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Only define methods for sparse matrices when CHOLMOD is available. #61

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Jun 9, 2017
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5 changes: 1 addition & 4 deletions .travis.yml
Original file line number Diff line number Diff line change
Expand Up @@ -3,13 +3,10 @@ os:
- linux
- osx
julia:
- 0.4
- 0.5
- 0.6
- nightly
notifications:
email: false
# script:
# - if [[ -a .git/shallow ]]; then git fetch --unshallow; fi
# - julia --check-bounds=yes -e 'Pkg.clone(pwd()); Pkg.build("PDMats"); Pkg.test("PDMats"; coverage=true)'
after_success:
- julia -e 'cd(Pkg.dir("PDMats")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
4 changes: 2 additions & 2 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -4,8 +4,8 @@ Uniform interface for positive definite matrices of various structures.

[![Build Status](https://travis-ci.org/JuliaStats/PDMats.jl.svg?branch=master)](https://travis-ci.org/JuliaStats/PDMats.jl)
[![Coverage Status](https://img.shields.io/coveralls/JuliaStats/PDMats.jl.svg)](https://coveralls.io/r/JuliaStats/PDMats.jl?branch=master)
[![PDMats](http://pkg.julialang.org/badges/PDMats_0.3.svg)](http://pkg.julialang.org/?pkg=PDMats&ver=0.3)
[![PDMats](http://pkg.julialang.org/badges/PDMats_0.4.svg)](http://pkg.julialang.org/?pkg=PDMats&ver=0.4)
[![PDMats](http://pkg.julialang.org/badges/PDMats_0.3.svg)](http://pkg.julialang.org/?pkg=PDMats&ver=0.5)
[![PDMats](http://pkg.julialang.org/badges/PDMats_0.4.svg)](http://pkg.julialang.org/?pkg=PDMats&ver=0.6)

--------------

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2 changes: 1 addition & 1 deletion REQUIRE
Original file line number Diff line number Diff line change
@@ -1,2 +1,2 @@
julia 0.4
julia 0.5
Compat 0.18.0
4 changes: 3 additions & 1 deletion src/PDMats.jl
Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,9 @@ module PDMats
include("utils.jl")

include("pdmat.jl")
include("pdsparsemat.jl")
if isdefined(Base.SparseArrays, :CHOLMOD)
include("pdsparsemat.jl")
end
include("pdiagmat.jl")
include("scalmat.jl")

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52 changes: 36 additions & 16 deletions src/addition.jl
Original file line number Diff line number Diff line change
Expand Up @@ -4,27 +4,37 @@
+(a::PDMat, b::AbstractPDMat) = PDMat(a.mat + full(b))
+(a::PDiagMat, b::AbstractPDMat) = PDMat(_adddiag!(full(b), a.diag))
+(a::ScalMat, b::AbstractPDMat) = PDMat(_adddiag!(full(b), a.value))
+(a::PDSparseMat, b::AbstractPDMat) = PDMat(a.mat + full(b))
if isdefined(Base.SparseArrays, :CHOLMOD)
+(a::PDSparseMat, b::AbstractPDMat) = PDMat(a.mat + full(b))
end

+(a::PDMat, b::PDMat) = PDMat(a.mat + b.mat)
+(a::PDMat, b::PDiagMat) = PDMat(_adddiag(a.mat, b.diag))
+(a::PDMat, b::ScalMat) = PDMat(_adddiag(a.mat, b.value))
+(a::PDMat, b::PDSparseMat) = PDMat(a.mat + b.mat)
if isdefined(Base.SparseArrays, :CHOLMOD)
+(a::PDMat, b::PDSparseMat) = PDMat(a.mat + b.mat)
end

+(a::PDiagMat, b::PDMat) = PDMat(_adddiag(b.mat, a.diag))
+(a::PDiagMat, b::PDiagMat) = PDiagMat(a.diag + b.diag)
+(a::PDiagMat, b::ScalMat) = PDiagMat(a.diag .+ b.value)
+(a::PDiagMat, b::PDSparseMat) = PDSparseMat(_adddiag(b.mat, a.diag))
if isdefined(Base.SparseArrays, :CHOLMOD)
+(a::PDiagMat, b::PDSparseMat) = PDSparseMat(_adddiag(b.mat, a.diag))
end

+(a::ScalMat, b::PDMat) = PDMat(_adddiag(b.mat, a.value))
+(a::ScalMat, b::PDiagMat) = PDiagMat(a.value .+ b.diag)
+(a::ScalMat, b::ScalMat) = ScalMat(a.dim, a.value + b.value)
+(a::ScalMat, b::PDSparseMat) = PDSparseMat(_adddiag(b.mat, a.value))
if isdefined(Base.SparseArrays, :CHOLMOD)
+(a::ScalMat, b::PDSparseMat) = PDSparseMat(_adddiag(b.mat, a.value))
end

+(a::PDSparseMat, b::PDMat) = PDMat(full(a) + b.mat)
+(a::PDSparseMat, b::PDiagMat) = PDSparseMat(_adddiag(a.mat, b.diag))
+(a::PDSparseMat, b::ScalMat) = PDSparseMat(_adddiag(a.mat, b.value))
+(a::PDSparseMat, b::PDSparseMat) = PDSparseMat(a.mat + b.mat)
if isdefined(Base.SparseArrays, :CHOLMOD)
+(a::PDSparseMat, b::PDMat) = PDMat(full(a) + b.mat)
+(a::PDSparseMat, b::PDiagMat) = PDSparseMat(_adddiag(a.mat, b.diag))
+(a::PDSparseMat, b::ScalMat) = PDSparseMat(_adddiag(a.mat, b.value))
+(a::PDSparseMat, b::PDSparseMat) = PDSparseMat(a.mat + b.mat)
end


# between pdmat and uniformscaling (multiple of identity)
Expand All @@ -35,24 +45,34 @@
pdadd(a::PDMat, b::AbstractPDMat, c::Real) = PDMat(a.mat + full(b * c))
pdadd(a::PDiagMat, b::AbstractPDMat, c::Real) = PDMat(_adddiag!(full(b * c), a.diag, one(c)))
pdadd(a::ScalMat, b::AbstractPDMat, c::Real) = PDMat(_adddiag!(full(b * c), a.value))
pdadd(a::PDSparseMat, b::AbstractPDMat, c::Real) = PDMat(a.mat + full(b * c))
if isdefined(Base.SparseArrays, :CHOLMOD)
pdadd(a::PDSparseMat, b::AbstractPDMat, c::Real) = PDMat(a.mat + full(b * c))
end

pdadd(a::PDMat, b::PDMat, c::Real) = PDMat(a.mat + b.mat * c)
pdadd(a::PDMat, b::PDiagMat, c::Real) = PDMat(_adddiag(a.mat, b.diag, c))
pdadd(a::PDMat, b::ScalMat, c::Real) = PDMat(_adddiag(a.mat, b.value * c))
pdadd(a::PDMat, b::PDSparseMat, c::Real) = PDMat(a.mat + b.mat * c)
if isdefined(Base.SparseArrays, :CHOLMOD)
pdadd(a::PDMat, b::PDSparseMat, c::Real) = PDMat(a.mat + b.mat * c)
end

pdadd(a::PDiagMat, b::PDMat, c::Real) = PDMat(_adddiag!(b.mat * c, a.diag, one(c)))
pdadd(a::PDiagMat, b::PDiagMat, c::Real) = PDiagMat(a.diag + b.diag * c)
pdadd(a::PDiagMat, b::ScalMat, c::Real) = PDiagMat(a.diag .+ b.value * c)
pdadd(a::PDiagMat, b::PDSparseMat, c::Real) = PDSparseMat(_adddiag!(b.mat * c, a.diag, one(c)))
if isdefined(Base.SparseArrays, :CHOLMOD)
pdadd(a::PDiagMat, b::PDSparseMat, c::Real) = PDSparseMat(_adddiag!(b.mat * c, a.diag, one(c)))
end

pdadd(a::ScalMat, b::PDMat, c::Real) = PDMat(_adddiag!(b.mat * c, a.value))
pdadd(a::ScalMat, b::PDiagMat, c::Real) = PDiagMat(a.value .+ b.diag * c)
pdadd(a::ScalMat, b::ScalMat, c::Real) = ScalMat(a.dim, a.value + b.value * c)
pdadd(a::ScalMat, b::PDSparseMat, c::Real) = PDSparseMat(_adddiag!(b.mat * c, a.value))
if isdefined(Base.SparseArrays, :CHOLMOD)
pdadd(a::ScalMat, b::PDSparseMat, c::Real) = PDSparseMat(_adddiag!(b.mat * c, a.value))
end

pdadd(a::PDSparseMat, b::PDMat, c::Real) = PDMat(a.mat + b.mat * c)
pdadd(a::PDSparseMat, b::PDiagMat, c::Real) = PDSparseMat(_adddiag(a.mat, b.diag, c))
pdadd(a::PDSparseMat, b::ScalMat, c::Real) = PDSparseMat(_adddiag(a.mat, b.value * c))
pdadd(a::PDSparseMat, b::PDSparseMat, c::Real) = PDSparseMat(a.mat + b.mat * c)
if isdefined(Base.SparseArrays, :CHOLMOD)
pdadd(a::PDSparseMat, b::PDMat, c::Real) = PDMat(a.mat + b.mat * c)
pdadd(a::PDSparseMat, b::PDiagMat, c::Real) = PDSparseMat(_adddiag(a.mat, b.diag, c))
pdadd(a::PDSparseMat, b::ScalMat, c::Real) = PDSparseMat(_adddiag(a.mat, b.value * c))
pdadd(a::PDSparseMat, b::PDSparseMat, c::Real) = PDSparseMat(a.mat + b.mat * c)
end
24 changes: 3 additions & 21 deletions src/chol.jl
Original file line number Diff line number Diff line change
@@ -1,26 +1,8 @@
# needs special attention to Cholesky, as the syntax & behavior changes in 0.4-pre

if VERSION >= v"0.5.0-dev+907"
@compat CholType{T,S<:AbstractMatrix} = Cholesky{T,S}
chol_lower(a::Matrix) = ctranspose(chol(a))

@compat CholTypeSparse{T} = SparseArrays.CHOLMOD.Factor{T}

chol_lower(cf::CholTypeSparse) = cf[:L]
elseif VERSION >= v"0.4.0-dev+4370"
# error("Choleksy changes in 0.4.0-dev+4370 (PR #10862), we are still working to make it work with these changes.")

@compat CholType{T,S<:AbstractMatrix} = Cholesky{T,S}
chol_lower(a::Matrix) = chol(a, Val{:L})
@compat CholType{T,S<:AbstractMatrix} = Cholesky{T,S}
chol_lower(a::Matrix) = ctranspose(chol(a))

if isdefined(Base.SparseArrays, :CHOLMOD)
@compat CholTypeSparse{T} = SparseArrays.CHOLMOD.Factor{T}

chol_lower(cf::CholTypeSparse) = cf[:L]
else
@compat CholType{T,S} = Cholesky{T}
chol_lower(a::Matrix) = chol(a, :L)

@compat CholTypeSparse{T} = Base.LinAlg.CHOLMOD.CholmodFactor{T}

chol_lower(cf::CholTypeSparse) = cf
end