Implement dot product #209
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I'm puzzled why the test is failing, it works for me locally... |
devmotion
reviewed
Oct 2, 2024
| @@ -203,3 +203,9 @@ function invquad(a::PDiagMat{<:Real,<:Vector}, x::Matrix) | |||
| return invquad!(Vector{T}(undef, size(x, 2)), a, x) | |||
| end | |||
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| ### dot product | |||
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| function LinearAlgebra.dot(x::AbstractVector, a::PDiagMat, y::AbstractVector) | |||
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Should we restrict this to
Suggested change
| function LinearAlgebra.dot(x::AbstractVector, a::PDiagMat, y::AbstractVector) | |
| function LinearAlgebra.dot(x::AbstractVector{<:Real}, a::PDiagMat, y::AbstractVector{<:Real}) |
?
| @@ -203,3 +203,9 @@ function invquad(a::PDiagMat{<:Real,<:Vector}, x::Matrix) | |||
| return invquad!(Vector{T}(undef, size(x, 2)), a, x) | |||
| end | |||
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| ### dot product | |||
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This has to be put behind a version check:
Suggested change
| # https://github.com/JuliaLang/julia/commit/2425ae760fb5151c5c7dd0554e87c5fc9e24de73 | |
| if VERSION >= v"1.4.0-DEV.92" |
| function LinearAlgebra.dot(x::AbstractVector, a::PDiagMat, y::AbstractVector) | ||
| dot(x, Diagonal(a.diag), y) | ||
| end | ||
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| @@ -187,3 +187,9 @@ function Xt_invA_X(a::ScalMat, x::Matrix{<:Real}) | |||
| @check_argdims LinearAlgebra.checksquare(a) == size(x, 1) | |||
| return Symmetric(_rdiv!(transpose(x) * x, a.value)) | |||
| end | |||
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| ### dot product | |||
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Same here:
Suggested change
| # https://github.com/JuliaLang/julia/commit/2425ae760fb5151c5c7dd0554e87c5fc9e24de73 | |
| if VERSION >= v"1.4.0-DEV.92" |
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| ### dot product | ||
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| function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector) |
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We should check that the dimensions match:
Suggested change
| function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector) | |
| function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector) | |
| @check_argdims LinearAlgebra.checksquare(a) == length(x) == length(y) |
| ### dot product | ||
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| function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector) | ||
| dot(x, UniformScaling(a.value), y) |
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I guess even simpler would be
Suggested change
| dot(x, UniformScaling(a.value), y) | |
| a.value * dot(x, y) |
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| function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector) | ||
| dot(x, UniformScaling(a.value), y) | ||
| end |
| @@ -28,3 +28,13 @@ end | |||
| @test isposdef(PDMat([1.0 0.0; 0.0 1.0])) | |||
| @test isposdef(PDiagMat([1.0, 1.0])) | |||
| @test isposdef(ScalMat(2, 3.0)) | |||
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Suggested change
| # https://github.com/JuliaLang/julia/commit/2425ae760fb5151c5c7dd0554e87c5fc9e24de73 | |
| if VERSION >= v"1.4.0-DEV.92" |
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| @test dot(x, pm1, y) ≈ dot(x, Matrix(pm1), y) | ||
| @test dot(x, pm2, y) ≈ dot(x, Matrix(pm2), y) | ||
| end |
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Currently, calling
LinearAlgebra.dot(x, A, y)for anAbstractPDMatAfalls back to the default implementation forA::AbstractMatrix. Especially forA::PDiagMatandA::ScalMatthat is pretty wasteful, so I implemented the three-argumentdotfunction in terms ofLinearAlgebra.DiagonalandLinearAlgebra.UniformScaling, respectively.Does it make sense to implement a special case for
A::PDMatas well? Something similar to thequadfunction?Also, is the test I added at a suitable location?