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define lu!(F::LU,A) for general matrices #1131

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define lu!(F::LU,A) for general matrices #1131

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7275637
define lu!(F::LU,A) for general matrices
longemen3000 Dec 1, 2024
14d2196
remove lu_copy!
longemen3000 Dec 2, 2024
b124738
Update src/lu.jl
longemen3000 Dec 2, 2024
1bd4b06
add whitespace
longemen3000 Dec 2, 2024
b8d1ecc
also return a new LU object in the generic case
longemen3000 Dec 2, 2024
721f077
docs for lu!(F::LU,A)
longemen3000 Dec 12, 2024
8a55761
add a square lu!(F::LU,A) test
longemen3000 Dec 12, 2024
fe08274
typo
longemen3000 Dec 13, 2024
4839167
Update src/lu.jl
longemen3000 Dec 14, 2024
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22 changes: 20 additions & 2 deletions src/lu.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -102,6 +102,25 @@ function lu!(A::HermOrSym{T}, pivot::Union{RowMaximum,NoPivot,RowNonZero} = lupi
end
lu!(A.data, pivot; check, allowsingular)
end

#reusing LU object
#lu!(F::LU,A) should be dispatched on the type of matrix stored in the LU factorization.

function lu!(F::LU{<:Any,<:StridedMatrix{<:BlasFloat}}, A; check::Bool = true, allowsingular::Bool = false)
copyto!(F.factors,A)
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lpt = LAPACK.getrf!(F.factors, F.ipiv; check)
check && _check_lu_success(lpt[3], allowsingular)
return F
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end

function lu!(F::LU{<:Any,<:AbstractMatrix}, A; check::Bool = true, allowsingular::Bool = false)
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copyto!(F.factors,A)
generic_lufact!(F.factors, lupivottype(eltype(A)), F.ipiv; check, allowsingular)
return F
end



# for backward compatibility
# TODO: remove towards Julia v2
@deprecate lu!(A::Union{StridedMatrix,HermOrSym,Tridiagonal}, ::Val{true}; check::Bool = true) lu!(A, RowMaximum(); check=check)
Expand Down Expand Up @@ -149,7 +168,7 @@ Stacktrace:
"""
lu!(A::AbstractMatrix, pivot::Union{RowMaximum,NoPivot,RowNonZero} = lupivottype(eltype(A));
check::Bool = true, allowsingular::Bool = false) = generic_lufact!(A, pivot; check, allowsingular)
function generic_lufact!(A::AbstractMatrix{T}, pivot::Union{RowMaximum,NoPivot,RowNonZero} = lupivottype(T);
function generic_lufact!(A::AbstractMatrix{T}, pivot::Union{RowMaximum,NoPivot,RowNonZero} = lupivottype(T), ipiv::AbstractVector{BlasInt} = Vector{BlasInt}(undef,min(size(A)...));
check::Bool = true, allowsingular::Bool = false) where {T}
check && LAPACK.chkfinite(A)
# Extract values
Expand All @@ -158,7 +177,6 @@ function generic_lufact!(A::AbstractMatrix{T}, pivot::Union{RowMaximum,NoPivot,R

# Initialize variables
info = 0
ipiv = Vector{BlasInt}(undef, minmn)
@inbounds begin
for k = 1:minmn
# find index max
Expand Down
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