add experimental code for sparse matrix:

- uses the common "Compressed Column Storage" scheme
 - supports every unary and binary operators with xpr template
   assuming binaryOp(0,0) == 0 and unaryOp(0) = 0 (otherwise a sparse
   matrix doesnot make sense)
 - this is the first commit, so of course, there are still several shorcommings !
This commit is contained in:
Gael Guennebaud 2008-06-23 13:25:22 +00:00
parent 03d19f3bae
commit ea1990ef3d
8 changed files with 728 additions and 0 deletions

16
Eigen/Sparse Normal file
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#ifndef EIGEN_SPARSE_MODULE_H
#define EIGEN_SPARSE_MODULE_H
#include "Core"
#include <vector>
#include <map>
namespace Eigen {
#include "src/Sparse/SparseArray.h"
#include "src/Sparse/SparseMatrix.h"
#include "src/Sparse/CoreIterators.h"
} // namespace Eigen
#endif // EIGEN_SPARSE_MODULE_H

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@ -84,6 +84,8 @@ class CwiseBinaryOp : ei_no_assignment_operator,
typedef typename ei_traits<CwiseBinaryOp>::LhsNested LhsNested;
typedef typename ei_traits<CwiseBinaryOp>::RhsNested RhsNested;
class InnerIterator;
inline CwiseBinaryOp(const Lhs& lhs, const Rhs& rhs, const BinaryOp& func = BinaryOp())
: m_lhs(lhs), m_rhs(rhs), m_functor(func)
{

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@ -69,6 +69,8 @@ class CwiseUnaryOp : ei_no_assignment_operator,
EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseUnaryOp)
class InnerIterator;
inline CwiseUnaryOp(const MatrixType& mat, const UnaryOp& func = UnaryOp())
: m_matrix(mat), m_functor(func) {}

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@ -55,6 +55,8 @@ template<typename Derived> class MatrixBase
public:
class InnerIterator;
typedef typename ei_traits<Derived>::Scalar Scalar;
typedef typename ei_packet_traits<Scalar>::type PacketScalar;

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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_COREITERATORS_H
#define EIGEN_COREITERATORS_H
template<typename Derived>
class MatrixBase<Derived>::InnerIterator
{
typedef typename Derived::Scalar Scalar;
public:
InnerIterator(const Derived& mat, int col)
: m_matrix(mat), m_row(0), m_col(col), m_end(mat.rows())
{}
Scalar value() { return m_matrix.coeff(m_row, m_col); }
InnerIterator& operator++() { m_row++; return *this; }
int index() const { return m_row; }
operator bool() const { return m_row < m_end && m_row>=0; }
protected:
const Derived& m_matrix;
int m_row;
const int m_col;
const int m_end;
};
template<typename UnaryOp, typename MatrixType>
class CwiseUnaryOp<UnaryOp,MatrixType>::InnerIterator
{
typedef typename CwiseUnaryOp::Scalar Scalar;
typedef typename ei_traits<CwiseUnaryOp>::_MatrixTypeNested _MatrixTypeNested;
typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator;
public:
InnerIterator(const CwiseUnaryOp& unaryOp, int col)
: m_iter(unaryOp.m_matrix,col), m_functor(unaryOp.m_functor), m_id(-1)
{
this->operator++();
}
InnerIterator& operator++()
{
if (m_iter)
{
m_id = m_iter.index();
m_value = m_functor(m_iter.value());
++m_iter;
}
else
{
m_id = -1;
}
return *this;
}
Scalar value() const { return m_value; }
int index() const { return m_id; }
operator bool() const { return m_id>=0; }
protected:
MatrixTypeIterator m_iter;
const UnaryOp& m_functor;
Scalar m_value;
int m_id;
};
template<typename BinaryOp, typename Lhs, typename Rhs>
class CwiseBinaryOp<BinaryOp,Lhs,Rhs>::InnerIterator
{
typedef typename CwiseBinaryOp::Scalar Scalar;
typedef typename ei_traits<CwiseBinaryOp>::_LhsNested _LhsNested;
typedef typename _LhsNested::InnerIterator LhsIterator;
typedef typename ei_traits<CwiseBinaryOp>::_RhsNested _RhsNested;
typedef typename _RhsNested::InnerIterator RhsIterator;
public:
InnerIterator(const CwiseBinaryOp& binOp, int col)
: m_lhsIter(binOp.m_lhs,col), m_rhsIter(binOp.m_rhs,col), m_functor(binOp.m_functor), m_id(-1)
{
this->operator++();
}
InnerIterator& operator++()
{
if (m_lhsIter && m_rhsIter && (m_lhsIter.index() == m_rhsIter.index()))
{
m_id = m_lhsIter.index();
m_value = m_functor(m_lhsIter.value(), m_rhsIter.value());
++m_lhsIter;
++m_rhsIter;
}
else if (m_lhsIter && ((!m_rhsIter) || m_lhsIter.index() < m_rhsIter.index()))
{
m_id = m_lhsIter.index();
m_value = m_functor(m_lhsIter.value(), Scalar(0));
++m_lhsIter;
}
else if (m_rhsIter && ((!m_lhsIter) || m_lhsIter.index() > m_rhsIter.index()))
{
m_id = m_rhsIter.index();
m_value = m_functor(Scalar(0), m_rhsIter.value());
++m_rhsIter;
}
else
{
m_id = -1;
}
return *this;
}
Scalar value() const { return m_value; }
int index() const { return m_id; }
operator bool() const { return m_id>=0; }
protected:
LhsIterator m_lhsIter;
RhsIterator m_rhsIter;
const BinaryOp& m_functor;
Scalar m_value;
int m_id;
};
#endif // EIGEN_COREITERATORS_H

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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_SPARSE_ARRAY_H
#define EIGEN_SPARSE_ARRAY_H
/** Stores a sparse set of values as a list of values and a list of indices.
*
*/
template<typename Scalar> class SparseArray
{
public:
SparseArray()
: m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
{}
SparseArray(int size)
: m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
{
resize(size);
}
SparseArray(const SparseArray& other)
{
*this = other;
}
SparseArray& operator=(const SparseArray& other)
{
resize(other.size());
memcpy(m_values, other.m_values, m_size * sizeof(Scalar));
memcpy(m_indices, other.m_indices, m_size * sizeof(int));
}
void reserve(int size)
{
int newAllocatedSize = m_size + size;
if (newAllocatedSize > m_allocatedSize)
{
Scalar* newValues = new Scalar[newAllocatedSize];
int* newIndices = new int[newAllocatedSize];
// copy
memcpy(newValues, m_values, m_size * sizeof(Scalar));
memcpy(newIndices, m_indices, m_size * sizeof(int));
// delete old stuff
delete[] m_values;
delete[] m_indices;
m_values = newValues;
m_indices = newIndices;
m_allocatedSize = newAllocatedSize;
}
}
void resize(int size, int reserveSizeFactor = 0)
{
if (m_allocatedSize<size)
{
int newAllocatedSize = size + reserveSizeFactor*size;
Scalar* newValues = new Scalar[newAllocatedSize];
int* newIndices = new int[newAllocatedSize];
// copy
memcpy(newValues, m_values, m_size * sizeof(Scalar));
memcpy(newIndices, m_indices, m_size * sizeof(int));
// delete old stuff
delete[] m_values;
delete[] m_indices;
m_values = newValues;
m_indices = newIndices;
m_allocatedSize = newAllocatedSize;
}
m_size = size;
}
void append(const Scalar& v, int i)
{
int id = m_size;
resize(m_size+1, 1);
m_values[id] = v;
m_indices[id] = i;
}
int size() const { return m_size; }
void clear()
{
m_size = 0;
}
Scalar& value(int i) { return m_values[i]; }
Scalar value(int i) const { return m_values[i]; }
int& index(int i) { return m_indices[i]; }
int index(int i) const { return m_indices[i]; }
protected:
Scalar* m_values;
int* m_indices;
int m_size;
int m_allocatedSize;
};
#endif // EIGEN_SPARSE_ARRAY_H

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@ -0,0 +1,331 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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_SPARSEMATRIX_H
#define EIGEN_SPARSEMATRIX_H
template<typename _Scalar> class SparseMatrix;
/** \class SparseMatrix
*
* \brief Sparse matrix
*
* \param _Scalar the scalar type, i.e. the type of the coefficients
*
* See http://www.netlib.org/linalg/html_templates/node91.html for details on the storage scheme.
*
*/
template<typename _Scalar>
struct ei_traits<SparseMatrix<_Scalar> >
{
typedef _Scalar Scalar;
enum {
RowsAtCompileTime = Dynamic,
ColsAtCompileTime = Dynamic,
MaxRowsAtCompileTime = Dynamic,
MaxColsAtCompileTime = Dynamic,
Flags = 0,
CoeffReadCost = NumTraits<Scalar>::ReadCost
};
};
template<typename _Scalar>
class SparseMatrix : public MatrixBase<SparseMatrix<_Scalar> >
{
public:
EIGEN_GENERIC_PUBLIC_INTERFACE(SparseMatrix)
protected:
int* m_colPtrs;
SparseArray<Scalar> m_data;
int m_rows;
int m_cols;
inline int _rows() const { return m_rows; }
inline int _cols() const { return m_cols; }
inline const Scalar& _coeff(int row, int col) const
{
int id = m_colPtrs[col];
int end = m_colPtrs[col+1];
while (id<end && m_data.index(id)!=row)
{
++id;
}
if (id==end)
return 0;
return m_data.value(id);
}
inline Scalar& _coeffRef(int row, int col)
{
int id = m_colPtrs[cols];
int end = m_colPtrs[cols+1];
while (id<end && m_data.index(id)!=row)
{
++id;
}
ei_assert(id!=end);
return m_data.value(id);
}
public:
class InnerIterator;
inline int rows() const { return _rows(); }
inline int cols() const { return _cols(); }
/** \returns the number of non zero coefficients */
inline int nonZeros() const { return m_data.size(); }
inline const Scalar& operator() (int row, int col) const
{
return _coeff(row, col);
}
inline Scalar& operator() (int row, int col)
{
return _coeffRef(row, col);
}
inline void startFill(int reserveSize = 1000)
{
m_data.clear();
m_data.reserve(reserveSize);
for (int i=0; i<=m_cols; ++i)
m_colPtrs[i] = 0;
}
inline Scalar& fill(int row, int col)
{
if (m_colPtrs[col+1]==0)
{
int i=col;
while (i>=0 && m_colPtrs[i]==0)
{
m_colPtrs[i] = m_data.size();
--i;
}
m_colPtrs[col+1] = m_colPtrs[col];
}
assert(m_colPtrs[col+1] == m_data.size());
int id = m_colPtrs[col+1];
m_colPtrs[col+1]++;
m_data.append(0, row);
return m_data.value(id);
}
inline void endFill()
{
int size = m_data.size();
int i = m_cols;
// find the last filled column
while (i>=0 && m_colPtrs[i]==0)
--i;
i++;
while (i<=m_cols)
{
m_colPtrs[i] = size;
++i;
}
}
void resize(int rows, int cols)
{
if (m_cols != cols)
{
delete[] m_colPtrs;
m_colPtrs = new int [cols+1];
m_rows = rows;
m_cols = cols;
}
}
inline SparseMatrix(int rows, int cols)
: m_rows(0), m_cols(0), m_colPtrs(0)
{
resize(rows, cols);
}
inline SparseMatrix& operator=(const SparseMatrix& other)
{
resize(other.rows(), other.cols());
m_colPtrs = other.m_colPtrs;
for (int col=0; col<=cols(); ++col)
m_colPtrs[col] = other.m_colPtrs[col];
m_data = other.m_data;
return *this;
}
template<typename OtherDerived>
inline SparseMatrix& operator=(const MatrixBase<OtherDerived>& other)
{
resize(other.rows(), other.cols());
startFill(std::max(m_rows,m_cols)*2);
for (int col=0; col<cols(); ++col)
{
for (typename OtherDerived::InnerIterator it(other.derived(), col); it; ++it)
{
Scalar v = it.value();
if (v!=Scalar(0))
fill(it.index(),col) = v;
}
}
endFill();
return *this;
}
// old explicit operator+
// template<typename Other>
// SparseMatrix operator+(const Other& other)
// {
// SparseMatrix res(rows(), cols());
// res.startFill(nonZeros()*3);
// for (int col=0; col<cols(); ++col)
// {
// InnerIterator row0(*this,col);
// typename Other::InnerIterator row1(other,col);
// while (row0 && row1)
// {
// if (row0.index()==row1.index())
// {
// std::cout << "both " << col << " " << row0.index() << "\n";
// Scalar v = row0.value() + row1.value();
// if (v!=Scalar(0))
// res.fill(row0.index(),col) = v;
// ++row0;
// ++row1;
// }
// else if (row0.index()<row1.index())
// {
// std::cout << "row0 " << col << " " << row0.index() << "\n";
// Scalar v = row0.value();
// if (v!=Scalar(0))
// res.fill(row0.index(),col) = v;
// ++row0;
// }
// else if (row1)
// {
// std::cout << "row1 " << col << " " << row0.index() << "\n";
// Scalar v = row1.value();
// if (v!=Scalar(0))
// res.fill(row1.index(),col) = v;
// ++row1;
// }
// }
// while (row0)
// {
// std::cout << "row0 " << col << " " << row0.index() << "\n";
// Scalar v = row0.value();
// if (v!=Scalar(0))
// res.fill(row0.index(),col) = v;
// ++row0;
// }
// while (row1)
// {
// std::cout << "row1 " << col << " " << row1.index() << "\n";
// Scalar v = row1.value();
// if (v!=Scalar(0))
// res.fill(row1.index(),col) = v;
// ++row1;
// }
// }
// res.endFill();
// return res;
// // return binaryOp(other, ei_scalar_sum_op<Scalar>());
// }
// WARNING for efficiency reason it currently outputs the transposed matrix
friend std::ostream & operator << (std::ostream & s, const SparseMatrix& m)
{
s << "Nonzero entries:\n";
for (uint i=0; i<m.nonZeros(); ++i)
{
s << "(" << m.m_data.value(i) << "," << m.m_data.index(i) << ") ";
}
s << std::endl;
s << std::endl;
s << "Column pointers:\n";
for (uint i=0; i<m.cols(); ++i)
{
s << m.m_colPtrs[i] << " ";
}
s << std::endl;
s << std::endl;
s << "Matrix (transposed):\n";
for (int j=0; j<m.cols(); j++ )
{
int end = m.m_colPtrs[j+1];
int i=0;
for (int id=m.m_colPtrs[j]; id<end; id++)
{
int row = m.m_data.index(id);
// fill with zeros
for (int k=i; k<row; ++k)
s << "0 ";
i = row+1;
s << m.m_data.value(id) << " ";
}
for (int k=i; k<m.rows(); ++k)
s << "0 ";
s << std::endl;
}
return s;
}
/** Destructor */
inline ~SparseMatrix()
{
delete[] m_colPtrs;
}
};
template<typename Scalar>
class SparseMatrix<Scalar>::InnerIterator
{
public:
InnerIterator(const SparseMatrix& mat, int col)
: m_matrix(mat), m_id(mat.m_colPtrs[col]), m_start(m_id), m_end(mat.m_colPtrs[col+1])
{}
InnerIterator& operator++() { m_id++; return *this; }
Scalar value() { return m_matrix.m_data.value(m_id); }
int index() const { return m_matrix.m_data.index(m_id); }
operator bool() const { return (m_id < m_end) && (m_id>=m_start); }
protected:
const SparseMatrix& m_matrix;
int m_id;
const int m_start;
const int m_end;
};
#endif // EIGEN_SPARSEMATRIX_H

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// g++ -O3 -DNDEBUG sparse_01.cpp -I .. -o sparse_01 && ./sparse_01
#include <Eigen/Array>
#include <Eigen/Sparse>
#include <bench/BenchTimer.h>
#include "gmm/gmm.h"
using namespace std;
using namespace Eigen;
USING_PART_OF_NAMESPACE_EIGEN
#ifndef REPEAT
#define REPEAT 40000000
#endif
typedef MatrixXf DenseMatrix;
typedef SparseMatrix<float> EigenSparseMatrix;
typedef gmm::csc_matrix<float> GmmSparse;
typedef gmm::col_matrix< gmm::wsvector<float> > GmmDynSparse;
void fillMatrix(float density, int rows, int cols, MatrixXf* pDenseMatrix, EigenSparseMatrix* pSparseMatrix, GmmSparse* pGmmMatrix=0)
{
GmmDynSparse gmmT(rows, cols);
if (pSparseMatrix)
pSparseMatrix->startFill(rows*cols*density);
for(int j = 0; j < cols; j++)
{
for(int i = 0; i < rows; i++)
{
float v = (ei_random<float>(0,1) < density) ? ei_random<float>() : 0;
if (pDenseMatrix)
(*pDenseMatrix)(i,j) = v;
if (v!=0)
{
if (pSparseMatrix)
pSparseMatrix->fill(i,j) = v;
if (pGmmMatrix)
gmmT(i,j) = v;
}
}
}
if (pSparseMatrix)
pSparseMatrix->endFill();
if (pGmmMatrix)
gmm::copy(gmmT, *pGmmMatrix);
}
int main(int argc, char *argv[])
{
int rows = 4000;
int cols = 4000;
float density = 0.1;
// dense matrices
DenseMatrix m1(rows,cols), m2(rows,cols), m3(rows,cols), m4(rows,cols);
// sparse matrices
EigenSparseMatrix sm1(rows,cols), sm2(rows,cols), sm3(rows,cols), sm4(rows,cols);
// GMM++ matrices
GmmDynSparse gmmT4(rows,cols);
GmmSparse gmmM1(rows,cols), gmmM2(rows,cols), gmmM3(rows,cols), gmmM4(rows,cols);
fillMatrix(density, rows, cols, &m1, &sm1, &gmmM1);
fillMatrix(density, rows, cols, &m2, &sm2, &gmmM2);
fillMatrix(density, rows, cols, &m3, &sm3, &gmmM3);
BenchTimer timer;
timer.start();
for (int k=0; k<10; ++k)
m4 = m1 + m2 + 2 * m3;
timer.stop();
std::cout << "Eigen dense = " << timer.value() << endl;
timer.reset();
timer.start();
for (int k=0; k<10; ++k)
sm4 = sm1 + sm2 + 2 * sm3;
timer.stop();
std::cout << "Eigen sparse = " << timer.value() << endl;
timer.reset();
timer.start();
for (int k=0; k<10; ++k)
{
gmm::add(gmmM1, gmmM2, gmmT4);
gmm::add(gmm::scaled(gmmM3,2), gmmT4);
}
timer.stop();
std::cout << "GMM++ sparse = " << timer.value() << endl;
// sm3 = sm1 + m2;
// cout << m4.transpose() << "\n\n" << sm4 << endl;
return 0;
}