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refactor div-conq SVD, impl svd_rand #165

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refactor div-conq SVD, impl svd_rand #165

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56b16a8
refactor div-conq SVD, impl svd_rand
Jun 27, 2019
863bb3e
update to the appropriate sprs branch
Jun 28, 2019
76bd990
update sprs branch
Apr 13, 2020
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5 changes: 5 additions & 0 deletions Cargo.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -41,6 +41,11 @@ default-features = false
version = "0.3"
default-features = false

[dependencies.sprs]
git = "https://github.com/pmarks/sprs.git"
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This is required for the Dot impl in @pmarks branch, which itself is dependent on rust-lang/rust#55437

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We need to create nightly CI

branch = "pmarks/scan-rs"
optional = true

[dependencies.openblas-src]
version = "0.6"
default-features = false
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4 changes: 1 addition & 3 deletions src/lapack/mod.rs
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Expand Up @@ -7,7 +7,6 @@ pub mod qr;
pub mod solve;
pub mod solveh;
pub mod svd;
pub mod svddc;
pub mod triangular;

pub use self::cholesky::*;
Expand All @@ -17,7 +16,6 @@ pub use self::qr::*;
pub use self::solve::*;
pub use self::solveh::*;
pub use self::svd::*;
pub use self::svddc::*;
pub use self::triangular::*;

use super::error::*;
Expand All @@ -26,7 +24,7 @@ use super::types::*;
pub type Pivot = Vec<i32>;

/// Trait for primitive types which implements LAPACK subroutines
pub trait Lapack: OperatorNorm_ + QR_ + SVD_ + SVDDC_ + Solve_ + Solveh_ + Cholesky_ + Eigh_ + Triangular_ {}
pub trait Lapack: OperatorNorm_ + QR_ + SVD_ + Solve_ + Solveh_ + Cholesky_ + Eigh_ + Triangular_ {}

impl Lapack for f32 {}
impl Lapack for f64 {}
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95 changes: 68 additions & 27 deletions src/lapack/svd.rs
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Expand Up @@ -9,13 +9,7 @@ use crate::types::*;

use super::into_result;

#[repr(u8)]
enum FlagSVD {
All = b'A',
// OverWrite = b'O',
// Separately = b'S',
No = b'N',
}
use crate::svd::FlagSVD;

/// Result of SVD
pub struct SVDOutput<A: Scalar> {
Expand All @@ -27,35 +21,45 @@ pub struct SVDOutput<A: Scalar> {
pub vt: Option<Vec<A>>,
}

/// Wraps `*gesvd`
/// Wraps `*gesvd` and `*gesdd`
pub trait SVD_: Scalar {
unsafe fn svd(l: MatrixLayout, calc_u: bool, calc_vt: bool, a: &mut [Self]) -> Result<SVDOutput<Self>>;
unsafe fn svd(l: MatrixLayout, jobu: FlagSVD, jobvt: FlagSVD, a: &mut [Self]) -> Result<SVDOutput<Self>>;
unsafe fn svd_dc(l: MatrixLayout, jobz: FlagSVD, a: &mut [Self]) -> Result<SVDOutput<Self>>;
}

macro_rules! impl_svd {
($scalar:ty, $gesvd:path) => {
($scalar:ty, $gesvd:path, $gesdd:path) => {
impl SVD_ for $scalar {
unsafe fn svd(l: MatrixLayout, calc_u: bool, calc_vt: bool, mut a: &mut [Self]) -> Result<SVDOutput<Self>> {
unsafe fn svd(
l: MatrixLayout,
jobu: FlagSVD,
jobvt: FlagSVD,
mut a: &mut [Self],
) -> Result<SVDOutput<Self>> {
let (m, n) = l.size();
let k = ::std::cmp::min(n, m);
let lda = l.lda();
let (ju, ldu, mut u) = if calc_u {
(FlagSVD::All, m, vec![Self::zero(); (m * m) as usize])
} else {
(FlagSVD::No, 1, Vec::new())
let ucol = match jobu {
FlagSVD::All => m,
FlagSVD::Some => k,
FlagSVD::None => 0,
};
let (jvt, ldvt, mut vt) = if calc_vt {
(FlagSVD::All, n, vec![Self::zero(); (n * n) as usize])
} else {
(FlagSVD::No, n, Vec::new())
let vtrow = match jobvt {
FlagSVD::All => n,
FlagSVD::Some => k,
FlagSVD::None => 0,
};
let mut u = vec![Self::zero(); (m * ucol).max(1) as usize];
let ldu = l.resized(m, ucol).lda();
let mut vt = vec![Self::zero(); (vtrow * n).max(1) as usize];
let ldvt = l.resized(vtrow, n).lda();
let mut s = vec![Self::Real::zero(); k as usize];
let mut superb = vec![Self::Real::zero(); (k - 1) as usize];
dbg!(ldvt);
let info = $gesvd(
l.lapacke_layout(),
ju as u8,
jvt as u8,
jobu as u8,
jobvt as u8,
m,
n,
&mut a,
Expand All @@ -71,16 +75,53 @@ macro_rules! impl_svd {
info,
SVDOutput {
s: s,
u: if calc_u { Some(u) } else { None },
vt: if calc_vt { Some(vt) } else { None },
u: if jobu == FlagSVD::None { None } else { Some(u) },
vt: if jobvt == FlagSVD::None { None } else { Some(vt) },
},
)
}

unsafe fn svd_dc(l: MatrixLayout, jobz: FlagSVD, mut a: &mut [Self]) -> Result<SVDOutput<Self>> {
let (m, n) = l.size();
let k = m.min(n);
let lda = l.lda();
let (ucol, vtrow) = match jobz {
FlagSVD::All => (m, n),
FlagSVD::Some => (k, k),
FlagSVD::None => (0, 0),
};
let mut s = vec![Self::Real::zero(); k.max(1) as usize];
let mut u = vec![Self::zero(); (m * ucol).max(1) as usize];
let ldu = l.resized(m, ucol).lda();
let mut vt = vec![Self::zero(); (vtrow * n).max(1) as usize];
let ldvt = l.resized(vtrow, n).lda();
let info = $gesdd(
l.lapacke_layout(),
jobz as u8,
m,
n,
&mut a,
lda,
&mut s,
&mut u,
ldu,
&mut vt,
ldvt,
);
into_result(
info,
SVDOutput {
s: s,
u: if jobz == FlagSVD::None { None } else { Some(u) },
vt: if jobz == FlagSVD::None { None } else { Some(vt) },
},
)
}
}
};
} // impl_svd!

impl_svd!(f64, lapacke::dgesvd);
impl_svd!(f32, lapacke::sgesvd);
impl_svd!(c64, lapacke::zgesvd);
impl_svd!(c32, lapacke::cgesvd);
impl_svd!(f64, lapacke::dgesvd, lapacke::dgesdd);
impl_svd!(f32, lapacke::sgesvd, lapacke::sgesdd);
impl_svd!(c64, lapacke::zgesvd, lapacke::zgesdd);
impl_svd!(c32, lapacke::cgesvd, lapacke::cgesdd);
69 changes: 0 additions & 69 deletions src/lapack/svddc.rs
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4 changes: 2 additions & 2 deletions src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -57,7 +57,7 @@ pub mod qr;
pub mod solve;
pub mod solveh;
pub mod svd;
pub mod svddc;
pub mod svd_rand;
pub mod trace;
pub mod triangular;
pub mod types;
Expand All @@ -77,7 +77,7 @@ pub use qr::*;
pub use solve::*;
pub use solveh::*;
pub use svd::*;
pub use svddc::*;
pub use svd_rand::*;
pub use trace::*;
pub use triangular::*;
pub use types::*;
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