Skip to content

[Do not merge] Fix 246 - QR ortho fallback for LOBPCG #247

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Draft
wants to merge 7 commits into
base: master
Choose a base branch
from
Draft

[Do not merge] Fix 246 - QR ortho fallback for LOBPCG #247

Changes from 4 commits
Commits
Show all changes
7 commits
Select commit Hold shift + click to select a range
0ef04be
CholQR -> CholQROrtho
mohamed82008 May 29, 2019
c003ec4
Comment on orthogonalization role
mohamed82008 May 29, 2019
3b1e4d8
offset hack with CholQROrtho
mohamed82008 May 29, 2019
190df69
fix eps for complex numbers
mohamed82008 May 29, 2019
47be3d6
implement QR orthogonalization as a fallback when CholQR fails
mohamed82008 May 29, 2019
a49511d
minor fix
mohamed82008 May 29, 2019
fdd88bf
add comments to LOBPCG CholQROrtho
mohamed82008 May 30, 2019
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
12 changes: 8 additions & 4 deletions src/lobpcg.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -337,8 +337,11 @@ function (g::BlockGram)(gram, n1::Int, n2::Int, n3::Int, normalized::Bool=true)
return
end

# Any orthogonalization algorithm should guarantee that X' B X is the identity
# A * X and B * X should be updated accordingly
abstract type AbstractOrtho end
struct CholQR{TA} <: AbstractOrtho

struct CholQROrtho{TA} <: AbstractOrtho
gramVBV::TA # to be used in view
end

Expand All @@ -362,22 +365,23 @@ function realdiag!(M::AbstractMatrix{TC}) where TC <: Complex
return M
end

function (ortho!::CholQR)(XBlocks::Blocks{Generalized}, sizeX = -1; update_AX=false, update_BX=false) where Generalized
function (ortho!::CholQROrtho)(XBlocks::Blocks{Generalized}, sizeX = -1; update_AX=false, update_BX=false) where Generalized
useview = sizeX != -1
if sizeX == -1
sizeX = size(XBlocks.block, 2)
end
X = XBlocks.block
BX = XBlocks.B_block # Assumes it is premultiplied
AX = XBlocks.A_block
T = real(eltype(X))
@views gram_view = ortho!.gramVBV[1:sizeX, 1:sizeX]
@views if useview
mul!(gram_view, adjoint(X[:, 1:sizeX]), BX[:, 1:sizeX])
else
mul!(gram_view, adjoint(X), BX)
end
realdiag!(gram_view)
cholf = cholesky!(Hermitian(gram_view))
cholf = cholesky!(Hermitian(gram_view + eps(T)*I))
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This creates a copy?

Copy link
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Yes I will make it in-place.

R = cholf.factors
@views if useview
rdiv!(X[:, 1:sizeX], UpperTriangular(R))
Expand Down Expand Up @@ -478,7 +482,7 @@ function LOBPCGIterator(A, B, largest::Bool, X, precond!::RPreconditioner, const
iteration = Ref(1)
currentBlockSize = Ref(nev)
generalized = !(B isa Nothing)
ortho! = CholQR(zeros(T, nev, nev))
ortho! = CholQROrtho(zeros(T, nev, nev))

gramABlock = BlockGram(XBlocks)
gramBBlock = BlockGram(XBlocks)
Expand Down