaptiveLayout}}) = ApplyArray(*, M.A, M.B)