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LinearSolveFastLapackInterfaceExt.jl
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112 lines (104 loc) · 3.61 KB
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module LinearSolveFastLapackInterfaceExt
using LinearSolve, LinearAlgebra
using LinearSolve: LinearVerbosity
using FastLapackInterface
struct WorkspaceAndFactors{W, F}
workspace::W
factors::F
end
function LinearSolve.init_cacheval(
::FastLUFactorization, A, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
ws = LUWs(A)
return WorkspaceAndFactors(
ws, LinearSolve.ArrayInterface.lu_instance(convert(AbstractMatrix, A))
)
end
function SciMLBase.solve!(
cache::LinearSolve.LinearCacheType, alg::FastLUFactorization; kwargs...
)
A = cache.A
A = convert(AbstractMatrix, A)
ws_and_fact = LinearSolve.@get_cacheval(cache, :FastLUFactorization)
if cache.isfresh
# we will fail here if A is a different *size* than in a previous version of the same cache.
# it may instead be desirable to resize the workspace.
LinearSolve.@set! ws_and_fact.factors = LinearAlgebra.LU(
LAPACK.getrf!(
ws_and_fact.workspace,
A
)...
)
cache.cacheval = ws_and_fact
cache.isfresh = false
end
y = ldiv!(cache.u, cache.cacheval.factors, cache.b)
return SciMLBase.build_linear_solution(alg, y, nothing, cache)
end
function LinearSolve.init_cacheval(
alg::FastQRFactorization{NoPivot}, A::AbstractMatrix, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
ws = QRWYWs(A; blocksize = alg.blocksize)
return WorkspaceAndFactors(
ws,
LinearSolve.ArrayInterface.qr_instance(convert(AbstractMatrix, A))
)
end
function LinearSolve.init_cacheval(
::FastQRFactorization{ColumnNorm}, A::AbstractMatrix, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
ws = QRpWs(A)
return WorkspaceAndFactors(
ws,
LinearSolve.ArrayInterface.qr_instance(convert(AbstractMatrix, A))
)
end
function LinearSolve.init_cacheval(
alg::FastQRFactorization, A, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
return init_cacheval(
alg, convert(AbstractMatrix, A), b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
end
function SciMLBase.solve!(
cache::LinearSolve.LinearCacheType, alg::FastQRFactorization{P};
kwargs...
) where {P}
A = cache.A
A = convert(AbstractMatrix, A)
ws_and_fact = LinearSolve.@get_cacheval(cache, :FastQRFactorization)
if cache.isfresh
# we will fail here if A is a different *size* than in a previous version of the same cache.
# it may instead be desirable to resize the workspace.
if P === NoPivot
LinearSolve.@set! ws_and_fact.factors = LinearAlgebra.QRCompactWY(
LAPACK.geqrt!(
ws_and_fact.workspace,
A
)...
)
else
LinearSolve.@set! ws_and_fact.factors = LinearAlgebra.QRPivoted(
LAPACK.geqp3!(
ws_and_fact.workspace,
A
)...
)
end
cache.cacheval = ws_and_fact
cache.isfresh = false
end
y = ldiv!(cache.u, cache.cacheval.factors, cache.b)
return SciMLBase.build_linear_solution(alg, y, nothing, cache)
end
end