Methods for special case of very sparse nested factors.

JuliaStats · Oct 27, 2017 · 17c4d17 · 17c4d17
1 parent 531ca2d
commit 17c4d17
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Showing 2 changed files with 8 additions and 4 deletions.
diff --git a/src/linalg/rankUpdate.jl b/src/linalg/rankUpdate.jl
@@ -60,9 +60,11 @@ function rankUpdate!(α::T, A::SparseMatrixCSC{T}, C::Diagonal{T}) where T <: Nu
     rv = rowvals(A)
     for j in 1:n
         nzr = nzrange(A, j)
-        length(nzr) == 1 || throw(ArgumentError("A*A' has off-diagonal elements"))
-        k = nzr[1]
-        @inbounds dd[rv[k]] += α * abs2(nz[k])
+        if !isempty(nzr)
+            length(nzr) == 1 || throw(ArgumentError("A*A' has off-diagonal elements"))
+            k = nzr[1]
+            @inbounds dd[rv[k]] += α * abs2(nz[k])
+        end
     end
     C
 end

diff --git a/src/pls.jl b/src/pls.jl
@@ -5,10 +5,12 @@ Convert sparse `S` to `Diagonal` if `S` is diagonal or to `full(S)` if
 the proportion of nonzeros exceeds `threshold`.
 """
 function densify(S::SparseMatrixCSC, threshold::Real = 0.3)
+    dropzeros!(S)
     m, n = size(S)
     if m == n && isdiag(S)  # convert diagonal sparse to Diagonal
         Diagonal(diag(S))
-    elseif nnz(S)/(*(size(S)...)) ≤ threshold # very sparse matrices left as is
+    elseif nnz(S)/(*(size(S)...)) ≤ threshold ||   # very sparse matrices left as is
+        all(d -> iszero(d) || d == 1, diff(S.colptr))
         S
     else
         full(S)