Merge branch 'master' into dk/adjointq

Author: dkarrasch

Project.toml

@@ -1,6 +1,6 @@
 name = "GenericLinearAlgebra"
 uuid = "14197337-ba66-59df-a3e3-ca00e7dcff7a"
-version = "0.3.2"
+version = "0.3.4"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

README.md

@@ -1,6 +1,6 @@
 # GenericLinearAlgebra.jl
-[![Build Status](https://travis-ci.org/JuliaLinearAlgebra/GenericLinearAlgebra.jl.svg?branch=master)](https://travis-ci.org/JuliaLinearAlgebra/GenericLinearAlgebra.jl)
-[![Coverage Status](https://coveralls.io/repos/github/JuliaLinearAlgebra/GenericLinearAlgebra.jl/badge.svg?branch=master&service=github)](https://coveralls.io/github/JuliaLinearAlgebra/GenericLinearAlgebra.jl?branch=master)
+[![CI](https://github.com/JuliaLinearAlgebra/GenericLinearAlgebra.jl/actions/workflows/ci.yml/badge.svg)](https://github.com/JuliaLinearAlgebra/GenericLinearAlgebra.jl/actions/workflows/ci.yml)
+[![codecov](https://codecov.io/gh/JuliaLinearAlgebra/GenericLinearAlgebra.jl/branch/master/graph/badge.svg?token=eO37qmAboR)](https://codecov.io/gh/JuliaLinearAlgebra/GenericLinearAlgebra.jl)
 [![](https://img.shields.io/badge/docs-stable-blue.svg)](https://JuliaLinearAlgebra.github.io/GenericLinearAlgebra.jl/stable)
 
 ### A fresh approach to numerical linear algebra in Julia

src/juliaBLAS.jl

@@ -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)
@@ -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} = 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} = 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)
@@ -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"
-# 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
@@ -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
@@ -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
@@ -202,63 +130,63 @@ end
 function lmul!(A::UnitLowerTriangular{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*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
     end
     return B
 end
-function lmul!(A::Adjoint{T,UpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
-    AA = parent(A).data
+function lmul!(A::LowerTriangular{T,Adjoint{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
+    AA = parent(A.data)
     m, n = size(B)
-    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 i ∈ m:-1:1
+        for j ∈ 1:n
+            B[i,j] = α*AA[i,i]'*B[i,j]
+            for l ∈ 1:(i - 1)
                 B[i,j] += α*AA[l,i]'*B[l,j]
             end
         end
     end
     return B
 end
-function lmul!(A::Adjoint{T,LowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
-    AA = parent(A).data
+function lmul!(A::UpperTriangular{T,Adjoint{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
+    AA = parent(A.data)
     m, n = size(B)
-    for i = 1:m
-        for j = 1:n
-            B[i,j] = α*AA[i,i]*B[i,j]
-            for l = i + 1:m
+    for i ∈ 1:m
+        for j ∈ 1:n
+            B[i,j] = α*AA[i,i]'*B[i,j]
+            for l ∈ (i + 1):m
                 B[i,j] += α*AA[l,i]'*B[l,j]
             end
         end
     end
     return B
 end
-function lmul!(A::Adjoint{T,UnitUpperTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
-    AA = parent(A).data
+function lmul!(A::UnitLowerTriangular{T,Adjoint{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
+    AA = parent(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*B[i,j]
-            for l = 1:i - 1
+            for l ∈ 1:(i - 1)
                 B[i,j] += α*AA[l,i]'*B[l,j]
             end
         end
     end
     return B
 end
-function lmul!(A::Adjoint{T,UnitLowerTriangular{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
-    AA = parent(A).data
+function lmul!(A::UnitUpperTriangular{T,Adjoint{T,S}}, B::StridedMatrix{T}, α::T) where {T<:Number,S}
+    AA = parent(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[l,i]'*B[l,j]
+            for l ∈ (i + 1):m
+                B[i,j] += α*AA[l,i]'*B[l,j]
             end
         end
     end

test/juliaBLAS.jl

@@ -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

test/runtests.jl

@@ -1,6 +1,7 @@
 using Test
 
 # @testset "The LinearAlgebra Test Suite" begin
+    include("juliaBLAS.jl")
     include("cholesky.jl")
     include("qr.jl")
     include("eigenselfadjoint.jl")