-
-
Notifications
You must be signed in to change notification settings - Fork 92
Expand file tree
/
Copy pathLinearSolveSparseArraysExt.jl
More file actions
1394 lines (1302 loc) · 52.6 KB
/
Copy pathLinearSolveSparseArraysExt.jl
File metadata and controls
1394 lines (1302 loc) · 52.6 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
module LinearSolveSparseArraysExt
using LinearSolve: LinearSolve, BLASELTYPES, pattern_changed, ArrayInterface,
CHOLMODFactorization, GenericFactorization,
GenericLUFactorization,
KLUFactorization, PureKLUFactorization, LUFactorization,
NormalCholeskyFactorization,
OperatorAssumptions, LinearVerbosity,
QRFactorization, RFLUFactorization, UMFPACKFactorization,
SparseColumnPivotedQRFactorization, SupernodalLUFactorization, solve
using SciMLOperators: AbstractSciMLOperator, has_concretization
using ArrayInterface: ArrayInterface
using LinearAlgebra: LinearAlgebra, I, Hermitian, Symmetric, cholesky, ldiv!, lu, lu!
using SparseArrays: SparseArrays, AbstractSparseArray, AbstractSparseMatrixCSC,
SparseMatrixCSC,
nonzeros, rowvals, getcolptr, sparse, sprand, dropzeros!, nnz
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")
# PureKLU (pure-Julia, no SuiteSparse) is a hard dependency and the default
# sparse LU; the SuiteSparse `KLUFactorization` above is unchanged.
import PureKLU
# SupernodalLU (pure-Julia supernodal left-right-looking LU, Schenk-Gärtner
# method) is vendored in src/SupernodalLU: the BLAS-3 sparse LU for
# structured systems.
const SNLU = LinearSolve.SupernodalLU
# SparseColumnPivotedQR (pure-Julia, rank-revealing column-pivoted sparse QR) is a
# hard dependency: the default sparse QR and the singular-LU fallback.
import SparseColumnPivotedQR
const SCPQR = SparseColumnPivotedQR
# Loading AMD activates SparseColumnPivotedQR's AMD extension, so its `:default`
# ordering resolves to AMD (1.5-2x faster factorization than natural ordering).
import AMD
LinearSolve.issparsematrixcsc(A::AbstractSparseMatrixCSC) = true
LinearSolve.issparsematrix(A::AbstractSparseArray) = true
LinearSolve.make_SparseMatrixCSC(A::SparseMatrixCSC) = A
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}
# PureKLU is a pure-Julia, hard dependency that factors any `Number` element
# type, so it is the default sparse LU for generic (non-BLAS) eltypes such as
# BigFloat — no `using Sparspak` required. Unlike Sparspak's symbolic reuse,
# PureKLU re-analyzes when the sparsity pattern changes across solves (e.g. the
# per-solve dropzeros of the nonstructural_zeros path), which previously
# produced invalid factorizations and stalled BVP Newton iterations. A
# (near-)singular matrix falls back to the generic column-pivoted sparse QR via
# the default polyalgorithm's sparse-LU fallback chain.
return if assump.issq
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.KLUFactorization)
else
error("Generic number sparse factorization for non-square is not currently handled")
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.LinearCache, alg::UMFPACKFactorization; kwargs...
)
A = cache.A
A = LinearSolve.reduce_operand!(cache.sparse_reduction, 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, nothing; retcode = ReturnCode.Success
)
else
@SciMLMessage("Solver failed", cache.verbose, :solver_failure)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, nothing; retcode = ReturnCode.Infeasible
)
end
end
else
function SciMLBase.solve!(
cache::LinearSolve.LinearCache, 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
# KLU supports Float64 and ComplexF64 (KLUTypes)
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::AbstractSparseArray{T, Int64}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: KLU.KLUTypes}
return KLU.KLUFactorization(
SparseMatrixCSC{T, Int64}(
0, 0, [Int64(1)], Int64[], T[]
)
)
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
function LinearSolve.init_cacheval(
alg::KLUFactorization, A::AbstractSparseArray{T, Int32}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: KLU.KLUTypes}
return KLU.KLUFactorization(
SparseMatrixCSC{T, Int32}(
0, 0, [Int32(1)], Int32[], T[]
)
)
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.LinearCache, alg::KLUFactorization; kwargs...)
A = cache.A
# Drop persistent nonstructural zeros when the assumption requests it; a no-op
# (returns `A`) for the default solver and when no reduction is active.
A = LinearSolve.reduce_operand!(cache.sparse_reduction, 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(
LinearSolve.make_SparseMatrixCSC(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. `check = false` matches the
# `reuse_symbolic = true` branch and keeps singular matrices from
# throwing `LinearAlgebra.SingularException`; the status check
# below maps that to `ReturnCode.Infeasible` instead. Fixes
# https://github.com/SciML/LinearSolve.jl/issues/991.
fact = KLU.klu(
LinearSolve.make_SparseMatrixCSC(A),
check = false
)
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)
if all(isfinite, y)
SciMLBase.build_linear_solution(
alg, y, nothing, nothing; retcode = ReturnCode.Success
)
else
# KLU can report `KLU_OK` on a numerically singular matrix (a
# tiny-but-nonzero pivot, common when explicit stored zeros mask a
# rank deficiency) yet produce non-finite output. Surface that as a
# failure instead of a silent NaN `Success`, matching the default
# solver's finiteness check.
@SciMLMessage(
"Solver produced non-finite values; matrix is likely singular",
cache.verbose, :solver_failure
)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, nothing; retcode = ReturnCode.Infeasible
)
end
else
@SciMLMessage("Solver failed", cache.verbose, :solver_failure)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, nothing; retcode = ReturnCode.Infeasible
)
end
end
# --- PureKLU: pure-Julia KLU, the default sparse LU (no SuiteSparse dependency) ---
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::AbstractArray, b, u, Pl,
Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::LinearSolve.GPUArraysCore.AnyGPUArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
const PREALLOCATED_PUREKLU = PureKLU.KLUFactorization(
SparseMatrixCSC(
0, 0, [1], Int[],
Float64[]
)
)
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::AbstractSparseArray{Float64, Int64}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return PREALLOCATED_PUREKLU
end
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::AbstractSparseArray{T, Int64}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: Union{Float64, ComplexF64}}
return PureKLU.KLUFactorization(
SparseMatrixCSC{T, Int64}(
0, 0, [Int64(1)], Int64[], T[]
)
)
end
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::AbstractSparseArray{Float64, Int32}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return PureKLU.KLUFactorization(
SparseMatrixCSC{Float64, Int32}(
0, 0, [Int32(1)], Int32[], Float64[]
)
)
end
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::AbstractSparseArray{T, Int32}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: Union{Float64, ComplexF64}}
return PureKLU.KLUFactorization(
SparseMatrixCSC{T, Int32}(
0, 0, [Int32(1)], Int32[], T[]
)
)
end
# Generic element types (e.g. BigFloat): PureKLU is pure-Julia and factors any
# `Number` element type, so it serves as the default sparse LU for non-BLAS
# eltypes too (replacing Sparspak in the default polyalgorithm). The empty
# cacheval carries the correct element type so `klu!`/`klu` dispatch is concrete.
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, A::AbstractSparseArray{T, Ti}, b, u, Pl, Pr,
maxiters::Int, abstol,
reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: Number, Ti <: Integer}
return PureKLU.KLUFactorization(
SparseMatrixCSC{T, Ti}(
0, 0, [one(Ti)], Ti[], T[]
)
)
end
function LinearSolve.init_cacheval(
alg::PureKLUFactorization, 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.LinearCache, alg::PureKLUFactorization; kwargs...
)
A = cache.A
A = LinearSolve.reduce_operand!(cache.sparse_reduction, A)
A = convert(AbstractMatrix, A)
if cache.isfresh
# PureKLU occupies the default polyalgorithm's `:KLUFactorization` slot
# (the default's KLU choice resolves to PureKLU), so it reads that field.
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 = PureKLU.klu(
SparseMatrixCSC(
size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)
),
check = false, use_fma = alg.use_fma,
fully_preallocated = alg.fully_preallocated
)
else
fact = PureKLU.klu!(cacheval, nonzeros(A), check = false)
end
else
# New fact each time since the sparsity pattern can change and thus
# it needs to reallocate. `check = false` keeps singular matrices from
# throwing; the status check below maps that to `ReturnCode.Infeasible`.
fact = PureKLU.klu(
SparseMatrixCSC(
size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)
),
check = false, use_fma = alg.use_fma,
fully_preallocated = alg.fully_preallocated
)
end
cache.cacheval = fact
cache.isfresh = false
end
F = LinearSolve.@get_cacheval(cache, :KLUFactorization)
return if F.common.status == PureKLU.KLU_OK
y = ldiv!(cache.u, F, cache.b)
if all(isfinite, y)
SciMLBase.build_linear_solution(
alg, y, nothing, nothing; retcode = ReturnCode.Success
)
else
# PureKLU (like SuiteSparse KLU) can report `KLU_OK` on a numerically
# singular matrix (a tiny-but-nonzero pivot, common when explicit
# stored zeros mask a rank deficiency) yet produce non-finite output.
# Surface that as a failure instead of a silent NaN `Success`,
# matching the default solver's finiteness check.
@SciMLMessage(
"Solver produced non-finite values; matrix is likely singular",
cache.verbose, :solver_failure
)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, nothing; retcode = ReturnCode.Infeasible
)
end
else
@SciMLMessage("Solver failed", cache.verbose, :solver_failure)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, nothing; retcode = ReturnCode.Infeasible
)
end
end
# --- SupernodalLU: pure-Julia supernodal left-right-looking LU (Schenk-Gärtner) ---
# The BLAS-3 sparse LU for structured (PDE-mesh-like) systems (vendored in src/SupernodalLU).
function LinearSolve.init_cacheval(
alg::SupernodalLUFactorization, A::AbstractArray, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::SupernodalLUFactorization, A::LinearSolve.GPUArraysCore.AnyGPUArray, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::SupernodalLUFactorization, A::AbstractSparseArray{Float64, Int64}, b, u,
Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return SNLU.snlu(
SparseMatrixCSC{Float64, Int64}(0, 0, [Int64(1)], Int64[], Float64[]);
dense_alg = alg.dense_alg
)
end
# SupernodalLU is pure Julia and factors any `Number` element type. The empty
# prototype must resolve the same dense block algorithm as a real
# factorization (hence `dense_alg = alg.dense_alg`), because the block-cache
# type is part of the factorization type and the cacheval field is pinned to
# whatever this returns.
function LinearSolve.init_cacheval(
alg::SupernodalLUFactorization, A::AbstractSparseArray{T, Ti}, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: Number, Ti <: Integer}
return SNLU.snlu(
SparseMatrixCSC{T, Ti}(0, 0, [one(Ti)], Ti[], T[]);
dense_alg = alg.dense_alg
)
end
function LinearSolve.init_cacheval(
alg::SupernodalLUFactorization, 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.pattern_changed(
F::SNLU.SupernodalLUFactor, A::SparseArrays.AbstractSparseMatrixCSC
)
Aold = F.A
return getcolptr(Aold) != getcolptr(A) || rowvals(Aold) != rowvals(A)
end
function SciMLBase.solve!(
cache::LinearSolve.LinearCache, alg::SupernodalLUFactorization; kwargs...
)
A = cache.A
A = LinearSolve.reduce_operand!(cache.sparse_reduction, A)
A = convert(AbstractMatrix, A)
if cache.isfresh
cacheval = LinearSolve.@get_cacheval(cache, :SupernodalLUFactorization)
As = SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A), nonzeros(A))
if alg.reuse_symbolic && size(cacheval) == size(As) &&
nnz(cacheval.A) == nnz(As) &&
!(alg.check_pattern && pattern_changed(cacheval, As))
# numeric-only refactorization: reuses the analysis, matching, and
# all numeric storage (allocation-free)
fact = SNLU.snlu!(cacheval, As)
else
# `check = false`: static pivoting never aborts — numerically
# singular systems surface through the finiteness check below.
fact = SNLU.snlu(
As; ordering = alg.ordering, matching = alg.matching,
eps_pivot = alg.eps_pivot, threaded = alg.threaded,
dense_alg = alg.dense_alg, check = false
)
end
cache.cacheval = fact
cache.isfresh = false
end
F = LinearSolve.@get_cacheval(cache, :SupernodalLUFactorization)
y = SNLU.solve!(cache.u, F, cache.b)
# Static pivoting never aborts: a numerically singular system factors with
# perturbed pivots and produces a finite but meaningless solution. When
# pivots were perturbed (rare), verify the residual (one sparse mat-vec)
# so singularity surfaces as `Infeasible` instead of a silent `Success`.
ok = all(isfinite, y)
if ok && SNLU.nperturbed(F) > 0
r = F.ir_r # factor-owned residual buffer
LinearAlgebra.mul!(r, F.A, y)
r .-= cache.b
bn = LinearAlgebra.norm(cache.b)
ok = LinearAlgebra.norm(r) <= 1.0e-6 * max(bn, floatmin(real(eltype(r))))
end
return if ok
SciMLBase.build_linear_solution(
alg, y, nothing, nothing; retcode = ReturnCode.Success
)
else
@SciMLMessage(
"Solver produced a non-finite or inaccurate solution; matrix is likely singular",
cache.verbose, :solver_failure
)
SciMLBase.build_linear_solution(
alg, cache.u, nothing, nothing; retcode = ReturnCode.Infeasible
)
end
end
# --- SparseColumnPivotedQR: pure-Julia rank-revealing column-pivoted sparse QR ---
# The default sparse QR (non-square sparse systems) and the singular-LU fallback.
# One preallocated factorization per supported element type. They give the
# default solver's cacheval slot a concrete element type so the singular-LU
# fallback can store its factorization into it type-stably.
const PREALLOCATED_SCPQR_F64 = SCPQR.scpqr(sparse(reshape([1.0], 1, 1)))
const PREALLOCATED_SCPQR_C64 = SCPQR.scpqr(sparse(reshape([ComplexF64(1)], 1, 1)))
function LinearSolve.init_cacheval(
alg::SparseColumnPivotedQRFactorization, A::AbstractArray, b, u, Pl, Pr,
maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::SparseColumnPivotedQRFactorization, A::LinearSolve.GPUArraysCore.AnyGPUArray,
b, u, Pl, Pr, maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return nothing
end
function LinearSolve.init_cacheval(
alg::SparseColumnPivotedQRFactorization, A::AbstractSparseArray{Float64, <:Integer},
b, u, Pl, Pr, maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return PREALLOCATED_SCPQR_F64
end
function LinearSolve.init_cacheval(
alg::SparseColumnPivotedQRFactorization, A::AbstractSparseArray{ComplexF64, <:Integer},
b, u, Pl, Pr, maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
)
return PREALLOCATED_SCPQR_C64
end
# Generic element types (e.g. BigFloat): SparseColumnPivotedQR is pure-Julia and
# factors any `Number` element type. Returning a matching-eltype placeholder
# (rather than `nothing`) keeps the default polyalgorithm's
# `:SparseColumnPivotedQRFactorization` slot concretely typed so the sparse-LU
# singular fallback (`_do_sparse_qr_fallback`) can `setfield!` a real
# factorization into it for non-BLAS eltypes.
function LinearSolve.init_cacheval(
alg::SparseColumnPivotedQRFactorization, A::AbstractSparseArray{T, <:Integer},
b, u, Pl, Pr, maxiters::Int, abstol, reltol,
verbose::Union{LinearVerbosity, Bool}, assumptions::OperatorAssumptions
) where {T <: Number}
return SCPQR.scpqr(sparse(reshape([one(T)], 1, 1)))
end
function LinearSolve.init_cacheval(
alg::SparseColumnPivotedQRFactorization, 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.LinearCache, alg::SparseColumnPivotedQRFactorization; kwargs...
)
A = cache.A
A = LinearSolve.reduce_operand!(cache.sparse_reduction, A)
A = convert(AbstractMatrix, A)
if cache.isfresh
cacheval = LinearSolve.@get_cacheval(cache, :SparseColumnPivotedQRFactorization)
Acsc = convert(SparseMatrixCSC, A)
# Reuse the cached factorization's symbolic analysis + workspace when the
# shape matches (it re-analyzes internally if the sparsity pattern changed);
# otherwise factor fresh. The preallocated factorization has a different
# shape, so the first real solve always factors fresh.
fact = if alg.reuse_symbolic && cacheval isa SCPQR.SparseColumnPivotedQRFactorization &&
size(cacheval) == size(A)
SCPQR.scpqr_refactor!(cacheval, Acsc)
else
SCPQR.scpqr(Acsc; ordering = alg.ordering)
end
cache.cacheval = fact
cache.isfresh = false
end
F = LinearSolve.@get_cacheval(cache, :SparseColumnPivotedQRFactorization)
y = LinearSolve._ldiv!(cache.u, F, cache.b)
return SciMLBase.build_linear_solution(
alg, y, nothing, nothing; retcode = ReturnCode.Success
)
end
LinearSolve._custom_can_reuse_adjoint_factorization(
::SparseColumnPivotedQRFactorization,
::SCPQR.SparseColumnPivotedQRFactorization
) = true
function LinearSolve._custom_adjoint_factorization_solve(
::SparseColumnPivotedQRFactorization,
factorization::SCPQR.SparseColumnPivotedQRFactorization,
A, b
)
return adjoint(factorization) \ b
end
# SparseColumnPivotedQR's ldiv! only accepts vector right-hand sides; batched
# (matrix) right-hand sides solve column-by-column against the one factorization.
function LinearSolve._ldiv!(
x::AbstractMatrix,
F::SCPQR.SparseColumnPivotedQRFactorization, b::AbstractMatrix
)
for j in axes(b, 2)
ldiv!(view(x, :, j), F, view(b, :, j))
end
return x
end
# Build a column-pivoted sparse QR factorization for the default sparse-LU
# singular fallback (`_do_sparse_qr_fallback` in src/default.jl).
function LinearSolve.sparse_colpivqr_factorize(A)
return SCPQR.scpqr(convert(SparseMatrixCSC, convert(AbstractMatrix, A)))
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