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Update README and add NEWS #2

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9 changes: 9 additions & 0 deletions .gitignore
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@@ -1 +1,10 @@
*~
*.jl.cov
*.jl.*.cov
*.jl.mem

docs/build/
docs/site/

Manifest.toml

92 changes: 33 additions & 59 deletions README.md
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Expand Up @@ -9,66 +9,40 @@ Type `QuasiUpperTriangular` stores a quasi upper triangular matrix in
a square matrix. The various algorithms ignore the lower zero elements

## Functions
Conventional `mul!` functions are defined to allow normal multiplication using `*`

### Matrix - vector product
- `A_mul_B!(a::QuasiUpperTriangular,b::AbstractVector,work::AbstractVector)`
uses BLAS `trmv` and corrects the results for lower nonzero
elements. For small matrices, (n < 27), uses regular matrix - vector
product
- `A_mul_B!(A::QuasiUpperTriangular, B::AbstractVector)` pure
Julia implementation. Doesn't need extra workspace.
### Vector - matrix produc
- `A_mul_B!(A::AbstractVector, B::QuasiUpperTriangular)` pure
Julia implementation. Doesn't need extra workspace.

### Transposed matrix -vector product
- `At_mul_B!(A::QuasiUpperTriangular, B::AbstractVector)` pure
Julia implementation. Doesn't need extra workspace.

### Vector - transposed matrix product
- `A_mul_Bt!(A::AbstractVector, B::QuasiUpperTriangular)` pure
Julia implementation. Doesn't need extra workspace.

### Matrix - matrix product
- `A_mul_B!(C::AbstractMatrix, A::QuasiUpperTriangular,
B::AbstractMatrix)`: `C = A*B`, `A` is quasi upper triangular
- `A_mul_B!(C::AbstractMatrix, A::QuasiUpperTriangular,
b::AbstractMatrix)`: `C = αA*B`, `A` is quasi upper triangular
- `At_mul_B!(C::AbstractMatrix, A::QuasiUpperTriangular,
B::AbstractMatrix)`: `C = transpose(A)*B`, `A` is quasi upper triangular
- `At_mul_B!(C::AbstractMatrix, A::QuasiUpperTriangular,
b::AbstractMatrix)`: `C = α*transpose(A)*B`, `A` is quasi upper triangular
- `At_mul_B!(A::QuasiUpperTriangular, B::AbstractMatrix)` `B = transpose(A)*B` in place computation,
`A` is quasi upper triangular.
- `A_mul_B!(C::AbstractMatrix, A::AbstractMatrix, B::QuasiUpperTriangular)`:
`C = A*B`, `B` is quasi upper triangular.
- `A_mul_B!(A::AbstractMatrix, B::QuasiUpperTriangular)`:
`C = A*B`, in place computation, `B` is quasi upper triangular.
- `A_mul_Bt!(C::AbstractMatrix, A::AbstractMatrix, B::QuasiUpperTriangular)`:
`C = A*transpose(B)`, `B` is quasi upper triangular.
- `A_mul_Bt!(A::AbstractMatrix, B::QuasiUpperTriangular)`:
`C = A*transpose(B)`, in place computation, `B` is quasi upper triangular.
- `A_mul_B!(C:QuasiUpperTriangular, A::QuasiUpperTriangular, B::QuasiUpperTriangular)`,
`A`, `B` and `C` are quasi upper triangular.
lets define $Q$ as a QuasiUpperTriangular matrix.

### Linear problem solver
- `A_ldiv_B!(A::QuasiUpperTriangular, B::AbstractMatrix)` solves `A*X = B`,
where `A` is quasi upper triangular. Solves by back substitution. Lower off-diagonal elements
make 2 * 2 problems that are solved explicitely.
- `A_rdiv_B!(A::AbstractMatrix, B::QuasiUpperTriangular)` solves `X*B = A`,
where `B` is quasi upper triangular. Solves by back substitution. Lower off-diagonal elements
make 2 * 2 problems that are solved explicitely.
- `A_rdiv_Bt!(A::AbstractMatrix, B::QuasiUpperTriangular)` solves `X*transpose(B) = A`,
where `B` is quasi upper triangular. Solves by back substitution. Lower off-diagonal elements
make 2 * 2 problems that are solved explicitely.
- `I_plus_rA_ldiv_B!(r::Float64,a::QuasiUpperTriangular, b::AbstractVector)` solves
`(I + r*A)*x = b` where `A` is quasi upper triangular.
### Matrix - vector product
- $Q * \vec{v}$
- $Q^T * \vec{v}$

### Matrix - Matrix product
- $Q * {A}$
- $Q^T * A$
- $A * Q$
- $A * Q^T$


### Linear problem solvers
- `ldiv!(Q, A)` solves $Q*X = A$,
Solves by back substitution. Lower off-diagonal elements make 2 * 2 problems that are solved explicitly.
- `rdiv!(A, Q)` solves $X*Q = A$,
Solves by back substitution. Lower off-diagonal elements make 2 * 2 problems that are solved explicitly.
- `rdiv!(A, Q')` solves $X*Q^T = A$,
Solves by back substitution. Lower off-diagonal elements make 2 * 2 problems that are solved explicitly.

lets define $r$ and $s$ as floats

> Note: these functions break conventions and mutate their last argument
- `I_plus_rA_ldiv_B!(r, Q, b)` solves $(I + rQ)*\vec{x} = \vec{b}$
- `I_plus_rA_ldiv_B!(r, Q, B)` solves $(I + rQ)*X = B$
- `I_plus_rA_plus_sB_ldiv_C!(r, s, Q1, Q2, c)` solves $(I + rQ_1 + sQ_2)*\vec{x} = \vec{c}$
- `I_plus_rA_plus_sB_ldiv_C!(r, s, Q1, Q2, C)` solves $(I + rQ_1 + sQ_2)*X = C$

## TODO
- replace function names for product by `mul!`
- introduce lazy transpose evaluation
- handle quasi lower triangular matrices
- benchmark cases that have two different implementations



- [x] replace function names for product by `mul!`
- [x] introduce lazy transpose evaluation
- [ ] assert that sub-diagonal does not contain consecutive non-zero elements
- [ ] handle quasi lower triangular matrices
- [ ] profile, benchmark, and reintroduce BLAS based implementations if needed (for specific strided-matrix element-types)
5 changes: 5 additions & 0 deletions src/NEWS.md
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@@ -0,0 +1,5 @@
0.2.0
======
- move most functions that operate on submatrices to KroneckerTools package
- rename and refactor all `mul!` functions to be consistent with Julia's post v1.0 conventions
- delete all implementations that use BLAS to keep the core package generic
16 changes: 5 additions & 11 deletions src/QuasiTriangular.jl
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@@ -1,32 +1,26 @@
module QuasiTriangular
## QuasiUpperTriangular Matrix of real numbers

using LinearAlgebra

import Base.copy
import Base.size
import Base.similar
import Base.getindex
import Base.require_one_based_indexing
import Base.setindex!
import Base.copy
import LinearAlgebra.mul!
import LinearAlgebra.ldiv!
import LinearAlgebra.rdiv!
import LinearAlgebra.checksquare
import LinearAlgebra.BlasInt
import LinearAlgebra.BLAS.@blasfunc
import LinearAlgebra.BLAS.libblas

export QuasiUpperTriangular, I_plus_rA_ldiv_B!, I_plus_rA_plus_sB_ldiv_C!,
rdiv!, mul!, ldiv!, rdiv!
export QuasiUpperTriangular, mul!, ldiv!, rdiv!, I_plus_rA_ldiv_B!, I_plus_rA_plus_sB_ldiv_C!

abstract type AbstractQuasiTriangular{T, S <: AbstractMatrix} <: AbstractMatrix{T} end

struct QuasiUpperTriangular{T, S <: AbstractMatrix{T}} <: AbstractQuasiTriangular{T,S}
data::S

function QuasiUpperTriangular{T,S}(data) where {T,S<:AbstractMatrix{T}}
require_one_based_indexing(data)
checksquare(data)
Base.require_one_based_indexing(data)
LinearAlgebra.checksquare(data)
new(data)
end
end
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