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Fix inconsistencies in rank-local SVD wrapper #263

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Merged
merged 4 commits into from
Apr 2, 2021
Merged

Fix inconsistencies in rank-local SVD wrapper #263

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3b1e8b7
Fix default vector return conventions in rank-local SVD
wavefunction91 Mar 25, 2021
343cc88
Extended the flexibility of the rank-local SVD wrapper to allow for a…
wavefunction91 Mar 25, 2021
f3e0414
Cleanup of old SVD code
wavefunction91 Mar 25, 2021
cd5f534
Re-enable expressions tests
wavefunction91 Mar 25, 2021
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63 changes: 38 additions & 25 deletions src/TiledArray/math/linalg/rank-local.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -140,35 +140,48 @@ void heig(Matrix<T>& A, Matrix<T>& B, std::vector<T>& W) {
}

template <typename T>
void svd(Matrix<T>& A, std::vector<T>& S, Matrix<T>* U, Matrix<T>* VT) {
void svd(Job jobu, Job jobvt, Matrix<T>& A, std::vector<T>& S, Matrix<T>* U, Matrix<T>* VT) {
integer m = A.rows();
integer n = A.cols();
integer k = std::min(m, n);
T* a = A.data();
integer lda = A.rows();

S.resize(std::min(m, n));
S.resize(k);
T* s = S.data();

auto jobu = lapack::Job::NoVec;
T* u = nullptr;
integer ldu = m;
if (U) {
jobu = lapack::Job::AllVec;
U->resize(m, n);
T* u = nullptr;
T* vt = nullptr;
integer ldu = 1, ldvt = 1;
if( (jobu == Job::SomeVec or jobu == Job::AllVec) and (not U) )
TA_LAPACK_ERROR("Requested out-of-place right singular vectors with null U input");
if( (jobvt == Job::SomeVec or jobvt == Job::AllVec) and (not VT) )
TA_LAPACK_ERROR("Requested out-of-place left singular vectors with null VT input");

if( jobu == Job::SomeVec ) {
U->resize(m, k);
u = U->data();
ldu = U->rows();
ldu = m;
}

auto jobvt = lapack::Job::NoVec;
T* vt = nullptr;
integer ldvt = n;
if (VT) {
jobvt = lapack::Job::AllVec;
VT->resize(n, m);
if( jobu == Job::AllVec ) {
U->resize(m, m);
u = U->data();
ldu = m;
}

if( jobvt == Job::SomeVec ) {
VT->resize(k, n);
vt = VT->data();
ldvt = VT->rows();
ldvt = k;
}

if( jobvt == Job::AllVec ) {
VT->resize(n, n);
vt = VT->data();
ldvt = n;
}

TA_LAPACK(gesvd, jobu, jobvt, m, n, a, lda, s, u, ldu, vt, ldvt);
}

Expand All @@ -194,15 +207,15 @@ void lu_inv(Matrix<T>& A) {
TA_LAPACK(getri, n, a, lda, ipiv.data());
}

#define TA_LAPACK_EXPLICIT(MATRIX, VECTOR) \
template void cholesky(MATRIX&); \
template void cholesky_linv(MATRIX&); \
template void cholesky_solve(MATRIX&, MATRIX&); \
template void cholesky_lsolve(Op, MATRIX&, MATRIX&); \
template void heig(MATRIX&, VECTOR&); \
template void heig(MATRIX&, MATRIX&, VECTOR&); \
template void svd(MATRIX&, VECTOR&, MATRIX*, MATRIX*); \
template void lu_solve(MATRIX&, MATRIX&); \
#define TA_LAPACK_EXPLICIT(MATRIX, VECTOR) \
template void cholesky(MATRIX&); \
template void cholesky_linv(MATRIX&); \
template void cholesky_solve(MATRIX&, MATRIX&); \
template void cholesky_lsolve(Op, MATRIX&, MATRIX&); \
template void heig(MATRIX&, VECTOR&); \
template void heig(MATRIX&, MATRIX&, VECTOR&); \
template void svd(Job,Job,MATRIX&, VECTOR&, MATRIX*, MATRIX*); \
template void lu_solve(MATRIX&, MATRIX&); \
template void lu_inv(MATRIX&);

TA_LAPACK_EXPLICIT(Matrix<double>, std::vector<double>);
Expand Down
11 changes: 10 additions & 1 deletion src/TiledArray/math/linalg/rank-local.h
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,8 @@

namespace TiledArray::math::linalg::rank_local {

using Job = ::lapack::Job;

template <typename T, int Options = ::Eigen::ColMajor>
using Matrix = ::Eigen::Matrix<T, ::Eigen::Dynamic, ::Eigen::Dynamic, Options>;

Expand All @@ -35,7 +37,14 @@ template <typename T>
void heig(Matrix<T> &A, Matrix<T> &B, std::vector<T> &W);

template <typename T>
void svd(Matrix<T> &A, std::vector<T> &S, Matrix<T> *U, Matrix<T> *VT);
void svd(Job jobu, Job jobvt, Matrix<T> &A, std::vector<T> &S, Matrix<T> *U, Matrix<T> *VT);

template <typename T>
void svd(Matrix<T> &A, std::vector<T> &S, Matrix<T> *U, Matrix<T> *VT) {
svd( U ? Job::SomeVec : Job::NoVec,
VT ? Job::SomeVec : Job::NoVec,
A, S, U, VT );
}

template <typename T>
void lu_solve(Matrix<T> &A, Matrix<T> &B);
Expand Down