JuliaArrays / JuliaArrays/StaticArrays.jl
`\(::SMatrix{3,3}, ::SVector{3})` is prone to under/overflow
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 844
- Forks
- 159
- Avg merge
- 3d 21h
- Merged PRs (30d)
- 3
Description
Julia v1.11.1 with StaticArrays v1.9.8.
Discovered while attempting
julia> using StaticArrays
julia> M = @SMatrix [0 0 1f1; 0 0 0; 0 0 0]
3×3 SMatrix{3, 3, Float32, 9} with indices SOneTo(3)×SOneTo(3):
0.0 0.0 10.0
0.0 0.0 0.0
0.0 0.0 0.0
julia> exp(M)
3×3 SMatrix{3, 3, Float32, 9} with indices SOneTo(3)×SOneTo(3):
NaN NaN NaN
NaN NaN NaN
NaN NaN NaN
This is a duplicate of #785 up to this point, but some investigation reveals the underlying issue, which I discuss here.
The problematic calculation is in _exp where
julia> U = @SMatrix Float32[0.0 0.0 1.6191188f17; 0.0 0.0 0.0; 0.0 0.0 0.0]
3×3 SMatrix{3, 3, Float32, 9} with indices SOneTo(3)×SOneTo(3):
0.0 0.0 1.61912f17
0.0 0.0 0.0
0.0 0.0 0.0
julia> V = @SMatrix Float32[6.4764752f16 0.0 0.0; 0.0 6.4764752f16 0.0; 0.0 0.0 6.4764752f16]
3×3 SMatrix{3, 3, Float32, 9} with indices SOneTo(3)×SOneTo(3):
6.47648f16 0.0 0.0
0.0 6.47648f16 0.0
0.0 0.0 6.47648f16
julia> VmU = V - U; VpU = V + U;
julia> VmU \ VpU
3×3 SMatrix{3, 3, Float32, 9} with indices SOneTo(3)×SOneTo(3):
NaN 0.0 NaN
0.0 NaN 0.0
0.0 0.0 NaN
This can be resolved by
julia> lu(VmU) \ (VpU)
3×3 SMatrix{3, 3, Float32, 9} with indices SOneTo(3)×SOneTo(3):
1.0 0.0 5.0
0.0 1.0 0.0
0.0 0.0 1.0
The issue is with _solve(::Size{(3,3)}, ::Size{(3,)}, a::StaticMatrix{<:Any, <:Any, Ta}, b::StaticVector{<:Any, Tb}) where {Ta, Tb}. The dependence of _solve on det makes it vulnerable to under/overflow. We can replicate the issue in Float64
julia> @SMatrix([1e200 0 0; 0 1e200 0; 0 0 1e200]) \ @SVector([1e0,0,0])
3-element SVector{3, Float64} with indices SOneTo(3):
NaN
NaN
NaN
This issue is closely related to #959, but that issue has to do with numerical instability and not overflow. Although it is likely that finding a resolution to that would improve the situation here. This issue is most acute in the 3x3 case, but also affects the 2x2 specialization.
I see that _solve is much faster than lu
julia> using BenchmarkTools
julia> @btime \($VmU, $VpU);
5.466 ns (0 allocations: 0 bytes)
julia> @btime \(lu($VmU), $VpU);
48.222 ns (0 allocations: 0 bytes)
but to what extent is this worth it? Is there a way we can keep the performance of the closed-form inverse without overflow? For example, can we scale the values in an attempt to keep det from overflowing? Can lu be made faster? At the very least, it seems that using lu in _exp would close #785.
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by inspecting the _solve(::Size{(3,3)}, ::Size{(3,)}, ...) specialization and how _exp calls it. Reproduce the Float32 and Float64 examples, then compare the closed-form path with lu. Done means the affected solves no longer produce NaN from determinant overflow while the relevant behavior and performance tradeoff are addressed.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- performance
- Issue type
- Bug
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100