Merge pull request #20 from albertomercurio:albertomercurio-patch-1

Optimized expv!

src/arnoldi.jl

@@ -4,15 +4,16 @@ export expv!, expv
 struct ArnoldiSpace{VT<:AbstractMatrix{<: BlasFloat}, HT<:AbstractMatrix{<: BlasFloat}, mT<:Integer}
     V::VT
     H::HT
+    Hcopy::HT
     m::mT
 end
 
 function Base.copy(AS::ArnoldiSpace{<:AbstractMatrix{T1}, <:AbstractMatrix{T1}}) where T1 <: BlasFloat
-    ArnoldiSpace(copy(AS.V), copy(AS.H), AS.m)
+    ArnoldiSpace(copy(AS.V), copy(AS.H), copy(AS.Hcopy), AS.m)
 end
 
 function Base.deepcopy(AS::ArnoldiSpace{<:AbstractMatrix{T1}, <:AbstractMatrix{T1}}) where T1 <: BlasFloat
-    ArnoldiSpace(deepcopy(AS.V), deepcopy(AS.H), AS.m)
+    ArnoldiSpace(deepcopy(AS.V), deepcopy(AS.H), deepcopy(AS.Hcopy), AS.m)
 end
 
 function arnoldi_init!(A, b::AbstractVector{T}, V::AbstractMatrix{T}, H::AbstractMatrix{T}) where T <: BlasFloat
@@ -62,7 +63,7 @@ function arnoldi(A, b::AbstractVector{T}, m::Integer) where T <: BlasFloat
     n = size(A, 2)
     V = similar(b, n, m+1)
     H = zeros(T, m+1, m)
-    AS = ArnoldiSpace(V, H, m)
+    AS = ArnoldiSpace(V, H, copy(H), m)
     arnoldi!(AS, A, b)
 end
 
@@ -72,24 +73,26 @@ function expv!(x::AbstractVector{T1}, AS::ArnoldiSpace{<:AbstractMatrix{T1}, <:A
     t::T2, b::AbstractVector{T1}) where {T1 <: BlasFloat, T2 <: Union{BlasFloat, BlasInt}}
 
     H = AS.H
+    Hcopy = AS.Hcopy
     V = AS.V
     m = AS.m
 
     Hm = view(H, 1:m, 1:m)
     Vm = view(V, :, 1:m)
     lmul!(t, Hm)
 
-    # expH = LinearAlgebra.exp!(Hm)
-    expH = exp(Hm)
+    Hcopym = view(Hcopy, 1:m, 1:m)
+    copyto!(Hcopym, Hm)
+    expH = LinearAlgebra.exp!(Hcopym)
+    # expH = exp(Hm)
 
     β = norm(b)
-    expHe = view(expH, :, 1)
+    expHe = expH[:, 1] # the view doesn't work when using copyto! with CUDA
     cache = similar(x, m)
-    cache .= expHe # just in case expHe is different from cache (e.g., with CUDA)
+    copyto!(cache, expHe) # just in case expHe is different from cache (e.g., with CUDA)
     mul!(x, Vm, cache)
     lmul!(β, x)
 
-
     return x
 end