Skip to content

Optimisation of getproperty for UmfpackLU object #40663

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
May 3, 2021
Merged

Optimisation of getproperty for UmfpackLU object #40663

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
299 changes: 226 additions & 73 deletions stdlib/SuiteSparse/src/umfpack.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -428,61 +428,237 @@ for itype in UmfpackIndexTypes
lnz, unz, n_row, n_col, nz_diag, lu.numeric)
(lnz[], unz[], n_row[], n_col[], nz_diag[])
end
function umf_extract(lu::UmfpackLU{Float64,$itype})
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Lp = Vector{$itype}(undef, n_row + 1)
Lj = Vector{$itype}(undef, lnz) # L is returned in CSR (compressed sparse row) format
Lx = Vector{Float64}(undef, lnz)
Up = Vector{$itype}(undef, n_col + 1)
Ui = Vector{$itype}(undef, unz)
Ux = Vector{Float64}(undef, unz)
P = Vector{$itype}(undef, n_row)
Q = Vector{$itype}(undef, n_col)
Rs = Vector{Float64}(undef, n_row)
@isok ccall(($get_num_r,:libumfpack), $itype,
(Ptr{$itype},Ptr{$itype},Ptr{Float64},
Ptr{$itype},Ptr{$itype},Ptr{Float64},
Ptr{$itype},Ptr{$itype},Ptr{Cvoid},
Ref{$itype},Ptr{Float64},Ptr{Cvoid}),
Lp,Lj,Lx,
Up,Ui,Ux,
P, Q, C_NULL,
0, Rs, lu.numeric)
(copy(transpose(SparseMatrixCSC(min(n_row, n_col), n_row, increment!(Lp), increment!(Lj), Lx))),
SparseMatrixCSC(min(n_row, n_col), n_col, increment!(Up), increment!(Ui), Ux),
increment!(P), increment!(Q), Rs)
function getproperty(lu::UmfpackLU{Float64, $itype}, d::Symbol)
if d === :L
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Lp = Vector{$itype}(undef, n_row + 1)
# L is returned in CSR (compressed sparse row) format
Lj = Vector{$itype}(undef, lnz)
Lx = Vector{Float64}(undef, lnz)
@isok ccall(($get_num_r, :libumfpack), $itype,
(Ptr{$itype}, Ptr{$itype}, Ptr{Float64},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
Lp, Lj, Lx,
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return copy(transpose(SparseMatrixCSC(min(n_row, n_col), n_row,
increment!(Lp), increment!(Lj), Lx)))
elseif d === :U
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Up = Vector{$itype}(undef, n_col + 1)
Ui = Vector{$itype}(undef, unz)
Ux = Vector{Float64}(undef, unz)
@isok ccall(($get_num_r, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{$itype}, Ptr{$itype}, Ptr{Float64},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL,
Up, Ui, Ux,
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return SparseMatrixCSC(min(n_row, n_col), n_col, increment!(Up),
increment!(Ui), Ux)
elseif d === :p
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
P = Vector{$itype}(undef, n_row)
@isok ccall(($get_num_r, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{$itype}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL,
P, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return increment!(P)
elseif d === :q
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Q = Vector{$itype}(undef, n_col)
@isok ccall(($get_num_r, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{$itype}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL,
C_NULL, Q, C_NULL,
C_NULL, C_NULL, lu.numeric)
return increment!(Q)
elseif d === :Rs
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Rs = Vector{Float64}(undef, n_row)
@isok ccall(($get_num_r, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Float64}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL,
C_NULL, Rs, lu.numeric)
return Rs
elseif d === :(:)
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Lp = Vector{$itype}(undef, n_row + 1)
# L is returned in CSR (compressed sparse row) format
Lj = Vector{$itype}(undef, lnz)
Lx = Vector{Float64}(undef, lnz)
Up = Vector{$itype}(undef, n_col + 1)
Ui = Vector{$itype}(undef, unz)
Ux = Vector{Float64}(undef, unz)
P = Vector{$itype}(undef, n_row)
Q = Vector{$itype}(undef, n_col)
Rs = Vector{Float64}(undef, n_row)
@isok ccall(($get_num_r, :libumfpack), $itype,
(Ptr{$itype}, Ptr{$itype}, Ptr{Float64},
Ptr{$itype}, Ptr{$itype}, Ptr{Float64},
Ptr{$itype}, Ptr{$itype}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Float64}, Ptr{Cvoid}),
Lp, Lj, Lx,
Up, Ui, Ux,
P, Q, C_NULL,
C_NULL, Rs, lu.numeric)
return (copy(transpose(SparseMatrixCSC(min(n_row, n_col), n_row,
increment!(Lp), increment!(Lj),
Lx))),
SparseMatrixCSC(min(n_row, n_col), n_col, increment!(Up),
increment!(Ui), Ux),
increment!(P), increment!(Q), Rs)
else
return getfield(lu, d)
end
end
function umf_extract(lu::UmfpackLU{ComplexF64,$itype})
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Lp = Vector{$itype}(undef, n_row + 1)
Lj = Vector{$itype}(undef, lnz) # L is returned in CSR (compressed sparse row) format
Lx = Vector{Float64}(undef, lnz)
Lz = Vector{Float64}(undef, lnz)
Up = Vector{$itype}(undef, n_col + 1)
Ui = Vector{$itype}(undef, unz)
Ux = Vector{Float64}(undef, unz)
Uz = Vector{Float64}(undef, unz)
P = Vector{$itype}(undef, n_row)
Q = Vector{$itype}(undef, n_col)
Rs = Vector{Float64}(undef, n_row)
@isok ccall(($get_num_z,:libumfpack), $itype,
(Ptr{$itype},Ptr{$itype},Ptr{Float64},Ptr{Float64},
Ptr{$itype},Ptr{$itype},Ptr{Float64},Ptr{Float64},
Ptr{$itype},Ptr{$itype},Ptr{Cvoid}, Ptr{Cvoid},
Ref{$itype},Ptr{Float64},Ptr{Cvoid}),
Lp,Lj,Lx,Lz,
Up,Ui,Ux,Uz,
P, Q, C_NULL, C_NULL,
0, Rs, lu.numeric)
(copy(transpose(SparseMatrixCSC(min(n_row, n_col), n_row, increment!(Lp), increment!(Lj), complex.(Lx, Lz)))),
SparseMatrixCSC(min(n_row, n_col), n_col, increment!(Up), increment!(Ui), complex.(Ux, Uz)),
increment!(P), increment!(Q), Rs)
function getproperty(lu::UmfpackLU{ComplexF64, $itype}, d::Symbol)
if d === :L
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Lp = Vector{$itype}(undef, n_row + 1)
# L is returned in CSR (compressed sparse row) format
Lj = Vector{$itype}(undef, lnz)
Lx = Vector{Float64}(undef, lnz)
Lz = Vector{Float64}(undef, lnz)
@isok ccall(($get_num_z, :libumfpack), $itype,
(Ptr{$itype}, Ptr{$itype}, Ptr{Float64}, Ptr{Float64},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
Lp, Lj, Lx, Lz,
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return copy(transpose(SparseMatrixCSC(min(n_row, n_col), n_row,
increment!(Lp), increment!(Lj),
complex.(Lx, Lz))))
elseif d === :U
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Up = Vector{$itype}(undef, n_col + 1)
Ui = Vector{$itype}(undef, unz)
Ux = Vector{Float64}(undef, unz)
Uz = Vector{Float64}(undef, unz)
@isok ccall(($get_num_z, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{$itype}, Ptr{$itype}, Ptr{Float64}, Ptr{Float64},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL, C_NULL,
Up, Ui, Ux, Uz,
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return SparseMatrixCSC(min(n_row, n_col), n_col, increment!(Up),
increment!(Ui), complex.(Ux, Uz))
elseif d === :p
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
P = Vector{$itype}(undef, n_row)
@isok ccall(($get_num_z, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{$itype}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Float64}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL, C_NULL,
P, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return increment!(P)
elseif d === :q
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Q = Vector{$itype}(undef, n_col)
@isok ccall(($get_num_z, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{$itype}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, Q, C_NULL, C_NULL,
C_NULL, C_NULL, lu.numeric)
return increment!(Q)
elseif d === :Rs
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Rs = Vector{Float64}(undef, n_row)
@isok ccall(($get_num_z, :libumfpack), $itype,
(Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Float64}, Ptr{Cvoid}),
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, C_NULL, C_NULL, C_NULL,
C_NULL, Rs, lu.numeric)
return Rs
elseif d === :(:)
umfpack_numeric!(lu) # ensure the numeric decomposition exists
(lnz, unz, n_row, n_col, nz_diag) = umf_lunz(lu)
Lp = Vector{$itype}(undef, n_row + 1)
# L is returned in CSR (compressed sparse row) format
Lj = Vector{$itype}(undef, lnz)
Lx = Vector{Float64}(undef, lnz)
Lz = Vector{Float64}(undef, lnz)
Up = Vector{$itype}(undef, n_col + 1)
Ui = Vector{$itype}(undef, unz)
Ux = Vector{Float64}(undef, unz)
Uz = Vector{Float64}(undef, unz)
P = Vector{$itype}(undef, n_row)
Q = Vector{$itype}(undef, n_col)
Rs = Vector{Float64}(undef, n_row)
@isok ccall(($get_num_z, :libumfpack), $itype,
(Ptr{$itype}, Ptr{$itype}, Ptr{Float64}, Ptr{Float64},
Ptr{$itype}, Ptr{$itype}, Ptr{Float64}, Ptr{Float64},
Ptr{$itype}, Ptr{$itype}, Ptr{Cvoid}, Ptr{Cvoid},
Ptr{Cvoid}, Ptr{Float64}, Ptr{Cvoid}),
Lp, Lj, Lx, Lz,
Up, Ui, Ux, Uz,
P, Q, C_NULL, C_NULL,
C_NULL, Rs, lu.numeric)
return (copy(transpose(SparseMatrixCSC(min(n_row, n_col), n_row,
increment!(Lp), increment!(Lj),
complex.(Lx, Lz)))),
SparseMatrixCSC(min(n_row, n_col), n_col, increment!(Up),
increment!(Ui), complex.(Ux, Uz)),
increment!(P), increment!(Q), Rs)
else
return getfield(lu, d)
end
end
end
end

# backward compatibility
umfpack_extract(lu::UmfpackLU) = getproperty(lu, :(:))

function nnz(lu::UmfpackLU)
lnz, unz, = umf_lunz(lu)
return Int(lnz + unz)
Expand Down Expand Up @@ -555,29 +731,6 @@ function _AqldivB_kernel!(X::StridedMatrix{Tb}, lu::UmfpackLU{Float64},
end
end


@inline function getproperty(lu::UmfpackLU, d::Symbol)
if d === :L || d === :U || d === :p || d === :q || d === :Rs || d === :(:)
# Guard the call to umf_extract behaind a branch to avoid infinite recursion
L, U, p, q, Rs = umf_extract(lu)
if d === :L
return L
elseif d === :U
return U
elseif d === :p
return p
elseif d === :q
return q
elseif d === :Rs
return Rs
elseif d === :(:)
return (L, U, p, q, Rs)
end
else
getfield(lu, d)
end
end

for Tv in (:Float64, :ComplexF64), Ti in UmfpackIndexTypes
f = Symbol(umf_nm("free_symbolic", Tv, Ti))
@eval begin
Expand Down
5 changes: 5 additions & 0 deletions stdlib/SuiteSparse/test/umfpack.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,11 @@ using SparseArrays: nnz, sparse, sprand, sprandn, SparseMatrixCSC
@test nnz(lua) == 18
@test_throws ErrorException lua.Z
L,U,p,q,Rs = lua.:(:)
@test L == lua.L
@test U == lua.U
@test p == lua.p
@test q == lua.q
@test Rs == lua.Rs
@test (Diagonal(Rs) * A)[p,q] ≈ L * U

det(lua) ≈ det(Array(A))
Expand Down