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Features/1723 Symmetric Eigenvalue Decomposition (eigh) and full SVD (svd) based on Zolotarev Polar Decomposition #1824

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Features/1723 Symmetric Eigenvalue Decomposition (eigh) and full SVD (svd) based on Zolotarev Polar Decomposition #1824

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@mrfh92 mrfh92 commented Mar 12, 2025

Due Diligence

  • General:
  • Implementation:
    • unit tests: all split configurations tested
    • unit tests: multiple dtypes tested
    • benchmarks: created for new functionality
    • benchmarks: performance improved or maintained
    • documentation updated where needed

Description

Issue/s resolved: #1723 (and #336)

Changes proposed:

Type of change

New feature

Does this change modify the behaviour of other functions? If so, which?

yes / no

Hoppe and others added 30 commits October 28, 2024 16:35
added first drafs regarding PD etc.
850bb62
added file for tests
a253ac7
first draft of condition estimation, split=1 still with bug in solve_…
32d8f32 
…triangular
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
13607a8
added condest to linalg.basics, including tests
cd3c007
Merge branch 'features/1696-Implement_Polar_Decomposition' of github.…
84bed5e 
…com:helmholtz-analytics/heat into features/1696-Implement_Polar_Decomposition
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
fd7dbd4
removed bug
884d179
test coverage for uncovered line
c051391
Batched QR, update of unit tests is missing so far
ac37f76
Merge branch 'main' into features/1707-Batched_QR
b879471
removed old tests that threw errors for batched inputs
4f67a93
final debugging of tests
cec049c
added changes to docs
4fffb39
dummy change for benchmarking run
7d37a40
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
6b2a18f
Merge branch 'features/1707-Batched_QR' into features/1696-Implement_…
5b4b801 
…Polar_Decomposition
started with ZoloPD
d918d2c
implementation of ZoloPD + tests
286104e
added seeds for random in the tests to ensure reproducibility
31db459
removed file "ausprobieren.py"
efa65b7
added remaining sketches from the pd branch
ffb2614
final clean up
a674e2c
...
8107cca
created branch for QR in case split=0 and non-tall-skinny matrices
704d8f0
...
7580552
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
b087c28
Merge branch 'features/1696-Implement_Polar_Decomposition' of github.…
7dbfcbe 
…com:helmholtz-analytics/heat into features/1696-Implement_Polar_Decomposition
QR for split=0 and non tall-skinny data
6430afd
@mrfh92
Merge branch 'main' into features/1736-QR_for_non-tall-skinny_matrice…
7b26be1 
…s_and_split=0
Hoppe and others added 21 commits December 10, 2024 13:45
added random seed
d308bdf
further worked on Zolo-PD
241ef2f
forget to comment in tests again
104e5b3
added vmapped single-process qr
5e19ccd
implementation of zolo pd
105a48d
bug fix
e04d4ea
reduce memory for split=0
d0ac81a
bug fix in communication in QR
f49ffd1
@JuanPedroGHM
trick to send large data
ed843a4
Merge branch 'fix/mpi_int_limit_trick' into features/1696-Implement_P…
45a82ff 
…olar_Decomposition
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
b6b1b20
added benchmarks for ZoloPD
bce2172
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
6b08970
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
c622ff4
@JuanPedroGHM
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
54f5479
took into account the review of @JuanPedroGHM
2effe92
@mrfh92
Update linalg.py
8f0bcd9
@mrfh92
Merge branch 'main' into features/1696-Implement_Polar_Decomposition
89909e4
dummy commit to re-run CI
5ba93fc
Merge branch 'features/1696-Implement_Polar_Decomposition' into featu…
a7c5f59 
…res/1723-Symmetric_eigenvalue_decomposition_and_SVD_based_on_Zolotarev-polar_decomposition
started implementing subspace iteration for eigh
97ac4eb
@mrfh92 mrfh92 changed the title Features/1723 symmetric eigenvalue decomposition and svd based on zolotarev polar decomposition Features/1723 Symmetric Eigenvalue Decomposition (eigh) and full SVD (svd) based on Zolotarev Polar Decomposition Mar 12, 2025
@mrfh92 mrfh92 added ESAPCA relevant for the ESA-funded project "ESAPCA" and removed benchmarking labels Mar 12, 2025
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mrfh92 commented Mar 12, 2025

#1697 must be merged first

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Thank you for the PR!

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Symmetric eigenvalue decomposition and SVD based on Zolotarev-polar decomposition
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@mrfh92 @JuanPedroGHM