Refactor truncation module + add truncerror

docs/src/user_interface/truncations.md

@@ -8,7 +8,18 @@ CollapsedDocStrings = true
 Currently, truncations are supported through the following different methods:
 
 ```@docs; canonical=false
+notrunc
 truncrank
 trunctol
 truncabove
+truncerror
+```
+
+It is additionally possible to combine truncation strategies by making use of the `&` operator.
+For example, truncating to a maximal dimension `10`, and discarding all values below `1e-6` would be achieved by:
+
+```julia
+maxdim = 10
+tol = 1e-6
+combined_trunc = truncrank(maxdim) & trunctol(tol)
 ```

src/MatrixAlgebraKit.jl

@@ -37,7 +37,7 @@ export LAPACK_HouseholderQR, LAPACK_HouseholderLQ,
        CUSOLVER_HouseholderQR, CUSOLVER_QRIteration, CUSOLVER_SVDPolar, CUSOLVER_Jacobi, CUSOLVER_Randomized, CUSOLVER_DivideAndConquer,
        ROCSOLVER_HouseholderQR, ROCSOLVER_QRIteration, ROCSOLVER_Jacobi, ROCSOLVER_DivideAndConquer, ROCSOLVER_Bisection,
        DiagonalAlgorithm
-export truncrank, trunctol, truncabove, TruncationKeepSorted, TruncationKeepFiltered
+export truncrank, trunctol, truncabove, TruncationKeepSorted, TruncationKeepFiltered, truncerror
 
 VERSION >= v"1.11.0-DEV.469" &&
     eval(Expr(:public, :default_algorithm, :findtruncated, :findtruncated_sorted,
@@ -55,6 +55,7 @@ include("common/gauge.jl")
 include("yalapack.jl")
 include("algorithms.jl")
 include("interface/decompositions.jl")
+include("interface/truncation.jl")
 include("interface/qr.jl")
 include("interface/lq.jl")
 include("interface/svd.jl")

src/algorithms.jl

@@ -131,6 +131,74 @@ If this is not possible, for example when the output size is not known a priori
 this function may return `nothing`.
 """ initialize_output
 
+# Truncation strategy
+# -------------------
+"""
+    abstract type TruncationStrategy end
+
+Supertype to denote different strategies for truncated decompositions that are implemented via post-truncation.
+
+See also [`truncate!`](@ref)
+"""
+abstract type TruncationStrategy end
+
+@doc """
+    MatrixAlgebraKit.select_truncation(trunc)
+
+Construct a [`TruncationStrategy`](@ref) from the given `NamedTuple` of keywords or input strategy.
+""" select_truncation
+
+function select_truncation(trunc)
+    if isnothing(trunc)
+        return NoTruncation()
+    elseif trunc isa NamedTuple
+        return TruncationStrategy(; trunc...)
+    elseif trunc isa TruncationStrategy
+        return trunc
+    else
+        return throw(ArgumentError("Unknown truncation strategy: $trunc"))
+    end
+end
+
+@doc """
+    MatrixAlgebraKit.findtruncated(values::AbstractVector, strategy::TruncationStrategy)
+
+Generic interface for finding truncated values of the spectrum of a decomposition
+based on the `strategy`. The output should be a collection of indices specifying
+which values to keep. `MatrixAlgebraKit.findtruncated` is used inside of the default
+implementation of [`truncate!`](@ref) to perform the truncation. It does not assume that the
+values are sorted. For a version that assumes the values are reverse sorted (which is the
+standard case for SVD) see [`MatrixAlgebraKit.findtruncated_sorted`](@ref).
+""" findtruncated
+
+@doc """
+    MatrixAlgebraKit.findtruncated_sorted(values::AbstractVector, strategy::TruncationStrategy)
+
+Like [`MatrixAlgebraKit.findtruncated`](@ref) but assumes that the values are sorted in reverse order.
+They are assumed to be sorted in a way that is consistent with the truncation strategy,
+which generally means they are sorted by absolute value but some truncation strategies allow
+customizing that. However, note that this assumption is not checked, so passing values that are not sorted
+in the correct way can silently give unexpected results. This is used in the default implementation of
+[`svd_trunc!`](@ref).
+""" findtruncated_sorted
+
+"""
+    TruncatedAlgorithm(alg::AbstractAlgorithm, trunc::TruncationAlgorithm)
+
+Generic wrapper type for algorithms that consist of first using `alg`, followed by a
+truncation through `trunc`.
+"""
+struct TruncatedAlgorithm{A,T} <: AbstractAlgorithm
+    alg::A
+    trunc::T
+end
+
+@doc """
+    truncate!(f, out, strategy::TruncationStrategy)
+
+Generic interface for post-truncating a decomposition, specified in `out`.
+""" truncate!
+
 # Utility macros
 # --------------
 

src/implementations/truncation.jl

@@ -1,155 +1,6 @@
-"""
-    abstract type TruncationStrategy end
-
-Supertype to denote different strategies for truncated decompositions that are implemented via post-truncation.
-
-See also [`truncate!`](@ref)
-"""
-abstract type TruncationStrategy end
-
-function TruncationStrategy(; atol=nothing, rtol=nothing, maxrank=nothing)
-    if isnothing(maxrank) && isnothing(atol) && isnothing(rtol)
-        return NoTruncation()
-    elseif isnothing(maxrank)
-        atol = @something atol 0
-        rtol = @something rtol 0
-        return TruncationKeepAbove(atol, rtol)
-    else
-        if isnothing(atol) && isnothing(rtol)
-            return truncrank(maxrank)
-        else
-            atol = @something atol 0
-            rtol = @something rtol 0
-            return truncrank(maxrank) & TruncationKeepAbove(atol, rtol)
-        end
-    end
-end
-
-"""
-    NoTruncation()
-
-Trivial truncation strategy that keeps all values, mostly for testing purposes.
-"""
-struct NoTruncation <: TruncationStrategy end
-
-function select_truncation(trunc)
-    if isnothing(trunc)
-        return NoTruncation()
-    elseif trunc isa NamedTuple
-        return TruncationStrategy(; trunc...)
-    elseif trunc isa TruncationStrategy
-        return trunc
-    else
-        return throw(ArgumentError("Unknown truncation strategy: $trunc"))
-    end
-end
-
-# TODO: how do we deal with sorting/filters that treat zeros differently
-# since these are implicitly discarded by selecting compact/full
-
-"""
-    TruncationKeepSorted(howmany::Int, by::Function, rev::Bool)
-
-Truncation strategy to keep the first `howmany` values when sorted according to `by` in increasing (decreasing) order if `rev` is false (true).
-"""
-struct TruncationKeepSorted{F} <: TruncationStrategy
-    howmany::Int
-    by::F
-    rev::Bool
-end
-
-"""
-    TruncationKeepFiltered(filter::Function)
-
-Truncation strategy to keep the values for which `filter` returns true.
-"""
-struct TruncationKeepFiltered{F} <: TruncationStrategy
-    filter::F
-end
-
-struct TruncationKeepAbove{T<:Real,F} <: TruncationStrategy
-    atol::T
-    rtol::T
-    p::Int
-    by::F
-end
-function TruncationKeepAbove(; atol::Real, rtol::Real, p::Int=2, by=abs)
-    return TruncationKeepAbove(atol, rtol, p, by)
-end
-function TruncationKeepAbove(atol::Real, rtol::Real, p::Int=2, by=abs)
-    return TruncationKeepAbove(promote(atol, rtol)..., p, by)
-end
-
-struct TruncationKeepBelow{T<:Real,F} <: TruncationStrategy
-    atol::T
-    rtol::T
-    p::Int
-    by::F
-end
-function TruncationKeepBelow(; atol::Real, rtol::Real, p::Int=2, by=abs)
-    return TruncationKeepBelow(atol, rtol, p, by)
-end
-function TruncationKeepBelow(atol::Real, rtol::Real, p::Int=2, by=abs)
-    return TruncationKeepBelow(promote(atol, rtol)..., p, by)
-end
-
-# TODO: better names for these functions of the above types
-"""
-    truncrank(howmany::Int; by=abs, rev=true)
-
-Truncation strategy to keep the first `howmany` values when sorted according to `by` or the last `howmany` if `rev` is true.
-"""
-truncrank(howmany::Int; by=abs, rev=true) = TruncationKeepSorted(howmany, by, rev)
-
-"""
-    trunctol(atol::Real; by=abs)
-
-Truncation strategy to discard the values that are smaller than `atol` according to `by`.
-"""
-trunctol(atol; by=abs) = TruncationKeepFiltered(≥(atol) ∘ by)
-
-"""
-    truncabove(atol::Real; by=abs)
-
-Truncation strategy to discard the values that are larger than `atol` according to `by`.
-"""
-truncabove(atol; by=abs) = TruncationKeepFiltered(≤(atol) ∘ by)
-
-"""
-    TruncationIntersection(trunc::TruncationStrategy, truncs::TruncationStrategy...)
-
-Composition of multiple truncation strategies, keeping values common between them.
-"""
-struct TruncationIntersection{T<:Tuple{Vararg{TruncationStrategy}}} <:
-       TruncationStrategy
-    components::T
-end
-function TruncationIntersection(trunc::TruncationStrategy, truncs::TruncationStrategy...)
-    return TruncationIntersection((trunc, truncs...))
-end
-
-function Base.:&(trunc1::TruncationStrategy, trunc2::TruncationStrategy)
-    return TruncationIntersection((trunc1, trunc2))
-end
-function Base.:&(trunc1::TruncationIntersection, trunc2::TruncationIntersection)
-    return TruncationIntersection((trunc1.components..., trunc2.components...))
-end
-function Base.:&(trunc1::TruncationIntersection, trunc2::TruncationStrategy)
-    return TruncationIntersection((trunc1.components..., trunc2))
-end
-function Base.:&(trunc1::TruncationStrategy, trunc2::TruncationIntersection)
-    return TruncationIntersection((trunc1, trunc2.components...))
-end
-
 # truncate!
 # ---------
 # Generic implementation: `findtruncated` followed by indexing
-@doc """
-    truncate!(f, out, strategy::TruncationStrategy)
-
-Generic interface for post-truncating a decomposition, specified in `out`.
-""" truncate!
-# TODO: should we return a view?
 function truncate!(::typeof(svd_trunc!), (U, S, Vᴴ), strategy::TruncationStrategy)
     ind = findtruncated_sorted(diagview(S), strategy)
     return U[:, ind], Diagonal(diagview(S)[ind]), Vᴴ[ind, :]
@@ -178,32 +29,8 @@ end
 # findtruncated
 # -------------
 # specific implementations for finding truncated values
-@doc """
-    MatrixAlgebraKit.findtruncated(values::AbstractVector, strategy::TruncationStrategy)
-
-Generic interface for finding truncated values of the spectrum of a decomposition
-based on the `strategy`. The output should be a collection of indices specifying
-which values to keep. `MatrixAlgebraKit.findtruncated` is used inside of the default
-implementation of [`truncate!`](@ref) to perform the truncation. It does not assume that the
-values are sorted. For a version that assumes the values are reverse sorted (which is the
-standard case for SVD) see [`MatrixAlgebraKit.findtruncated_sorted`](@ref).
-""" findtruncated
-
-@doc """
-    MatrixAlgebraKit.findtruncated_sorted(values::AbstractVector, strategy::TruncationStrategy)
-
-Like [`MatrixAlgebraKit.findtruncated`](@ref) but assumes that the values are sorted in reverse order.
-They are assumed to be sorted in a way that is consistent with the truncation strategy,
-which generally means they are sorted by absolute value but some truncation strategies allow
-customizing that. However, note that this assumption is not checked, so passing values that are not sorted
-in the correct way can silently give unexpected results. This is used in the default implementation of
-[`svd_trunc!`](@ref).
-""" findtruncated_sorted
-
 findtruncated(values::AbstractVector, ::NoTruncation) = Colon()
 
-# TODO: this may also permute the eigenvalues, decide if we want to allow this or not
-# can be solved by going to simply sorting the resulting `ind`
 function findtruncated(values::AbstractVector, strategy::TruncationKeepSorted)
     howmany = min(strategy.howmany, length(values))
     return partialsortperm(values, 1:howmany; by=strategy.by, rev=strategy.rev)
@@ -243,19 +70,40 @@ function findtruncated(values::AbstractVector, strategy::TruncationIntersection)
     inds = map(Base.Fix1(findtruncated, values), strategy.components)
     return intersect(inds...)
 end
+function findtruncated_sorted(values::AbstractVector, strategy::TruncationIntersection)
+    inds = map(Base.Fix1(findtruncated_sorted, values), strategy.components)
+    return intersect(inds...)
+end
 
-# Generic fallback.
-function findtruncated_sorted(values::AbstractVector, strategy::TruncationStrategy)
-    return findtruncated(values, strategy)
+function findtruncated(values::AbstractVector, strategy::TruncationError)
+    I = sortperm(values; by=abs, rev=true)
+    I′ = _truncerr_impl(values, I, strategy)
+    return I[I′]
 end
+function findtruncated_sorted(values::AbstractVector, strategy::TruncationError)
+    I = eachindex(values)
+    I′ = _truncerr_impl(values, I, strategy)
+    return I[I′]
+end
+function _truncerr_impl(values::AbstractVector, I, strategy::TruncationError)
+    Nᵖ = sum(Base.Fix2(^, strategy.p) ∘ abs, values)
+    ϵᵖ = max(strategy.atol^strategy.p, strategy.rtol^strategy.p * Nᵖ)
+    ϵᵖ ≥ Nᵖ && return Base.OneTo(0)
 
-"""
-    TruncatedAlgorithm(alg::AbstractAlgorithm, trunc::TruncationAlgorithm)
+    truncerrᵖ = zero(real(eltype(values)))
+    rank = length(values)
+    for i in reverse(I)
+        truncerrᵖ += abs(values[i])^strategy.p
+        if truncerrᵖ ≥ ϵᵖ
+            break
+        else
+            rank -= 1
+        end
+    end
+    return Base.OneTo(rank)
+end
 
-Generic wrapper type for algorithms that consist of first using `alg`, followed by a
-truncation through `trunc`.
-"""
-struct TruncatedAlgorithm{A,T} <: AbstractAlgorithm
-    alg::A
-    trunc::T
+# Generic fallback
+function findtruncated_sorted(values::AbstractVector, strategy::TruncationStrategy)
+    return findtruncated(values, strategy)
 end