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Remove @. macro from BFGS and SR1 computations #392

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Merged
amontoison merged 2 commits into from
Jan 23, 2026
Merged

Remove @. macro from BFGS and SR1 computations #392

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19a999c
remove @. macro in lsr1 push!
MaxenceGollier Jan 23, 2026
4c29660
remove @. macro from lbfgs operations
MaxenceGollier Jan 23, 2026
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18 changes: 9 additions & 9 deletions src/lbfgs.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -129,7 +129,7 @@ function InverseLBFGSOperator(T::Type, n::I; kwargs...) where {I <: Integer}
if data.ys[k] != 0
αk = dot(data.s[k], q) / data.ys[k]
data.α[k] = αk
@. q -= αk * data.y[k]
q .-= αk .* data.y[k]
end
end

Expand All @@ -140,7 +140,7 @@ function InverseLBFGSOperator(T::Type, n::I; kwargs...) where {I <: Integer}
if data.ys[k] != 0
αk = data.α[k]
β = αk - dot(data.y[k], q) / data.ys[k]
@. q += β * data.s[k]
q .+= β .* data.s[k]
end
end
if βm == zero(T2)
Expand Down Expand Up @@ -188,7 +188,7 @@ function LBFGSOperator(T::Type, n::I; kwargs...) where {I <: Integer}
if data.ys[k] != 0
ax = dot(data.a[k], x)
bx = dot(data.b[k], x)
@. q += bx .* data.b[k] - ax .* data.a[k]
q .+= bx .* data.b[k] .- ax .* data.a[k]
end
end
if β == zero(T2)
Expand Down Expand Up @@ -221,12 +221,12 @@ function push_common!(

# Update arrays a and b used in forward products.
if !op.inverse
@. data.b[insert] = y / sqrt(ys)
data.b[insert] .= y ./ sqrt(ys)

@inbounds for i = 1:(data.mem)
k = mod(insert + i - 1, data.mem) + 1
if data.ys[k] != 0
@. data.a[k] = data.s[k] / data.scaling_factor # B₀ = I / γ.
data.a[k] .= data.s[k] ./ data.scaling_factor # B₀ = I / γ.

@inbounds for j = 1:(i - 1)
l = mod(insert + j - 1, data.mem) + 1
Expand Down Expand Up @@ -303,7 +303,7 @@ function push!(
damp = true
end
if damp
@. y = θ * y + (1 - θ) * Bs # damped y
y = θ .* y .+ (1 - θ) .* Bs # damped y
ys = θ * ys + (1 - θ) * sBs
end

Expand All @@ -328,7 +328,7 @@ function push!(
σ₃ = op.data.σ₃

# Powell's damped update strategy
@. Bs = -α * g
Bs .= -α .* g
sBs = dot(s, Bs)
damp = false
if ys < (1 - σ₂) * sBs
Expand All @@ -339,7 +339,7 @@ function push!(
damp = true
end
if damp
@. y = θ * y + (1 - θ) * Bs # damped y
y .= θ .* y .+ (1 - θ) .* Bs # damped y
ys = θ * ys + (1 - θ) * sBs
end

Expand Down Expand Up @@ -378,7 +378,7 @@ function diag!(op::LBFGSOperator{T}, d) where {T}
@inbounds for i = 1:(data.mem)
k = mod(data.insert + i - 2, data.mem) + 1
if data.ys[k] != 0
@. d += data.b[k] .^ 2 - data.a[k] .^ 2
d .+= data.b[k] .^ 2 .- data.a[k] .^ 2
end
end
return d
Expand Down
6 changes: 3 additions & 3 deletions src/lsr1.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -136,7 +136,7 @@ function push!(op::LSR1Operator, s::AbstractVector, y::AbstractVector)
sufficient_curvature = abs(ys) ≥ ϵ * yNorm * sNorm
if sufficient_curvature
scaling_factor = ys / yy
@. data.tmp = y - s / scaling_factor
data.tmp .= y .- s ./ scaling_factor
scaling_condition = norm(data.tmp) >= ϵ * yNorm * sNorm
end
end
Expand All @@ -161,12 +161,12 @@ function push!(op::LSR1Operator, s::AbstractVector, y::AbstractVector)
for i = 1:(data.mem)
k = mod(data.insert + i - 2, data.mem) + 1
if data.ys[k] != 0
@. data.a[k] = data.y[k] - data.s[k] / data.scaling_factor # = y - B₀ * s
data.a[k] .= data.y[k] .- data.s[k] ./ data.scaling_factor # = y - B₀ * s
for j = 1:(i - 1)
l = mod(data.insert + j - 2, data.mem) + 1
if data.ys[l] != 0
as = dot(data.a[l], data.s[k]) / data.as[l]
@. data.a[k] -= as * data.a[l]
data.a[k] .-= as .* data.a[l]
end
end
data.as[k] = dot(data.a[k], data.s[k])
Expand Down
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