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Clean up ButterflyFactorization #103
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Original file line number | Diff line number | Diff line change |
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@@ -5,34 +5,49 @@ using RecursiveFactorization | |
using SparseBandedMatrices | ||
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@inline exphalf(x) = exp(x) * oftype(x, 0.5) | ||
function 🦋!(wv, ::Val{SEED} = Val(888)) where {SEED} | ||
function generate_rand_butterfly_vals!(wv, ::Val{SEED} = Val(888)) where {SEED} | ||
T = eltype(wv) | ||
mrng = VectorizedRNG.MutableXoshift(SEED) | ||
GC.@preserve mrng begin rand!(exphalf, VectorizedRNG.Xoshift(mrng), wv, static(0), | ||
T(-0.05), T(0.1)) end | ||
end | ||
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function 🦋generate_random!(A, ::Val{SEED} = Val(888)) where {SEED} | ||
Usz = 2 * size(A, 1) | ||
Vsz = 2 * size(A, 2) | ||
uv = similar(A, Usz + Vsz) | ||
🦋!(uv, Val(SEED)) | ||
(uv,) | ||
uv = similar(A, 4 * size(A, 1)) | ||
generate_rand_butterfly_vals!(uv, Val(SEED)) | ||
uv | ||
end | ||
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function 🦋workspace(A, b, B::Matrix{T}, U::Adjoint{T, Matrix{T}}, V::Matrix{T}, thread, ::Val{SEED} = Val(888)) where {T, SEED} | ||
M = size(A, 1) | ||
if (M % 4 != 0) | ||
A = pad!(A) | ||
struct 🦋workspace{T} | ||
A::Matrix{T} | ||
b::Vector{T} | ||
B::Matrix{T} | ||
ws::Vector{T} | ||
U::Matrix{T} | ||
V::Matrix{T} | ||
out::Vector{T} | ||
function 🦋workspace(A, b, ::Val{SEED} = Val(888)) where {SEED} | ||
M = size(A, 1) | ||
out = similar(b, M) | ||
if (M % 4 != 0) | ||
A = pad!(A) | ||
xn = 4 - M % 4 | ||
b = [b; rand(xn)] | ||
end | ||
B = similar(A) | ||
U, V = (similar(A), similar(A)) | ||
ws = 🦋generate_random!(A) | ||
new{eltype(A)}(A, b, B, ws, U, V, out) | ||
end | ||
B = similar(A) | ||
ws = 🦋generate_random!(copyto!(B, A)) | ||
🦋mul!(copyto!(B, A), ws) | ||
U, V = materializeUV(B, ws) | ||
F = RecursiveFactorization.lu!(B, thread) | ||
out = similar(b, M) | ||
end | ||
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U, V, F, out | ||
function 🦋lu!(workspace::🦋workspace, M, thread) | ||
(;A, b, B, ws, U, V, out) = workspace | ||
🦋mul!(copyto!(B, A), ws) | ||
materializeUV(U, V, ws) | ||
F = RecursiveFactorization.lu!(B, Val(false), thread) | ||
sol = V * (F \ (U' * b)) | ||
out .= @view sol[1:M] | ||
out | ||
end | ||
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const butterfly_workspace = 🦋workspace; | ||
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@@ -71,7 +86,7 @@ function 🦋mul_level!(A, u, v) | |
end | ||
end | ||
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function 🦋mul!(A, (uv,)) | ||
function 🦋mul!(A, uv) | ||
M, N = size(A) | ||
@assert M == N | ||
Mh = M >>> 1 | ||
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@@ -106,6 +121,13 @@ function diagnegbottom(x) | |
Diagonal(y), Diagonal(z) | ||
end | ||
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function 🦋!(C::SparseBandedMatrix, A::Diagonal, B::Diagonal) | ||
setdiagonal!(C, [A.diag; -B.diag], true) | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more.
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. hmm not sure to be honest |
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setdiagonal!(C, A.diag, true) | ||
setdiagonal!(C, B.diag, false) | ||
C | ||
end | ||
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function 🦋2!(C, A::Diagonal, B::Diagonal) | ||
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@assert size(A) == size(B) | ||
A1 = size(A, 1) | ||
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@@ -120,61 +142,35 @@ function 🦋2!(C, A::Diagonal, B::Diagonal) | |
C | ||
end | ||
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function 🦋!(A::Matrix, C::SparseBandedMatrix, X::Diagonal, Y::Diagonal) | ||
@assert size(X) == size(Y) | ||
if (size(X, 1) + size(Y, 1) != size(A, 1)) | ||
x = size(A, 1) - size(X, 1) - size(Y, 1) | ||
setdiagonal!(C, [X.diag; rand(x); -Y.diag], true) | ||
setdiagonal!(C, X.diag, true) | ||
setdiagonal!(C, Y.diag, false) | ||
else | ||
setdiagonal!(C, [X.diag; -Y.diag], true) | ||
setdiagonal!(C, X.diag, true) | ||
setdiagonal!(C, Y.diag, false) | ||
end | ||
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C | ||
end | ||
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function 🦋2!(C::SparseBandedMatrix, A::Diagonal, B::Diagonal) | ||
setdiagonal!(C, [A.diag; -B.diag], true) | ||
setdiagonal!(C, A.diag, true) | ||
setdiagonal!(C, B.diag, false) | ||
C | ||
end | ||
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function materializeUV(A, (uv,)) | ||
M, N = size(A) | ||
Mh = M >>> 1 | ||
Nh = N >>> 1 | ||
function materializeUV(U, V, uv) | ||
M = size(U, 1) | ||
Mh = M >>> 1 | ||
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U₁u, U₁l = diagnegbottom(@view(uv[1:Mh])) #Mh | ||
U₂u, U₂l = diagnegbottom(@view(uv[(1 + Mh + Nh):(M + Nh)])) #M2 | ||
V₁u, V₁l = diagnegbottom(@view(uv[(Mh + 1):(Mh + Nh)])) #Nh | ||
V₂u, V₂l = diagnegbottom(@view(uv[(1 + 2 * Mh + Nh):(2 * Mh + N)])) #N2 | ||
Uu, Ul = diagnegbottom(@view(uv[(1 + M + N):(2 * M + N)])) #M | ||
Vu, Vl = diagnegbottom(@view(uv[(1 + 2 * M + N):(2 * M + 2 * N)])) #N | ||
U₂u, U₂l = diagnegbottom(@view(uv[(1 + 2 * Mh):(M + Mh)])) #Mh | ||
V₁u, V₁l = diagnegbottom(@view(uv[(Mh + 1):(2 * Mh)])) #Mh | ||
V₂u, V₂l = diagnegbottom(@view(uv[(1 + 3 * Mh):(2 * Mh + M)])) #Mh | ||
Uu, Ul = diagnegbottom(@view(uv[(1 + 2 * M):(3 * M)])) #M | ||
Vu, Vl = diagnegbottom(@view(uv[(1 + 3 * M):(4 * M)])) #M | ||
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Bu2 = SparseBandedMatrix{typeof(uv[1])}(undef, M, N) | ||
Bu2 = SparseBandedMatrix{typeof(uv[1])}(undef, M, M) | ||
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🦋2!(view(Bu2, 1 : Mh, 1 : Nh), U₁u, U₁l) | ||
🦋2!(view(Bu2, Mh + 1: M, Nh + 1: N), U₂u, U₂l) | ||
🦋2!(view(Bu2, 1 : Mh, 1 : Mh), U₁u, U₁l) | ||
🦋2!(view(Bu2, Mh + 1: M, Mh + 1: M), U₂u, U₂l) | ||
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Bu1 = SparseBandedMatrix{typeof(uv[1])}(undef, M, N) | ||
🦋!(A, Bu1, Uu, Ul) | ||
Bu1 = SparseBandedMatrix{typeof(uv[1])}(undef, M, M) | ||
🦋!(Bu1, Uu, Ul) | ||
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Bv2 = SparseBandedMatrix{typeof(uv[1])}(undef, M, N) | ||
Bv2 = SparseBandedMatrix{typeof(uv[1])}(undef, M, M) | ||
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🦋2!(view(Bv2, 1 : Mh, 1 : Nh), V₁u, V₁l) | ||
🦋2!(view(Bv2, Mh + 1: M, Nh + 1: N), V₂u, V₂l) | ||
🦋2!(view(Bv2, 1 : Mh, 1 : Mh), V₁u, V₁l) | ||
🦋2!(view(Bv2, Mh + 1: M, Mh + 1: M), V₂u, V₂l) | ||
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Bv1 = SparseBandedMatrix{typeof(uv[1])}(undef, M, N) | ||
🦋!(A, Bv1, Vu, Vl) | ||
Bv1 = SparseBandedMatrix{typeof(uv[1])}(undef, M, M) | ||
🦋!(Bv1, Vu, Vl) | ||
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U = (Bu2 * Bu1)' | ||
V = Bv2 * Bv1 | ||
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U, V | ||
mul!(U, Bu2, Bu1) | ||
mul!(V, Bv2, Bv1) | ||
end | ||
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function pad!(A) | ||
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@Shreyas-Ekanathan sorry for not mentioning this earlier, but this function has the wrong name. It doesn't return a factorization. It performs a linear solve. It also shouldn't take
M
as an argument. That should be stored in the workspace.