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Update FixedEffectSolverCPU.jl #53

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merged 6 commits into from
Oct 3, 2021
Merged

Update FixedEffectSolverCPU.jl #53

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1d18b13
Update FixedEffectSolverCPU.jl
matthieugomez Oct 2, 2021
2c70da6
Update Project.toml
matthieugomez Oct 2, 2021
428734c
Update FixedEffectSolverCPU.jl
matthieugomez Oct 2, 2021
184d2e5
Update solve.jl
matthieugomez Oct 2, 2021
106e2dd
Update FixedEffectSolverGPU.jl
matthieugomez Oct 2, 2021
bbf45a0
Update Project.toml
matthieugomez Oct 2, 2021
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "FixedEffects"
uuid = "c8885935-8500-56a7-9867-7708b20db0eb"
version = "2.0.8"
version = "2.1.0"

[deps]
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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16 changes: 8 additions & 8 deletions src/FixedEffectSolvers/FixedEffectSolverCPU.jl
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Expand Up @@ -132,6 +132,7 @@ end


function scale!(scale::AbstractVector, refs::AbstractVector, interaction::AbstractVector, weights::AbstractVector)
fill!(scale, 0)
@inbounds @simd for i in eachindex(refs)
scale[refs[i]] += abs2(interaction[i]) * weights[i]
end
Expand All @@ -153,14 +154,13 @@ function solve_residuals!(r::AbstractVector, feM::FixedEffectSolverCPU{T}; tol::
feM.r .*= sqrt.(feM.weights)
end
copyto!(feM.b, feM.r)
if length(feM.x.x) == 1
mul!(feM.x, feM.m', feM.b, 1, 0)
iter, converged = 1, true
else
mul!(feM.x, feM.m', feM.b, 1, 0)
x, ch = lsmr!(feM.x, feM.m, feM.b, feM.v, feM.h, feM.hbar; atol = tol, btol = tol, maxiter = maxiter)
iter, converged = ch.mvps + 1, ch.isconverged
end
mul!(feM.x, feM.m', feM.b, 1, 0)
if length(feM.x.x) > 1
x, ch = lsmr!(feM.x, feM.m, feM.b, feM.v, feM.h, feM.hbar; atol = tol, btol = tol, maxiter = maxiter)
iter, converged = ch.mvps + 1, ch.isconverged
else
iter, converged = 1, true
end
mul!(feM.r, feM.m, feM.x, -1, 1)
if !(feM.weights isa UnitWeights)
feM.r ./= sqrt.(feM.weights)
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1 change: 1 addition & 0 deletions src/FixedEffectSolvers/FixedEffectSolverGPU.jl
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Expand Up @@ -146,6 +146,7 @@ end

function scale!(scale::CuVector, refs::CuVector, interaction::CuVector, weights::CuVector, nthreads::Integer)
nblocks = cld(length(refs), nthreads)
fill!(scale, 0)
@cuda threads=nthreads blocks=nblocks scale_kernel!(scale, refs, interaction, weights)
@cuda threads=nthreads blocks=nblocks inv_kernel!(scale)
end
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21 changes: 12 additions & 9 deletions test/solve.jl
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Expand Up @@ -22,15 +22,6 @@ r_ols = [-0.2015993617092453, 0.2015993617092464, -0.2015993617092463, 0.2015
(c, iter, conv) = solve_residuals!([x x], fes)


# test update_weights
weights = ones(10)
feM = FixedEffects.AbstractFixedEffectSolver{Float64}(fes, Weights(weights), Val{:cpu})
weights = Weights([1, 2, 3, 4, 5, 6, 7, 8, 9, 10])
FixedEffects.update_weights!(feM, weights)
solve_residuals!(deepcopy(x), feM)[1] ≈ solve_residuals!(deepcopy(x), fes, weights)[1]



method_s = [:cpu]
if FixedEffects.has_CUDA()
push!(method_s, :gpu)
Expand All @@ -45,3 +36,15 @@ end
fe = FixedEffect([1, 2])
@test_throws "FixedEffects must have the same length as y" ỹ = solve_residuals!(ones(100), [fe])


# test update_weights
weights = ones(10)
fes = [FixedEffect(p1)]
feM = FixedEffects.AbstractFixedEffectSolver{Float64}(fes, Weights(weights), Val{:cpu})
weights = Weights([1, 2, 3, 4, 5, 6, 7, 8, 9, 10])
FixedEffects.update_weights!(feM, weights)
solve_residuals!(deepcopy(x), feM)[1] ≈ solve_residuals!(deepcopy(x), fes, weights)[1]

weights = Weights(reverse([1, 2, 3, 4, 5, 6, 7, 8, 9, 10]))
FixedEffects.update_weights!(feM, weights)
solve_residuals!(deepcopy(x), feM)[1] ≈ solve_residuals!(deepcopy(x), fes, weights)[1]