Update lsmr.jl (#47)

* Update lsmr.jl

* Update lsmr.jl

* Update lsmr.jl

* Update Project.toml

* Update FixedEffectSolverCPU.jl

* Create ci.yml

* update

.github/workflows/ci.yml

@@ -0,0 +1,46 @@
+name: CI
+on:
+  pull_request:
+    branches:
+      - master
+  push:
+    branches:
+      - master
+    tags: '*'
+jobs:
+  test:
+    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        version:
+          - '1.3' # Replace this with the minimum Julia version that your package supports. E.g. if your package requires Julia 1.5 or higher, change this to '1.5'.
+          - '1' # Leave this line unchanged. '1' will automatically expand to the latest stable 1.x release of Julia.
+        os:
+          - ubuntu-latest
+        arch:
+          - x64
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: actions/cache@v1
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+      - uses: julia-actions/julia-processcoverage@v1
+      - uses: codecov/codecov-action@v1
+        with:
+          file: lcov.info
+

Project.toml

@@ -1,6 +1,6 @@
 name = "FixedEffects"
 uuid = "c8885935-8500-56a7-9867-7708b20db0eb"
-version = "2.0.3"
+version = "2.0.4"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

README.md

@@ -1,6 +1,5 @@
-[![Build Status](https://travis-ci.com/FixedEffects/FixedEffects.jl.svg?branch=master)](https://travis-ci.com/FixedEffects/FixedEffects.jl)
-[![pipeline status](https://gitlab.com/JuliaGPU/FixedEffects-jl/badges/master/pipeline.svg)](https://gitlab.com/JuliaGPU/FixedEffects-jl/commits/master)
-[![Coverage Status](https://coveralls.io/repos/FixedEffects/FixedEffects.jl/badge.svg?branch=master)](https://coveralls.io/r/FixedEffects/FixedEffects.jl?branch=master)
+[![Build status](https://github.com/FixedEffects/FixedEffects.jl/workflows/CI/badge.svg)](https://github.com/FixedEffects/FixedEffects.jl/actions)
+
 
 This package solves least squares problem with high dimensional fixed effects. For a matrix `D` of high dimensional fixed effects, it finds `b` and `ϵ` such that `y = D'b + ϵ` with `E[Dϵ] = 0`. 
 

src/FixedEffectSolvers/FixedEffectSolverCPU.jl

@@ -153,14 +153,20 @@ function solve_residuals!(r::AbstractVector, feM::FixedEffectSolverCPU{T}; tol::
 		feM.r .*=  sqrt.(feM.weights)
 	end
 	copyto!(feM.b, feM.r)
-	fill!(feM.x, 0)
-	x, ch = lsmr!(feM.x, feM.m, feM.b, feM.v, feM.h, feM.hbar; atol = tol, btol = tol, maxiter = maxiter)
+	if length(feM.x.x) == 1
+		mul!(feM.x, feM.m', feM.b, 1.0, 0.0)
+		iter, converged = 1, true
+	else
+		mul!(feM.x, feM.m', feM.b, 1.0, 0.0)
+		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.r, feM.m, feM.x, -1.0, 1.0)
 	if !(feM.weights isa UnitWeights)
 		feM.r ./=  sqrt.(feM.weights)
 	end
 	copyto!(r, feM.r)
-	return r, div(ch.mvps, 2), ch.isconverged
+	return r, iter, converged
 end
 
 function solve_residuals!(X::AbstractMatrix, feM::FixedEffects.FixedEffectSolverCPU; progress_bar = true, kwargs...)
@@ -200,4 +206,4 @@ function solve_coefficients!(r::AbstractVector, feM::FixedEffectSolverCPU{T}; to
 	end
 	x = Vector{eltype(r)}[x for x in feM.x.x]
 	full(normalize!(x, feM.m.fes; tol = tol, maxiter = maxiter), feM.m.fes), div(ch.mvps, 2), ch.isconverged
-end
+end

src/FixedEffectSolvers/FixedEffectSolverGPU.jl

@@ -188,15 +188,15 @@ function solve_residuals!(r::AbstractVector, feM::FixedEffectSolverGPU{T}; tol::
 		feM.r .*= sqrt.(feM.weights)
 	end
 	copyto!(feM.b, feM.r)
-	fill!(feM.x, 0.0)
+	mul!(feM.x, feM.m', feM.b, 1.0, 0.0)
 	x, ch = lsmr!(feM.x, feM.m, feM.b, feM.v, feM.h, feM.hbar; atol = tol, btol = tol, maxiter = maxiter)
 	mul!(feM.r, feM.m, feM.x, -1.0, 1.0)
 	if !(feM.weights isa UnitWeights)
 		feM.r ./=  sqrt.(feM.weights)
 	end
 	copyto!(feM.tmp, feM.r)
 	copyto!(r, feM.tmp)
-	return r, div(ch.mvps, 2), ch.isconverged
+	return r, ch.mvps + 1, ch.isconverged
 end
 
 function FixedEffects.solve_residuals!(X::AbstractMatrix, feM::FixedEffects.FixedEffectSolverGPU; progress_bar = true, kwargs...)

src/utils/lsmr.jl

@@ -224,7 +224,7 @@ function lsmr!(x, A, b, v, h, hbar;
     end
     converged = istop ∉ (3, 6, 7)
     tol = (atol, btol, ctol)
-    ch = ConvergenceHistory(converged, tol, 2 * iter, tests)
+    ch = ConvergenceHistory(converged, tol, iter, tests)
     return x, ch
 end