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LinearAlgebra: adjoint for bidiag/tridiag may preserve structure #54027
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jishnub
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This specialized `copyto!` for combinations of banded structured matrix types so that the copy may be O(N) instead of the fallback O(N^2) implementation. E.g.: ```julia julia> T = Tridiagonal(zeros(999), zeros(1000), zeros(999)); julia> B = Bidiagonal(ones(1000), fill(2.0, 999), :U); julia> @Btime copyto!($T, $B); 1.927 ms (0 allocations: 0 bytes) # master 229.870 ns (0 allocations: 0 bytes) # PR ``` This also changes the `copyto!` implementation for mismatched matrix sizes, bringing it closer to the docstring. So, the following works on master: ```julia julia> Ddest = Diagonal(zeros(4)); julia> Dsrc = Diagonal(ones(2)); julia> copyto!(Ddest, Dsrc) 4×4 Diagonal{Float64, Vector{Float64}}: 1.0 ⋅ ⋅ ⋅ ⋅ 1.0 ⋅ ⋅ ⋅ ⋅ 0.0 ⋅ ⋅ ⋅ ⋅ 0.0 ``` but this won't work anymore with this PR. This was inconsistent anyway, as materializing the matrices produces a different result, which shouldn't be the case: ```julia julia> copyto!(Matrix(Ddest), Dsrc) 4×4 Matrix{Float64}: 1.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 ``` After this PR, the way to carry out the copy would be ```julia julia> copyto!(Ddest, CartesianIndices(Dsrc), Dsrc, CartesianIndices(Dsrc)) 4×4 Diagonal{Float64, Vector{Float64}}: 1.0 ⋅ ⋅ ⋅ ⋅ 1.0 ⋅ ⋅ ⋅ ⋅ 0.0 ⋅ ⋅ ⋅ ⋅ 0.0 ``` This change fixes https://github.com/JuliaLang/julia/issues/46005. Also fixes https://github.com/JuliaLang/julia/issues/53997 After this, ```julia julia> @Btime copyto!(C, B) setup=(n = 1_000; B = Bidiagonal(randn(n), randn(n-1), :L); C = Bidiagonal(randn(n), randn(n-1), :L)); 158.405 ns (0 allocations: 0 bytes) julia> @Btime copyto!(C, B) setup=(n = 10_000; B = Bidiagonal(randn(n), randn(n-1), :L); C = Bidiagonal(randn(n), randn(n-1), :L)); 4.706 μs (0 allocations: 0 bytes) julia> @Btime copyto!(C, B) setup=(n = 100_000; B = Bidiagonal(randn(n), randn(n-1), :L); C = Bidiagonal(randn(n), randn(n-1), :L)); 120.880 μs (0 allocations: 0 bytes) ``` which is roughly linear scaling. Taken along with #54027, the speed-ups would also apply to the adjoints of banded matrices.
lazarusA
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Jul 12, 2024
KristofferC
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Nov 14, 2024
This specialized `copyto!` for combinations of banded structured matrix types so that the copy may be O(N) instead of the fallback O(N^2) implementation. E.g.: ```julia julia> T = Tridiagonal(zeros(999), zeros(1000), zeros(999)); julia> B = Bidiagonal(ones(1000), fill(2.0, 999), :U); julia> @Btime copyto!($T, $B); 1.927 ms (0 allocations: 0 bytes) # master 229.870 ns (0 allocations: 0 bytes) # PR ``` This also changes the `copyto!` implementation for mismatched matrix sizes, bringing it closer to the docstring. So, the following works on master: ```julia julia> Ddest = Diagonal(zeros(4)); julia> Dsrc = Diagonal(ones(2)); julia> copyto!(Ddest, Dsrc) 4×4 Diagonal{Float64, Vector{Float64}}: 1.0 ⋅ ⋅ ⋅ ⋅ 1.0 ⋅ ⋅ ⋅ ⋅ 0.0 ⋅ ⋅ ⋅ ⋅ 0.0 ``` but this won't work anymore with this PR. This was inconsistent anyway, as materializing the matrices produces a different result, which shouldn't be the case: ```julia julia> copyto!(Matrix(Ddest), Dsrc) 4×4 Matrix{Float64}: 1.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 ``` After this PR, the way to carry out the copy would be ```julia julia> copyto!(Ddest, CartesianIndices(Dsrc), Dsrc, CartesianIndices(Dsrc)) 4×4 Diagonal{Float64, Vector{Float64}}: 1.0 ⋅ ⋅ ⋅ ⋅ 1.0 ⋅ ⋅ ⋅ ⋅ 0.0 ⋅ ⋅ ⋅ ⋅ 0.0 ``` This change fixes https://github.com/JuliaLang/julia/issues/46005. Also fixes https://github.com/JuliaLang/julia/issues/53997 After this, ```julia julia> @Btime copyto!(C, B) setup=(n = 1_000; B = Bidiagonal(randn(n), randn(n-1), :L); C = Bidiagonal(randn(n), randn(n-1), :L)); 158.405 ns (0 allocations: 0 bytes) julia> @Btime copyto!(C, B) setup=(n = 10_000; B = Bidiagonal(randn(n), randn(n-1), :L); C = Bidiagonal(randn(n), randn(n-1), :L)); 4.706 μs (0 allocations: 0 bytes) julia> @Btime copyto!(C, B) setup=(n = 100_000; B = Bidiagonal(randn(n), randn(n-1), :L); C = Bidiagonal(randn(n), randn(n-1), :L)); 120.880 μs (0 allocations: 0 bytes) ``` which is roughly linear scaling. Taken along with JuliaLang/julia#54027, the speed-ups would also apply to the adjoints of banded matrices.
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. This makes matrix multiplication much more optimized, as we hit the O(N) tridiag methods. On master,This PR