aboutsummaryrefslogtreecommitdiffhomepage
diff options
context:
space:
mode:
authorGravatar Gael Guennebaud <g.gael@free.fr>2011-10-24 11:44:53 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2011-10-24 11:44:53 +0200
commit1ddf88060b6475d3ee6b681bb0ed7b55d311ffa5 (patch)
tree6f735d581bf12849a71f8e4baf1a0c57722769f0
parenta997dacc6728157e143e772545a47bac5e920e49 (diff)
update sparse*sparse product: the default is now a conservative algorithm preserving symbolic non zeros. The previous with auto pruning of the small value is avaible doing: (A*B).pruned() or (A*B).pruned(ref) or (A*B).pruned(ref,eps)
-rw-r--r--Eigen/Sparse3
-rw-r--r--Eigen/src/Sparse/AmbiVector.h4
-rw-r--r--Eigen/src/Sparse/ConservativeSparseSparseProduct.h253
-rw-r--r--Eigen/src/Sparse/SparseProduct.h64
-rw-r--r--Eigen/src/Sparse/SparseSparseProduct.h401
-rw-r--r--Eigen/src/Sparse/SparseSparseProductWithPruning.h157
-rw-r--r--test/sparse_product.cpp6
7 files changed, 475 insertions, 413 deletions
diff --git a/Eigen/Sparse b/Eigen/Sparse
index 8eb9d378c..a6177fbf5 100644
--- a/Eigen/Sparse
+++ b/Eigen/Sparse
@@ -51,8 +51,9 @@ struct Sparse {};
#include "src/Sparse/SparseAssign.h"
#include "src/Sparse/SparseRedux.h"
#include "src/Sparse/SparseFuzzy.h"
+#include "src/Sparse/ConservativeSparseSparseProduct.h"
+#include "src/Sparse/SparseSparseProductWithPruning.h"
#include "src/Sparse/SparseProduct.h"
-#include "src/Sparse/SparseSparseProduct.h"
#include "src/Sparse/SparseDenseProduct.h"
#include "src/Sparse/SparseDiagonalProduct.h"
#include "src/Sparse/SparseTriangularView.h"
diff --git a/Eigen/src/Sparse/AmbiVector.h b/Eigen/src/Sparse/AmbiVector.h
index 2ea8ba309..22f3ff062 100644
--- a/Eigen/src/Sparse/AmbiVector.h
+++ b/Eigen/src/Sparse/AmbiVector.h
@@ -299,7 +299,7 @@ class AmbiVector<_Scalar,_Index>::Iterator
* In practice, all coefficients having a magnitude smaller than \a epsilon
* are skipped.
*/
- Iterator(const AmbiVector& vec, RealScalar epsilon = RealScalar(0.1)*NumTraits<RealScalar>::dummy_precision())
+ Iterator(const AmbiVector& vec, RealScalar epsilon = 0)
: m_vector(vec)
{
m_epsilon = epsilon;
@@ -315,7 +315,7 @@ class AmbiVector<_Scalar,_Index>::Iterator
{
ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
m_currentEl = m_vector.m_llStart;
- while (m_currentEl>=0 && internal::abs(llElements[m_currentEl].value)<m_epsilon)
+ while (m_currentEl>=0 && internal::abs(llElements[m_currentEl].value)<=m_epsilon)
m_currentEl = llElements[m_currentEl].next;
if (m_currentEl<0)
{
diff --git a/Eigen/src/Sparse/ConservativeSparseSparseProduct.h b/Eigen/src/Sparse/ConservativeSparseSparseProduct.h
new file mode 100644
index 000000000..ac5303dd0
--- /dev/null
+++ b/Eigen/src/Sparse/ConservativeSparseSparseProduct.h
@@ -0,0 +1,253 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
+#define EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType>
+static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+{
+ typedef typename remove_all<Lhs>::type::Scalar Scalar;
+ typedef typename remove_all<Lhs>::type::Index Index;
+
+ // make sure to call innerSize/outerSize since we fake the storage order.
+ Index rows = lhs.innerSize();
+ Index cols = rhs.outerSize();
+ eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+ std::vector<bool> mask(rows,false);
+ Matrix<Scalar,Dynamic,1> values(rows);
+ Matrix<Index,Dynamic,1> indices(rows);
+
+ // estimate the number of non zero entries
+ float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols()));
+ float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols);
+ float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f);
+
+ res.setZero();
+ res.reserve(Index(ratioRes*rows*cols));
+ // we compute each column of the result, one after the other
+ for (Index j=0; j<cols; ++j)
+ {
+
+ res.startVec(j);
+ Index nnz = 0;
+ for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
+ {
+ Scalar y = rhsIt.value();
+ Index k = rhsIt.index();
+ for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt)
+ {
+ Index i = lhsIt.index();
+ Scalar x = lhsIt.value();
+ if(!mask[i])
+ {
+ mask[i] = true;
+ values[i] = x * y;
+ indices[nnz] = i;
+ ++nnz;
+ }
+ else
+ values[i] += x * y;
+ }
+ }
+
+ // unordered insertion
+ for(int k=0; k<nnz; ++k)
+ {
+ int i = indices[k];
+ res.insertBackByOuterInnerUnordered(j,i) = values[i];
+ mask[i] = false;
+ }
+
+#if 0
+ // alternative ordered insertion code:
+
+ int t200 = rows/(log2(200)*1.39);
+ int t = (rows*100)/139;
+
+ // FIXME reserve nnz non zeros
+ // FIXME implement fast sort algorithms for very small nnz
+ // if the result is sparse enough => use a quick sort
+ // otherwise => loop through the entire vector
+ // In order to avoid to perform an expensive log2 when the
+ // result is clearly very sparse we use a linear bound up to 200.
+ //if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
+ //res.startVec(j);
+ if(true)
+ {
+ if(nnz>1) std::sort(indices.data(),indices.data()+nnz);
+ for(int k=0; k<nnz; ++k)
+ {
+ int i = indices[k];
+ res.insertBackByOuterInner(j,i) = values[i];
+ mask[i] = false;
+ }
+ }
+ else
+ {
+ // dense path
+ for(int i=0; i<rows; ++i)
+ {
+ if(mask[i])
+ {
+ mask[i] = false;
+ res.insertBackByOuterInner(j,i) = values[i];
+ }
+ }
+ }
+#endif
+
+ }
+ res.finalize();
+}
+
+
+} // end namespace internal
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType,
+ int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit,
+ int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit,
+ int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit>
+struct conservative_sparse_sparse_product_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
+{
+ typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
+ typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
+ ColMajorMatrix resCol(lhs.rows(),rhs.cols());
+ conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
+ // sort the non zeros:
+ RowMajorMatrix resRow(resCol);
+ res = resRow;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor>
+{
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
+ RowMajorMatrix rhsRow = rhs;
+ RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+ conservative_sparse_sparse_product_impl<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow);
+ res = resRow;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor>
+{
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
+ RowMajorMatrix lhsRow = lhs;
+ RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+ conservative_sparse_sparse_product_impl<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow);
+ res = resRow;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
+{
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
+ RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+ conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
+ res = resRow;
+ }
+};
+
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
+{
+ typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
+ ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+ conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
+ res = resCol;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor>
+{
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
+ ColMajorMatrix lhsCol = lhs;
+ ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+ conservative_sparse_sparse_product_impl<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol);
+ res = resCol;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor>
+{
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
+ ColMajorMatrix rhsCol = rhs;
+ ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+ conservative_sparse_sparse_product_impl<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol);
+ res = resCol;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
+{
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
+ typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
+ RowMajorMatrix resRow(lhs.rows(),rhs.cols());
+ conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
+ // sort the non zeros:
+ ColMajorMatrix resCol(resRow);
+ res = resCol;
+ }
+};
+
+} // end namespace internal
+
+
+#endif // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
diff --git a/Eigen/src/Sparse/SparseProduct.h b/Eigen/src/Sparse/SparseProduct.h
index 1c1f54706..f3b9b40b0 100644
--- a/Eigen/src/Sparse/SparseProduct.h
+++ b/Eigen/src/Sparse/SparseProduct.h
@@ -106,9 +106,42 @@ class SparseSparseProduct : internal::no_assignment_operator,
template<typename Lhs, typename Rhs>
EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs)
- : m_lhs(lhs), m_rhs(rhs)
+ : m_lhs(lhs), m_rhs(rhs), m_tolerance(0), m_conservative(true)
{
- eigen_assert(lhs.cols() == rhs.rows());
+ init();
+ }
+
+ template<typename Lhs, typename Rhs>
+ EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs, RealScalar tolerance)
+ : m_lhs(lhs), m_rhs(rhs), m_tolerance(tolerance), m_conservative(false)
+ {
+ init();
+ }
+
+ SparseSparseProduct pruned(Scalar reference = 0, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision()) const
+ {
+ return SparseSparseProduct(m_lhs,m_rhs,internal::abs(reference)*epsilon);
+ }
+
+ template<typename Dest>
+ void evalTo(Dest& result) const
+ {
+ if(m_conservative)
+ internal::conservative_sparse_sparse_product_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result);
+ else
+ internal::sparse_sparse_product_with_pruning_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result,m_tolerance);
+ }
+
+ EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); }
+ EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); }
+
+ EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
+ EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
+
+ protected:
+ void init()
+ {
+ eigen_assert(m_lhs.cols() == m_rhs.rows());
enum {
ProductIsValid = _LhsNested::ColsAtCompileTime==Dynamic
@@ -127,15 +160,28 @@ class SparseSparseProduct : internal::no_assignment_operator,
EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
}
- EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); }
- EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); }
-
- EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
- EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
-
- protected:
LhsNested m_lhs;
RhsNested m_rhs;
+ RealScalar m_tolerance;
+ bool m_conservative;
};
+// sparse = sparse * sparse
+template<typename Derived>
+template<typename Lhs, typename Rhs>
+inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product)
+{
+ product.evalTo(derived());
+ return derived();
+}
+
+// sparse * sparse
+template<typename Derived>
+template<typename OtherDerived>
+inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type
+SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const
+{
+ return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+
#endif // EIGEN_SPARSEPRODUCT_H
diff --git a/Eigen/src/Sparse/SparseSparseProduct.h b/Eigen/src/Sparse/SparseSparseProduct.h
deleted file mode 100644
index b58c89561..000000000
--- a/Eigen/src/Sparse/SparseSparseProduct.h
+++ /dev/null
@@ -1,401 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
-
-#ifndef EIGEN_SPARSESPARSEPRODUCT_H
-#define EIGEN_SPARSESPARSEPRODUCT_H
-
-namespace internal {
-
-template<typename Lhs, typename Rhs, typename ResultType>
-static void sparse_product_impl2(const Lhs& lhs, const Rhs& rhs, ResultType& res)
-{
- typedef typename remove_all<Lhs>::type::Scalar Scalar;
- typedef typename remove_all<Lhs>::type::Index Index;
-
- // make sure to call innerSize/outerSize since we fake the storage order.
- Index rows = lhs.innerSize();
- Index cols = rhs.outerSize();
- eigen_assert(lhs.outerSize() == rhs.innerSize());
-
- std::vector<bool> mask(rows,false);
- Matrix<Scalar,Dynamic,1> values(rows);
- Matrix<Index,Dynamic,1> indices(rows);
-
- // estimate the number of non zero entries
- float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols()));
- float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols);
- float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f);
-
- int t200 = rows/(log2(200)*1.39);
- int t = (rows*100)/139;
-
- res.resize(rows, cols);
- res.reserve(Index(ratioRes*rows*cols));
- // we compute each column of the result, one after the other
- for (Index j=0; j<cols; ++j)
- {
-
- res.startVec(j);
- Index nnz = 0;
- for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
- {
- Scalar y = rhsIt.value();
- Index k = rhsIt.index();
- for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt)
- {
- Index i = lhsIt.index();
- Scalar x = lhsIt.value();
- if(!mask[i])
- {
- mask[i] = true;
-// values[i] = x * y;
-// indices[nnz] = i;
- ++nnz;
- }
- else
- values[i] += x * y;
- }
- }
- // FIXME reserve nnz non zeros
- // FIXME implement fast sort algorithms for very small nnz
- // if the result is sparse enough => use a quick sort
- // otherwise => loop through the entire vector
- // In order to avoid to perform an expensive log2 when the
- // result is clearly very sparse we use a linear bound up to 200.
- if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
- {
- if(nnz>1) std::sort(indices.data(),indices.data()+nnz);
- for(int k=0; k<nnz; ++k)
- {
- int i = indices[k];
- res.insertBackNoCheck(j,i) = values[i];
- mask[i] = false;
- }
- }
- else
- {
- // dense path
- for(int i=0; i<rows; ++i)
- {
- if(mask[i])
- {
- mask[i] = false;
- res.insertBackNoCheck(j,i) = values[i];
- }
- }
- }
-
- }
- res.finalize();
-}
-
-// perform a pseudo in-place sparse * sparse product assuming all matrices are col major
-template<typename Lhs, typename Rhs, typename ResultType>
-static void sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
-{
- // return sparse_product_impl2(lhs,rhs,res);
-
- typedef typename remove_all<Lhs>::type::Scalar Scalar;
- typedef typename remove_all<Lhs>::type::Index Index;
-
- // make sure to call innerSize/outerSize since we fake the storage order.
- Index rows = lhs.innerSize();
- Index cols = rhs.outerSize();
- //int size = lhs.outerSize();
- eigen_assert(lhs.outerSize() == rhs.innerSize());
-
- // allocate a temporary buffer
- AmbiVector<Scalar,Index> tempVector(rows);
-
- // estimate the number of non zero entries
- float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols()));
- float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols);
- float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f);
-
- // mimics a resizeByInnerOuter:
- if(ResultType::IsRowMajor)
- res.resize(cols, rows);
- else
- res.resize(rows, cols);
-
- res.reserve(Index(ratioRes*rows*cols));
- for (Index j=0; j<cols; ++j)
- {
- // let's do a more accurate determination of the nnz ratio for the current column j of res
- //float ratioColRes = (std::min)(ratioLhs * rhs.innerNonZeros(j), 1.f);
- // FIXME find a nice way to get the number of nonzeros of a sub matrix (here an inner vector)
- float ratioColRes = ratioRes;
- tempVector.init(ratioColRes);
- tempVector.setZero();
- for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
- {
- // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index())
- tempVector.restart();
- Scalar x = rhsIt.value();
- for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt)
- {
- tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x;
- }
- }
- res.startVec(j);
- for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector); it; ++it)
- res.insertBackByOuterInner(j,it.index()) = it.value();
- }
- res.finalize();
-}
-
-template<typename Lhs, typename Rhs, typename ResultType,
- int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit,
- int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit,
- int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit>
-struct sparse_product_selector;
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
-{
- typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
-
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
-// std::cerr << __LINE__ << "\n";
- typename remove_all<ResultType>::type _res(res.rows(), res.cols());
- sparse_product_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res);
- res.swap(_res);
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
-// std::cerr << __LINE__ << "\n";
- // we need a col-major matrix to hold the result
- typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
- SparseTemporaryType _res(res.rows(), res.cols());
- sparse_product_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res);
- res = _res;
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
-// std::cerr << __LINE__ << "\n";
- // let's transpose the product to get a column x column product
- typename remove_all<ResultType>::type _res(res.rows(), res.cols());
- sparse_product_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res);
- res.swap(_res);
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
-// std::cerr << "here...\n";
- typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
- ColMajorMatrix colLhs(lhs);
- ColMajorMatrix colRhs(rhs);
-// std::cerr << "more...\n";
- sparse_product_impl<ColMajorMatrix,ColMajorMatrix,ResultType>(colLhs, colRhs, res);
-// std::cerr << "OK.\n";
-
- // let's transpose the product to get a column x column product
-
-// typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
-// SparseTemporaryType _res(res.cols(), res.rows());
-// sparse_product_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res);
-// res = _res.transpose();
- }
-};
-
-// NOTE the 2 others cases (col row *) must never occur since they are caught
-// by ProductReturnType which transforms it to (col col *) by evaluating rhs.
-
-} // end namespace internal
-
-// sparse = sparse * sparse
-template<typename Derived>
-template<typename Lhs, typename Rhs>
-inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product)
-{
-// std::cerr << "there..." << typeid(Lhs).name() << " " << typeid(Lhs).name() << " " << (Derived::Flags&&RowMajorBit) << "\n";
- internal::sparse_product_selector<
- typename internal::remove_all<Lhs>::type,
- typename internal::remove_all<Rhs>::type,
- Derived>::run(product.lhs(),product.rhs(),derived());
- return derived();
-}
-
-namespace internal {
-
-template<typename Lhs, typename Rhs, typename ResultType,
- int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit,
- int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit,
- int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit>
-struct sparse_product_selector2;
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
-{
- typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
-
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- sparse_product_impl2<Lhs,Rhs,ResultType>(lhs, rhs, res);
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- // prevent warnings until the code is fixed
- EIGEN_UNUSED_VARIABLE(lhs);
- EIGEN_UNUSED_VARIABLE(rhs);
- EIGEN_UNUSED_VARIABLE(res);
-
-// typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
-// RowMajorMatrix rhsRow = rhs;
-// RowMajorMatrix resRow(res.rows(), res.cols());
-// sparse_product_impl2<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow);
-// res = resRow;
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
- RowMajorMatrix lhsRow = lhs;
- RowMajorMatrix resRow(res.rows(), res.cols());
- sparse_product_impl2<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow);
- res = resRow;
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- typedef SparseMatrix<typename ResultType::Scalar,RowMajor> RowMajorMatrix;
- RowMajorMatrix resRow(res.rows(), res.cols());
- sparse_product_impl2<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
- res = resRow;
- }
-};
-
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
-{
- typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
-
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
- ColMajorMatrix resCol(res.rows(), res.cols());
- sparse_product_impl2<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
- res = resCol;
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
- ColMajorMatrix lhsCol = lhs;
- ColMajorMatrix resCol(res.rows(), res.cols());
- sparse_product_impl2<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol);
- res = resCol;
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
- ColMajorMatrix rhsCol = rhs;
- ColMajorMatrix resCol(res.rows(), res.cols());
- sparse_product_impl2<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol);
- res = resCol;
- }
-};
-
-template<typename Lhs, typename Rhs, typename ResultType>
-struct sparse_product_selector2<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
-{
- static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
- {
- typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
-// ColMajorMatrix lhsTr(lhs);
-// ColMajorMatrix rhsTr(rhs);
-// ColMajorMatrix aux(res.rows(), res.cols());
-// sparse_product_impl2<Rhs,Lhs,ColMajorMatrix>(rhs, lhs, aux);
-// // ColMajorMatrix aux2 = aux.transpose();
-// res = aux;
- typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
- ColMajorMatrix lhsCol(lhs);
- ColMajorMatrix rhsCol(rhs);
- ColMajorMatrix resCol(res.rows(), res.cols());
- sparse_product_impl2<ColMajorMatrix,ColMajorMatrix,ColMajorMatrix>(lhsCol, rhsCol, resCol);
- res = resCol;
- }
-};
-
-} // end namespace internal
-
-template<typename Derived>
-template<typename Lhs, typename Rhs>
-inline void SparseMatrixBase<Derived>::_experimentalNewProduct(const Lhs& lhs, const Rhs& rhs)
-{
- //derived().resize(lhs.rows(), rhs.cols());
- internal::sparse_product_selector2<
- typename internal::remove_all<Lhs>::type,
- typename internal::remove_all<Rhs>::type,
- Derived>::run(lhs,rhs,derived());
-}
-
-// sparse * sparse
-template<typename Derived>
-template<typename OtherDerived>
-inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type
-SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const
-{
- return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
-}
-
-#endif // EIGEN_SPARSESPARSEPRODUCT_H
diff --git a/Eigen/src/Sparse/SparseSparseProductWithPruning.h b/Eigen/src/Sparse/SparseSparseProductWithPruning.h
new file mode 100644
index 000000000..773d8110c
--- /dev/null
+++ b/Eigen/src/Sparse/SparseSparseProductWithPruning.h
@@ -0,0 +1,157 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H
+#define EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H
+
+namespace internal {
+
+
+// perform a pseudo in-place sparse * sparse product assuming all matrices are col major
+template<typename Lhs, typename Rhs, typename ResultType>
+static void sparse_sparse_product_with_pruning_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res, typename ResultType::RealScalar tolerance)
+{
+ // return sparse_sparse_product_with_pruning_impl2(lhs,rhs,res);
+
+ typedef typename remove_all<Lhs>::type::Scalar Scalar;
+ typedef typename remove_all<Lhs>::type::Index Index;
+
+ // make sure to call innerSize/outerSize since we fake the storage order.
+ Index rows = lhs.innerSize();
+ Index cols = rhs.outerSize();
+ //int size = lhs.outerSize();
+ eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+ // allocate a temporary buffer
+ AmbiVector<Scalar,Index> tempVector(rows);
+
+ // estimate the number of non zero entries
+ float ratioLhs = float(lhs.nonZeros())/(float(lhs.rows())*float(lhs.cols()));
+ float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols);
+ float ratioRes = (std::min)(ratioLhs * avgNnzPerRhsColumn, 1.f);
+
+ // mimics a resizeByInnerOuter:
+ if(ResultType::IsRowMajor)
+ res.resize(cols, rows);
+ else
+ res.resize(rows, cols);
+
+ res.reserve(Index(ratioRes*rows*cols));
+ for (Index j=0; j<cols; ++j)
+ {
+ // let's do a more accurate determination of the nnz ratio for the current column j of res
+ //float ratioColRes = (std::min)(ratioLhs * rhs.innerNonZeros(j), 1.f);
+ // FIXME find a nice way to get the number of nonzeros of a sub matrix (here an inner vector)
+ float ratioColRes = ratioRes;
+ tempVector.init(ratioColRes);
+ tempVector.setZero();
+ for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
+ {
+ // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index())
+ tempVector.restart();
+ Scalar x = rhsIt.value();
+ for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt)
+ {
+ tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x;
+ }
+ }
+ res.startVec(j);
+ for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector,tolerance); it; ++it)
+ res.insertBackByOuterInner(j,it.index()) = it.value();
+ }
+ res.finalize();
+}
+
+template<typename Lhs, typename Rhs, typename ResultType,
+ int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit,
+ int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit,
+ int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit>
+struct sparse_sparse_product_with_pruning_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
+{
+ typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+ typedef typename ResultType::RealScalar RealScalar;
+
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance)
+ {
+ typename remove_all<ResultType>::type _res(res.rows(), res.cols());
+ sparse_sparse_product_with_pruning_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res, tolerance);
+ res.swap(_res);
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
+{
+ typedef typename ResultType::RealScalar RealScalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance)
+ {
+ // we need a col-major matrix to hold the result
+ typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
+ SparseTemporaryType _res(res.rows(), res.cols());
+ sparse_sparse_product_with_pruning_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res, tolerance);
+ res = _res;
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
+{
+ typedef typename ResultType::RealScalar RealScalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance)
+ {
+ // let's transpose the product to get a column x column product
+ typename remove_all<ResultType>::type _res(res.rows(), res.cols());
+ sparse_sparse_product_with_pruning_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res, tolerance);
+ res.swap(_res);
+ }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
+{
+ typedef typename ResultType::RealScalar RealScalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, RealScalar tolerance)
+ {
+ typedef SparseMatrix<typename ResultType::Scalar,ColMajor> ColMajorMatrix;
+ ColMajorMatrix colLhs(lhs);
+ ColMajorMatrix colRhs(rhs);
+ sparse_sparse_product_with_pruning_impl<ColMajorMatrix,ColMajorMatrix,ResultType>(colLhs, colRhs, res, tolerance);
+
+ // let's transpose the product to get a column x column product
+// typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
+// SparseTemporaryType _res(res.cols(), res.rows());
+// sparse_sparse_product_with_pruning_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res);
+// res = _res.transpose();
+ }
+};
+
+// NOTE the 2 others cases (col row *) must never occur since they are caught
+// by ProductReturnType which transforms it to (col col *) by evaluating rhs.
+
+} // end namespace internal
+
+#endif // EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H
diff --git a/test/sparse_product.cpp b/test/sparse_product.cpp
index ac1dac5f5..ce7480471 100644
--- a/test/sparse_product.cpp
+++ b/test/sparse_product.cpp
@@ -94,6 +94,7 @@ template<typename SparseMatrixType> void sparse_product()
// int c = internal::random<int>(0,depth-1);
+ // sparse * sparse
VERIFY_IS_APPROX(m4=m2*m3, refMat4=refMat2*refMat3);
VERIFY_IS_APPROX(m4=m2t.transpose()*m3, refMat4=refMat2t.transpose()*refMat3);
VERIFY_IS_APPROX(m4=m2t.transpose()*m3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose());
@@ -103,6 +104,11 @@ template<typename SparseMatrixType> void sparse_product()
VERIFY_IS_APPROX(m4 = m2*m3*s1, refMat4 = refMat2*refMat3*s1);
VERIFY_IS_APPROX(m4 = s2*m2*m3*s1, refMat4 = s2*refMat2*refMat3*s1);
+ VERIFY_IS_APPROX(m4=(m2*m3).pruned(0), refMat4=refMat2*refMat3);
+ VERIFY_IS_APPROX(m4=(m2t.transpose()*m3).pruned(0), refMat4=refMat2t.transpose()*refMat3);
+ VERIFY_IS_APPROX(m4=(m2t.transpose()*m3t.transpose()).pruned(0), refMat4=refMat2t.transpose()*refMat3t.transpose());
+ VERIFY_IS_APPROX(m4=(m2*m3t.transpose()).pruned(0), refMat4=refMat2*refMat3t.transpose());
+
// sparse * dense
VERIFY_IS_APPROX(dm4=m2*refMat3, refMat4=refMat2*refMat3);
VERIFY_IS_APPROX(dm4=m2*refMat3t.transpose(), refMat4=refMat2*refMat3t.transpose());