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Optimize computations in LBFGS #381

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Optimize computations in LBFGS #381

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5bcde5a
lbfgs: optimize memory accesses in multiply
MaxenceGollier Oct 16, 2025
623203a
lbfgs: optimize memory accesses
MaxenceGollier Oct 16, 2025
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28 changes: 10 additions & 18 deletions src/lbfgs.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -124,27 +124,23 @@ function InverseLBFGSOperator(T::Type, n::I; kwargs...) where {I <: Integer}
q = data.Ax # tmp vector
q .= x

for i = 1:(data.mem)
@inbounds for i = 1:(data.mem)
k = mod(data.insert - i - 1, data.mem) + 1
if data.ys[k] != 0
αk = dot(data.s[k], q) / data.ys[k]
data.α[k] = αk
for j ∈ eachindex(q)
q[j] -= αk * data.y[k][j]
end
@. q -= αk * data.y[k]
end
end

data.scaling && (q .*= data.scaling_factor)

for i = 1:(data.mem)
@inbounds for i = 1:(data.mem)
k = mod(data.insert + i - 2, data.mem) + 1
if data.ys[k] != 0
αk = data.α[k]
β = αk - dot(data.y[k], q) / data.ys[k]
for j ∈ eachindex(q)
q[j] += β * data.s[k][j]
end
@. q += β * data.s[k]
end
end
if βm == zero(T2)
Expand Down Expand Up @@ -187,14 +183,12 @@ function LBFGSOperator(T::Type, n::I; kwargs...) where {I <: Integer}
data.scaling && (q ./= data.scaling_factor)

# B = B₀ + Σᵢ (bᵢbᵢ' - aᵢaᵢ').
for i = 1:(data.mem)
@inbounds for i = 1:(data.mem)
k = mod(data.insert + i - 2, data.mem) + 1
if data.ys[k] != 0
ax = dot(data.a[k], x)
bx = dot(data.b[k], x)
for j ∈ eachindex(q)
q[j] += bx * data.b[k][j] - ax * data.a[k][j]
end
@. q += bx .* data.b[k] - ax .* data.a[k]
end
end
if β == zero(T2)
Expand Down Expand Up @@ -229,12 +223,12 @@ function push_common!(
if !op.inverse
@. data.b[insert] = y / sqrt(ys)

for i = 1:(data.mem)
@inbounds for i = 1:(data.mem)
k = mod(insert + i - 1, data.mem) + 1
if data.ys[k] != 0
@. data.a[k] = data.s[k] / data.scaling_factor # B₀ = I / γ.

for j = 1:(i - 1)
@inbounds for j = 1:(i - 1)
l = mod(insert + j - 1, data.mem) + 1
if data.ys[l] != 0
data.a[k] .+= dot(data.b[l], data.s[k]) .* data.b[l]
Expand Down Expand Up @@ -381,12 +375,10 @@ function diag!(op::LBFGSOperator{T}, d) where {T}
fill!(d, 1)
data.scaling && (d ./= data.scaling_factor)

for i = 1:(data.mem)
@inbounds for i = 1:(data.mem)
k = mod(data.insert + i - 2, data.mem) + 1
if data.ys[k] != 0
for j = 1:(op.nrow)
d[j] = d[j] + data.b[k][j]^2 - data.a[k][j]^2
end
@. d += data.b[k].^2 - data.a[k].^2
end
end
return d
Expand Down
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