rename truncation_error(!)

Author: lkdvos

ext/MatrixAlgebraKitChainRulesCoreExt.jl

@@ -2,7 +2,7 @@ module MatrixAlgebraKitChainRulesCoreExt
 
 using MatrixAlgebraKit
 using MatrixAlgebraKit: copy_input, initialize_output, zero!, diagview,
-    TruncatedAlgorithm, findtruncated, findtruncated_svd, compute_truncerr!
+    TruncatedAlgorithm, findtruncated, findtruncated_svd, truncation_error
 using ChainRulesCore
 using LinearAlgebra
 
@@ -113,7 +113,7 @@ for eig in (:eig, :eigh)
             Ac = copy_input($eig_f, A)
             DV = $(eig_f!)(Ac, DV, alg.alg)
             DV′, ind = MatrixAlgebraKit.truncate($eig_t!, DV, alg.trunc)
-            ϵ = compute_truncerr!(copy(diagview(DV[1])), ind)
+            ϵ = truncation_error(diagview(DV[1]), ind)
             return (DV′..., ϵ), $(_make_eig_t_pb)(A, DV, ind)
         end
         function $(_make_eig_t_pb)(A, DV, ind)
@@ -157,7 +157,7 @@ function ChainRulesCore.rrule(::typeof(svd_trunc!), A, USVᴴ, alg::TruncatedAlg
     Ac = copy_input(svd_compact, A)
     USVᴴ = svd_compact!(Ac, USVᴴ, alg.alg)
     USVᴴ′, ind = MatrixAlgebraKit.truncate(svd_trunc!, USVᴴ, alg.trunc)
-    ϵ = compute_truncerr!(copy(diagview(USVᴴ[2])), ind)
+    ϵ = truncation_error(diagview(USVᴴ[2]), ind)
     return (USVᴴ′..., ϵ), _make_svd_trunc_pullback(A, USVᴴ, ind)
 end
 function _make_svd_trunc_pullback(A, USVᴴ, ind)

src/implementations/eig.jl

@@ -109,7 +109,7 @@ end
 function eig_trunc!(A, DV, alg::TruncatedAlgorithm)
     D, V = eig_full!(A, DV, alg.alg)
     DVtrunc, ind = truncate(eig_trunc!, (D, V), alg.trunc)
-    return DVtrunc..., compute_truncerr!(diagview(D), ind)
+    return DVtrunc..., truncation_error!(diagview(D), ind)
 end
 
 # Diagonal logic

src/implementations/eigh.jl

@@ -112,7 +112,7 @@ end
 function eigh_trunc!(A, DV, alg::TruncatedAlgorithm)
     D, V = eigh_full!(A, DV, alg.alg)
     DVtrunc, ind = truncate(eigh_trunc!, (D, V), alg.trunc)
-    return DVtrunc..., compute_truncerr!(diagview(D), ind)
+    return DVtrunc..., truncation_error!(diagview(D), ind)
 end
 
 # Diagonal logic

src/implementations/svd.jl

@@ -239,7 +239,7 @@ end
 function svd_trunc!(A, USVᴴ, alg::TruncatedAlgorithm)
     U, S, Vᴴ = svd_compact!(A, USVᴴ, alg.alg)
     USVᴴtrunc, ind = truncate(svd_trunc!, (U, S, Vᴴ), alg.trunc)
-    return USVᴴtrunc..., compute_truncerr!(diagview(S), ind)
+    return USVᴴtrunc..., truncation_error!(diagview(S), ind)
 end
 
 # Diagonal logic
@@ -385,7 +385,7 @@ function svd_trunc!(A::AbstractMatrix, USVᴴ, alg::TruncatedAlgorithm{<:GPU_Ran
     # TODO: make sure that truncation is based on maxrank, otherwise this might be wrong
     USVᴴtrunc, ind = truncate(svd_trunc!, (U, S, Vᴴ), alg.trunc)
     Strunc = diagview(USVᴴtrunc[2])
-    # normal `compute_truncerr!` does not work here since `S` is not the full singular value spectrum
+    # normal `truncation_error!` does not work here since `S` is not the full singular value spectrum
     ϵ = sqrt(norm(A)^2 - norm(Strunc)^2) # is there a more accurate way to do this?
     return USVᴴtrunc..., ϵ
 end

src/implementations/truncation.jl

@@ -117,9 +117,20 @@ _ind_intersect(A::AbstractVector, B::AbstractVector{Bool}) = _ind_intersect(B, A
 _ind_intersect(A::AbstractVector{Bool}, B::AbstractVector{Bool}) = A .& B
 _ind_intersect(A, B) = intersect(A, B)
 
-# Compute truncation error as 2-norm of discarded values
-# by destroying original values
-function compute_truncerr!(values::AbstractVector, ind)
+# Truncation error
+# ----------------
+@doc """
+    truncation_error(values, ind)
+    truncation_error!(values, ind)
+
+Determine the truncation error of selecting `ind` out of the `values`.
+This is defined as the 2-norm of the discarded values.
+""" truncation_error, truncation_error!
+
+truncation_error(values::AbstractVector, ind) = truncation_error!(copy(values), ind)
+# destroys input in order to maximize accuracy:
+# sqrt(norm(values)^2 - norm(values[ind])^2) might suffer from floating point error
+function truncation_error!(values::AbstractVector, ind)
     values[ind] .= zero(eltype(values))
     return norm(values)
 end