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Make qr type stable #11257

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Merged
merged 1 commit into from
May 15, 2015
Merged

Make qr type stable #11257

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13 changes: 7 additions & 6 deletions base/linalg/factorization.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -77,11 +77,11 @@ qr(A::Union(Number, AbstractMatrix), pivot::Union(Type{Val{false}}, Type{Val{tru
_qr(A, pivot, thin=thin)
function _qr(A::Union(Number, AbstractMatrix), ::Type{Val{false}}; thin::Bool=true)
F = qrfact(A, Val{false})
full(F[:Q], thin=thin), F[:R]
full(getq(F), thin=thin), F[:R]::Matrix{eltype(F)}
end
function _qr(A::Union(Number, AbstractMatrix), ::Type{Val{true}}; thin::Bool=true)
F = qrfact(A, Val{true})
full(F[:Q], thin=thin), F[:R], F[:p]
full(getq(F), thin=thin), F[:R]::Matrix{eltype(F)}, F[:p]::Vector{BlasInt}
end

convert{T}(::Type{QR{T}},A::QR) = QR(convert(AbstractMatrix{T}, A.factors), convert(Vector{T}, A.τ))
Expand All @@ -94,19 +94,19 @@ convert{T}(::Type{Factorization{T}}, A::QRPivoted) = convert(QRPivoted{T}, A)
function getindex(A::QR, d::Symbol)
m, n = size(A)
d == :R && return triu!(A.factors[1:min(m,n), 1:n])
d == :Q && return QRPackedQ(A.factors,A.τ)
d == :Q && return getq(A)
throw(KeyError(d))
end
function getindex(A::QRCompactWY, d::Symbol)
m, n = size(A)
d == :R && return triu!(A.factors[1:min(m,n), 1:n])
d == :Q && return QRCompactWYQ(A.factors,A.T)
d == :Q && return getq(A)
throw(KeyError(d))
end
function getindex{T}(A::QRPivoted{T}, d::Symbol)
m, n = size(A)
d == :R && return triu!(A.factors[1:min(m,n), 1:n])
d == :Q && return QRPackedQ(A.factors,A.τ)
d == :Q && return getq(A)
d == :p && return A.jpvt
if d == :P
p = A[:p]
Expand All @@ -119,9 +119,10 @@ function getindex{T}(A::QRPivoted{T}, d::Symbol)
end
throw(KeyError(d))
end

# Type-stable interface to get Q
getq(A::QRCompactWY) = QRCompactWYQ(A.factors,A.T)
getq(A::QRPivoted) = QRPackedQ(A.factors,A.τ)
getq(A::Union(QR, QRPivoted)) = QRPackedQ(A.factors,A.τ)

immutable QRPackedQ{T,S<:AbstractMatrix} <: AbstractMatrix{T}
factors::S
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12 changes: 7 additions & 5 deletions test/linalg1.jl
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Expand Up @@ -59,11 +59,8 @@ debug && println("Bunch-Kaufman factors of a pos-def matrix")
debug && println("QR decomposition (without pivoting)")
for i = 1:2
let a = i == 1 ? a : sub(a, 1:n - 1, 1:n - 1), b = i == 1 ? b : sub(b, 1:n - 1), n = i == 1 ? n : n - 1
@inferred qrfact(a)
if eltya <: BlasFloat
@inferred qrfact(a, Val{true})
end
qra = @inferred qrfact(a, Val{false})
qra = @inferred qrfact(a)
@inferred qr(a)
q, r = qra[:Q], qra[:R]
@test_throws KeyError qra[:Z]
@test_approx_eq q'*full(q, thin = false) eye(n)
Expand All @@ -74,6 +71,7 @@ debug && println("QR decomposition (without pivoting)")

debug && println("Thin QR decomposition (without pivoting)")
qra = @inferred qrfact(a[:,1:n1], Val{false})
@inferred qr(a[:,1:n1], Val{false})
q,r = qra[:Q], qra[:R]
@test_throws KeyError qra[:Z]
@test_approx_eq q'*full(q, thin=false) eye(n)
Expand All @@ -84,6 +82,10 @@ debug && println("Thin QR decomposition (without pivoting)")
@test_throws DimensionMismatch q*b[1:n1 + 1]

debug && println("(Automatic) Fat (pivoted) QR decomposition") # Pivoting is only implemented for BlasFloats
if eltya <: BlasFloat
@inferred qrfact(a, Val{true})
@inferred qr(a, Val{true})
end
qrpa = factorize(a[1:n1,:])
q,r = qrpa[:Q], qrpa[:R]
@test_throws KeyError qrpa[:Z]
Expand Down