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bidiag.jl
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# This file is a part of Julia. License is MIT: https://julialang.org/license
# Bidiagonal matrices
struct Bidiagonal{T,V<:AbstractVector{T}} <: AbstractMatrix{T}
dv::V # diagonal
ev::V # sub/super diagonal
uplo::Char # upper bidiagonal ('U') or lower ('L')
function Bidiagonal{T}(dv::V, ev::V, uplo::Char) where {T,V<:AbstractVector{T}}
if length(ev) != length(dv)-1
throw(DimensionMismatch("length of diagonal vector is $(length(dv)), length of off-diagonal vector is $(length(ev))"))
end
new{T,V}(dv, ev, uplo)
end
function Bidiagonal(dv::V, ev::V, uplo::Char) where {T,V<:AbstractVector{T}}
Bidiagonal{T}(dv, ev, uplo)
end
end
"""
Bidiagonal(dv::V, ev::V, uplo::Symbol) where V <: AbstractVector
Constructs an upper (`uplo=:U`) or lower (`uplo=:L`) bidiagonal matrix using the
given diagonal (`dv`) and off-diagonal (`ev`) vectors. The result is of type `Bidiagonal`
and provides efficient specialized linear solvers, but may be converted into a regular
matrix with [`convert(Array, _)`](@ref) (or `Array(_)` for short). The length of `ev`
must be one less than the length of `dv`.
# Examples
```jldoctest
julia> dv = [1, 2, 3, 4]
4-element Array{Int64,1}:
1
2
3
4
julia> ev = [7, 8, 9]
3-element Array{Int64,1}:
7
8
9
julia> Bu = Bidiagonal(dv, ev, :U) # ev is on the first superdiagonal
4×4 Bidiagonal{Int64,Array{Int64,1}}:
1 7 ⋅ ⋅
⋅ 2 8 ⋅
⋅ ⋅ 3 9
⋅ ⋅ ⋅ 4
julia> Bl = Bidiagonal(dv, ev, :L) # ev is on the first subdiagonal
4×4 Bidiagonal{Int64,Array{Int64,1}}:
1 ⋅ ⋅ ⋅
7 2 ⋅ ⋅
⋅ 8 3 ⋅
⋅ ⋅ 9 4
```
"""
function Bidiagonal(dv::V, ev::V, uplo::Symbol) where {T,V<:AbstractVector{T}}
Bidiagonal{T}(dv, ev, char_uplo(uplo))
end
"""
Bidiagonal(A, uplo::Symbol)
Construct a `Bidiagonal` matrix from the main diagonal of `A` and
its first super- (if `uplo=:U`) or sub-diagonal (if `uplo=:L`).
# Examples
```jldoctest
julia> A = [1 1 1 1; 2 2 2 2; 3 3 3 3; 4 4 4 4]
4×4 Array{Int64,2}:
1 1 1 1
2 2 2 2
3 3 3 3
4 4 4 4
julia> Bidiagonal(A, :U) # contains the main diagonal and first superdiagonal of A
4×4 Bidiagonal{Int64,Array{Int64,1}}:
1 1 ⋅ ⋅
⋅ 2 2 ⋅
⋅ ⋅ 3 3
⋅ ⋅ ⋅ 4
julia> Bidiagonal(A, :L) # contains the main diagonal and first subdiagonal of A
4×4 Bidiagonal{Int64,Array{Int64,1}}:
1 ⋅ ⋅ ⋅
2 2 ⋅ ⋅
⋅ 3 3 ⋅
⋅ ⋅ 4 4
```
"""
function Bidiagonal(A::AbstractMatrix, uplo::Symbol)
Bidiagonal(diag(A, 0), diag(A, uplo == :U ? 1 : -1), uplo)
end
Bidiagonal(A::Bidiagonal) = A
function getindex(A::Bidiagonal{T}, i::Integer, j::Integer) where T
if !((1 <= i <= size(A,2)) && (1 <= j <= size(A,2)))
throw(BoundsError(A,(i,j)))
end
if i == j
return A.dv[i]
elseif (istriu(A) && (i == j - 1)) || (istril(A) && (i == j + 1))
return A.ev[min(i,j)]
else
return zero(T)
end
end
function setindex!(A::Bidiagonal, x, i::Integer, j::Integer)
@boundscheck checkbounds(A, i, j)
if i == j
@inbounds A.dv[i] = x
elseif istriu(A) && (i == j - 1)
@inbounds A.ev[i] = x
elseif istril(A) && (i == j + 1)
@inbounds A.ev[j] = x
elseif !iszero(x)
throw(ArgumentError(string("cannot set entry ($i, $j) off the ",
"$(istriu(A) ? "upper" : "lower") bidiagonal band to a nonzero value ($x)")))
end
return x
end
## structured matrix methods ##
function Base.replace_in_print_matrix(A::Bidiagonal,i::Integer,j::Integer,s::AbstractString)
if A.uplo == 'U'
i==j || i==j-1 ? s : Base.replace_with_centered_mark(s)
else
i==j || i==j+1 ? s : Base.replace_with_centered_mark(s)
end
end
#Converting from Bidiagonal to dense Matrix
function Matrix{T}(A::Bidiagonal) where T
n = size(A, 1)
B = zeros(T, n, n)
for i = 1:n - 1
B[i,i] = A.dv[i]
if A.uplo == 'U'
B[i, i + 1] = A.ev[i]
else
B[i + 1, i] = A.ev[i]
end
end
B[n,n] = A.dv[n]
return B
end
Matrix(A::Bidiagonal{T}) where {T} = Matrix{T}(A)
Array(A::Bidiagonal) = Matrix(A)
promote_rule(::Type{Matrix{T}}, ::Type{<:Bidiagonal{S}}) where {T,S} =
@isdefined(T) && @isdefined(S) ? Matrix{promote_type(T,S)} : Matrix
promote_rule(::Type{Matrix}, ::Type{<:Bidiagonal}) = Matrix
#Converting from Bidiagonal to Tridiagonal
function Tridiagonal{T}(A::Bidiagonal) where T
dv = convert(AbstractVector{T}, A.dv)
ev = convert(AbstractVector{T}, A.ev)
z = fill!(similar(ev), zero(T))
A.uplo == 'U' ? Tridiagonal(z, dv, ev) : Tridiagonal(ev, dv, z)
end
promote_rule(::Type{<:Tridiagonal{T}}, ::Type{<:Bidiagonal{S}}) where {T,S} =
@isdefined(T) && @isdefined(S) ? Tridiagonal{promote_type(T,S)} : Tridiagonal
promote_rule(::Type{<:Tridiagonal}, ::Type{<:Bidiagonal}) = Tridiagonal
# No-op for trivial conversion Bidiagonal{T} -> Bidiagonal{T}
Bidiagonal{T}(A::Bidiagonal{T}) where {T} = A
# Convert Bidiagonal to Bidiagonal{T} by constructing a new instance with converted elements
Bidiagonal{T}(A::Bidiagonal) where {T} =
Bidiagonal(convert(AbstractVector{T}, A.dv), convert(AbstractVector{T}, A.ev), A.uplo)
# When asked to convert Bidiagonal to AbstractMatrix{T}, preserve structure by converting to Bidiagonal{T} <: AbstractMatrix{T}
AbstractMatrix{T}(A::Bidiagonal) where {T} = convert(Bidiagonal{T}, A)
broadcast(::typeof(big), B::Bidiagonal) = Bidiagonal(big.(B.dv), big.(B.ev), B.uplo)
# For B<:Bidiagonal, similar(B[, neweltype]) should yield a Bidiagonal matrix.
# On the other hand, similar(B, [neweltype,] shape...) should yield a sparse matrix.
# The first method below effects the former, and the second the latter.
similar(B::Bidiagonal, ::Type{T}) where {T} = Bidiagonal(similar(B.dv, T), similar(B.ev, T), B.uplo)
similar(B::Bidiagonal, ::Type{T}, dims::Union{Dims{1},Dims{2}}) where {T} = spzeros(T, dims...)
###################
# LAPACK routines #
###################
#Singular values
svdvals!(M::Bidiagonal{<:BlasReal}) = LAPACK.bdsdc!(M.uplo, 'N', M.dv, M.ev)[1]
function svdfact!(M::Bidiagonal{<:BlasReal}; full::Bool = false, thin::Union{Bool,Nothing} = nothing)
# DEPRECATION TODO: remove deprecated thin argument and associated logic after 0.7
if thin != nothing
Base.depwarn(string("the `thin` keyword argument in `svdfact!(A; thin = $(thin))` has ",
"been deprecated in favor of `full`, which has the opposite meaning, ",
"e.g. `svdfact!(A; full = $(!thin))`."), :svdfact!)
full::Bool = !thin
end
d, e, U, Vt, Q, iQ = LAPACK.bdsdc!(M.uplo, 'I', M.dv, M.ev)
SVD(U, d, Vt)
end
function svdfact(M::Bidiagonal; full::Bool = false, thin::Union{Bool,Nothing} = nothing)
# DEPRECATION TODO: remove deprecated thin argument and associated logic after 0.7
if thin != nothing
Base.depwarn(string("the `thin` keyword argument in `svdfact(A; thin = $(thin))` has ",
"been deprecated in favor of `full`, which has the opposite meaning, ",
"e.g. `svdfact(A; full = $(!thin))`."), :svdfact)
full::Bool = !thin
end
return svdfact!(copy(M), full = full)
end
####################
# Generic routines #
####################
function show(io::IO, M::Bidiagonal)
# TODO: make this readable and one-line
println(io, summary(M), ":")
print(io, " diag:")
print_matrix(io, (M.dv)')
print(io, M.uplo == 'U' ? "\n super:" : "\n sub:")
print_matrix(io, (M.ev)')
end
size(M::Bidiagonal) = (length(M.dv), length(M.dv))
function size(M::Bidiagonal, d::Integer)
if d < 1
throw(ArgumentError("dimension must be ≥ 1, got $d"))
elseif d <= 2
return length(M.dv)
else
return 1
end
end
#Elementary operations
broadcast(::typeof(abs), M::Bidiagonal) = Bidiagonal(abs.(M.dv), abs.(M.ev), M.uplo)
broadcast(::typeof(round), M::Bidiagonal) = Bidiagonal(round.(M.dv), round.(M.ev), M.uplo)
broadcast(::typeof(trunc), M::Bidiagonal) = Bidiagonal(trunc.(M.dv), trunc.(M.ev), M.uplo)
broadcast(::typeof(floor), M::Bidiagonal) = Bidiagonal(floor.(M.dv), floor.(M.ev), M.uplo)
broadcast(::typeof(ceil), M::Bidiagonal) = Bidiagonal(ceil.(M.dv), ceil.(M.ev), M.uplo)
for func in (:conj, :copy, :real, :imag)
@eval ($func)(M::Bidiagonal) = Bidiagonal(($func)(M.dv), ($func)(M.ev), M.uplo)
end
broadcast(::typeof(round), ::Type{T}, M::Bidiagonal) where {T<:Integer} = Bidiagonal(round.(T, M.dv), round.(T, M.ev), M.uplo)
broadcast(::typeof(trunc), ::Type{T}, M::Bidiagonal) where {T<:Integer} = Bidiagonal(trunc.(T, M.dv), trunc.(T, M.ev), M.uplo)
broadcast(::typeof(floor), ::Type{T}, M::Bidiagonal) where {T<:Integer} = Bidiagonal(floor.(T, M.dv), floor.(T, M.ev), M.uplo)
broadcast(::typeof(ceil), ::Type{T}, M::Bidiagonal) where {T<:Integer} = Bidiagonal(ceil.(T, M.dv), ceil.(T, M.ev), M.uplo)
adjoint(B::Bidiagonal) = Adjoint(B)
transpose(B::Bidiagonal) = Transpose(B)
adjoint(B::Bidiagonal{<:Real}) = Bidiagonal(B.dv, B.ev, B.uplo == 'U' ? :L : :U)
transpose(B::Bidiagonal{<:Number}) = Bidiagonal(B.dv, B.ev, B.uplo == 'U' ? :L : :U)
Base.copy(aB::Adjoint{<:Any,<:Bidiagonal}) =
(B = aB.parent; Bidiagonal(map(x -> copy.(adjoint.(x)), (B.dv, B.ev))..., B.uplo == 'U' ? :L : :U))
Base.copy(tB::Transpose{<:Any,<:Bidiagonal}) =
(B = tB.parent; Bidiagonal(map(x -> copy.(transpose.(x)), (B.dv, B.ev))..., B.uplo == 'U' ? :L : :U))
istriu(M::Bidiagonal) = M.uplo == 'U' || iszero(M.ev)
istril(M::Bidiagonal) = M.uplo == 'L' || iszero(M.ev)
function tril!(M::Bidiagonal, k::Integer=0)
n = length(M.dv)
if !(-n - 1 <= k <= n - 1)
throw(ArgumentError(string("the requested diagonal, $k, must be at least ",
"$(-n - 1) and at most $(n - 1) in an $n-by-$n matrix")))
elseif M.uplo == 'U' && k < 0
fill!(M.dv,0)
fill!(M.ev,0)
elseif k < -1
fill!(M.dv,0)
fill!(M.ev,0)
elseif M.uplo == 'U' && k == 0
fill!(M.ev,0)
elseif M.uplo == 'L' && k == -1
fill!(M.dv,0)
end
return M
end
function triu!(M::Bidiagonal, k::Integer=0)
n = length(M.dv)
if !(-n + 1 <= k <= n + 1)
throw(ArgumentError(string("the requested diagonal, $k, must be at least",
"$(-n + 1) and at most $(n + 1) in an $n-by-$n matrix")))
elseif M.uplo == 'L' && k > 0
fill!(M.dv,0)
fill!(M.ev,0)
elseif k > 1
fill!(M.dv,0)
fill!(M.ev,0)
elseif M.uplo == 'L' && k == 0
fill!(M.ev,0)
elseif M.uplo == 'U' && k == 1
fill!(M.dv,0)
end
return M
end
function diag(M::Bidiagonal, n::Integer=0)
# every branch call similar(..., ::Int) to make sure the
# same vector type is returned independent of n
if n == 0
return copyto!(similar(M.dv, length(M.dv)), M.dv)
elseif (n == 1 && M.uplo == 'U') || (n == -1 && M.uplo == 'L')
return copyto!(similar(M.ev, length(M.ev)), M.ev)
elseif -size(M,1) <= n <= size(M,1)
return fill!(similar(M.dv, size(M,1)-abs(n)), 0)
else
throw(ArgumentError(string("requested diagonal, $n, must be at least $(-size(M, 1)) ",
"and at most $(size(M, 2)) for an $(size(M, 1))-by-$(size(M, 2)) matrix")))
end
end
function +(A::Bidiagonal, B::Bidiagonal)
if A.uplo == B.uplo
Bidiagonal(A.dv+B.dv, A.ev+B.ev, A.uplo)
else
Tridiagonal((A.uplo == 'U' ? (B.ev,A.dv+B.dv,A.ev) : (A.ev,A.dv+B.dv,B.ev))...)
end
end
function -(A::Bidiagonal, B::Bidiagonal)
if A.uplo == B.uplo
Bidiagonal(A.dv-B.dv, A.ev-B.ev, A.uplo)
else
Tridiagonal((A.uplo == 'U' ? (-B.ev,A.dv-B.dv,A.ev) : (A.ev,A.dv-B.dv,-B.ev))...)
end
end
-(A::Bidiagonal)=Bidiagonal(-A.dv,-A.ev,A.uplo)
*(A::Bidiagonal, B::Number) = Bidiagonal(A.dv*B, A.ev*B, A.uplo)
*(B::Number, A::Bidiagonal) = A*B
/(A::Bidiagonal, B::Number) = Bidiagonal(A.dv/B, A.ev/B, A.uplo)
==(A::Bidiagonal, B::Bidiagonal) = (A.uplo==B.uplo) && (A.dv==B.dv) && (A.ev==B.ev)
const BiTriSym = Union{Bidiagonal,Tridiagonal,SymTridiagonal}
const BiTri = Union{Bidiagonal,Tridiagonal}
mul!(C::AbstractMatrix, A::SymTridiagonal, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::BiTri, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::BiTriSym, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::AbstractTriangular, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::AbstractMatrix, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Diagonal, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Adjoint{<:Any,<:Diagonal}, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Transpose{<:Any,<:Diagonal}, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Adjoint{<:Any,<:AbstractTriangular}, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Transpose{<:Any,<:AbstractTriangular}, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Adjoint{<:Any,<:AbstractVecOrMat}, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::Transpose{<:Any,<:AbstractVecOrMat}, B::BiTriSym) = A_mul_B_td!(C, A, B)
mul!(C::AbstractVector, A::BiTri, B::AbstractVector) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::BiTri, B::AbstractVecOrMat) = A_mul_B_td!(C, A, B)
mul!(C::AbstractVecOrMat, A::BiTri, B::AbstractVecOrMat) = A_mul_B_td!(C, A, B)
mul!(C::AbstractMatrix, A::BiTri, B::Transpose{<:Any,<:AbstractVecOrMat}) = A_mul_B_td!(C, A, B) # around bidiag line 330
mul!(C::AbstractMatrix, A::BiTri, B::Adjoint{<:Any,<:AbstractVecOrMat}) = A_mul_B_td!(C, A, B)
mul!(C::AbstractVector, A::BiTri, B::Transpose{<:Any,<:AbstractVecOrMat}) = throw(MethodError(mul!, (C, A, B)))
function check_A_mul_B!_sizes(C, A, B)
nA, mA = size(A)
nB, mB = size(B)
nC, mC = size(C)
if nA != nC
throw(DimensionMismatch("sizes size(A)=$(size(A)) and size(C) = $(size(C)) must match at first entry."))
elseif mA != nB
throw(DimensionMismatch("second entry of size(A)=$(size(A)) and first entry of size(B) = $(size(B)) must match."))
elseif mB != mC
throw(DimensionMismatch("sizes size(B)=$(size(B)) and size(C) = $(size(C)) must match at first second entry."))
end
end
# function to get the internally stored vectors for Bidiagonal and [Sym]Tridiagonal
# to avoid allocations in A_mul_B_td! below (#24324, #24578)
_diag(A::Tridiagonal, k) = k == -1 ? A.dl : k == 0 ? A.d : A.du
_diag(A::SymTridiagonal, k) = k == 0 ? A.dv : A.ev
function _diag(A::Bidiagonal, k)
if k == 0
return A.dv
elseif (A.uplo == 'L' && k == -1) || (A.uplo == 'U' && k == 1)
return A.ev
else
return diag(A, k)
end
end
function A_mul_B_td!(C::AbstractMatrix, A::BiTriSym, B::BiTriSym)
check_A_mul_B!_sizes(C, A, B)
n = size(A,1)
n <= 3 && return mul!(C, Array(A), Array(B))
fill!(C, zero(eltype(C)))
Al = _diag(A, -1)
Ad = _diag(A, 0)
Au = _diag(A, 1)
Bl = _diag(B, -1)
Bd = _diag(B, 0)
Bu = _diag(B, 1)
@inbounds begin
# first row of C
C[1,1] = A[1,1]*B[1,1] + A[1, 2]*B[2, 1]
C[1,2] = A[1,1]*B[1,2] + A[1,2]*B[2,2]
C[1,3] = A[1,2]*B[2,3]
# second row of C
C[2,1] = A[2,1]*B[1,1] + A[2,2]*B[2,1]
C[2,2] = A[2,1]*B[1,2] + A[2,2]*B[2,2] + A[2,3]*B[3,2]
C[2,3] = A[2,2]*B[2,3] + A[2,3]*B[3,3]
C[2,4] = A[2,3]*B[3,4]
for j in 3:n-2
Ajj₋1 = Al[j-1]
Ajj = Ad[j]
Ajj₊1 = Au[j]
Bj₋1j₋2 = Bl[j-2]
Bj₋1j₋1 = Bd[j-1]
Bj₋1j = Bu[j-1]
Bjj₋1 = Bl[j-1]
Bjj = Bd[j]
Bjj₊1 = Bu[j]
Bj₊1j = Bl[j]
Bj₊1j₊1 = Bd[j+1]
Bj₊1j₊2 = Bu[j+1]
C[j,j-2] = Ajj₋1*Bj₋1j₋2
C[j, j-1] = Ajj₋1*Bj₋1j₋1 + Ajj*Bjj₋1
C[j, j ] = Ajj₋1*Bj₋1j + Ajj*Bjj + Ajj₊1*Bj₊1j
C[j, j+1] = Ajj *Bjj₊1 + Ajj₊1*Bj₊1j₊1
C[j, j+2] = Ajj₊1*Bj₊1j₊2
end
# row before last of C
C[n-1,n-3] = A[n-1,n-2]*B[n-2,n-3]
C[n-1,n-2] = A[n-1,n-1]*B[n-1,n-2] + A[n-1,n-2]*B[n-2,n-2]
C[n-1,n-1] = A[n-1,n-2]*B[n-2,n-1] + A[n-1,n-1]*B[n-1,n-1] + A[n-1,n]*B[n,n-1]
C[n-1,n ] = A[n-1,n-1]*B[n-1,n ] + A[n-1, n]*B[n ,n ]
# last row of C
C[n,n-2] = A[n,n-1]*B[n-1,n-2]
C[n,n-1] = A[n,n-1]*B[n-1,n-1] + A[n,n]*B[n,n-1]
C[n,n ] = A[n,n-1]*B[n-1,n ] + A[n,n]*B[n,n ]
end # inbounds
C
end
function A_mul_B_td!(C::AbstractVecOrMat, A::BiTriSym, B::AbstractVecOrMat)
nA = size(A,1)
nB = size(B,2)
if !(size(C,1) == size(B,1) == nA)
throw(DimensionMismatch("A has first dimension $nA, B has $(size(B,1)), C has $(size(C,1)) but all must match"))
end
if size(C,2) != nB
throw(DimensionMismatch("A has second dimension $nA, B has $(size(B,2)), C has $(size(C,2)) but all must match"))
end
nA <= 3 && return mul!(C, Array(A), Array(B))
l = _diag(A, -1)
d = _diag(A, 0)
u = _diag(A, 1)
@inbounds begin
for j = 1:nB
b₀, b₊ = B[1, j], B[2, j]
C[1, j] = d[1]*b₀ + u[1]*b₊
for i = 2:nA - 1
b₋, b₀, b₊ = b₀, b₊, B[i + 1, j]
C[i, j] = l[i - 1]*b₋ + d[i]*b₀ + u[i]*b₊
end
C[nA, j] = l[nA - 1]*b₀ + d[nA]*b₊
end
end
C
end
function A_mul_B_td!(C::AbstractMatrix, A::AbstractMatrix, B::BiTriSym)
check_A_mul_B!_sizes(C, A, B)
n = size(A,1)
n <= 3 && return mul!(C, Array(A), Array(B))
m = size(B,2)
Bl = _diag(B, -1)
Bd = _diag(B, 0)
Bu = _diag(B, 1)
@inbounds begin
# first and last column of C
B11 = Bd[1]
B21 = Bl[1]
Bmm = Bd[m]
Bm₋1m = Bu[m-1]
for i in 1:n
C[i, 1] = A[i,1] * B11 + A[i, 2] * B21
C[i, m] = A[i, m-1] * Bm₋1m + A[i, m] * Bmm
end
# middle columns of C
for j = 2:m-1
Bj₋1j = Bu[j-1]
Bjj = Bd[j]
Bj₊1j = Bl[j]
for i = 1:n
C[i, j] = A[i, j-1] * Bj₋1j + A[i, j]*Bjj + A[i, j+1] * Bj₊1j
end
end
end # inbounds
C
end
const SpecialMatrix = Union{Bidiagonal,SymTridiagonal,Tridiagonal}
# to avoid ambiguity warning, but shouldn't be necessary
*(A::AbstractTriangular, B::SpecialMatrix) = Array(A) * Array(B)
*(A::SpecialMatrix, B::SpecialMatrix) = Array(A) * Array(B)
#Generic multiplication
*(A::Bidiagonal{T}, B::AbstractVector{T}) where {T} = *(Array(A), B)
*(adjA::Adjoint{<:Any,<:Bidiagonal{T}}, B::AbstractVector{T}) where {T} = *(adjoint(Array(adjA.parent)), B)
*(A::Bidiagonal{T}, adjB::Adjoint{<:Any,<:AbstractVector{T}}) where {T} = *(Array(A), adjoint(adjB.parent))
/(A::Bidiagonal{T}, B::AbstractVector{T}) where {T} = /(Array(A), B)
/(A::Bidiagonal{T}, adjB::Adjoint{<:Any,<:AbstractVector{T}}) where {T} = /(Array(A), adjoint(adjB.parent))
#Linear solvers
ldiv!(A::Union{Bidiagonal, AbstractTriangular}, b::AbstractVector) = naivesub!(A, b)
ldiv!(A::Transpose{<:Any,<:Bidiagonal}, b::AbstractVector) = ldiv!(copy(A), b)
ldiv!(A::Adjoint{<:Any,<:Bidiagonal}, b::AbstractVector) = ldiv!(copy(A), b)
function ldiv!(A::Union{Bidiagonal,AbstractTriangular}, B::AbstractMatrix)
nA,mA = size(A)
tmp = similar(B,size(B,1))
n = size(B, 1)
if nA != n
throw(DimensionMismatch("size of A is ($nA,$mA), corresponding dimension of B is $n"))
end
for i = 1:size(B,2)
copyto!(tmp, 1, B, (i - 1)*n + 1, n)
ldiv!(A, tmp)
copyto!(B, (i - 1)*n + 1, tmp, 1, n) # Modify this when array view are implemented.
end
B
end
function ldiv!(adjA::Adjoint{<:Any,<:Union{Bidiagonal,AbstractTriangular}}, B::AbstractMatrix)
A = adjA.parent
nA,mA = size(A)
tmp = similar(B,size(B,1))
n = size(B, 1)
if mA != n
throw(DimensionMismatch("size of adjoint of A is ($mA,$nA), corresponding dimension of B is $n"))
end
for i = 1:size(B,2)
copyto!(tmp, 1, B, (i - 1)*n + 1, n)
ldiv!(adjoint(A), tmp)
copyto!(B, (i - 1)*n + 1, tmp, 1, n) # Modify this when array view are implemented.
end
B
end
function ldiv!(transA::Transpose{<:Any,<:Union{Bidiagonal,AbstractTriangular}}, B::AbstractMatrix)
A = transA.parent
nA,mA = size(A)
tmp = similar(B,size(B,1))
n = size(B, 1)
if mA != n
throw(DimensionMismatch("size of transpose of A is ($mA,$nA), corresponding dimension of B is $n"))
end
for i = 1:size(B,2)
copyto!(tmp, 1, B, (i - 1)*n + 1, n)
ldiv!(transpose(A), tmp)
copyto!(B, (i - 1)*n + 1, tmp, 1, n) # Modify this when array view are implemented.
end
B
end
#Generic solver using naive substitution
function naivesub!(A::Bidiagonal{T}, b::AbstractVector, x::AbstractVector = b) where T
N = size(A, 2)
if N != length(b) || N != length(x)
throw(DimensionMismatch("second dimension of A, $N, does not match one of the lengths of x, $(length(x)), or b, $(length(b))"))
end
if A.uplo == 'L' #do forward substitution
for j = 1:N
x[j] = b[j]
j > 1 && (x[j] -= A.ev[j-1] * x[j-1])
x[j] /= A.dv[j] == zero(T) ? throw(SingularException(j)) : A.dv[j]
end
else #do backward substitution
for j = N:-1:1
x[j] = b[j]
j < N && (x[j] -= A.ev[j] * x[j+1])
x[j] /= A.dv[j] == zero(T) ? throw(SingularException(j)) : A.dv[j]
end
end
x
end
### Generic promotion methods and fallbacks
function \(A::Bidiagonal{<:Number}, B::AbstractVecOrMat{<:Number})
TA, TB = eltype(A), eltype(B)
TAB = typeof((zero(TA)*zero(TB) + zero(TA)*zero(TB))/one(TA))
ldiv!(convert(AbstractArray{TAB}, A), copy_oftype(B, TAB))
end
\(A::Bidiagonal, B::AbstractVecOrMat) = ldiv!(A, copy(B))
function \(transA::Transpose{<:Number,<:Bidiagonal{<:Number}}, B::AbstractVecOrMat{<:Number})
A = transA.parent
TA, TB = eltype(A), eltype(B)
TAB = typeof((zero(TA)*zero(TB) + zero(TA)*zero(TB))/one(TA))
ldiv!(transpose(convert(AbstractArray{TAB}, A)), copy_oftype(B, TAB))
end
\(transA::Transpose{<:Any,<:Bidiagonal}, B::AbstractVecOrMat) = ldiv!(transpose(transA.parent), copy(B))
function \(adjA::Adjoint{<:Number,<:Bidiagonal{<:Number}}, B::AbstractVecOrMat{<:Number})
A = adjA.parent
TA, TB = eltype(A), eltype(B)
TAB = typeof((zero(TA)*zero(TB) + zero(TA)*zero(TB))/one(TA))
ldiv!(adjoint(convert(AbstractArray{TAB}, A)), copy_oftype(B, TAB))
end
\(adjA::Adjoint{<:Any,<:Bidiagonal}, B::AbstractVecOrMat) = ldiv!(adjoint(adjA.parent), copy(B))
factorize(A::Bidiagonal) = A
# Eigensystems
eigvals(M::Bidiagonal) = M.dv
function eigvecs(M::Bidiagonal{T}) where T
n = length(M.dv)
Q = Matrix{T}(uninitialized, n,n)
blks = [0; find(x -> x == 0, M.ev); n]
v = zeros(T, n)
if M.uplo == 'U'
for idx_block = 1:length(blks) - 1, i = blks[idx_block] + 1:blks[idx_block + 1] #index of eigenvector
fill!(v, zero(T))
v[blks[idx_block] + 1] = one(T)
for j = blks[idx_block] + 1:i - 1 #Starting from j=i, eigenvector elements will be 0
v[j+1] = (M.dv[i] - M.dv[j])/M.ev[j] * v[j]
end
c = norm(v)
for j = 1:n
Q[j, i] = v[j] / c
end
end
else
for idx_block = 1:length(blks) - 1, i = blks[idx_block + 1]:-1:blks[idx_block] + 1 #index of eigenvector
fill!(v, zero(T))
v[blks[idx_block+1]] = one(T)
for j = (blks[idx_block+1] - 1):-1:max(1, (i - 1)) #Starting from j=i, eigenvector elements will be 0
v[j] = (M.dv[i] - M.dv[j+1])/M.ev[j] * v[j+1]
end
c = norm(v)
for j = 1:n
Q[j, i] = v[j] / c
end
end
end
Q #Actually Triangular
end
eigfact(M::Bidiagonal) = Eigen(eigvals(M), eigvecs(M))