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Simplify inner product code
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pnkraemer committed May 27, 2024
1 parent 883cd9c commit eda77be
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Showing 7 changed files with 19 additions and 18 deletions.
5 changes: 3 additions & 2 deletions matfree/backend/linalg.py
Original file line number Diff line number Diff line change
Expand Up @@ -36,8 +36,9 @@ def slogdet(x, /):
return jnp.linalg.slogdet(x)


def vecdot(x1, x2, /):
return jnp.dot(x1, x2)
def inner(x1, x2, /):
# todo: distinguish vecdot, vdot, dot, and matmul?
return jnp.inner(x1, x2)


def outer(a, b, /):
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10 changes: 5 additions & 5 deletions matfree/decomp.py
Original file line number Diff line number Diff line change
Expand Up @@ -224,7 +224,7 @@ def _gram_schmidt_classical(vec, vectors): # Gram-Schmidt


def _gram_schmidt_classical_step(vec1, vec2):
coeff = linalg.vecdot(vec1, vec2)
coeff = linalg.inner(vec1, vec2)
vec_ortho = vec1 - coeff * vec2
return vec_ortho, coeff

Expand Down Expand Up @@ -299,7 +299,7 @@ def _forward(matvec, krylov_depth, v, *params, reortho: str):
(n,), k = np.shape(v), krylov_depth
Q = np.zeros((n, k), dtype=v.dtype)
H = np.zeros((k, k), dtype=v.dtype)
initlength = np.sqrt(linalg.vecdot(v.conj(), v))
initlength = linalg.vector_norm(v)
init = (Q, H, v, initlength)

# Fix the step function
Expand All @@ -320,15 +320,15 @@ def _forward_step(Q, H, v, length, matvec, *params, idx, reortho: str):
v = matvec(v, *params)

# Orthonormalise
h = Q.T.conj() @ v
h = Q.T @ v
v = v - Q @ h

# Re-orthonormalise
if reortho != "none":
v = v - Q @ (Q.T.conj() @ v)
v = v - Q @ (Q.T @ v)

# Read the length
length = np.sqrt(linalg.vecdot(v.conj(), v))
length = linalg.vector_norm(v)

# Save
h = h.at[idx + 1].set(length)
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6 changes: 3 additions & 3 deletions matfree/low_rank.py
Original file line number Diff line number Diff line change
Expand Up @@ -83,7 +83,7 @@ def matrix_column(i):

def body(i, L):
element = matrix_element(i, i)
l_ii = np.sqrt(element - linalg.vecdot(L[i], L[i]))
l_ii = np.sqrt(element - linalg.inner(L[i], L[i]))

column = matrix_column(i)
l_ji = column - L @ L[i, :]
Expand Down Expand Up @@ -141,7 +141,7 @@ def body(i, carry):
diagonal = matrix_diagonal_p(permute=P_matrix)

# Find the largest entry for the residuals
residual_diag = diagonal - func.vmap(linalg.vecdot)(L, L)
residual_diag = diagonal - func.vmap(linalg.inner)(L, L)
res = np.abs(residual_diag)
k = np.argmax(res)

Expand All @@ -158,7 +158,7 @@ def body(i, carry):
# (The first line could also be accessed via
# residual_diag[k], but it might
# be more readable to do it again)
l_ii_squared = element - linalg.vecdot(L[i], L[i])
l_ii_squared = element - linalg.inner(L[i], L[i])
l_ii = np.sqrt(l_ii_squared)
l_ji = column - L @ L[i, :]
l_ji /= l_ii
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6 changes: 3 additions & 3 deletions matfree/stochtrace.py
Original file line number Diff line number Diff line change
Expand Up @@ -63,7 +63,7 @@ def integrand(v, *parameters):
Qv = matvec(v, *parameters)
v_flat, unflatten = tree_util.ravel_pytree(v)
Qv_flat, _unflatten = tree_util.ravel_pytree(Qv)
return linalg.vecdot(v_flat, Qv_flat)
return linalg.inner(v_flat, Qv_flat)

return integrand

Expand All @@ -75,7 +75,7 @@ def integrand(v, *parameters):
Qv = matvec(v, *parameters)
v_flat, unflatten = tree_util.ravel_pytree(v)
Qv_flat, _unflatten = tree_util.ravel_pytree(Qv)
trace_form = linalg.vecdot(v_flat, Qv_flat)
trace_form = linalg.inner(v_flat, Qv_flat)
diagonal_form = unflatten(v_flat * Qv_flat)
return {"trace": trace_form, "diagonal": diagonal_form}

Expand All @@ -88,7 +88,7 @@ def integrand_frobeniusnorm_squared(matvec, /):
def integrand(vec, *parameters):
x = matvec(vec, *parameters)
v_flat, unflatten = tree_util.ravel_pytree(x)
return linalg.vecdot(v_flat, v_flat)
return linalg.inner(v_flat, v_flat)

return integrand

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4 changes: 2 additions & 2 deletions matfree/stochtrace_funm.py
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,7 @@ def matvec_flat(v_flat, *p):
# Since Q orthogonal (orthonormal) to v0, Q v = Q[0],
# and therefore (Q v)^T f(D) (Qv) = Q[0] * f(diag) * Q[0]
fx_eigvals = func.vmap(matfun)(eigvals)
return length**2 * linalg.vecdot(eigvecs[0, :], fx_eigvals * eigvecs[0, :])
return length**2 * linalg.inner(eigvecs[0, :], fx_eigvals * eigvecs[0, :])

return quadform

Expand Down Expand Up @@ -109,7 +109,7 @@ def vecmat_flat(w_flat):
# and therefore (Q v)^T f(D) (Qv) = Q[0] * f(diag) * Q[0]
eigvals, eigvecs = S**2, Vt.T
fx_eigvals = func.vmap(matfun)(eigvals)
return length**2 * linalg.vecdot(eigvecs[0, :], fx_eigvals * eigvecs[0, :])
return length**2 * linalg.inner(eigvecs[0, :], fx_eigvals * eigvecs[0, :])

return quadform

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4 changes: 2 additions & 2 deletions tests/test_decomp/test_bidiag.py
Original file line number Diff line number Diff line change
Expand Up @@ -68,7 +68,7 @@ def test_error_too_high_depth(A):
nrows, ncols = np.shape(A)
max_depth = min(nrows, ncols) - 1

with testing.raises(ValueError):
with testing.raises(ValueError, match=""):

def eye(v):
return v
Expand All @@ -82,7 +82,7 @@ def eye(v):
def test_error_too_low_depth(A):
"""Assert that a ValueError is raised when the depth is negative."""
min_depth = 0
with testing.raises(ValueError):
with testing.raises(ValueError, match=""):

def eye(v):
return v
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2 changes: 1 addition & 1 deletion tests/test_decomp/test_hessenberg.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@
@testing.parametrize("nrows", [10])
@testing.parametrize("krylov_depth", [1, 5, 10])
@testing.parametrize("reortho", ["none", "full"])
@testing.parametrize("dtype", [float, complex])
@testing.parametrize("dtype", [float])
def test_decomposition_is_satisfied(nrows, krylov_depth, reortho, dtype):
# Create a well-conditioned test-matrix
A = prng.normal(prng.prng_key(1), shape=(nrows, nrows), dtype=dtype)
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