Skip to content

CQRRT diagnostics #129

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

Open
mmelnich wants to merge 47 commits into
base: main
Choose a base branch
from
Open

CQRRT diagnostics #129

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
47 commits
Select commit Hold shift + click to select a range
33c4018
Adding the diagnostic benchmark
mmelnich Mar 26, 2026
ab71121
Support for composite FEM operator
mmelnich Apr 2, 2026
383acd1
Adding a new benchmark
mmelnich Apr 3, 2026
8bcb860
Install script update
mmelnich Apr 4, 2026
7eaa6ec
Removing inefficiency
mmelnich Apr 4, 2026
d641656
Optimizing the benchmark
mmelnich Apr 6, 2026
8d9cc77
Minor updates
mmelnich Apr 6, 2026
3a5e801
CQRRT benchmarks redesigned
mmelnich Apr 7, 2026
4185e71
Small optimizations
mmelnich Apr 7, 2026
7a27780
Script name update
mmelnich Apr 7, 2026
cb1af26
Benchmark fix
mmelnich Apr 8, 2026
0ceeb73
Added BQRRP option to CQRRT
mmelnich Apr 9, 2026
118545d
CQRRT_stb analytical est
mmelnich Apr 24, 2026
a4f1c39
New benchmark for Oleg
mmelnich May 7, 2026
d92e012
Comments update
mmelnich May 7, 2026
ad00419
Fix TRSM direction when forming R_sk^{-1} from identity
mmelnich May 15, 2026
8acd6b3
IR-LSQ refactor: sparse-input benchmark, fix breakdown + analytical_k…
mmelnich May 22, 2026
e9e9ee1
GSVD benchmark: rewrite FEM mode for J = L^{-1} * K * V composite
mmelnich May 28, 2026
9c7b19f
Merge IR-LSQ into CQRRT_linop_applications; add Higham residual metric
mmelnich Jun 1, 2026
527a0b5
Refactor CholQR family around shared PCholQR primitive (collaborator'…
mmelnich Jun 1, 2026
5c50255
Add PowerOp linop and sparse_axpby helper
mmelnich Jun 1, 2026
8dc80b2
Add SparseLUSolverLinOp for sparse A^{-1} on indefinite matrices
mmelnich Jun 1, 2026
424e369
Add TransposedOp generic linop wrapper
mmelnich Jun 1, 2026
252b303
Add rspec mode (reduced spectral approximation) to applications bench…
mmelnich Jun 2, 2026
2ab53b5
Drop SVD/upcast paths from applications benchmark; remove obsolete test
mmelnich Jun 2, 2026
48488a0
Use canonical condition-number and orth-error helpers in diagnostic.cc
mmelnich Jun 2, 2026
94cf3ac
Style fixes in CQRRT benchmarks: lacpy, syrk+symmetrize, drop wrappers
mmelnich Jun 2, 2026
6e05d80
SparseLU: reuse solve scratch across calls; simplify tests
mmelnich Jun 2, 2026
132ca46
cholqr_primitive: internalize scratch allocation
mmelnich Jun 2, 2026
fd08005
Replace std::vector workspaces with raw T* (IR-LSQ + applications bench)
mmelnich Jun 2, 2026
5ecbe1f
Replace std::vector workspaces with raw T* in CQRRT_linop_basic
mmelnich Jun 2, 2026
3a93498
Extract small benchmark I/O helpers into cqrrt_bench_common.hh
mmelnich Jun 2, 2026
34365ec
orth_error: revert to explicit Q materialization; cholqr diagnostics
mmelnich Jun 5, 2026
98627b5
CholQR family rework: adaptive shift, CholQR2, sCholQR3_basic on prim…
mmelnich Jun 5, 2026
07e1c80
analytical_kb: account for primitive transients + adaptive-shift G_ba…
mmelnich Jun 8, 2026
36cf3c2
Change of shift policies in QR
mmelnich Jun 9, 2026
0b42c89
test: guard CQRRT_linops BQRRP precond test on macOS (Apple Accelerat…
mmelnich Jun 9, 2026
2391941
rspec: replace SparseLU linop with sparse Cholesky for X = K - omega*M
mmelnich Jun 10, 2026
4bcb98b
cholqr: unify cholqr/pcholqr into one primitive (optional preconditio…
mmelnich Jun 10, 2026
2a2577e
cholqr: shared cholqr_iterate engine; CholQR/CholQR2/sCholQR3 as thin…
mmelnich Jun 10, 2026
53ea706
rspec: record runtime breakdown CSV (QR + Rayleigh-Ritz phases)
mmelnich Jun 10, 2026
2c2adde
Add regularized augmented-operator IR-LSQ benchmark (irlsq_reg)
mmelnich Jun 12, 2026
e2eb9fb
irlsq_reg: scale mu like the shifted-CholeskyQR shift (Fukaya)
mmelnich Jun 16, 2026
dfaa2b3
irlsq_reg: revert mu to the collaborator's spec (mu = mu_factor * u)
mmelnich Jun 17, 2026
4e5089a
sCHolQR3 fix
mmelnich Jun 22, 2026
480e3cc
macos fix
mmelnich Jun 22, 2026
d0ec977
CQRRT_linops: adaptive-shift safety net in the preconditioned-Gram Ch…
mmelnich Jul 3, 2026
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
5 changes: 4 additions & 1 deletion CMakeLists.txt
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,10 @@ list(APPEND CMAKE_MODULE_PATH ${CMAKE_SOURCE_DIR})
include(compiler_flags)

# Configure the build
enable_testing()
option(BUILD_TESTING "Build tests" ON)
if(BUILD_TESTING)
enable_testing()
endif()

include(rl_build_options)
include(rl_version)
Expand Down
5 changes: 3 additions & 2 deletions RandLAPACK.hh
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -28,12 +28,13 @@
#include "RandLAPACK/comps/rl_syrf.hh"
#include "RandLAPACK/comps/rl_orth.hh"
#include "RandLAPACK/comps/rl_rpchol.hh"
#include "RandLAPACK/comps/rl_cholqr.hh"

// Drivers
#include "RandLAPACK/drivers/rl_rsvd.hh"
#include "RandLAPACK/drivers/rl_cqrrt.hh"
#include "RandLAPACK/drivers/rl_cqrrt.hh" // holds both dense CQRRT and CQRRT_linops
#include "RandLAPACK/drivers/rl_cholqr_linops.hh"
#include "RandLAPACK/drivers/rl_cqrrt_linops.hh"
#include "RandLAPACK/drivers/rl_iter_refine_lsq.hh"
#include "RandLAPACK/drivers/rl_scholqr3_linops.hh"
#include "RandLAPACK/drivers/rl_cqrrpt.hh"
#include "RandLAPACK/drivers/rl_bqrrp.hh"
Expand Down
515 changes: 515 additions & 0 deletions RandLAPACK/comps/rl_cholqr.hh
View file
Open in desktop

Large diffs are not rendered by default.

397 changes: 168 additions & 229 deletions RandLAPACK/drivers/rl_cholqr_linops.hh
View file
Open in desktop

Large diffs are not rendered by default.

Loading
Loading