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module LinearSolveSparseArraysExt
using LinearSolve: LinearSolve, BLASELTYPES, pattern_changed, ArrayInterface,
CHOLMODFactorization, GenericFactorization,
GenericLUFactorization,
KLUFactorization, LUFactorization, NormalCholeskyFactorization,
OperatorAssumptions, LinearVerbosity,
QRFactorization, RFLUFactorization, UMFPACKFactorization, solve
using SciMLOperators: AbstractSciMLOperator, has_concretization
using ArrayInterface: ArrayInterface
using LinearAlgebra: LinearAlgebra, I, Hermitian, Symmetric, cholesky, ldiv!, lu, lu!, QR
using SparseArrays: SparseArrays, AbstractSparseArray, AbstractSparseMatrixCSC,
SparseMatrixCSC,
nonzeros, rowvals, getcolptr, sparse, sprand
using SciMLLogging: @SciMLMessage
@static if Base.USE_GPL_LIBS
using SparseArrays.UMFPACK: UMFPACK_OK
end
using Base: /, \, convert
using SciMLBase: SciMLBase, LinearProblem, ReturnCode
import StaticArraysCore: SVector
# Can't `using KLU` because cannot have a dependency in there without
# requiring the user does `using KLU`
# But there's no reason to require it because SparseArrays will already
# load SuiteSparse and thus all of the underlying KLU code
include("../src/KLU/klu.jl")
LinearSolve.issparsematrixcsc(A::AbstractSparseMatrixCSC) = true
LinearSolve.issparsematrix(A::AbstractSparseArray) = true
function LinearSolve.make_SparseMatrixCSC(A::AbstractSparseArray)
return SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A), nonzeros(A))
end
function LinearSolve.makeempty_SparseMatrixCSC(A::AbstractSparseArray)
return SparseMatrixCSC(0, 0, [1], Int[], eltype(A)[])
end
function LinearSolve.init_cacheval(
alg::RFLUFactorization,
A::Union{AbstractSparseArray, LinearSolve.SciMLOperators.AbstractSciMLOperator}, b, u, Pl, Pr,
maxiters::Int,
abstol, reltol, verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing, nothing
end
function LinearSolve.handle_sparsematrixcsc_lu(A::AbstractSparseMatrixCSC)
return @static if Base.USE_GPL_LIBS
lu(
SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A), nonzeros(A)),
check = false
)
else
error("Sparse LU factorization requires GPL libraries (UMFPACK). Use `using Sparspak` for a non-GPL alternative or rebuild Julia with USE_GPL_LIBS=1")
end
end
@static if Base.USE_GPL_LIBS
function LinearSolve.defaultalg(
A::Symmetric{<:BLASELTYPES, <:SparseMatrixCSC}, b, ::OperatorAssumptions{Bool}
)
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.CHOLMODFactorization)
end
else
function LinearSolve.defaultalg(
A::Symmetric{<:BLASELTYPES, <:SparseMatrixCSC}, b, ::OperatorAssumptions{Bool}
)
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.CholeskyFactorization)
end
end # @static if Base.USE_GPL_LIBS
function LinearSolve.defaultalg(
A::AbstractSparseMatrixCSC{Tv, Ti}, b,
assump::OperatorAssumptions{Bool}
) where {Tv, Ti}
ext = Base.get_extension(LinearSolve, :LinearSolveSparspakExt)
return if assump.issq && ext !== nothing
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.SparspakFactorization)
elseif !assump.issq
error("Generic number sparse factorization for non-square is not currently handled")
elseif ext === nothing
error("SparspakFactorization required for general sparse matrix types and with general Julia number types. Do `using Sparspak` in order to enable this functionality")
else
error("Unreachable reached. Please report this error with a reproducer.")
end
end
function LinearSolve.init_cacheval(
alg::GenericFactorization,
A::Union{
Hermitian{T, <:SparseMatrixCSC},
Symmetric{T, <:SparseMatrixCSC},
}, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
) where {T}
newA = copy(convert(AbstractMatrix, A))
return LinearSolve.do_factorization(alg, newA, b, u)
end
@static if Base.USE_GPL_LIBS
const PREALLOCATED_UMFPACK = SparseArrays.UMFPACK.UmfpackLU(
SparseMatrixCSC(
0, 0, [1],
Int[], Float64[]
)
)
end # @static if Base.USE_GPL_LIBS
function LinearSolve.init_cacheval(
alg::LUFactorization, A::AbstractSparseArray{<:Number, <:Integer}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::GenericLUFactorization, A::AbstractSparseArray{<:Number, <:Integer}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::UMFPACKFactorization, A::AbstractArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
@static if Base.USE_GPL_LIBS
function LinearSolve.init_cacheval(
alg::LUFactorization, A::AbstractSparseArray{Float64, Int64}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
PREALLOCATED_UMFPACK
end
function LinearSolve.init_cacheval(
alg::LUFactorization, A::AbstractSparseArray{T, Int64}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: BLASELTYPES}
if LinearSolve.is_cusparse(A)
LinearSolve.cudss_loaded(A) ? ArrayInterface.lu_instance(A) : nothing
else
SparseArrays.UMFPACK.UmfpackLU(
SparseMatrixCSC{T, Int64}(
zero(Int64), zero(Int64), [Int64(1)], Int64[], T[]
)
)
end
end
function LinearSolve.init_cacheval(
alg::LUFactorization, A::AbstractSparseArray{T, Int32}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: BLASELTYPES}
if LinearSolve.is_cusparse(A)
LinearSolve.cudss_loaded(A) ? ArrayInterface.lu_instance(A) : nothing
else
SparseArrays.UMFPACK.UmfpackLU(
SparseMatrixCSC{T, Int32}(
zero(Int32), zero(Int32), [Int32(1)], Int32[], T[]
)
)
end
end
end # @static if Base.USE_GPL_LIBS
function LinearSolve.init_cacheval(
alg::LUFactorization, A::LinearSolve.GPUArraysCore.AnyGPUArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return ArrayInterface.lu_instance(A)
end
function LinearSolve.init_cacheval(
alg::UMFPACKFactorization, A::LinearSolve.GPUArraysCore.AnyGPUArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
@static if Base.USE_GPL_LIBS
function LinearSolve.init_cacheval(
alg::UMFPACKFactorization, A::AbstractSparseArray{Float64, Int}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
PREALLOCATED_UMFPACK
end
function LinearSolve.init_cacheval(
alg::UMFPACKFactorization, A::AbstractSparseArray{T, Int64}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: BLASELTYPES}
SparseArrays.UMFPACK.UmfpackLU(
SparseMatrixCSC{T, Int64}(
zero(Int64), zero(Int64), [Int64(1)], Int64[], T[]
)
)
end
function LinearSolve.init_cacheval(
alg::UMFPACKFactorization, A::AbstractSparseArray{T, Int32}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: BLASELTYPES}
SparseArrays.UMFPACK.UmfpackLU(
SparseMatrixCSC{T, Int32}(
zero(Int32), zero(Int32), [Int32(1)], Int32[], T[]
)
)
end
function SciMLBase.solve!(
cache::LinearSolve.LinearCacheType, alg::UMFPACKFactorization; kwargs...
)
A = cache.A
A = convert(AbstractMatrix, A)
if cache.isfresh
cacheval = LinearSolve.@get_cacheval(cache, :UMFPACKFactorization)
if alg.reuse_symbolic
# Caches the symbolic factorization: https://github.com/JuliaLang/julia/pull/33738
if length(cacheval.nzval) != length(nonzeros(A)) || alg.check_pattern && pattern_changed(cacheval, A)
fact = lu(
SparseMatrixCSC(
size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)
),
check = false
)
else
fact = lu!(
cacheval,
SparseMatrixCSC(
size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)
), check = false
)
end
else
fact = lu(
SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A), nonzeros(A)),
check = false
)
end
cache.cacheval = fact
cache.isfresh = false
end
F = LinearSolve.@get_cacheval(cache, :UMFPACKFactorization)
if F.status == UMFPACK_OK
y = ldiv!(cache.u, F, cache.b)
SciMLBase.build_linear_solution(
alg, y, nothing, cache; retcode = ReturnCode.Success
)
else
@SciMLMessage("Solver failed", cache.verbose, :solver_failure)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, cache; retcode = ReturnCode.Infeasible
)
end
end
else
function SciMLBase.solve!(
cache::LinearSolve.LinearCacheType, alg::UMFPACKFactorization; kwargs...
)
error("UMFPACKFactorization requires GPL libraries (UMFPACK). Rebuild Julia with USE_GPL_LIBS=1 or use an alternative algorithm like SparspakFactorization")
end
end # @static if Base.USE_GPL_LIBS
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::AbstractArray, b, u, Pl,
Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::LinearSolve.GPUArraysCore.AnyGPUArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
const PREALLOCATED_KLU = KLU.KLUFactorization(
SparseMatrixCSC(
0, 0, [1], Int[],
Float64[]
)
)
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::AbstractSparseArray{Float64, Int64}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return PREALLOCATED_KLU
end
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::AbstractSparseArray{Float64, Int32}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return KLU.KLUFactorization(
SparseMatrixCSC{Float64, Int32}(
0, 0, [Int32(1)], Int32[], Float64[]
)
)
end
# AbstractSciMLOperator handling for sparse factorizations
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::AbstractSciMLOperator, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
if has_concretization(A)
return LinearSolve.init_cacheval(
alg, convert(AbstractMatrix, A), b, u, Pl, Pr,
maxiters, abstol, reltol, verbose, assumptions
)
else
nothing
end
end
function LinearSolve.init_cacheval(
alg::UMFPACKFactorization, A::AbstractSciMLOperator, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
if has_concretization(A)
return LinearSolve.init_cacheval(
alg, convert(AbstractMatrix, A), b, u, Pl, Pr,
maxiters, abstol, reltol, verbose, assumptions
)
else
nothing
end
end
function LinearSolve.init_cacheval(
alg::CHOLMODFactorization, A::AbstractSciMLOperator, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
if has_concretization(A)
return LinearSolve.init_cacheval(
alg, convert(AbstractMatrix, A), b, u, Pl, Pr,
maxiters, abstol, reltol, verbose, assumptions
)
else
nothing
end
end
function LinearSolve.init_cacheval(
alg::NormalCholeskyFactorization, A::AbstractSciMLOperator, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
if has_concretization(A)
return LinearSolve.init_cacheval(
alg, convert(AbstractMatrix, A), b, u, Pl, Pr,
maxiters, abstol, reltol, verbose, assumptions
)
else
nothing
end
end
function SciMLBase.solve!(cache::LinearSolve.LinearCacheType, alg::KLUFactorization; kwargs...)
A = cache.A
A = convert(AbstractMatrix, A)
if cache.isfresh
cacheval = LinearSolve.@get_cacheval(cache, :KLUFactorization)
if alg.reuse_symbolic
if length(cacheval.nzval) != length(nonzeros(A)) || alg.check_pattern && pattern_changed(cacheval, A)
fact = KLU.klu(
SparseMatrixCSC(
size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)
),
check = false
)
else
fact = KLU.klu!(cacheval, nonzeros(A), check = false)
end
else
# New fact each time since the sparsity pattern can change
# and thus it needs to reallocate
fact = KLU.klu(
SparseMatrixCSC(
size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)
)
)
end
cache.cacheval = fact
cache.isfresh = false
end
F = LinearSolve.@get_cacheval(cache, :KLUFactorization)
return if F.common.status == KLU.KLU_OK
y = ldiv!(cache.u, F, cache.b)
SciMLBase.build_linear_solution(
alg, y, nothing, cache; retcode = ReturnCode.Success
)
else
@SciMLMessage("Solver failed", cache.verbose, :solver_failure)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, cache; retcode = ReturnCode.Infeasible
)
end
end
function LinearSolve.init_cacheval(
alg::CHOLMODFactorization,
A::AbstractArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
@static if Base.USE_GPL_LIBS
const PREALLOCATED_CHOLMOD = cholesky(sparse(reshape([1.0], 1, 1)))
function LinearSolve.init_cacheval(
alg::CHOLMODFactorization,
A::Union{SparseMatrixCSC{T, Int}, Symmetric{T, SparseMatrixCSC{T, Int}}}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {
T <:
Float64,
}
PREALLOCATED_CHOLMOD
end
function LinearSolve.init_cacheval(
alg::CHOLMODFactorization,
A::Union{SparseMatrixCSC{T, Int}, Symmetric{T, SparseMatrixCSC{T, Int}}}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {
T <:
BLASELTYPES,
}
cholesky(sparse(reshape([one(T)], 1, 1)))
end
end # @static if Base.USE_GPL_LIBS
function LinearSolve.init_cacheval(
alg::NormalCholeskyFactorization,
A::Union{
AbstractSparseArray{T}, LinearSolve.GPUArraysCore.AnyGPUArray,
Symmetric{T, <:AbstractSparseArray{T}},
}, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
) where {T <: BLASELTYPES}
return if LinearSolve.is_cusparse_csc(A)
nothing
elseif LinearSolve.is_cusparse_csr(A) && !LinearSolve.cudss_loaded(A)
nothing
else
ArrayInterface.cholesky_instance(convert(AbstractMatrix, A))
end
end
# Specialize QR for the non-square case
# Missing ldiv! definitions: https://github.com/JuliaSparse/SparseArrays.jl/issues/242
function LinearSolve._ldiv!(
x::Vector,
A::Union{QR, LinearAlgebra.QRCompactWY}, b::Vector
)
return x .= A \ b
end
function LinearSolve._ldiv!(
x::AbstractVector,
A::Union{QR, LinearAlgebra.QRCompactWY}, b::AbstractVector
)
return x .= A \ b
end
# Ambiguity removal
function LinearSolve._ldiv!(
::SVector,
A::Union{LinearAlgebra.QR, LinearAlgebra.QRCompactWY},
b::AbstractVector
)
return (A \ b)
end
function LinearSolve._ldiv!(
::SVector,
A::Union{LinearAlgebra.QR, LinearAlgebra.QRCompactWY},
b::SVector
)
return (A \ b)
end
@static if Base.USE_GPL_LIBS
# SPQR and CHOLMOD Factor support
function LinearSolve._ldiv!(
x::Vector,
A::Union{SparseArrays.SPQR.QRSparse, SparseArrays.CHOLMOD.Factor}, b::Vector
)
x .= A \ b
end
function LinearSolve._ldiv!(
x::AbstractVector,
A::Union{SparseArrays.SPQR.QRSparse, SparseArrays.CHOLMOD.Factor}, b::AbstractVector
)
x .= A \ b
end
function LinearSolve._ldiv!(
::SVector,
A::Union{SparseArrays.CHOLMOD.Factor, SparseArrays.SPQR.QRSparse},
b::AbstractVector
)
(A \ b)
end
function LinearSolve._ldiv!(
::SVector,
A::Union{SparseArrays.CHOLMOD.Factor, SparseArrays.SPQR.QRSparse},
b::SVector
)
(A \ b)
end
end # @static if Base.USE_GPL_LIBS
function LinearSolve.pattern_changed(fact::Nothing, A::SparseArrays.SparseMatrixCSC)
return true
end
function LinearSolve.pattern_changed(fact, A::SparseArrays.SparseMatrixCSC)
colptr0 = fact.colptr # has 0-based indices
colptr1 = SparseArrays.getcolptr(A) # has 1-based indices
length(colptr0) == length(colptr1) || return true
@inbounds for i in eachindex(colptr0)
colptr0[i] + 1 == colptr1[i] || return true
end
rowval0 = fact.rowval
rowval1 = SparseArrays.getrowval(A)
length(rowval0) == length(rowval1) || return true
@inbounds for i in eachindex(rowval0)
rowval0[i] + 1 == rowval1[i] || return true
end
return false
end
@static if Base.USE_GPL_LIBS
function LinearSolve.defaultalg(
A::AbstractSparseMatrixCSC{<:Union{Float64, ComplexF64}, Ti}, b,
assump::OperatorAssumptions{Bool}
) where {Ti}
if assump.issq
if length(b) <= 10_000 && length(nonzeros(A)) / length(A) < 2.0e-4
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.KLUFactorization)
else
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.UMFPACKFactorization)
end
else
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.QRFactorization)
end
end
else
function LinearSolve.defaultalg(
A::AbstractSparseMatrixCSC{<:Union{Float64, ComplexF64}, Ti}, b,
assump::OperatorAssumptions{Bool}
) where {Ti}
if assump.issq
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.KLUFactorization)
elseif !assump.issq
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.QRFactorization)
end
end
end # @static if Base.USE_GPL_LIBS
# SPQR Handling
function LinearSolve.init_cacheval(
alg::QRFactorization, A::AbstractSparseArray{<:Number, <:Integer}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::QRFactorization, A::SparseMatrixCSC{Float64, <:Integer}, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
return ArrayInterface.qr_instance(convert(AbstractMatrix, A), alg.pivot)
end
function LinearSolve.init_cacheval(
alg::QRFactorization, A::Symmetric{<:Number, <:SparseMatrixCSC}, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Union{LinearVerbosity, Bool},
assumptions::OperatorAssumptions
)
return nothing
end
LinearSolve.PrecompileTools.@compile_workload begin
A = sprand(4, 4, 0.3) + I
b = rand(4)
prob = LinearProblem(A, b)
sol = solve(prob, KLUFactorization())
if Base.USE_GPL_LIBS
sol = solve(prob, UMFPACKFactorization())
end
end
end