Skip to content
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

Jump to bottom

Use the truncated QR LAPACK routine geqp3rk as the backend for the partial qr factorization. fixes #60 #61

Draft
wants to merge 3 commits into
base: master
Choose a base branch
from
Draft

Use the truncated QR LAPACK routine geqp3rk as the backend for the partial qr factorization. fixes #60 #61

wants to merge 3 commits into from

Conversation

ajinkya-k
Copy link

@ajinkya-k ajinkya-k commented Dec 10, 2024 •
edited
Loading

The LAPACK routine geqpr3k available starting in v3.12.0 computes the truncated QR factorization based on one of three stopping conditions. This PR adds a backend for pqr that uses the LAPACK routine instead of the Julia native backend in the function geqp3_adap_main!. This backend is faster than using the current implementation.

There is still one unresolved issue that I need help with. When a max rank to truncate at is not provided, the R factor from the lapack backend differs from the current version and I am not sure why. Fixes #60

@ajinkya-k
Copy link
Author

Regarding the discrepancy in the factor R, its because of a slightly different order of pivots. See more details in this comment in issue #60

@ajinkya-k
Copy link
Author

relevant upstream issue in openBLAS OpenMathLib/OpenBLAS#5013

@ajinkya-k ajinkya-k marked this pull request as draft January 14, 2025 20:19
@ajinkya-k
Copy link
Author

Hello! can someone help me with this PR? Since OpenBLAS was updated to v0.3.29 the LAPACK routines can be used for performing partial QR. Using the LAPACK routine is indeed faster. However, the tests fail for the Complex matrices. I dont see why that should be the case.

MikaelSlevinsky
MikaelSlevinsky reviewed Jan 14, 2025
View reviewed changes
src/lapack.jl Outdated Show resolved Hide resolved
@MikaelSlevinsky
Copy link
Member

Also, Julia 1.0 does not have the function require_one_based_indexing. This is a different error affecting the first half of the test environments.

@ajinkya-k
Copy link
Author

@MikaelSlevinsky I still havent added compatibility. I am checking LAPACK version before invoking the LAPACK version. I only get test failures for complex 32 and complex 64. Here are some samples:

 none/ComplexF32
pqr: Test Failed at /Users/ajinkya/projects/julia_repos/testngdir/testing-pqr-lpk.jl:69
  Expression: norm(A - Matrix(F)) < approx_rtol * nrm
   Evaluated: 90.50967f0 < 0.0053947964f0

Stacktrace:
 [1] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:69 [inlined]
 [3] macro expansion
   @ ./timing.jl:581 [inlined]
 [4] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:44 [inlined]
 [5] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:1704 [inlined]
 [6] top-level scope
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:39
pqr: Test Failed at /Users/ajinkya/projects/julia_repos/testngdir/testing-pqr-lpk.jl:70
  Expression: norm(A' - Matrix(Fc)) < approx_rtol * nrm
   Evaluated: 90.50967f0 < 0.0053947964f0

Stacktrace:
 [1] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:70 [inlined]
 [3] macro expansion
   @ ./timing.jl:581 [inlined]
 [4] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:44 [inlined]
 [5] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:1704 [inlined]
 [6] top-level scope
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:39
pqr: Test Failed at /Users/ajinkya/projects/julia_repos/testngdir/testing-pqr-lpk.jl:74
  Expression: norm(y - F * xn) < approx_rtol * norm(y)
   Evaluated: 335.49106f0 < 0.019996826f0

Stacktrace:
 [1] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:74 [inlined]
 [3] macro expansion
   @ ./timing.jl:581 [inlined]
 [4] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:44 [inlined]
 [5] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:1704 [inlined]
 [6] top-level scope
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:39
pqr: Test Failed at /Users/ajinkya/projects/julia_repos/testngdir/testing-pqr-lpk.jl:75
  Expression: norm(y - F' * xm) < approx_rtol * norm(y)
   Evaluated: 500.39462f0 < 0.029825844f0

Stacktrace:
 [1] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:75 [inlined]
 [3] macro expansion
   @ ./timing.jl:581 [inlined]
 [4] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:44 [inlined]
 [5] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:1704 [inlined]
 [6] top-level scope
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:39

For complex 64:

  none/ComplexF64
pqr: Test Failed at /Users/ajinkya/projects/julia_repos/testngdir/testing-pqr-lpk.jl:69
  Expression: norm(A - Matrix(F)) < approx_rtol * nrm
   Evaluated: 90.50966799187782 < 1.0048591735576132e-11

Stacktrace:
 [1] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:679 [inlined]
 [2] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:69 [inlined]
 [3] macro expansion
   @ ./timing.jl:581 [inlined]
 [4] macro expansion
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:44 [inlined]
 [5] macro expansion
   @ ~/.julia/juliaup/julia-1.11.2+0.aarch64.apple.darwin14/share/julia/stdlib/v1.11/Test/src/Test.jl:1704 [inlined]
 [6] top-level scope
   @ ~/projects/julia_repos/testngdir/testing-pqr-lpk.jl:39

@ajinkya-k
Copy link
Author

The tests do pass for Float

@ajinkya-k
Copy link
Author

I tracked the error to this Error: no BLAS/LAPACK library loaded for sgeqp3rk_64_(). This is because an old version of OpenBLAS is being used in the CI system. This was fixed recently and looks like a compatibility error. My code will only work with Julia 1.12+. The if statement LAPACK.version() < v"3.12.0" in pqr.jl should take care of it, but it is not. Maybe I should make it 3.12.1 and wait for it to be made available inside Julia.

@ajinkya-k ajinkya-k changed the title Use the truncated QR LAPACK routine geqp3rk as the backend for the partial qr factorization. fixes #60 Use the truncated QR LAPACK routine geqp3rk as the backend for the partial qr factorization. fixes #60 Jan 17, 2025
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@MikaelSlevinsky MikaelSlevinsky MikaelSlevinsky left review comments

Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

Use geqp3rk routine in LAPACK 3.12 for performing pqrfact
2 participants
@ajinkya-k @MikaelSlevinsky