Merge pull request #62 from JuliaStats/aa/strided

Widen (inv)quad(!) signatures to allow StridedArrays
JuliaStats · Apr 19, 2017 · a7871cb · a7871cb
2 parents 4687667 + 0b04e3b
commit a7871cb
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Showing 3 changed files with 11 additions and 8 deletions.
diff --git a/src/pdiagmat.jl b/src/pdiagmat.jl
@@ -81,11 +81,11 @@ unwhiten!(r::StridedMatrix, a::PDiagMat, x::StridedMatrix) =
 
 ### quadratic forms
 
-quad(a::PDiagMat, x::Vector) = wsumsq(a.diag, x)
-invquad(a::PDiagMat, x::Vector) = wsumsq(a.inv_diag, x)
+quad(a::PDiagMat, x::StridedVector) = wsumsq(a.diag, x)
+invquad(a::PDiagMat, x::StridedVector) = wsumsq(a.inv_diag, x)
 
-quad!(r::AbstractArray, a::PDiagMat, x::Matrix) = At_mul_B!(r, @compat(abs2.(x)), a.diag)
-invquad!(r::AbstractArray, a::PDiagMat, x::Matrix) = At_mul_B!(r, @compat(abs2.(x)), a.inv_diag)
+quad!(r::AbstractArray, a::PDiagMat, x::StridedMatrix) = At_mul_B!(r, @compat(abs2.(x)), a.diag)
+invquad!(r::AbstractArray, a::PDiagMat, x::StridedMatrix) = At_mul_B!(r, @compat(abs2.(x)), a.inv_diag)
 
 
 ### tri products

diff --git a/src/scalmat.jl b/src/scalmat.jl
@@ -68,11 +68,11 @@ end
 
 ### quadratic forms
 
-quad(a::ScalMat, x::Vector) = sum(abs2, x) * a.value
-invquad(a::ScalMat, x::Vector) = sum(abs2, x) * a.inv_value
+quad(a::ScalMat, x::StridedVector) = sum(abs2, x) * a.value
+invquad(a::ScalMat, x::StridedVector) = sum(abs2, x) * a.inv_value
 
-quad!(r::AbstractArray, a::ScalMat, x::Matrix) = colwise_sumsq!(r, x, a.value)
-invquad!(r::AbstractArray, a::ScalMat, x::Matrix) = colwise_sumsq!(r, x, a.inv_value)
+quad!(r::AbstractArray, a::ScalMat, x::StridedMatrix) = colwise_sumsq!(r, x, a.value)
+invquad!(r::AbstractArray, a::ScalMat, x::StridedMatrix) = colwise_sumsq!(r, x, a.inv_value)
 
 
 ### tri products

diff --git a/src/testutils.jl b/src/testutils.jl
@@ -5,6 +5,7 @@
 #
 
 import Base.Test: @test
+using Compat: view
 
 ## driver function
 function test_pdmat(C::AbstractPDMat, Cmat::Matrix;
@@ -182,6 +183,7 @@ function pdtest_quad(C::AbstractPDMat, Cmat::Matrix, Imat::Matrix, X::Matrix, ve
         xi = vec(X[:,i])
         r_quad[i] = dot(xi, Cmat * xi)
         @test quad(C, xi) ≈ r_quad[i]
+        @test quad(C, view(X,:,i)) ≈ r_quad[i]
     end
     @test quad(C, X) ≈ r_quad
 
@@ -191,6 +193,7 @@ function pdtest_quad(C::AbstractPDMat, Cmat::Matrix, Imat::Matrix, X::Matrix, ve
         xi = vec(X[:,i])
         r_invquad[i] = dot(xi, Imat * xi)
         @test invquad(C, xi) ≈ r_invquad[i]
+        @test invquad(C, view(X,:,i)) ≈ r_invquad[i]
     end
     @test invquad(C, X) ≈ r_invquad
 end