Merge d5d29da into fda7259

Project.toml

@@ -1,7 +1,7 @@
 name = "BlockDiagonals"
 uuid = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
 authors = ["Invenia Technical Computing Corporation"]
-version = "0.1.14"
+version = "0.2.0"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

README.md

@@ -2,7 +2,7 @@
 
 [![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://invenia.github.io/BlockDiagonals.jl/stable)
 [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://invenia.github.io/BlockDiagonals.jl/dev)
-[![CI](https://github.com/invenia/BlockDiagonals.jl/workflows/CI/badge.svg)](https://github.com/Invenia/BlockDiagonals.jl/actions?query=workflow%3ACI)
+[![CI](https://github.com/invenia/BlockDiagonals.jl/workflows/CI/badge.svg)](https://github.com/Invenia/BlockDiagonals.jl/actions?query=workflow:CI)
 [![Codecov](https://codecov.io/gh/invenia/BlockDiagonals.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/invenia/BlockDiagonals.jl)
 [![code style blue](https://img.shields.io/badge/code%20style-blue-4495d1.svg)](https://github.com/invenia/BlueStyle)
 

docs/Manifest.toml

@@ -4,48 +4,71 @@
 uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
 
 [[BlockDiagonals]]
-deps = ["FillArrays", "LinearAlgebra"]
+deps = ["ChainRulesCore", "FillArrays", "LinearAlgebra"]
 path = ".."
 uuid = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
-version = "0.1.0"
+version = "0.2.0"
+
+[[ChainRulesCore]]
+deps = ["Compat", "LinearAlgebra", "SparseArrays"]
+git-tree-sha1 = "de4f08843c332d355852721adb1592bce7924da3"
+uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+version = "0.9.29"
+
+[[Compat]]
+deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "SHA", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
+git-tree-sha1 = "919c7f3151e79ff196add81d7f4e45d91bbf420b"
+uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
+version = "3.25.0"
 
 [[Dates]]
 deps = ["Printf"]
 uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
 
+[[DelimitedFiles]]
+deps = ["Mmap"]
+uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
+
 [[Distributed]]
 deps = ["Random", "Serialization", "Sockets"]
 uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 
 [[DocStringExtensions]]
 deps = ["LibGit2", "Markdown", "Pkg", "Test"]
-git-tree-sha1 = "0513f1a8991e9d83255e0140aace0d0fc4486600"
+git-tree-sha1 = "50ddf44c53698f5e784bbebb3f4b21c5807401b1"
 uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
-version = "0.8.0"
+version = "0.8.3"
 
 [[Documenter]]
-deps = ["Base64", "DocStringExtensions", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Markdown", "REPL", "Test", "Unicode"]
-git-tree-sha1 = "4a84478277020abfff208cde31ba1aa68a5bc572"
+deps = ["Base64", "Dates", "DocStringExtensions", "IOCapture", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Markdown", "REPL", "Test", "Unicode"]
+git-tree-sha1 = "21fb992ef1b28ff8f315354d3808ebf4a8fa6e45"
 uuid = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
-version = "0.23.0"
+version = "0.26.2"
 
 [[FillArrays]]
-deps = ["LinearAlgebra", "Random", "SparseArrays", "Test"]
-git-tree-sha1 = "9ab8f76758cbabba8d7f103c51dce7f73fcf8e92"
+deps = ["LinearAlgebra", "Random", "SparseArrays"]
+git-tree-sha1 = "ff537e5a3cba92fb48f30fec46723510450f2c0e"
 uuid = "1a297f60-69ca-5386-bcde-b61e274b549b"
-version = "0.6.3"
+version = "0.10.2"
+
+[[IOCapture]]
+deps = ["Logging"]
+git-tree-sha1 = "377252859f740c217b936cebcd918a44f9b53b59"
+uuid = "b5f81e59-6552-4d32-b1f0-c071b021bf89"
+version = "0.1.1"
 
 [[InteractiveUtils]]
 deps = ["Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 
 [[JSON]]
 deps = ["Dates", "Mmap", "Parsers", "Unicode"]
-git-tree-sha1 = "b34d7cef7b337321e97d22242c3c2b91f476748e"
+git-tree-sha1 = "81690084b6198a2e1da36fcfda16eeca9f9f24e4"
 uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
-version = "0.21.0"
+version = "0.21.1"
 
 [[LibGit2]]
+deps = ["Printf"]
 uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
 
 [[Libdl]]
@@ -66,13 +89,13 @@ uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
 [[Parsers]]
-deps = ["Dates", "Test"]
-git-tree-sha1 = "db2b35dedab3c0e46dc15996d170af07a5ab91c9"
+deps = ["Dates"]
+git-tree-sha1 = "50c9a9ed8c714945e01cd53a21007ed3865ed714"
 uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
-version = "0.3.6"
+version = "1.0.15"
 
 [[Pkg]]
-deps = ["Dates", "LibGit2", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
+deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
 uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 
 [[Printf]]
@@ -93,13 +116,21 @@ uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 [[Serialization]]
 uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
 
+[[SharedArrays]]
+deps = ["Distributed", "Mmap", "Random", "Serialization"]
+uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"
+
 [[Sockets]]
 uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
 
 [[SparseArrays]]
 deps = ["LinearAlgebra", "Random"]
 uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
+[[Statistics]]
+deps = ["LinearAlgebra", "SparseArrays"]
+uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+
 [[Test]]
 deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

docs/Project.toml

@@ -3,4 +3,4 @@ BlockDiagonals = "0a1fb500-61f7-11e9-3c65-f5ef3456f9f0"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 
 [compat]
-Documenter = "~0.23"
+Documenter = "0.26"

docs/make.jl

@@ -1,16 +1,20 @@
-using Documenter, BlockDiagonals
+using BlockDiagonals
+using Documenter
 
 makedocs(;
     modules=[BlockDiagonals],
-    format=Documenter.HTML(prettyurls = get(ENV, "CI", nothing) == "true"),
+    format=Documenter.HTML(prettyurls=false),
     pages=[
         "Home" => "index.md",
     ],
-    repo="https://github.com/invenia/BlockDiagonals.jl/blob/{commit}{path}#L{line}",
+    repo="https://github.com/invenia/BlockDiagonals.jl/blob/{commit}{path}#{line}",
     sitename="BlockDiagonals.jl",
     authors="Invenia Technical Computing",
+    strict=true,
+    checkdocs=:exports,
 )
 
 deploydocs(;
     repo="github.com/invenia/BlockDiagonals.jl",
+    push_preview=true,
 )

docs/src/index.md

@@ -1,11 +1,10 @@
 # BlockDiagonals.jl
 
-[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://invenia.github.io/BlockDiagonals.jl/stable)
 [![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://invenia.github.io/BlockDiagonals.jl/dev)
-![CI](https://github.com/invenia/BlockDiagonals.jl/workflows/CI/badge.svg)
+[![CI](https://github.com/invenia/BlockDiagonals.jl/workflows/CI/badge.svg)](https://github.com/Invenia/BlockDiagonals.jl/actions?query=workflow:CI)
 [![Codecov](https://codecov.io/gh/invenia/BlockDiagonals.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/invenia/BlockDiagonals.jl)
 
-Functionality for working efficiently with [block diagonal matrices](https://en.wikipedia.org/wiki/Block_matrix#Block_diagonal_matrices).
+[BlockDiagonals.jl](https://github.com/invenia/BlockDiagonals.jl) provides functionality for working efficiently with [block diagonal matrices](https://en.wikipedia.org/wiki/Block_matrix#Block_diagonal_matrices).
 
 ```@autodocs
 Modules = [BlockDiagonals]

src/blockdiagonal.jl

@@ -1,19 +1,22 @@
 # Core functionality for the `BlockDiagonal` type
 
 """
-    BlockDiagonal{T, V<:AbstractMatrix{T}} <: AbstractMatrix{T}
+    BlockDiagonal{T, V} <: AbstractMatrix{T}
+    BlockDiagonal(blocks::V) -> BlockDiagonal{T,V}
 
 A matrix with matrices on the diagonal, and zeros off the diagonal.
-"""
-struct BlockDiagonal{T, V<:AbstractMatrix{T}} <: AbstractMatrix{T}
-    blocks::Vector{V}
 
-    function BlockDiagonal{T, V}(blocks::Vector{V}) where {T, V<:AbstractMatrix{T}}
-        return new{T, V}(blocks)
-    end
+!!! info "`V` type"
+    `blocks::V` should be a `Tuple` or `AbstractVector` where each component (each block) is
+    `<:AbstractMatrix{T}` for some common element type `T`.
+"""
+struct BlockDiagonal{T, V} <: AbstractMatrix{T}
+    blocks::V
 end
 
-function BlockDiagonal(blocks::Vector{V}) where {T, V<:AbstractMatrix{T}}
+function BlockDiagonal(blocks::V) where {
+    T, V<:Union{Tuple{Vararg{<:AbstractMatrix{T}}}, AbstractVector{<:AbstractMatrix{T}}}
+}
     return BlockDiagonal{T, V}(blocks)
 end
 
@@ -22,15 +25,15 @@ BlockDiagonal(B::BlockDiagonal) = B
 is_square(A::AbstractMatrix) = size(A, 1) == size(A, 2)
 
 """
-    blocks(B::BlockDiagonal{T, V}) -> Vector{V}
+    blocks(B::BlockDiagonal{T, V}) -> V
 
 Return the on-diagonal blocks of B.
 """
 blocks(B::BlockDiagonal) = B.blocks
 
 # BlockArrays-like functions
 """
-    blocksizes(B::BlockDiagonal) -> Vector{Tuple}
+    blocksizes(B::BlockDiagonal{T, V}) -> V
 
 Return the size of each on-diagonal block in order.
 
@@ -151,7 +154,9 @@ function _block_indices(B::BlockDiagonal, i::Integer, j::Integer)
         p += 1
         j -= ncols[p]
     end
-    i -= sum(nrows[1:(p-1)])
+    if !isempty(nrows[1:(p-1)])
+        i -= sum(nrows[1:(p-1)])
+    end
     # if row `i` outside of block `p`, set `p` to place-holder value `-1`
     if i <= 0 || i > nrows[p]
         p = -1

src/chainrules.jl

@@ -1,5 +1,5 @@
 # constructor
-function ChainRulesCore.rrule(::Type{<:BlockDiagonal}, blocks::Vector{V}) where {V}
+function ChainRulesCore.rrule(::Type{<:BlockDiagonal}, blocks::V) where {V<:AbstractVector}
     BlockDiagonal_pullback(Δ::Composite) = (NO_FIELDS, Δ.blocks)
     return BlockDiagonal(blocks), BlockDiagonal_pullback
 end
@@ -27,7 +27,7 @@ function ChainRulesCore.rrule(
         ::typeof(*),
         bm::BlockDiagonal{T, V},
         v::StridedVector{T}
-    ) where {T<:Union{Real, Complex}, V<:Matrix{T}}
+    ) where {T<:Union{Real, Complex}, V<:Vector{Matrix{T}}}
 
     y = bm * v
 

src/linalg.jl

@@ -76,7 +76,7 @@ svdvals_blockwise(B::BlockDiagonal) = mapreduce(svdvals, vcat, blocks(B))
 LinearAlgebra.svdvals(B::BlockDiagonal) = sort!(svdvals_blockwise(B); rev=true)
 
 # `B = U * Diagonal(S) * Vt` with `U` and `Vt` `BlockDiagonal` (`S` only sorted block-wise).
-function svd_blockwise(B::BlockDiagonal{T}; full::Bool=false) where T
+function svd_blockwise(B::BlockDiagonal{T, <:AbstractVector}; full::Bool=false) where T
     U = Matrix{float(T)}[]
     S = Vector{float(T)}()
     Vt = Matrix{float(T)}[]
@@ -88,6 +88,17 @@ function svd_blockwise(B::BlockDiagonal{T}; full::Bool=false) where T
     end
     return BlockDiagonal(U), S, BlockDiagonal(Vt)
 end
+function svd_blockwise(B::BlockDiagonal{T, <:Tuple}; full::Bool=false) where T
+    S = Vector{float(T)}()
+    U_Vt = ntuple(length(blocks(B))) do i
+        F = svd(getblock(B, i), full=full)
+        append!(S, F.S)
+        (F.U, F.Vt)
+    end
+    U = first.(U_Vt)
+    Vt = last.(U_Vt)
+    return BlockDiagonal(U), S, BlockDiagonal(Vt)
+end
 
 function LinearAlgebra.svd(B::BlockDiagonal; full::Bool=false)::SVD
     U, S, Vt = svd_blockwise(B, full=full)