Move Arnoldi iteration to the stdlib

JuliaLang · Nov 23, 2017 · 1f2e5cd · 1f2e5cd
1 parent 80d8719
commit 1f2e5cd
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Showing 15 changed files with 43 additions and 24 deletions.
diff --git a/base/deprecated.jl b/base/deprecated.jl
@@ -1281,6 +1281,9 @@ export conv, conv2, deconv, filt, filt!, xcorr
 @eval @deprecate_moved $(Symbol("@dateformat_str")) "Dates" true true
 @deprecate_moved now "Dates" true true
 
+@deprecate_moved eigs "Arnoldi" true true
+@deprecate_moved svds "Arnoldi" true true
+
 # PR #21709
 @deprecate cov(x::AbstractVector, corrected::Bool) cov(x, corrected=corrected)
 @deprecate cov(x::AbstractMatrix, vardim::Int, corrected::Bool) cov(x, vardim, corrected=corrected)

diff --git a/base/exports.jl b/base/exports.jl
@@ -555,7 +555,6 @@ export
     eigfact,
     eigmax,
     eigmin,
-    eigs,
     eigvals,
     eigvals!,
     eigvecs,
@@ -602,7 +601,6 @@ export
     svd,
     svdfact!,
     svdfact,
-    svds,
     svdvals!,
     svdvals,
     sylvester,

diff --git a/base/linalg/linalg.jl b/base/linalg/linalg.jl
@@ -83,7 +83,6 @@ export
     eigfact!,
     eigmax,
     eigmin,
-    eigs,
     eigvals,
     eigvals!,
     eigvecs,
@@ -131,7 +130,6 @@ export
     svd,
     svdfact!,
     svdfact,
-    svds,
     svdvals!,
     svdvals,
     sylvester,
@@ -277,9 +275,6 @@ include("ldlt.jl")
 include("schur.jl")
 
 
-include("arpack.jl")
-include("arnoldi.jl")
-
 function __init__()
     try
         BLAS.check()

diff --git a/base/sparse/linalg.jl b/base/sparse/linalg.jl
@@ -967,7 +967,7 @@ end
 
 chol(A::SparseMatrixCSC) = error("Use cholfact() instead of chol() for sparse matrices.")
 lu(A::SparseMatrixCSC) = error("Use lufact() instead of lu() for sparse matrices.")
-eig(A::SparseMatrixCSC) = error("Use eigs() instead of eig() for sparse matrices.")
+eig(A::SparseMatrixCSC) = error("Use Arnoldi.eigs() instead of eig() for sparse matrices.")
 
 function Base.cov(X::SparseMatrixCSC, vardim::Int=1; corrected::Bool=true)
     a, b = size(X)

diff --git a/doc/make.jl b/doc/make.jl
@@ -30,6 +30,7 @@ if Sys.iswindows()
     cp_q("../stdlib/FileWatching/docs/src/index.md",   "src/stdlib/filewatching.md")
     cp_q("../stdlib/CRC32c/docs/src/index.md",         "src/stdlib/crc32c.md")
     cp_q("../stdlib/Dates/docs/src/index.md",          "src/stdlib/dates.md")
+    cp_q("../stdlib/Arnoldi/docs/src/index.md",        "src/stdlib/arnoldi.md")
 else
     symlink_q("../../../stdlib/DelimitedFiles/docs/src/index.md", "src/stdlib/delimitedfiles.md")
     symlink_q("../../../stdlib/Test/docs/src/index.md",           "src/stdlib/test.md")
@@ -40,6 +41,7 @@ else
     symlink_q("../../../stdlib/FileWatching/docs/src/index.md",   "src/stdlib/filewatching.md")
     symlink_q("../../../stdlib/CRC32c/docs/src/index.md",         "src/stdlib/crc32c.md")
     symlink_q("../../../stdlib/Dates/docs/src/index.md",          "src/stdlib/dates.md")
+    symlink_q("../../../stdlib/Arnoldi/docs/src/index.md",        "src/stdlib/arnoldi.md")
 end
 
 const PAGES = [
@@ -114,6 +116,7 @@ const PAGES = [
         "stdlib/sharedarrays.md",
         "stdlib/filewatching.md",
         "stdlib/crc32c.md",
+        "stdlib/arnoldi.md",
     ],
     "Developer Documentation" => [
         "devdocs/reflection.md",
@@ -148,11 +151,13 @@ const PAGES = [
     ],
 ]
 
-using DelimitedFiles, Test, Mmap, SharedArrays, Profile, Base64, FileWatching, CRC32c, Dates
+using DelimitedFiles, Test, Mmap, SharedArrays, Profile, Base64, FileWatching, CRC32c,
+      Dates, Arnoldi
 
 makedocs(
     build     = joinpath(pwd(), "_build/html/en"),
-    modules   = [Base, Core, BuildSysImg, DelimitedFiles, Test, Mmap, SharedArrays, Profile, Base64, FileWatching, Dates],
+    modules   = [Base, Core, BuildSysImg, DelimitedFiles, Test, Mmap, SharedArrays, Profile,
+                 Base64, FileWatching, Dates, Arnoldi],
     clean     = false,
     doctest   = "doctest" in ARGS,
     linkcheck = "linkcheck" in ARGS,

diff --git a/doc/src/index.md b/doc/src/index.md
@@ -71,6 +71,7 @@
   * [Shared Arrays](@ref)
   * [Base64](@ref)
   * [File Events](@ref lib-filewatching)
+  * [Arnoldi Iteration](@ref lib-arnoldi)
 
 ## Developer Documentation
 

diff --git a/doc/src/stdlib/index.md b/doc/src/stdlib/index.md
@@ -29,3 +29,4 @@
   * [Shared Arrays](@ref)
   * [Base64](@ref)
   * [File Events](@ref lib-filewatching)
+  * [Arnoldi Iteration](@ref lib-arnoldi)
diff --git a/doc/src/stdlib/linalg.md b/doc/src/stdlib/linalg.md
@@ -136,9 +136,6 @@ Base.transpose
 Base.transpose!
 Base.adjoint
 Base.adjoint!
-Base.LinAlg.eigs(::Any)
-Base.LinAlg.eigs(::Any, ::Any)
-Base.LinAlg.svds
 Base.LinAlg.peakflops
 Base.LinAlg.stride1
 ```

diff --git a/stdlib/Arnoldi/docs/src/index.md b/stdlib/Arnoldi/docs/src/index.md
@@ -0,0 +1,7 @@
+# [Arnoldi Iteration](@id lib-arnoldi)
+
+```@docs
+Arnoldi.eigs(::Any)
+Arnoldi.eigs(::Any, ::Any)
+Arnoldi.svds
+```
diff --git a/base/linalg/arnoldi.jl → stdlib/Arnoldi/src/Arnoldi.jl b/base/linalg/arnoldi.jl → stdlib/Arnoldi/src/Arnoldi.jl
@@ -1,5 +1,16 @@
 # This file is a part of Julia. License is MIT: https://julialang.org/license
 
+"""
+Arnoldi and Lanczos iteration for computing eigenvalues
+"""
+module Arnoldi
+
+using Base.LinAlg: BlasFloat, BlasInt, SVD, checksquare
+
+export eigs, svds
+
+include("arpack.jl")
+
 using .ARPACK
 
 ## eigs
@@ -308,14 +319,14 @@ function SVDAugmented(A::AbstractMatrix{T}) where T
     SVDAugmented{Tnew,typeof(Anew)}(Anew)
 end
 
-function A_mul_B!(y::StridedVector{T}, A::SVDAugmented{T}, x::StridedVector{T}) where T
+function Base.A_mul_B!(y::StridedVector{T}, A::SVDAugmented{T}, x::StridedVector{T}) where T
     m, mn = size(A.X, 1), length(x)
     A_mul_B!( view(y, 1:m), A.X, view(x, m + 1:mn)) # left singular vector
     Ac_mul_B!(view(y, m + 1:mn), A.X, view(x, 1:m)) # right singular vector
     return y
 end
-size(A::SVDAugmented)  = ((+)(size(A.X)...), (+)(size(A.X)...))
-ishermitian(A::SVDAugmented) = true
+Base.size(A::SVDAugmented)  = ((+)(size(A.X)...), (+)(size(A.X)...))
+Base.ishermitian(A::SVDAugmented) = true
 
 struct AtA_or_AAt{T,S} <: AbstractArray{T, 2}
     A::S
@@ -328,7 +339,7 @@ function AtA_or_AAt(A::AbstractMatrix{T}) where T
     AtA_or_AAt{Tnew,typeof(Anew)}(Anew, Vector{Tnew}(max(size(A)...)))
 end
 
-function A_mul_B!(y::StridedVector{T}, A::AtA_or_AAt{T}, x::StridedVector{T}) where T
+function Base.A_mul_B!(y::StridedVector{T}, A::AtA_or_AAt{T}, x::StridedVector{T}) where T
     if size(A.A, 1) >= size(A.A, 2)
         A_mul_B!(A.buffer, A.A, x)
         return Ac_mul_B!(y, A.A, A.buffer)
@@ -337,8 +348,8 @@ function A_mul_B!(y::StridedVector{T}, A::AtA_or_AAt{T}, x::StridedVector{T}) wh
         return A_mul_B!(y, A.A, A.buffer)
     end
 end
-size(A::AtA_or_AAt) = ntuple(i -> min(size(A.A)...), Val(2))
-ishermitian(s::AtA_or_AAt) = true
+Base.size(A::AtA_or_AAt) = ntuple(i -> min(size(A.A)...), Val(2))
+Base.ishermitian(s::AtA_or_AAt) = true
 
 
 svds(A::AbstractMatrix{<:BlasFloat}; kwargs...) = _svds(A; kwargs...)
@@ -433,3 +444,5 @@ function _svds(X; nsv::Int = 6, ritzvec::Bool = true, tol::Float64 = 0.0, maxite
                     ex[2], ex[3], ex[4], ex[5])
     end
 end
+
+end # module
diff --git a/base/linalg/arpack.jl → stdlib/Arnoldi/src/arpack.jl b/base/linalg/arpack.jl → stdlib/Arnoldi/src/arpack.jl
diff --git a/test/linalg/arnoldi.jl → stdlib/Arnoldi/test/runtests.jl b/test/linalg/arnoldi.jl → stdlib/Arnoldi/test/runtests.jl
@@ -1,5 +1,6 @@
 # This file is a part of Julia. License is MIT: https://julialang.org/license
 
+using Arnoldi
 using Test
 
 @testset "eigs" begin

diff --git a/test/choosetests.jl b/test/choosetests.jl
@@ -127,9 +127,6 @@ function choosetests(choices = [])
                    "linalg/generic", "linalg/uniformscaling", "linalg/lq",
                    "linalg/hessenberg", "linalg/rowvector", "linalg/conjarray",
                    "linalg/blas"]
-    if Base.USE_GPL_LIBS
-        push!(linalgtests, "linalg/arnoldi")
-    end
 
     if "linalg" in skip_tests
         filter!(x -> (x != "linalg" && !(x in linalgtests)), tests)

diff --git a/test/show.jl b/test/show.jl
@@ -535,9 +535,9 @@ let repr = sprint(show, "text/html", methods(f16580))
 end
 
 if isempty(Base.GIT_VERSION_INFO.commit)
-    @test contains(Base.url(first(methods(eigs))),"https://github.com/JuliaLang/julia/tree/v$VERSION/base/linalg/arnoldi.jl#L")
+    @test contains(Base.url(first(methods(sin))),"https://github.com/JuliaLang/julia/tree/v$VERSION/base/mpfr.jl#L")
 else
-    @test contains(Base.url(first(methods(eigs))),"https://github.com/JuliaLang/julia/tree/$(Base.GIT_VERSION_INFO.commit)/base/linalg/arnoldi.jl#L")
+    @test contains(Base.url(first(methods(sin))),"https://github.com/JuliaLang/julia/tree/$(Base.GIT_VERSION_INFO.commit)/base/mpfr.jl#L")
 end
 
 # print_matrix should be able to handle small and large objects easily, test by

diff --git a/test/stdlib.jl b/test/stdlib.jl
@@ -10,5 +10,6 @@ cd(joinpath(JULIA_HOME,"..","share","julia","site","v$(VERSION.major).$(VERSION.
         warn("Skipping Profile tests")
         filter!(x -> (x != "Profile"), pkgs)
     end
+    Base.USE_GPL_LIBS || filter!(x->x != "Arnoldi", pkgs)
     Pkg.Entry.test(convert(Vector{AbstractString}, pkgs))
 end