Allow SparseMatrixCSC in Constant (#631)

* allow sparse constants

* Update src/constant.jl

* Update

* Update

* Update

---------

Co-authored-by: odow <[email protected]>

Author: ericphanson

benchmark/254.jl

@@ -25,5 +25,5 @@ let
         [x ≥ -1e2, x ≤ 1e2],
     )
 
-    @time context = Convex.Context(problem, MOI.Utilities.Model{Float64}())
+    @time context = Convex.Context(problem, MOI.Utilities.Model{Float64})
 end

benchmark/alternating_minimization.jl

@@ -1,3 +1,4 @@
+# https://discourse.julialang.org/t/convex-jl-objective-function-of-matrix-factorization-with-missing-data/34253
 using Clarabel
 using Convex
 using MathOptInterface
@@ -94,6 +95,7 @@ const ϵ = 0.0001
 MAX_ITERS = 2
 
 m, n, k = 125, 125, 3
+# m, n, k = 500, 500, 5
 holdout = 0.80
 
 A = gen_data(m, n, k)

src/atoms/MultiplyAtom.jl

@@ -147,7 +147,7 @@ function _dot_multiply(x, y)
     elseif size(y, 2) < size(coeff, 2)
         y = y * ones(1, size(coeff, 1))
     end
-    ret = LinearAlgebra.Diagonal(vec(coeff)) * vec(y)
+    ret = SparseArrays.sparse(LinearAlgebra.Diagonal(vec(coeff))) * vec(y)
     return reshape(ret, size(y, 1), size(y, 2))
 end
 

src/constant.jl

@@ -28,24 +28,25 @@ function _sign(x::Value)
     end
 end
 
-_matrix(x::AbstractArray) = [x;;]
+_matrix(x::AbstractArray) = Matrix(x)
 _matrix(x::AbstractVector) = reshape(Vector(x), length(x), 1)
 _matrix(x::Number) = _matrix([x])
+_matrix(x::SparseArrays.AbstractSparseMatrix) = SparseArrays.sparse(x)
+function _matrix(x::SparseArrays.AbstractSparseVector)
+    return SparseArrays.sparse(reshape(x, length(x), 1))
+end
 
 mutable struct Constant{T<:Real} <: AbstractExpr
     head::Symbol
     id_hash::UInt64
-    value::Matrix{T}
+    value::Union{Matrix{T},SPARSE_MATRIX{T}}
     size::Tuple{Int,Int}
     sign::Sign
 
     function Constant(x::Value, sign::Sign)
-        x isa Complex && error("Real values expected")
-        x isa AbstractArray &&
-            eltype(x) <: Complex &&
-            error("Real values expected")
-
-        # Convert to matrix
+        if x isa Complex || x isa AbstractArray{<:Complex}
+            throw(DomainError(x, "Constant expects real values"))
+        end
         return new{eltype(x)}(
             :constant,
             objectid(x),
@@ -54,9 +55,9 @@ mutable struct Constant{T<:Real} <: AbstractExpr
             sign,
         )
     end
-    function Constant(x::Value, check_sign::Bool = true)
-        return Constant(x, check_sign ? _sign(x) : NoSign())
-    end
+end
+function Constant(x::Value, check_sign::Bool = true)
+    return Constant(x, check_sign ? _sign(x) : NoSign())
 end
 # Constant(x::Constant) = x
 
@@ -108,7 +109,7 @@ constant(x::Constant) = x
 constant(x::ComplexConstant) = x
 function constant(x)
     # Convert to matrix
-    x = [x;;]
+    x = _matrix(x)
     if eltype(x) <: Real
         return Constant(x)
     else

test/test_utilities.jl

@@ -1295,6 +1295,31 @@ function test_broadcasting()
     return
 end
 
+function test_matrix_constants()
+    I, V = [1, 3, 4], [2.1, 2.2, 3.3]
+    x = SparseArrays.sparsevec(I, V)
+    y = SparseArrays.sparse(I, [1, 1, 1], V, 4, 1)
+    c = constant(x)
+    @test c.value isa SparseArrays.SparseMatrixCSC
+    @test c.value == y
+    c = constant(y)
+    @test c.value isa SparseArrays.SparseMatrixCSC
+    @test c.value == y
+    return
+end
+
+function test_Constant_complex()
+    @test_throws(
+        DomainError(1 + 2im, "Constant expects real values"),
+        Convex.Constant(1 + 2im, Convex.ComplexSign()),
+    )
+    @test_throws(
+        DomainError([1 + 2im], "Constant expects real values"),
+        Convex.Constant([1 + 2im], Convex.ComplexSign()),
+    )
+    return
+end
+
 end  # TestUtilities
 
 TestUtilities.runtests()