aboutsummaryrefslogtreecommitdiffhomepage
path: root/Eigen/src/Sparse/SparseSparseProduct.h
blob: f0d774f1a74e086793f6f378d7ad5659a0cfafee (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
// 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 cleantype<Lhs>::type::Scalar Scalar;
  typedef typename cleantype<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 cleantype<Lhs>::type::Scalar Scalar;
  typedef typename cleantype<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);

  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 cleantype<Lhs>::type>::Scalar Scalar;

  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
  {
//     std::cerr << __LINE__ << "\n";
    typename cleantype<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 cleantype<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::cleantype<Lhs>::type,
    typename internal::cleantype<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 cleantype<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 cleantype<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::cleantype<Lhs>::type,
    typename internal::cleantype<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