Merge branch 'main' of github.com:JuliaStats/MixedModels.jl into pa/p…

…ca_precomp
JuliaStats · Mar 5, 2024 · f2acdcf · f2acdcf
2 parents 4b6e940 + 510dcc3
commit f2acdcf
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diff --git a/NEWS.md b/NEWS.md
@@ -1,5 +1,6 @@
 MixedModels v4.22.5 Release Notes
 ==============================
+* Use `muladd` where possible to enable fused multiply-add (FMA) on architectures with hardware support. FMA will generally improve computational speed and gives more accurate rounding. [#740]
 * Replace broadcasted lambda with explicit loop and use `one`. This may result in a small performance improvement. [#738]
 
 MixedModels v4.22.4 Release Notes
@@ -500,5 +501,6 @@ Package dependencies
 [#717]: https://github.com/JuliaStats/MixedModels.jl/issues/717
 [#733]: https://github.com/JuliaStats/MixedModels.jl/issues/733
 [#738]: https://github.com/JuliaStats/MixedModels.jl/issues/738
+[#740]: https://github.com/JuliaStats/MixedModels.jl/issues/740
 [#744]: https://github.com/JuliaStats/MixedModels.jl/issues/744
 [#748]: https://github.com/JuliaStats/MixedModels.jl/issues/748
diff --git a/src/linalg.jl b/src/linalg.jl
@@ -18,7 +18,7 @@ function LinearAlgebra.mul!(
             αbnz = α * bnz[ib]
             jj = brv[ib]
             for ia in nzrange(A, j)
-                C[arv[ia], jj] += anz[ia] * αbnz
+                C[arv[ia], jj] = muladd(anz[ia], αbnz, C[arv[ia], jj])
             end
         end
     end

diff --git a/src/linalg/rankUpdate.jl b/src/linalg/rankUpdate.jl
@@ -22,7 +22,7 @@ function MixedModels.rankUpdate!(
     Cdiag = C.data.diag
     Adiag = A.diag
     @inbounds for idx in eachindex(Cdiag, Adiag)
-        Cdiag[idx] = β * Cdiag[idx] + α * abs2(Adiag[idx])
+        Cdiag[idx] = muladd(β, Cdiag[idx], α * abs2(Adiag[idx]))
     end
     return C
 end
@@ -52,7 +52,7 @@ function _columndot(rv, nz, rngi, rngj)
     while i ≤ ni && j ≤ nj
         @inbounds ri, rj = rv[rngi[i]], rv[rngj[j]]
         if ri == rj
-            @inbounds accum += nz[rngi[i]] * nz[rngj[j]]
+            @inbounds accum = muladd(nz[rngi[i]], nz[rngj[j]], accum)
             i += 1
             j += 1
         elseif ri < rj
@@ -80,17 +80,17 @@ function rankUpdate!(C::HermOrSym{T,S}, A::SparseMatrixCSC{T}, α, β) where {T,
                 rvj = rv[j]
                 for i in k:lenrngjj
                     kk = rangejj[i]
-                    Cd[rv[kk], rvj] += nz[kk] * anzj
+                    Cd[rv[kk], rvj] = muladd(nz[kk], anzj, Cd[rv[kk], rvj])
                 end
             end
         end
     else
         @inbounds for j in axes(C, 2)
             rngj = nzrange(A, j)
             for i in 1:(j - 1)
-                Cd[i, j] += α * _columndot(rv, nz, nzrange(A, i), rngj)
+                Cd[i, j] = muladd(α, _columndot(rv, nz, nzrange(A, i), rngj), Cd[i, j])
             end
-            Cd[j, j] += α * sum(i -> abs2(nz[i]), rngj)
+            Cd[j, j] = muladd(α, sum(i -> abs2(nz[i]), rngj), Cd[j, j])
         end
     end
     return C
@@ -109,7 +109,7 @@ function rankUpdate!(
     isone(β) || rmul!(Cdiag, β)
 
     @inbounds for i in eachindex(Cdiag)
-        Cdiag[i] += α * sum(abs2, view(A, i, :))
+        Cdiag[i] = muladd(α, sum(abs2, view(A, i, :)), Cdiag[i])
     end
 
     return C
@@ -132,9 +132,9 @@ function rankUpdate!(
             AtAij = 0
             for idx in axes(A, 2)
                 # because the second multiplicant is from A', swap index order
-                AtAij += A[iind, idx] * A[jind, idx]
+                AtAij = muladd(A[iind, idx], A[jind, idx], AtAij)
             end
-            Cdat[i, j, k] += α * AtAij
+            Cdat[i, j, k] = muladd(α, AtAij, Cdat[i, j, k])
         end
     end
 
@@ -152,7 +152,7 @@ function rankUpdate!(
         throw(ArgumentError("Columns of A must have exactly 1 nonzero"))
 
     for (r, nz) in zip(rowvals(A), nonzeros(A))
-        dd[r] += α * abs2(nz)
+        dd[r] = muladd(α, abs2(nz), dd[r])
     end
 
     return C

diff --git a/src/linearmixedmodel.jl b/src/linearmixedmodel.jl
@@ -767,7 +767,9 @@ function StatsAPI.leverage(m::LinearMixedModel{T}) where {T}
             z = trm.z
             stride = size(z, 1)
             mul!(
-                view(rhs2, (rhsoffset + (trm.refs[i] - 1) * stride) .+ Base.OneTo(stride)),
+                view(
+                    rhs2, muladd((trm.refs[i] - 1), stride, rhsoffset) .+ Base.OneTo(stride)
+                ),
                 adjoint(trm.λ),
                 view(z, :, i),
             )
@@ -816,7 +818,7 @@ function objective(m::LinearMixedModel{T}) where {T}
     val = if isnothing(σ)
         logdet(m) + denomdf * (one(T) + log2π + log(pwrss(m) / denomdf))
     else
-        denomdf * (log2π + 2 * log(σ)) + logdet(m) + pwrss(m) / σ^2
+        muladd(denomdf, muladd(2, log(σ), log2π), (logdet(m) + pwrss(m) / σ^2))
     end
     return isempty(wts) ? val : val - T(2.0) * sum(log, wts)
 end

diff --git a/src/remat.jl b/src/remat.jl
@@ -284,7 +284,7 @@ function LinearAlgebra.mul!(
     @inbounds for (j, rrj) in enumerate(B.refs)
         αzj = α * zz[j]
         for i in 1:p
-            C[i, rrj] += αzj * Awt[j, i]
+            C[i, rrj] = muladd(αzj, Awt[j, i], C[i, rrj])
         end
     end
     return C
@@ -310,7 +310,7 @@ function LinearAlgebra.mul!(
             aki = α * Awt[k, i]
             kk = Int(rr[k])
             for ii in 1:S
-                scr[ii, kk] += aki * Bwt[ii, k]
+                scr[ii, kk] = muladd(aki, Bwt[ii, k], scr[ii, kk])
             end
         end
         for j in 1:q
@@ -340,7 +340,7 @@ function LinearAlgebra.mul!(
         coljlast = Int(C.colptr[j + 1] - 1)
         K = searchsortedfirst(rv, i, Int(C.colptr[j]), coljlast, Base.Order.Forward)
         if K ≤ coljlast && rv[K] == i
-            nz[K] += Az[k] * Bz[k]
+            nz[K] = muladd(Az[k], Bz[k], nz[K])
         else
             throw(ArgumentError("C does not have the nonzero pattern of A'B"))
         end
@@ -361,7 +361,7 @@ function LinearAlgebra.mul!(
         @inbounds for i in 1:S
             zij = Awtz[i, j]
             for k in 1:S
-                Cd[k, i, r] += zij * Awtz[k, j]
+                Cd[k, i, r] = muladd(zij, Awtz[k, j], Cd[k, i, r])
             end
         end
     end
@@ -397,7 +397,7 @@ function LinearAlgebra.mul!(
             jjo = jj + joffset
             Bzijj = Bz[jj, i]
             for ii in 1:S
-                C[ii + ioffset, jjo] += Az[ii, i] * Bzijj
+                C[ii + ioffset, jjo] = muladd(Az[ii, i], Bzijj, C[ii + ioffset, jjo])
             end
         end
     end
@@ -416,7 +416,8 @@ function LinearAlgebra.mul!(
     isone(beta) || rmul!(y, beta)
     z = A.z
     @inbounds for (i, r) in enumerate(A.refs)
-        y[i] += alpha * b[r] * z[i]
+        # must be muladd and not fma because of potential missings
+        y[i] = muladd(alpha * b[r], z[i], y[i])
     end
     return y
 end
@@ -446,7 +447,8 @@ function LinearAlgebra.mul!(
     @inbounds for (i, ii) in enumerate(A.refs)
         offset = (ii - 1) * k
         for j in 1:k
-            y[i] += alpha * Z[j, i] * b[offset + j]
+            # must be muladd and not fma because of potential missings
+            y[i] = muladd(alpha * Z[j, i], b[offset + j], y[i])
         end
     end
     return y
@@ -466,7 +468,8 @@ function LinearAlgebra.mul!(
     isone(beta) || rmul!(y, beta)
     @inbounds for (i, ii) in enumerate(refarray(A))
         for j in 1:k
-            y[i] += alpha * Z[j, i] * B[j, ii]
+            # must be muladd and not fma because of potential missings
+            y[i] = muladd(alpha * Z[j, i], B[j, ii], y[i])
         end
     end
     return y
@@ -566,7 +569,7 @@ function copyscaleinflate!(Ljj::Diagonal{T}, Ajj::Diagonal{T}, Λj::ReMat{T,1})
     Ldiag, Adiag = Ljj.diag, Ajj.diag
     lambsq = abs2(only(Λj.λ.data))
     @inbounds for i in eachindex(Ldiag, Adiag)
-        Ldiag[i] = lambsq * Adiag[i] + one(T)
+        Ldiag[i] = muladd(lambsq, Adiag[i], one(T))
     end
     return Ljj
 end
@@ -575,7 +578,7 @@ function copyscaleinflate!(Ljj::Matrix{T}, Ajj::Diagonal{T}, Λj::ReMat{T,1}) wh
     fill!(Ljj, zero(T))
     lambsq = abs2(only(Λj.λ.data))
     @inbounds for (i, a) in enumerate(Ajj.diag)
-        Ljj[i, i] = lambsq * a + one(T)
+        Ljj[i, i] = muladd(lambsq, a, one(T))
     end
     return Ljj
 end

diff --git a/test/pls.jl b/test/pls.jl
@@ -139,7 +139,7 @@ end
 
     vc = fm1.vcov
     @test isa(vc, Matrix{Float64})
-    @test only(vc) ≈ 375.7167775 rtol=1.e-6
+    @test only(vc) ≈ 375.7167775 rtol=1.e-3
     # since we're caching the fits, we should get it back to being correctly fitted
     # we also take this opportunity to test fitlog
     @testset "fitlog" begin