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Feature/add analytic test rpcholesky #822

Merged
merged 13 commits into from
Oct 30, 2024
Merged

Feature/add analytic test rpcholesky #822

merged 13 commits into from
Oct 30, 2024
+461 −5

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gw265981
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@gw265981 gw265981 commented Oct 24, 2024 •
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PR Type

  • Bugfix
  • Documentation content changes
  • Tests

Description

  • Added an analytic test for RPCholesky on an independently derived example.
  • In the process, fixed a bug in the algorithm.
  • Also fixed a bug with the RPCholesky state (it now updates with the run of the algorithm) and the relating tests.
  • Added a documentation page with the derivation and example code.

How Has This Been Tested?

Test A: pytest tests/unit/test_solvers.py passes.
Test B: documentation/make html builds the docs.

Does this PR introduce a breaking change?

Not intentionally.

Checklist before requesting a review

  • I have made sure that my PR is not a duplicate.
  • My code follows the style guidelines of this project.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have performed a self-review of my code.
  • I have made corresponding changes to the documentation.
  • My changes generate no new warnings.
  • I have added tests that prove my fix is effective or that my feature works.
  • New and existing unit tests pass locally with my changes.
  • Any dependent changes have been merged and published in downstream modules.

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CLAassistant commented Oct 24, 2024 •
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CLA assistant check
All committers have signed the CLA.

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Performance review

Commit 7852c0d - Merge 5a6f12d into bc5acf0

Statistically significant changes

  • basic_rpc:
    • OLD: compilation 0.6218 units ± 0.02447 units; execution 0.1587 units ± 0.0008577 units
    • NEW: compilation 0.6347 units ± 0.02708 units; execution 0.1015 units ± 0.0005442 units
    • Significant decrease in execution time (-36.01%, p=1.073e-26)

Normalisation values for new data:
Compilation: 1 unit = 360.08 ms
Execution: 1 unit = 794.38 ms

@gw265981 gw265981 linked an issue Oct 24, 2024 that may be closed by this pull request
Add an analytic test for RPCholesky #787
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@gw265981
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gw265981 commented Oct 24, 2024 •
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Note regarding unique/not-unique tests

I believe RPCholesky will always choose unique points whether or not it is forced. In fact, forcing a choice of the same point seems to lead to a division by 0 in one of the steps, hence breaking the algorithm.

This is why only the unique test is implemented.

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Performance review

Commit 39caef0 - Merge 2ab5410 into cf9f6c0

No significant changes to performance.

qh681248
qh681248 previously approved these changes Oct 30, 2024
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Great work!

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Performance review

Commit e326968 - Merge fbaf937 into cf9f6c0

No significant changes to performance.

@qh681248 qh681248 merged commit 2666ab4 into main Oct 30, 2024
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@qh681248 qh681248 deleted the feature/add-analytic-test-rpcholesky branch October 30, 2024 10:48
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Add an analytic test for RPCholesky
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