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Add BandedMatrix extension and tests
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+144
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4 files changed

+144
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‎Project.toml

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@@ -4,16 +4,25 @@ version = "3.0-dev"
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[deps]
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ArrayLayouts = "4c555306-a7a7-4459-81d9-ec55ddd5c99a"
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BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
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LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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[weakdeps]
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BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
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[extensions]
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MatrixFactorizationsBandedMatricesExt = "BandedMatrices"
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[compat]
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ArrayLayouts = "1.9.2"
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BandedMatrices = "1.6"
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julia = "1.9"
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[extras]
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BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
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Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["Test"]
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test = ["BandedMatrices", "Test"]

‎ext/MatrixFactorizationsBandedMatricesExt.jl

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@@ -1,14 +1,3 @@
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###
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# MatrixFactorizations.QRPackedQ
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###
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materialize!(M::Lmul{<:QRPackedQLayout{<:AbstractBandedLayout}}) = banded_qr_lmul!(M.A,M.B)
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materialize!(M::Lmul{<:AdjQRPackedQLayout{<:AbstractBandedLayout}}) = banded_qr_lmul!(M.A,M.B)
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materialize!(M::Rmul{<:Any,<:QRPackedQLayout{<:AbstractBandedLayout}}) = banded_qr_rmul!(M.A,M.B)
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materialize!(M::Rmul{<:Any,<:AdjQRPackedQLayout{<:AbstractBandedLayout}}) = banded_qr_rmul!(M.A,M.B)
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###
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# QL
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###

‎test/runtests.jl

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@@ -29,4 +29,6 @@ include("test_qr.jl")
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include("test_ql.jl")
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include("test_rq.jl")
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include("test_polar.jl")
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include("test_reversecholesky.jl")
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include("test_reversecholesky.jl")
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include("test_banded.jl")

‎test/test_banded.jl

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module BandedMatrixFactorizationTests
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using MatrixFactorizations, LinearAlgebra, BandedMatrices, Test
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@testset "QL tests" begin
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for T in (Float64,ComplexF64,Float32,ComplexF32)
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A=brand(T,10,10,3,2)
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Q,L=ql(A)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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@test Matrix(Q)*Matrix(L) ≈ A
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b=rand(T,10)
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@test mul!(similar(b),Q,mul!(similar(b),Q',b)) ≈ b
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for j=1:size(A,2)
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@test Q' * A[:,j] ≈ L[:,j]
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end
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A=brand(T,14,10,3,2)
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Q,L=ql(A)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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@test_broken Matrix(Q)*Matrix(L) ≈ A
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for k=1:size(A,1),j=1:size(A,2)
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@test Q[k,j] ≈ Matrix(Q)[k,j]
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end
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A=brand(T,10,14,3,2)
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Q,L=ql(A)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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@test Matrix(Q)*Matrix(L) ≈ A
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for k=1:size(Q,1),j=1:size(Q,2)
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@test Q[k,j] ≈ Matrix(Q)[k,j]
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end
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A=brand(T,10,14,3,6)
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Q,L=ql(A)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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@test Matrix(Q)*Matrix(L) ≈ A
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for k=1:size(Q,1),j=1:size(Q,2)
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@test Q[k,j] ≈ Matrix(Q)[k,j]
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end
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A=brand(T,100,100,3,4)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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b=rand(T,100)
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@test ql(A)\b ≈ Matrix(A)\b
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b=rand(T,100,2)
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@test ql(A)\b ≈ Matrix(A)\b
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@test_throws DimensionMismatch ql(A) \ randn(3)
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@test_throws DimensionMismatch ql(A).Q'randn(3)
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A=brand(T,102,100,3,4)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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b=rand(T,102)
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@test_broken ql(A)\b ≈ Matrix(A)\b
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b=rand(T,102,2)
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@test_broken ql(A)\b ≈ Matrix(A)\b
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@test_throws DimensionMismatch ql(A) \ randn(3)
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@test_throws DimensionMismatch ql(A).Q'randn(3)
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A=brand(T,100,102,3,4)
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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b=rand(T,100)
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@test_broken ql(A)\b ≈ Matrix(A)\b
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A = LinearAlgebra.Tridiagonal(randn(T,99), randn(T,100), randn(T,99))
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@test ql(A).factors ≈ ql!(Matrix(A)).factors
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@test ql(A).τ ≈ ql!(Matrix(A)).τ
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b=rand(T,100)
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@test ql(A)\b ≈ Matrix(A)\b
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b=rand(T,100,2)
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@test ql(A)\b ≈ Matrix(A)\b
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@test_throws DimensionMismatch ql(A) \ randn(3)
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@test_throws DimensionMismatch ql(A).Q'randn(3)
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end
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@testset "lmul!/rmul!" begin
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for T in (Float32, Float64, ComplexF32, ComplexF64)
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A = brand(T,100,100,3,4)
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Q,R = qr(A)
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x = randn(T,100)
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b = randn(T,100,2)
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@test lmul!(Q, copy(x)) ≈ Matrix(Q)*x
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@test lmul!(Q, copy(b)) ≈ Matrix(Q)*b
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@test lmul!(Q', copy(x)) ≈ Matrix(Q)'*x
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@test lmul!(Q', copy(b)) ≈ Matrix(Q)'*b
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c = randn(T,2,100)
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@test rmul!(copy(c), Q) ≈ c*Matrix(Q)
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@test rmul!(copy(c), Q') ≈ c*Matrix(Q')
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A = brand(T,100,100,3,4)
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Q,L = ql(A)
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x = randn(T,100)
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b = randn(T,100,2)
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@test lmul!(Q, copy(x)) ≈ Matrix(Q)*x
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@test lmul!(Q, copy(b)) ≈ Matrix(Q)*b
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@test lmul!(Q', copy(x)) ≈ Matrix(Q)'*x
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@test lmul!(Q', copy(b)) ≈ Matrix(Q)'*b
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c = randn(T,2,100)
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@test rmul!(copy(c), Q) ≈ c*Matrix(Q)
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@test rmul!(copy(c), Q') ≈ c*Matrix(Q')
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end
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end
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@testset "Mixed types" begin
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A=brand(10,10,3,2)
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b=rand(ComplexF64,10)
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Q,L=ql(A)
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@test L\(Q'*b) ≈ ql(A)\b ≈ Matrix(A)\b
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@test Q*L ≈ A
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A=brand(ComplexF64,10,10,3,2)
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b=rand(10)
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Q,L=ql(A)
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@test Q*L ≈ A
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@test L\(Q'*b) ≈ ql(A)\b ≈ Matrix(A)\b
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A = BandedMatrix{Int}(undef, (2,1), (4,4))
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A.data .= 1:length(A.data)
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Q, L = ql(A)
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@test Q*L ≈ A
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end
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end
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end

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