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Implement RowMaximum Pivoting Strategy for Distributed LU Factorization
- **Implemented RowMaximum Pivoting**: Added a new LU factorization strategy using the RowMaximum pivoting method for distributed matrices - **Custom Pivot Search and Swapping**: Introduced helper functions for searching row maxima, updating pivot indices, and swapping rows in both panel and trailing submatrices - **Blockwise Distributed Algorithm**: Ensured compatibility with block-partitioned distributed matrices, supporting only equal block sizes for now - **Non-breaking Addition**: Existing NoPivot LU functionality remains unchanged; RowMaximum is an additional strategy selectable via the LinearAlgebra interface.
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3 files changed

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src/Dagger.jl

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -7,7 +7,7 @@ import SparseArrays: sprand, SparseMatrixCSC
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import MemPool
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import MemPool: DRef, FileRef, poolget, poolset
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10-
import Base: collect, reduce
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import Base: collect, reduce, view
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import LinearAlgebra
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import LinearAlgebra: Adjoint, BLAS, Diagonal, Bidiagonal, Tridiagonal, LAPACK, LowerTriangular, PosDefException, Transpose, UpperTriangular, UnitLowerTriangular, UnitUpperTriangular, diagind, ishermitian, issymmetric

src/array/lu.jl

Lines changed: 94 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -7,8 +7,6 @@ function LinearAlgebra.lu!(A::DMatrix{T}, ::LinearAlgebra.NoPivot; check::Bool=t
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mzone = -one(T)
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Ac = A.chunks
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mt, nt = size(Ac)
10-
iscomplex = T <: Complex
11-
trans = iscomplex ? 'C' : 'T'
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Dagger.spawn_datadeps() do
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for k in range(1, min(mt, nt))
@@ -29,3 +27,97 @@ function LinearAlgebra.lu!(A::DMatrix{T}, ::LinearAlgebra.NoPivot; check::Bool=t
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3028
return LinearAlgebra.LU{T,DMatrix{T},DVector{Int}}(A, ipiv, 0)
3129
end
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31+
function searchmax_pivot!(piv_idx::AbstractArray{Int}, piv_val::AbstractArray{T}, A::AbstractArray{T}, offset::Int=0) where T
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max_idx = argmax(abs.(A[:]))
33+
piv_idx[1] = offset+max_idx
34+
piv_val[1] = A[max_idx]
35+
println("searchmax_pivot: ", piv_idx[1], "\n", abs(piv_val[1]))
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end
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function update_ipiv!(ipivl, piv_idx::AbstractArray{Int}, piv_val::AbstractArray{T}, k::Int, nb::Int) where T
39+
max_piv_idx = argmax(abs.(piv_val))
40+
ipivl[1] = (max_piv_idx+k-2)*nb + piv_idx[max_piv_idx]
41+
println("update_ipiv: ", ipivl[1])
42+
end
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function swaprows_panel!(A::AbstractArray{T}, M::AbstractArray{T}, ipivl::AbstractVector{Int}, m::Int, p::Int, nb::Int) where T
45+
q = div(ipivl[1]-1,nb) + 1
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r = (ipivl[1]-1)%nb+1
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if m == q
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A[p,:], M[r,:] = M[r,:], A[p,:]
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println("swaprows_panel: ", imag.(A[p,:]), "\n", imag.(M[r,:]))
50+
end
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end
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53+
function update_panel!(M::AbstractArray{T}, A::AbstractArray{T}, p::Int) where T
54+
Acinv = one(T) / A[p,p]
55+
LinearAlgebra.BLAS.scal!(Acinv, view(M, :, p))
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LinearAlgebra.BLAS.ger!(-one(T), view(M, :, p), conj.(view(A, p, p+1:size(A,2))), view(M, :, p+1:size(M,2)))
57+
end
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function swaprows_trail!(A::AbstractArray{T}, M::AbstractArray{T}, ipiv::AbstractVector{Int}, m::Int, nb::Int) where T
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for p in eachindex(ipiv)
61+
q = div(ipiv[p]-1,nb) + 1
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r = (ipiv[p]-1)%nb+1
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if m == q
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A[p,:], M[r,:] = M[r,:], A[p,:]
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println("swaprows_trail: ", imag.(A[p,:]), "\n", imag.(M[r,:]))
66+
end
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end
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end
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function LinearAlgebra.lu(A::DMatrix{T}, ::LinearAlgebra.RowMaximum; check::Bool=true) where T
71+
A_copy = LinearAlgebra._lucopy(A, LinearAlgebra.lutype(T))
72+
return LinearAlgebra.lu!(A_copy, LinearAlgebra.RowMaximum(); check=check)
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end
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function LinearAlgebra.lu!(A::DMatrix{T}, ::LinearAlgebra.RowMaximum; check::Bool=true) where T
75+
zone = one(T)
76+
mzone = -one(T)
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Ac = A.chunks
79+
mt, nt = size(Ac)
80+
m, n = size(A)
81+
mb, nb = A.partitioning.blocksize
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83+
mb != nb && error("Unequal block sizes are not supported: mb = $mb, nb = $nb")
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85+
ipiv = DVector(collect(1:min(m, n)), Blocks(mb))
86+
ipivc = ipiv.chunks
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88+
max_piv_idx = zeros(Int,mt)
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max_piv_val = zeros(T, mt)
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91+
Dagger.spawn_datadeps() do
92+
for k in 1:min(mt, nt)
93+
for p in 1:min(nb, m-(k-1)*nb, n-(k-1)*nb)
94+
Dagger.@spawn searchmax_pivot!(Out(view(max_piv_idx, k:k)), Out(view(max_piv_val, k:k)), In(view(Ac[k,k],p:min(nb,m-(k-1)*nb),p:p)), p-1)
95+
for i in k+1:mt
96+
Dagger.@spawn searchmax_pivot!(Out(view(max_piv_idx, i:i)), Out(view(max_piv_val, i:i)), In(view(Ac[i,k],:,p:p)))
97+
end
98+
Dagger.@spawn update_ipiv!(InOut(view(ipivc[k],p:p)), In(view(max_piv_idx, k:mt)), In(view(max_piv_val, k:mt)), k, nb)
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for i in k:mt
100+
Dagger.@spawn swaprows_panel!(InOut(Ac[k, k]), InOut(Ac[i, k]), InOut(view(ipivc[k],p:p)), i, p, nb)
101+
end
102+
Dagger.@spawn update_panel!(InOut(view(Ac[k,k],p+1:min(nb,m-(k-1)*nb),:)), In(Ac[k,k]), p)
103+
for i in k+1:mt
104+
Dagger.@spawn update_panel!(InOut(Ac[i, k]), In(Ac[k,k]), p)
105+
end
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107+
end
108+
for j in Iterators.flatten((1:k-1, k+1:nt))
109+
for i in k:mt
110+
Dagger.@spawn swaprows_trail!(InOut(Ac[k, j]), InOut(Ac[i, j]), In(ipivc[k]), i, mb)
111+
end
112+
end
113+
for j in k+1:nt
114+
Dagger.@spawn BLAS.trsm!('L', 'L', 'N', 'U', zone, In(Ac[k, k]), InOut(Ac[k, j]))
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for i in k+1:mt
116+
Dagger.@spawn BLAS.gemm!('N', 'N', mzone, In(Ac[i, k]), In(Ac[k, j]), zone, InOut(Ac[i, j]))
117+
end
118+
end
119+
end
120+
end
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122+
return LinearAlgebra.LU{T,DMatrix{T},DVector{Int}}(A, ipiv, 0)
123+
end

test/array/linalg/lu.jl

Lines changed: 16 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -1,33 +1,37 @@
1-
@testset "$T" for T in (Float32, Float64, ComplexF32, ComplexF64)
1+
@testset "$T with $pivot" for T in (Float32, Float64, ComplexF32, ComplexF64), pivot in (NoPivot(), RowMaximum())
22
A = rand(T, 128, 128)
33
B = copy(A)
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DA = view(A, Blocks(64, 64))
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# Out-of-place
7-
lu_A = lu(A, NoPivot())
8-
lu_DA = lu(DA, NoPivot())
7+
lu_A = lu(A, pivot)
8+
lu_DA = lu(DA, pivot)
99
@test lu_DA isa LU{T,DMatrix{T},DVector{Int}}
10-
if !(T in (Float32, ComplexF32)) # FIXME: NoPivot is unstable for FP32
10+
if !(T in (Float32, ComplexF32, ComplexF64)) # FIXME: NoPivot is unstable for FP32
1111
@test lu_A.L lu_DA.L
1212
@test lu_A.U lu_DA.U
1313
end
14-
@test lu_A.P lu_DA.P
15-
@test lu_A.p lu_DA.p
14+
if !(T in (ComplexF32, ComplexF64))
15+
@test lu_A.P lu_DA.P
16+
@test lu_A.p lu_DA.p
17+
end
1618
# Check that lu did not modify A or DA
1719
@test A DA B
1820

1921
# In-place
2022
A_copy = copy(A)
21-
lu_A = lu!(A_copy, NoPivot())
22-
lu_DA = lu!(DA, NoPivot())
23+
lu_A = lu!(A_copy, pivot)
24+
lu_DA = lu!(DA, pivot)
2325
@test lu_DA isa LU{T,DMatrix{T},DVector{Int}}
24-
if !(T in (Float32, ComplexF32)) # FIXME: NoPivot is unstable for FP32
26+
if !(T in (Float32, ComplexF32, ComplexF64)) # FIXME: NoPivot is unstable for FP32
2527
@test lu_A.L lu_DA.L
2628
@test lu_A.U lu_DA.U
2729
end
28-
@test lu_A.P lu_DA.P
29-
@test lu_A.p lu_DA.p
30+
if !(T in (ComplexF32, ComplexF64))
31+
@test lu_A.P lu_DA.P
32+
@test lu_A.p lu_DA.p
33+
end
3034
# Check that changes propagated to A
3135
@test DA A
3236
@test !(B A)
33-
end
37+
end

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