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Merge pull request #493 from SciML/symbolic_lu
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Symbolic Factorization Reuse in the standard LUFactorization
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@ChrisRackauckas
ChrisRackauckas committed Apr 19, 2024
2 parents d050e01 + 084d0d6 commit c3f4c4f
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295 changes: 149 additions & 146 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,146 +1,149 @@
name = "LinearSolve"
uuid = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
authors = ["SciML"]
version = "2.28.0"

[deps]
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
EnumX = "4e289a0a-7415-4d19-859d-a7e5c4648b56"
FastLapackInterface = "29a986be-02c6-4525-aec4-84b980013641"
GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
KLU = "ef3ab10e-7fda-4108-b977-705223b18434"
Krylov = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7"
LazyArrays = "5078a376-72f3-5289-bfd5-ec5146d43c02"
Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MKL_jll = "856f044c-d86e-5d09-b602-aeab76dc8ba7"
Markdown = "d6f4376e-aef5-505a-96c1-9c027394607a"
PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
Preferences = "21216c6a-2e73-6563-6e65-726566657250"
RecursiveFactorization = "f2c3362d-daeb-58d1-803e-2bc74f2840b4"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SciMLOperators = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
Setfield = "efcf1570-3423-57d1-acb7-fd33fddbac46"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Sparspak = "e56a9233-b9d6-4f03-8d0f-1825330902ac"
StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"

[weakdeps]
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockDiagonals = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
EnzymeCore = "f151be2c-9106-41f4-ab19-57ee4f262869"
FastAlmostBandedMatrices = "9d29842c-ecb8-4973-b1e9-a27b1157504e"
HYPRE = "b5ffcf37-a2bd-41ab-a3da-4bd9bc8ad771"
IterativeSolvers = "42fd0dbc-a981-5370-80f2-aaf504508153"
KernelAbstractions = "63c18a36-062a-441e-b654-da1e3ab1ce7c"
KrylovKit = "0b1a1467-8014-51b9-945f-bf0ae24f4b77"
Metal = "dde4c033-4e86-420c-a63e-0dd931031962"
Pardiso = "46dd5b70-b6fb-5a00-ae2d-e8fea33afaf2"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"

[extensions]
LinearSolveBandedMatricesExt = "BandedMatrices"
LinearSolveBlockDiagonalsExt = "BlockDiagonals"
LinearSolveCUDAExt = "CUDA"
LinearSolveEnzymeExt = ["Enzyme", "EnzymeCore"]
LinearSolveFastAlmostBandedMatricesExt = ["FastAlmostBandedMatrices"]
LinearSolveHYPREExt = "HYPRE"
LinearSolveIterativeSolversExt = "IterativeSolvers"
LinearSolveKernelAbstractionsExt = "KernelAbstractions"
LinearSolveKrylovKitExt = "KrylovKit"
LinearSolveMetalExt = "Metal"
LinearSolvePardisoExt = "Pardiso"
LinearSolveRecursiveArrayToolsExt = "RecursiveArrayTools"

[compat]
AllocCheck = "0.1"
Aqua = "0.8"
ArrayInterface = "7.7"
BandedMatrices = "1.5"
BlockDiagonals = "0.1.42"
CUDA = "5"
ChainRulesCore = "1.22"
ConcreteStructs = "0.2.3"
DocStringExtensions = "0.9.3"
EnumX = "1.0.4"
Enzyme = "0.11.15"
EnzymeCore = "0.6.5"
FastAlmostBandedMatrices = "0.1"
FastLapackInterface = "2"
FiniteDiff = "2.22"
ForwardDiff = "0.10.36"
GPUArraysCore = "0.1.6"
HYPRE = "1.4.0"
InteractiveUtils = "1.10"
IterativeSolvers = "0.9.3"
JET = "0.8.28"
KLU = "0.6"
KernelAbstractions = "0.9.16"
Krylov = "0.9"
KrylovKit = "0.6"
LazyArrays = "1.8"
Libdl = "1.10"
LinearAlgebra = "1.10"
MPI = "0.20"
Markdown = "1.10"
Metal = "1"
MultiFloats = "1"
Pardiso = "0.5"
Pkg = "1"
PrecompileTools = "1.2"
Preferences = "1.4"
Random = "1"
RecursiveArrayTools = "3.8"
RecursiveFactorization = "0.2.14"
Reexport = "1"
SafeTestsets = "0.1"
SciMLBase = "2.26.3"
SciMLOperators = "0.3.7"
Setfield = "1"
SparseArrays = "1.10"
Sparspak = "0.3.6"
StableRNGs = "1"
StaticArrays = "1.5"
StaticArraysCore = "1.4.2"
Test = "1"
UnPack = "1"
Zygote = "0.6.69"
julia = "1.10"

[extras]
AllocCheck = "9b6a8646-10ed-4001-bbdc-1d2f46dfbb1a"
Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockDiagonals = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
FastAlmostBandedMatrices = "9d29842c-ecb8-4973-b1e9-a27b1157504e"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
HYPRE = "b5ffcf37-a2bd-41ab-a3da-4bd9bc8ad771"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
IterativeSolvers = "42fd0dbc-a981-5370-80f2-aaf504508153"
JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
KernelAbstractions = "63c18a36-062a-441e-b654-da1e3ab1ce7c"
KrylovKit = "0b1a1467-8014-51b9-945f-bf0ae24f4b77"
MPI = "da04e1cc-30fd-572f-bb4f-1f8673147195"
Metal = "dde4c033-4e86-420c-a63e-0dd931031962"
MultiFloats = "bdf0d083-296b-4888-a5b6-7498122e68a5"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"

[targets]
test = ["Aqua", "Test", "IterativeSolvers", "InteractiveUtils", "JET", "KrylovKit", "Pkg", "Random", "SafeTestsets", "MultiFloats", "ForwardDiff", "HYPRE", "MPI", "BlockDiagonals", "Enzyme", "FiniteDiff", "BandedMatrices", "FastAlmostBandedMatrices", "StaticArrays", "AllocCheck", "StableRNGs", "Zygote"]
name = "LinearSolve"
uuid = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
authors = ["SciML"]
version = "2.28.0"

[deps]
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
EnumX = "4e289a0a-7415-4d19-859d-a7e5c4648b56"
FastLapackInterface = "29a986be-02c6-4525-aec4-84b980013641"
GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
KLU = "ef3ab10e-7fda-4108-b977-705223b18434"
Krylov = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7"
LazyArrays = "5078a376-72f3-5289-bfd5-ec5146d43c02"
Libdl = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MKL_jll = "856f044c-d86e-5d09-b602-aeab76dc8ba7"
Markdown = "d6f4376e-aef5-505a-96c1-9c027394607a"
PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
Preferences = "21216c6a-2e73-6563-6e65-726566657250"
RecursiveFactorization = "f2c3362d-daeb-58d1-803e-2bc74f2840b4"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SciMLOperators = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
Setfield = "efcf1570-3423-57d1-acb7-fd33fddbac46"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Sparspak = "e56a9233-b9d6-4f03-8d0f-1825330902ac"
StaticArraysCore = "1e83bf80-4336-4d27-bf5d-d5a4f845583c"
UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"

[weakdeps]
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockDiagonals = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
CUDSS = "45b445bb-4962-46a0-9369-b4df9d0f772e"
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
EnzymeCore = "f151be2c-9106-41f4-ab19-57ee4f262869"
FastAlmostBandedMatrices = "9d29842c-ecb8-4973-b1e9-a27b1157504e"
HYPRE = "b5ffcf37-a2bd-41ab-a3da-4bd9bc8ad771"
IterativeSolvers = "42fd0dbc-a981-5370-80f2-aaf504508153"
KernelAbstractions = "63c18a36-062a-441e-b654-da1e3ab1ce7c"
KrylovKit = "0b1a1467-8014-51b9-945f-bf0ae24f4b77"
Metal = "dde4c033-4e86-420c-a63e-0dd931031962"
Pardiso = "46dd5b70-b6fb-5a00-ae2d-e8fea33afaf2"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"

[extensions]
LinearSolveBandedMatricesExt = "BandedMatrices"
LinearSolveBlockDiagonalsExt = "BlockDiagonals"
LinearSolveCUDAExt = "CUDA"
LinearSolveCUDSSExt = "CUDSS"
LinearSolveEnzymeExt = ["Enzyme", "EnzymeCore"]
LinearSolveFastAlmostBandedMatricesExt = ["FastAlmostBandedMatrices"]
LinearSolveHYPREExt = "HYPRE"
LinearSolveIterativeSolversExt = "IterativeSolvers"
LinearSolveKernelAbstractionsExt = "KernelAbstractions"
LinearSolveKrylovKitExt = "KrylovKit"
LinearSolveMetalExt = "Metal"
LinearSolvePardisoExt = "Pardiso"
LinearSolveRecursiveArrayToolsExt = "RecursiveArrayTools"

[compat]
AllocCheck = "0.1"
Aqua = "0.8"
ArrayInterface = "7.7"
BandedMatrices = "1.5"
BlockDiagonals = "0.1.42"
CUDA = "5"
CUDSS = "0.1"
ChainRulesCore = "1.22"
ConcreteStructs = "0.2.3"
DocStringExtensions = "0.9.3"
EnumX = "1.0.4"
Enzyme = "0.11.15"
EnzymeCore = "0.6.5"
FastAlmostBandedMatrices = "0.1"
FastLapackInterface = "2"
FiniteDiff = "2.22"
ForwardDiff = "0.10.36"
GPUArraysCore = "0.1.6"
HYPRE = "1.4.0"
InteractiveUtils = "1.10"
IterativeSolvers = "0.9.3"
JET = "0.8.28"
KLU = "0.6"
KernelAbstractions = "0.9.16"
Krylov = "0.9"
KrylovKit = "0.6"
LazyArrays = "1.8"
Libdl = "1.10"
LinearAlgebra = "1.10"
MPI = "0.20"
Markdown = "1.10"
Metal = "1"
MultiFloats = "1"
Pardiso = "0.5"
Pkg = "1"
PrecompileTools = "1.2"
Preferences = "1.4"
Random = "1"
RecursiveArrayTools = "3.8"
RecursiveFactorization = "0.2.14"
Reexport = "1"
SafeTestsets = "0.1"
SciMLBase = "2.26.3"
SciMLOperators = "0.3.7"
Setfield = "1"
SparseArrays = "1.10"
Sparspak = "0.3.6"
StableRNGs = "1"
StaticArrays = "1.5"
StaticArraysCore = "1.4.2"
Test = "1"
UnPack = "1"
Zygote = "0.6.69"
julia = "1.10"

[extras]
AllocCheck = "9b6a8646-10ed-4001-bbdc-1d2f46dfbb1a"
Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
BlockDiagonals = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
FastAlmostBandedMatrices = "9d29842c-ecb8-4973-b1e9-a27b1157504e"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
HYPRE = "b5ffcf37-a2bd-41ab-a3da-4bd9bc8ad771"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
IterativeSolvers = "42fd0dbc-a981-5370-80f2-aaf504508153"
JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
KernelAbstractions = "63c18a36-062a-441e-b654-da1e3ab1ce7c"
KrylovKit = "0b1a1467-8014-51b9-945f-bf0ae24f4b77"
MPI = "da04e1cc-30fd-572f-bb4f-1f8673147195"
Metal = "dde4c033-4e86-420c-a63e-0dd931031962"
MultiFloats = "bdf0d083-296b-4888-a5b6-7498122e68a5"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"

[targets]
test = ["Aqua", "Test", "IterativeSolvers", "InteractiveUtils", "JET", "KrylovKit", "Pkg", "Random", "SafeTestsets", "MultiFloats", "ForwardDiff", "HYPRE", "MPI", "BlockDiagonals", "Enzyme", "FiniteDiff", "BandedMatrices", "FastAlmostBandedMatrices", "StaticArrays", "AllocCheck", "StableRNGs", "Zygote"]
87 changes: 61 additions & 26 deletions ext/LinearSolveCUDAExt.jl
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Original file line number Diff line number Diff line change
@@ -1,26 +1,61 @@
module LinearSolveCUDAExt

using CUDA
using LinearSolve
using LinearSolve.LinearAlgebra, LinearSolve.SciMLBase, LinearSolve.ArrayInterface
using SciMLBase: AbstractSciMLOperator

function SciMLBase.solve!(cache::LinearSolve.LinearCache, alg::CudaOffloadFactorization;
kwargs...)
if cache.isfresh
fact = qr(CUDA.CuArray(cache.A))
cache.cacheval = fact
cache.isfresh = false
end
y = Array(ldiv!(CUDA.CuArray(cache.u), cache.cacheval, CUDA.CuArray(cache.b)))
cache.u .= y
SciMLBase.build_linear_solution(alg, y, nothing, cache)
end

function LinearSolve.init_cacheval(alg::CudaOffloadFactorization, A, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Bool,
assumptions::OperatorAssumptions)
qr(CUDA.CuArray(A))
end

end
module LinearSolveCUDAExt

using CUDA
using LinearSolve
using LinearSolve.LinearAlgebra, LinearSolve.SciMLBase, LinearSolve.ArrayInterface
using SciMLBase: AbstractSciMLOperator

function LinearSolve.defaultalg(A::CUDA.CUSPARSE.CuSparseMatrixCSR{Tv, Ti}, b,
assump::OperatorAssumptions{Bool}) where {Tv, Ti}
if LinearSolve.cudss_loaded(A)
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.LUFactorization)
else
if !LinearSolve.ALREADY_WARNED_CUDSS[]
@warn("CUDSS.jl is required for LU Factorizations on CuSparseMatrixCSR. Please load this library. Falling back to Krylov")
LinearSolve.ALREADY_WARNED_CUDSS[] = true
end
LinearSolve.DefaultLinearSolver(LinearSolve.DefaultAlgorithmChoice.KrylovJL_GMRES)
end
end

function LinearSolve.error_no_cudss_lu(A::CUDA.CUSPARSE.CuSparseMatrixCSR)
if !LinearSolve.CUDSS_LOADED[]
error("CUDSS.jl is required for LU Factorizations on CuSparseMatrixCSR. Please load this library.")
end
nothing
end

function SciMLBase.solve!(cache::LinearSolve.LinearCache, alg::CudaOffloadFactorization;
kwargs...)
if cache.isfresh
fact = qr(CUDA.CuArray(cache.A))
cache.cacheval = fact
cache.isfresh = false
end
y = Array(ldiv!(CUDA.CuArray(cache.u), cache.cacheval, CUDA.CuArray(cache.b)))
cache.u .= y
SciMLBase.build_linear_solution(alg, y, nothing, cache)
end

function LinearSolve.init_cacheval(alg::CudaOffloadFactorization, A, b, u, Pl, Pr,
maxiters::Int, abstol, reltol, verbose::Bool,
assumptions::OperatorAssumptions)
qr(CUDA.CuArray(A))
end

function LinearSolve.init_cacheval(::SparspakFactorization, A::CUDA.CUSPARSE.CuSparseMatrixCSR, b, u,
Pl, Pr, maxiters::Int, abstol, reltol, verbose::Bool, assumptions::OperatorAssumptions)
nothing
end

function LinearSolve.init_cacheval(::KLUFactorization, A::CUDA.CUSPARSE.CuSparseMatrixCSR, b, u,
Pl, Pr, maxiters::Int, abstol, reltol, verbose::Bool, assumptions::OperatorAssumptions)
nothing
end

function LinearSolve.init_cacheval(::UMFPACKFactorization, A::CUDA.CUSPARSE.CuSparseMatrixCSR, b, u,
Pl, Pr, maxiters::Int, abstol, reltol, verbose::Bool, assumptions::OperatorAssumptions)
nothing
end

end
8 changes: 8 additions & 0 deletions ext/LinearSolveCUDSSExt.jl
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Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
module LinearSolveCUDSSExt

using LinearSolve
using CUDSS

LinearSolve.cudss_loaded(A::CUDSS.CUDA.CUSPARSE.CuSparseMatrixCSR) = true

end

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