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)

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"

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)
         {

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

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

Eigen/src/Sparse/SparseSparseProduct.h

@@ -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

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

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());