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Solve with AdjointFactorization of Cholmod and Adjoint rhs #595

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Merged
merged 5 commits into from
Jan 16, 2025
Merged

Solve with AdjointFactorization of Cholmod and Adjoint rhs #595

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b084a30
solve with `AdjointFactorization` of Cholmod and `Adjoint` rhs
dkarrasch Jan 12, 2025
6257c18
generalize to sparse rhs
dkarrasch Jan 12, 2025
d35d820
use factorize
dkarrasch Jan 12, 2025
93ec9f5
fix test
dkarrasch Jan 13, 2025
c776ef6
make it use correct/intended code path
dkarrasch Jan 13, 2025
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3 changes: 2 additions & 1 deletion src/solvers/cholmod.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ import Base: (*), convert, copy, eltype, getindex, getproperty, show, size,
using Base: require_one_based_indexing

using LinearAlgebra
using LinearAlgebra: RealHermSymComplexHerm, AdjOrTrans
using LinearAlgebra: RealHermSymComplexHerm, AdjOrTrans, AdjOrTransAbsMat
import LinearAlgebra: (\), AdjointFactorization,
cholesky, cholesky!, det, diag, ishermitian, isposdef,
issuccess, issymmetric, ldiv!, ldlt, ldlt!, logdet,
Expand Down Expand Up @@ -1928,6 +1928,7 @@ function \(adjL::AdjointFactorization{<:VTypes,<:Factor}, B::StridedMatrix)
L = adjL.parent
return Matrix(solve(CHOLMOD_A, L, Dense(B)))
end
(\)(adjL::AdjointFactorization{<:VTypes,<:Factor}, B::AdjOrTransAbsMat) = adjL \ copy(B)

const RealHermSymComplexHermSSL{Ti, Tr} = Union{
Symmetric{Tr, SparseMatrixCSC{Tr, Ti}},
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15 changes: 15 additions & 0 deletions test/cholmod.jl
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Expand Up @@ -1019,6 +1019,21 @@ end
# @test_throws ErrorException cholesky(view(A, :, :), NoPivot())
end

@testset "solve with adjoint factorization and adjoint rhs" begin
n = 10
A = sprand(Tv, n, n, 1/n)
A = A + A' + 10I

B = rand(n, 2)
Bt = Matrix(B')
Bts = sparse(B')

F = cholesky(A)'
@test F \ B ≈ F \ Bt'
@test F \ B ≈ F \ Bts'
@test issparse(F \ Bts')
end

end # for Tv ∈ (Float32, Float64)

end # Base.USE_GPL_LIBS
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