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eig.jl
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157 lines (144 loc) · 4.94 KB
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# Inputs
# ------
function copy_input(::typeof(eig_full), A::AbstractMatrix)
return copy!(similar(A, float(eltype(A))), A)
end
copy_input(::typeof(eig_vals), A) = copy_input(eig_full, A)
copy_input(::typeof(eig_trunc), A) = copy_input(eig_full, A)
copy_input(::typeof(eig_full), A::Diagonal) = copy(A)
function check_input(::typeof(eig_full!), A::AbstractMatrix, DV, ::AbstractAlgorithm)
m, n = size(A)
m == n || throw(DimensionMismatch("square input matrix expected"))
D, V = DV
@assert D isa Diagonal && V isa AbstractMatrix
@check_size(D, (m, m))
@check_scalar(D, A, complex)
@check_size(V, (m, m))
@check_scalar(V, A, complex)
return nothing
end
function check_input(::typeof(eig_vals!), A::AbstractMatrix, D, ::AbstractAlgorithm)
m, n = size(A)
m == n || throw(DimensionMismatch("square input matrix expected"))
@assert D isa AbstractVector
@check_size(D, (n,))
@check_scalar(D, A, complex)
return nothing
end
function check_input(::typeof(eig_full!), A::AbstractMatrix, DV, ::DiagonalAlgorithm)
m, n = size(A)
@assert m == n && isdiag(A)
D, V = DV
@assert D isa Diagonal && V isa Diagonal
@check_size(D, (m, m))
@check_size(V, (m, m))
# Diagonal doesn't need to promote to complex scalartype since we know it is diagonalizable
@check_scalar(D, A)
@check_scalar(V, A)
return nothing
end
function check_input(::typeof(eig_vals!), A::AbstractMatrix, D, ::DiagonalAlgorithm)
m, n = size(A)
@assert m == n && isdiag(A)
@assert D isa AbstractVector
@check_size(D, (n,))
# Diagonal doesn't need to promote to complex scalartype since we know it is diagonalizable
@check_scalar(D, A)
return nothing
end
# Outputs
# -------
function initialize_output(::typeof(eig_full!), A::AbstractMatrix, ::AbstractAlgorithm)
n = size(A, 1) # square check will happen later
Tc = complex(eltype(A))
D = Diagonal(similar(A, Tc, n))
V = similar(A, Tc, (n, n))
return (D, V)
end
function initialize_output(::typeof(eig_vals!), A::AbstractMatrix, ::AbstractAlgorithm)
n = size(A, 1) # square check will happen later
Tc = complex(eltype(A))
D = similar(A, Tc, n)
return D
end
function initialize_output(::typeof(eig_trunc!), A, alg::TruncatedAlgorithm)
return initialize_output(eig_full!, A, alg.alg)
end
function initialize_output(::typeof(eig_full!), A::Diagonal, ::DiagonalAlgorithm)
return A, similar(A)
end
function initialize_output(::typeof(eig_vals!), A::Diagonal, ::DiagonalAlgorithm)
return diagview(A)
end
# Implementation
# --------------
function eig_full!(A::AbstractMatrix, DV, alg::LAPACK_EigAlgorithm)
check_input(eig_full!, A, DV, alg)
D, V = DV
if alg isa LAPACK_Simple
isempty(alg.kwargs) ||
throw(ArgumentError("LAPACK_Simple (geev) does not accept any keyword arguments"))
YALAPACK.geev!(A, D.diag, V)
else # alg isa LAPACK_Expert
YALAPACK.geevx!(A, D.diag, V; alg.kwargs...)
end
# TODO: make this controllable using a `gaugefix` keyword argument
V = gaugefix!(V)
return D, V
end
function eig_vals!(A::AbstractMatrix, D, alg::LAPACK_EigAlgorithm)
check_input(eig_vals!, A, D, alg)
V = similar(A, complex(eltype(A)), (size(A, 1), 0))
if alg isa LAPACK_Simple
isempty(alg.kwargs) ||
throw(ArgumentError("LAPACK_Simple (geev) does not accept any keyword arguments"))
YALAPACK.geev!(A, D, V)
else # alg isa LAPACK_Expert
YALAPACK.geevx!(A, D, V; alg.kwargs...)
end
return D
end
function eig_trunc!(A, DV, alg::TruncatedAlgorithm)
D, V = eig_full!(A, DV, alg.alg)
result, _, truncerr = truncate(eig_trunc!, (D, V), alg.trunc)
return result..., truncerr
end
# Diagonal logic
# --------------
function eig_full!(A::Diagonal, (D, V)::Tuple{Diagonal, Diagonal}, alg::DiagonalAlgorithm)
check_input(eig_full!, A, (D, V), alg)
D === A || copy!(D, A)
one!(V)
return D, V
end
function eig_vals!(A::Diagonal, D::AbstractVector, alg::DiagonalAlgorithm)
check_input(eig_vals!, A, D, alg)
Ad = diagview(A)
D === Ad || copy!(D, Ad)
return D
end
# GPU logic
# ---------
_gpu_geev!(A, D, V) = throw(MethodError(_gpu_geev!, (A, D, V)))
function eig_full!(A::AbstractMatrix, DV, alg::GPU_EigAlgorithm)
check_input(eig_full!, A, DV, alg)
D, V = DV
if alg isa GPU_Simple
isempty(alg.kwargs) ||
throw(ArgumentError("GPU_Simple (geev) does not accept any keyword arguments"))
_gpu_geev!(A, D.diag, V)
end
# TODO: make this controllable using a `gaugefix` keyword argument
V = gaugefix!(V)
return D, V
end
function eig_vals!(A::AbstractMatrix, D, alg::GPU_EigAlgorithm)
check_input(eig_vals!, A, D, alg)
V = similar(A, complex(eltype(A)), (size(A, 1), 0))
if alg isa GPU_Simple
isempty(alg.kwargs) ||
throw(ArgumentError("LAPACK_Simple (geev) does not accept any keyword arguments"))
_gpu_geev!(A, D, V)
end
return D
end