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qr.jl
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61 lines (55 loc) · 1.95 KB
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function qr_pushforward!(dA, A, QR, dQR; tol::Real = default_pullback_gauge_atol(QR[2]), rank_atol::Real = tol, gauge_atol::Real = tol)
Q, R = QR
m = size(A, 1)
n = size(A, 2)
minmn = min(m, n)
Rd = diagview(R)
p = findlast(>=(rank_atol) ∘ abs, Rd)
m1 = p
m2 = minmn - p
m3 = m - minmn
n1 = p
n2 = n - p
Q1 = view(Q, 1:m, 1:m1) # full rank portion
Q2 = view(Q, 1:m, (m1 + 1):(m2 + m1))
R11 = view(R, 1:m1, 1:n1)
R12 = view(R, 1:m1, (n1 + 1):n)
dA1 = view(dA, 1:m, 1:n1)
dA2 = view(dA, 1:m, (n1 + 1):n)
dQ, dR = dQR
dQ1 = view(dQ, 1:m, 1:m1)
dQ2 = view(dQ, 1:m, (m1 + 1):(m2 + m1))
dQ3 = minmn + 1 < size(dQ, 2) ? view(dQ, :, (minmn + 1):size(dQ, 2)) : similar(dQ, eltype(dQ), (0, 0))
dR11 = view(dR, 1:m1, 1:n1)
dR12 = view(dR, 1:m1, (n1 + 1):n)
dR22 = view(dR, (m1 + 1):(m1 + m2), (n1 + 1):n)
# fwd rule for Q1 and R11 -- for a non-rank redeficient QR, this is all we need
invR11 = inv(R11)
tmp = Q1' * dA1 * invR11
Rtmp = tmp + tmp'
diagview(Rtmp) ./= 2
ltRtmp = view(Rtmp, lowertriangularind(Rtmp))
ltRtmp .= zero(eltype(Rtmp))
dR11 .= Rtmp * R11
dQ1 .= dA1 * invR11 - Q1 * dR11 * invR11
dR12 .= adjoint(Q1) * (dA2 - dQ1 * R12)
if size(Q2, 2) > 0
dQ2 .= -Q1 * (Q1' * Q2)
dQ2 .+= Q2 * (Q2' * dQ2)
end
if m3 > 0 && size(Q, 2) > minmn
# only present for qr_full or rank-deficient qr_compact
Q′ = view(Q, :, 1:minmn)
Q3 = view(Q, :, (minmn + 1):m)
#dQ3 .= Q′ * (Q′' * Q3)
dQ3 .= Q3
end
if !isempty(dR22)
_, r22 = qr_compact(dA2 - dQ1 * R12 - Q1 * dR12; positive = true)
dR22 .= view(r22, 1:size(dR22, 1), 1:size(dR22, 2))
end
return (dQ, dR)
end
function qr_null_pushforward!(dA, A, N, dN; tol::Real = default_pullback_gauge_atol(N), rank_atol::Real = tol, gauge_atol::Real = tol)
return iszero(min(size(N)...)) && return # nothing to do
end