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implement in-place ldiv! for Cholesky factorization #547

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merged 8 commits into from
Aug 7, 2024

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ranocha
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@ranocha ranocha commented Jul 27, 2024

I have implemented an in-place ldiv! for Cholesky factorizations of sparse matrices.

Closes #319
Closes #275
Closes #123
Xref https://discourse.julialang.org/t/is-there-no-ldiv-for-choleski-factorization-of-a-sparse-matrix/114806

Caveats

The method works locally but is not as elegant as the UMFPack/LU version or the other code in the CHOLMOD wrapper:

  • UMFPack accepts arrays/pointers directly whereas CHOLMOD uses cholmod_dense structs.
  • The Dense wrappers in the Julia CHOLMOD module allocate new arrays.

Thus, the code looks a bit different from the remaining code in the file.

The current method still allocates some memory on my system since we do not provide the workspace vectors Handle_Y and Handle_E. We could store them in the CHOLMOD.Factor struct. I tried that, but they were still C_NULL after the call to solve2 (when initialized with C_NULL). Thus, re-using them is not working as I understand the docs. Thus, I have not added this complexity to this PR.
Maybe related: DrTimothyAldenDavis/SuiteSparse#45

Questions

Shall we announce this somewhere in some form of NEWS.md so that people can adopt to this change?

@ranocha ranocha marked this pull request as draft July 27, 2024 13:50
@ranocha ranocha force-pushed the hr/ldiv_cholesky branch from 7efa44e to bf39182 Compare July 27, 2024 14:30
@ranocha ranocha marked this pull request as ready for review July 27, 2024 14:34
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codecov bot commented Jul 27, 2024

Codecov Report

Attention: Patch coverage is 84.78261% with 7 lines in your changes missing coverage. Please review.

Project coverage is 84.16%. Comparing base (4141e8a) to head (fcf34fb).
Report is 1 commits behind head on main.

Files Patch % Lines
src/solvers/cholmod.jl 84.78% 7 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #547      +/-   ##
==========================================
+ Coverage   84.07%   84.16%   +0.09%     
==========================================
  Files          12       12              
  Lines        9067     9106      +39     
==========================================
+ Hits         7623     7664      +41     
+ Misses       1444     1442       -2     

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@ViralBShah
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cc @dkarrasch @rayegun

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ranocha commented Aug 5, 2024

@ViralBShah @dkarrasch @rayegun Does any of you have some time to review this PR?

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I will take a look today. Also hoping someone else can in addition.

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With the exception that I'm not clear if Dense inputs are tested sgtm. Will merge once that has an answer

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ViralBShah commented Aug 5, 2024

This looks straightforward. Merging. The PR just looked much bigger because of all the whitespace changes.

I'd like to hold this PR until I resolve a couple of docs issues that need to get backported into 1.11 - which I hope will be in a day or two.

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ranocha commented Aug 5, 2024

Thanks a lot! I'm sorry for the confusing with the whitespace changes - VSCode did all that for me and I didn't notice before

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Is it possible to add a docstring?

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ranocha commented Aug 6, 2024

It does not differ from the standard ldiv! behavior, so I didn't add a docstring - many people expect it to just work as discussed in the issues linked above. Would you prefer an explicit docstring? If so, I can add one

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Yeah good point. Not necessary.

@ViralBShah ViralBShah merged commit b8a13ef into JuliaSparse:main Aug 7, 2024
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@ranocha
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ranocha commented Aug 7, 2024

Thanks a lot for your reviews! Do you know which Julia version will include this patch?

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ViralBShah commented Aug 7, 2024

It will go on Julia master when we bump SparseArrays.jl - happens every few days, and then go into 1.12.

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ranocha commented Aug 7, 2024

Thanks!

@ranocha ranocha deleted the hr/ldiv_cholesky branch August 7, 2024 14:32
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