Speed up [sym]cover_min

Project.toml

@@ -7,19 +7,17 @@ authors = ["Tim Holy <tim.holy@gmail.com> and contributors"]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [weakdeps]
 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
-SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"
 
 [extensions]
 MatrixCoversIpoptExt = ["Ipopt", "JuMP"]
 MatrixCoversJuMPExt = ["HiGHS", "JuMP"]
-MatrixCoversSparseArraysExt = "SparseArrays"
-MatrixCoversSparseArraysUnitfulExt = ["SparseArrays", "Unitful"]
 MatrixCoversUnitfulExt = "Unitful"
 
 [compat]
@@ -46,11 +44,10 @@ HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 OffsetArrays = "6fe1bfb0-de20-5000-8ca7-80f57d26f881"
-SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"
 
 [targets]
-test = ["Aqua", "ExplicitImports", "HiGHS", "Ipopt", "JuMP", "OffsetArrays", "SparseArrays", "StableRNGs", "Statistics", "Test", "Unitful"]
+test = ["Aqua", "ExplicitImports", "HiGHS", "Ipopt", "JuMP", "OffsetArrays", "StableRNGs", "Statistics", "Test", "Unitful"]

ext/MatrixCoversUnitfulExt.jl

@@ -1,8 +1,9 @@
 module MatrixCoversUnitfulExt
 
-using LinearAlgebra: LinearAlgebra
+using LinearAlgebra: LinearAlgebra, Hermitian, Symmetric
 using MatrixCovers
 using MatrixCovers: AbsLog, AbsLinear
+using SparseArrays: SparseMatrixCSC
 using Unitful: Unitful, FreeUnits, Quantity, Unit, unit, ustrip
 
 const MC = MatrixCovers
@@ -319,6 +320,24 @@ MC.soft_symcover_min!(a::QVector, A::QMatrix; kwargs...) = symstart!(MC.soft_sym
 MC.soft_cover_min(A::QMatrix; kwargs...) = asym(MC.soft_cover_min, A; kwargs...)
 MC.soft_cover_min!(a::QVector, b::QVector, A::QMatrix; kwargs...) = asymstart!(MC.soft_cover_min!, a, b, A; kwargs...)
 
+# MatrixCovers types the matrix slot of its sparse refiners, where the methods above
+# type the element: neither is more specific for a sparse matrix of quantities, so the
+# two are ambiguous there. These methods resolve that pair. They are the only overlap --
+# every other sparse method leaves its matrix slot untyped.
+#
+# Sparse storage synthesizes structural zeros with `zero(eltype)`, so the element type
+# is concrete and every entry carries the same unit.
+const QSparse = SparseMatrixCSC{<:Quantity}
+const QSparseSym = Union{QSparse,
+                         Symmetric{<:Quantity,<:SparseMatrixCSC},
+                         Hermitian{<:Quantity,<:SparseMatrixCSC}}
+
+MC.symcover_min!(ϕ::AbsLog{2}, a::QVector, A::QSparseSym; kwargs...) =
+    symstart!(MC.symcover_min!, a, A, ϕ; kwargs...)
+
+MC.cover_min!(ϕ::AbsLog{2}, a::QVector, b::QVector, A::QSparse; kwargs...) =
+    asymstart!(MC.cover_min!, a, b, A, ϕ; kwargs...)
+
 for P in PENALTIES
     @eval begin
         MC.soft_symcover(ϕ::$P, A::QMatrix; kwargs...) = sym(MC.soft_symcover, A, ϕ; kwargs...)

src/MatrixCovers.jl

@@ -1,9 +1,11 @@
 module MatrixCovers
 
 using LinearAlgebra: LinearAlgebra, Adjoint, Bidiagonal, Diagonal, Hermitian,
-                     SymTridiagonal, Symmetric, Transpose, Tridiagonal, dot, norm
+                     SymTridiagonal, Symmetric, Transpose, Tridiagonal, cholesky,
+                     dot, mul!, norm
 using PrecompileTools: PrecompileTools, @compile_workload
 using Random: Random, AbstractRNG, MersenneTwister
+using SparseArrays: SparseArrays, SparseMatrixCSC, nonzeros, nzrange, rowvals, sparse
 
 export AbsLog, AbsLinear
 export cover_objective, iscover
@@ -27,6 +29,7 @@ include("gram_covers.jl")    # symmetric covers of A'*W*A from an asymmetric cov
 include("initializers.jl")   # the start menu; consumed by both solver families below
 include("soft_covers.jl")
 include("minimal_covers.jl")
+include("sparse_support.jl")  # sparse traversal and the sparse solver defaults
 
 
 # True only when a MethodError's argument types are consistent with the calling