diff options
author | Gael Guennebaud <g.gael@free.fr> | 2011-10-24 11:44:53 +0200 |
---|---|---|
committer | Gael Guennebaud <g.gael@free.fr> | 2011-10-24 11:44:53 +0200 |
commit | 1ddf88060b6475d3ee6b681bb0ed7b55d311ffa5 (patch) | |
tree | 6f735d581bf12849a71f8e4baf1a0c57722769f0 | |
parent | a997dacc6728157e143e772545a47bac5e920e49 (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/Sparse | 3 | ||||
-rw-r--r-- | Eigen/src/Sparse/AmbiVector.h | 4 | ||||
-rw-r--r-- | Eigen/src/Sparse/ConservativeSparseSparseProduct.h | 253 | ||||
-rw-r--r-- | Eigen/src/Sparse/SparseProduct.h | 64 | ||||
-rw-r--r-- | Eigen/src/Sparse/SparseSparseProduct.h | 401 | ||||
-rw-r--r-- | Eigen/src/Sparse/SparseSparseProductWithPruning.h | 157 | ||||
-rw-r--r-- | test/sparse_product.cpp | 6 |
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()); |