eigen/Eigen/src/Sparse/SparseProduct.h
Gael Guennebaud 068ff3370d Sparse module:
* several fixes (transpose, matrix product, etc...)
 * Added a basic cholesky factorization
 * Added a low level hybrid dense/sparse vector class
   to help writing code involving intensive read/write
   in a fixed vector. It is currently used to implement
   the matrix product itself as well as in the Cholesky
   factorization.
2008-10-04 14:23:00 +00:00

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9.2 KiB
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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_SPARSEPRODUCT_H
#define EIGEN_SPARSEPRODUCT_H
// sparse product return type specialization
template<typename Lhs, typename Rhs>
struct ProductReturnType<Lhs,Rhs,SparseProduct>
{
typedef typename ei_traits<Lhs>::Scalar Scalar;
enum {
LhsRowMajor = ei_traits<Lhs>::Flags & RowMajorBit,
RhsRowMajor = ei_traits<Rhs>::Flags & RowMajorBit,
TransposeRhs = (!LhsRowMajor) && RhsRowMajor,
TransposeLhs = LhsRowMajor && (!RhsRowMajor)
};
// FIXME if we transpose let's evaluate to a LinkedVectorMatrix since it is the
// type of the temporary to perform the transpose op
typedef typename ei_meta_if<TransposeLhs,
SparseMatrix<Scalar,0>,
const typename ei_nested<Lhs,Rhs::RowsAtCompileTime>::type>::ret LhsNested;
typedef typename ei_meta_if<TransposeRhs,
SparseMatrix<Scalar,0>,
const typename ei_nested<Rhs,Lhs::RowsAtCompileTime>::type>::ret RhsNested;
typedef Product<LhsNested,
RhsNested, SparseProduct> Type;
};
template<typename LhsNested, typename RhsNested>
struct ei_traits<Product<LhsNested, RhsNested, SparseProduct> >
{
// clean the nested types:
typedef typename ei_cleantype<LhsNested>::type _LhsNested;
typedef typename ei_cleantype<RhsNested>::type _RhsNested;
typedef typename _LhsNested::Scalar Scalar;
enum {
LhsCoeffReadCost = _LhsNested::CoeffReadCost,
RhsCoeffReadCost = _RhsNested::CoeffReadCost,
LhsFlags = _LhsNested::Flags,
RhsFlags = _RhsNested::Flags,
RowsAtCompileTime = _LhsNested::RowsAtCompileTime,
ColsAtCompileTime = _RhsNested::ColsAtCompileTime,
InnerSize = EIGEN_ENUM_MIN(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime),
MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime,
MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime,
LhsRowMajor = LhsFlags & RowMajorBit,
RhsRowMajor = RhsFlags & RowMajorBit,
EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit),
RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
| EvalBeforeAssigningBit
| EvalBeforeNestingBit,
CoeffReadCost = Dynamic
};
};
template<typename LhsNested, typename RhsNested> class Product<LhsNested,RhsNested,SparseProduct> : ei_no_assignment_operator,
public MatrixBase<Product<LhsNested, RhsNested, SparseProduct> >
{
public:
EIGEN_GENERIC_PUBLIC_INTERFACE(Product)
private:
typedef typename ei_traits<Product>::_LhsNested _LhsNested;
typedef typename ei_traits<Product>::_RhsNested _RhsNested;
public:
template<typename Lhs, typename Rhs>
inline Product(const Lhs& lhs, const Rhs& rhs)
: m_lhs(lhs), m_rhs(rhs)
{
ei_assert(lhs.cols() == rhs.rows());
}
Scalar coeff(int, int) const { ei_assert(false && "eigen internal error"); }
Scalar& coeffRef(int, int) { ei_assert(false && "eigen internal error"); }
inline int rows() const { return m_lhs.rows(); }
inline int cols() const { return m_rhs.cols(); }
const _LhsNested& lhs() const { return m_lhs; }
const _LhsNested& rhs() const { return m_rhs; }
protected:
LhsNested m_lhs;
RhsNested m_rhs;
};
template<typename Lhs, typename Rhs, typename ResultType,
int LhsStorageOrder = ei_traits<Lhs>::Flags&RowMajorBit,
int RhsStorageOrder = ei_traits<Rhs>::Flags&RowMajorBit,
int ResStorageOrder = ei_traits<ResultType>::Flags&RowMajorBit>
struct ei_sparse_product_selector;
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
{
typedef typename ei_traits<typename ei_cleantype<Lhs>::type>::Scalar Scalar;
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
// make sure to call innerSize/outerSize since we fake the storage order.
int rows = lhs.innerSize();
int cols = rhs.outerSize();
int size = lhs.outerSize();
ei_assert(size == rhs.innerSize());
// allocate a temporary buffer
AmbiVector<Scalar> tempVector(rows);
// estimate the number of non zero entries
float ratioLhs = float(lhs.nonZeros())/float(lhs.rows()*lhs.cols());
float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols);
float ratioRes = std::min(ratioLhs * avgNnzPerRhsColumn, 1.f);
res.resize(rows, cols);
res.startFill(ratioRes*rows*cols);
for (int 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())
Scalar x = rhsIt.value();
for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt)
{
tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x;
}
}
for (typename AmbiVector<Scalar>::Iterator it(tempVector); it; ++it)
res.fill(it.index(), j) = it.value();
}
res.endFill();
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
{
typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
SparseTemporaryType _res(res.rows(), res.cols());
ei_sparse_product_selector<Lhs,Rhs,SparseTemporaryType,ColMajor,ColMajor,ColMajor>::run(lhs, rhs, _res);
res = _res;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
{
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
// let's transpose the product to get a column x column product
ei_sparse_product_selector<Rhs,Lhs,ResultType,ColMajor,ColMajor,ColMajor>::run(rhs, lhs, res);
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
{
typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
// let's transpose the product to get a column x column product
SparseTemporaryType _res(res.cols(), res.rows());
ei_sparse_product_selector<Rhs,Lhs,ResultType,ColMajor,ColMajor,ColMajor>
::run(rhs, lhs, _res);
res = _res.transpose();
}
};
// NOTE eventually let's transpose one argument even in this case since it might be expensive if
// the result is not dense.
// template<typename Lhs, typename Rhs, typename ResultType, int ResStorageOrder>
// struct ei_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ResStorageOrder>
// {
// static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
// {
// // trivial product as lhs.row/rhs.col dot products
// // loop over the preferred order of the result
// }
// };
// NOTE the 2 others cases (col row *) must never occurs since they are caught
// by ProductReturnType which transform it to (col col *) by evaluating rhs.
template<typename Derived>
template<typename Lhs, typename Rhs>
inline Derived& MatrixBase<Derived>::lazyAssign(const Product<Lhs,Rhs,SparseProduct>& product)
{
// std::cout << "sparse product to dense\n";
ei_sparse_product_selector<
typename ei_cleantype<Lhs>::type,
typename ei_cleantype<Rhs>::type,
typename ei_cleantype<Derived>::type>::run(product.lhs(),product.rhs(),derived());
return derived();
}
template<typename Derived>
template<typename Lhs, typename Rhs>
inline Derived& SparseMatrixBase<Derived>::operator=(const Product<Lhs,Rhs,SparseProduct>& product)
{
// std::cout << "sparse product to sparse\n";
ei_sparse_product_selector<
typename ei_cleantype<Lhs>::type,
typename ei_cleantype<Rhs>::type,
Derived>::run(product.lhs(),product.rhs(),derived());
return derived();
}
#endif // EIGEN_SPARSEPRODUCT_H