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Add blocksize keyword argument to qr[!] #33053

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merged 1 commit into from Aug 26, 2019
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Add blocksize keyword argument to qr[!] #33053

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2 changes: 2 additions & 0 deletions NEWS.md
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Expand Up @@ -32,6 +32,8 @@ Standard library changes

#### LinearAlgebra

* `qr` and `qr!` functions support `blocksize` keyword argument ([#33053]).


#### SparseArrays

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28 changes: 16 additions & 12 deletions stdlib/LinearAlgebra/src/qr.jl
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Expand Up @@ -246,20 +246,23 @@ function qrfactPivotedUnblocked!(A::StridedMatrix)
end

# LAPACK version
qr!(A::StridedMatrix{<:BlasFloat}, ::Val{false}) = QRCompactWY(LAPACK.geqrt!(A, min(min(size(A)...), 36))...)
qr!(A::StridedMatrix{<:BlasFloat}, ::Val{false} = Val(false); blocksize=36) =
QRCompactWY(LAPACK.geqrt!(A, min(min(size(A)...), blocksize))...)
qr!(A::StridedMatrix{<:BlasFloat}, ::Val{true}) = QRPivoted(LAPACK.geqp3!(A)...)
qr!(A::StridedMatrix{<:BlasFloat}) = qr!(A, Val(false))

# Generic fallbacks

"""
qr!(A, pivot=Val(false))
qr!(A, pivot=Val(false); blocksize)

`qr!` is the same as [`qr`](@ref) when `A` is a subtype of
`StridedMatrix`, but saves space by overwriting the input `A`, instead of creating a copy.
An [`InexactError`](@ref) exception is thrown if the factorization produces a number not
representable by the element type of `A`, e.g. for integer types.

!!! compat "Julia 1.4"
The `blocksize` keyword argument requires Julia 1.4 or later.

# Examples
```jldoctest
julia> a = [1. 2.; 3. 4.]
Expand Down Expand Up @@ -296,7 +299,7 @@ qr!(A::StridedMatrix) = qr!(A, Val(false))
_qreltype(::Type{T}) where T = typeof(zero(T)/sqrt(abs2(one(T))))

"""
qr(A, pivot=Val(false)) -> F
qr(A, pivot=Val(false); blocksize) -> F

Compute the QR factorization of the matrix `A`: an orthogonal (or unitary if `A` is
complex-valued) matrix `Q`, and an upper triangular matrix `R` such that
Expand Down Expand Up @@ -336,6 +339,13 @@ and `F.Q*A` are supported. A `Q` matrix can be converted into a regular matrix w
`m`×`m` orthogonal matrix, use `F.Q*Matrix(I,m,m)`. If `m<=n`, then `Matrix(F.Q)` yields an `m`×`m`
orthogonal matrix.

The block size for QR decomposition can be specified by keyword argument
`blocksize :: Integer` when `pivot == Val(false)` and `A isa StridedMatrix{<:BlasFloat}`.
It is ignored when `blocksize > minimum(size(A))`. See [`QRCompactWY`](@ref).

!!! compat "Julia 1.4"
The `blocksize` keyword argument requires Julia 1.4 or later.

# Examples
```jldoctest
julia> A = [3.0 -6.0; 4.0 -8.0; 0.0 1.0]
Expand Down Expand Up @@ -366,17 +376,11 @@ true
elementary reflectors, so that the `Q` and `R` matrices can be stored
compactly rather as two separate dense matrices.
"""
function qr(A::AbstractMatrix{T}, arg) where T
require_one_based_indexing(A)
AA = similar(A, _qreltype(T), size(A))
copyto!(AA, A)
return qr!(AA, arg)
end
function qr(A::AbstractMatrix{T}) where T
function qr(A::AbstractMatrix{T}, arg...; kwargs...) where T
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qr(A::AbstractMatrix{T}, arg) and qr(A::AbstractMatrix{T}) had almost identical function body. I think vararg is a cleaner solution to make it DRY. What do you think?

require_one_based_indexing(A)
AA = similar(A, _qreltype(T), size(A))
copyto!(AA, A)
return qr!(AA)
return qr!(AA, arg...; kwargs...)
end
qr(x::Number) = qr(fill(x,1,1))
function qr(v::AbstractVector)
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