eigen/Eigen/src/Sparse/SparseProduct.h
2010-01-05 15:57:16 +01:00

561 lines
20 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2009 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
template<typename Lhs, typename Rhs>
struct SparseProductReturnType
{
typedef typename ei_traits<Lhs>::Scalar Scalar;
enum {
LhsRowMajor = ei_traits<Lhs>::Flags & RowMajorBit,
RhsRowMajor = ei_traits<Rhs>::Flags & RowMajorBit,
TransposeRhs = /*false,*/ (!LhsRowMajor) && RhsRowMajor,
TransposeLhs = /*false*/ 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 SparseProduct<LhsNested, RhsNested> Type;
};
template<typename LhsNested, typename RhsNested>
struct ei_traits<SparseProduct<LhsNested, RhsNested> >
{
typedef DenseStorageMatrix DenseStorageType;
// 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,
EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit),
RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
| EvalBeforeAssigningBit
| EvalBeforeNestingBit,
CoeffReadCost = Dynamic
};
typedef Sparse StorageType;
typedef SparseMatrixBase<SparseProduct<LhsNested, RhsNested> > Base;
};
template<typename LhsNested, typename RhsNested>
class SparseProduct : ei_no_assignment_operator,
public ei_traits<SparseProduct<LhsNested, RhsNested> >::Base
{
public:
EIGEN_GENERIC_PUBLIC_INTERFACE(SparseProduct)
private:
typedef typename ei_traits<SparseProduct>::_LhsNested _LhsNested;
typedef typename ei_traits<SparseProduct>::_RhsNested _RhsNested;
public:
template<typename Lhs, typename Rhs>
EIGEN_STRONG_INLINE SparseProduct(const Lhs& lhs, const Rhs& rhs)
: m_lhs(lhs), m_rhs(rhs)
{
ei_assert(lhs.cols() == rhs.rows());
enum {
ProductIsValid = _LhsNested::ColsAtCompileTime==Dynamic
|| _RhsNested::RowsAtCompileTime==Dynamic
|| int(_LhsNested::ColsAtCompileTime)==int(_RhsNested::RowsAtCompileTime),
AreVectors = _LhsNested::IsVectorAtCompileTime && _RhsNested::IsVectorAtCompileTime,
SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(_LhsNested,_RhsNested)
};
// note to the lost user:
// * for a dot product use: v1.dot(v2)
// * for a coeff-wise product use: v1.cwise()*v2
EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
}
EIGEN_STRONG_INLINE int rows() const { return m_lhs.rows(); }
EIGEN_STRONG_INLINE int 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;
};
template<typename Lhs, typename Rhs, typename ResultType>
static void ei_sparse_product_impl2(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
typedef typename ei_traits<typename ei_cleantype<Lhs>::type>::Scalar Scalar;
// make sure to call innerSize/outerSize since we fake the storage order.
int rows = lhs.innerSize();
int cols = rhs.outerSize();
ei_assert(lhs.outerSize() == rhs.innerSize());
std::vector<bool> mask(rows,false);
// 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);
float ratio;
res.resize(rows, cols);
res.reserve(int(ratioRes*rows*cols));
// we compute each column of the result, one after the other
for (int j=0; j<cols; ++j)
{
res.startVec(j);
for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
{
Scalar y = rhsIt.value();
int k = rhsIt.index();
for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt)
{
int i = lhsIt.index();
Scalar x = lhsIt.value();
if(!mask[i])
{
mask[i] = true;
values[i] = x * y;
res.insertBackNoCheck(j,i);
}
else
res._valuePtr()[mask[i]] += x* y;
}
}
// if the result is sparse enough => use a quick sort
// otherwise => loop through the entire vector
SparseInnerVectorSet<ResultType,1> vec(res,j);
int nnz = vec.nonZeros();
if(rows/1.39 > nnz * log2(nnz))
{
std::sort(vec._innerIndexPtr(), vec._innerIndexPtr()+vec.nonZeros());
for (typename ResultType::InnerIterator it(res, j); it; ++it)
{
it.valueRef() = values[it.index()];
mask[it.index()] = false;
}
}
else
{
// dense path
int count = 0;
for(int i=0; i<rows; ++i)
{
if(mask[i])
{
mask[i] = false;
vec._innerIndexPtr()[count] = i;
vec._valuePtr()[count] = i;
++count;
}
}
}
}
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 ei_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
typedef typename ei_traits<typename ei_cleantype<Lhs>::type>::Scalar Scalar;
// 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(lhs.outerSize() == 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())*float(lhs.cols()));
float avgNnzPerRhsColumn = float(rhs.nonZeros())/float(cols);
float ratioRes = std::min(ratioLhs * avgNnzPerRhsColumn, 1.f);
res.resize(rows, cols);
res.reserve(int(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())
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>::Iterator it(tempVector); it; ++it)
res.insertBack(j,it.index()) = it.value();
}
res.finalize();
}
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)
{
typename ei_cleantype<ResultType>::type _res(res.rows(), res.cols());
ei_sparse_product_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res);
res.swap(_res);
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
{
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
// we need a col-major matrix to hold the result
typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
SparseTemporaryType _res(res.rows(), res.cols());
ei_sparse_product_impl<Lhs,Rhs,SparseTemporaryType>(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
typename ei_cleantype<ResultType>::type _res(res.rows(), res.cols());
ei_sparse_product_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res);
res.swap(_res);
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
{
static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
{
// let's transpose the product to get a column x column product
typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
SparseTemporaryType _res(res.cols(), res.rows());
ei_sparse_product_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res);
res = _res.transpose();
}
};
// 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.
// sparse = sparse * sparse
template<typename Derived>
template<typename Lhs, typename Rhs>
inline Derived& SparseMatrixBase<Derived>::operator=(const SparseProduct<Lhs,Rhs>& product)
{
ei_sparse_product_selector<
typename ei_cleantype<Lhs>::type,
typename ei_cleantype<Rhs>::type,
Derived>::run(product.lhs(),product.rhs(),derived());
return derived();
}
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_selector2;
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector2<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)
{
ei_sparse_product_impl2<Lhs,Rhs,ResultType>(lhs, rhs, res, 0);
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector2<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(res.rows(), res.cols());
ei_sparse_product_impl2<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow);
res = resRow;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_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());
ei_sparse_product_impl2<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow);
res = resRow;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_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());
ei_sparse_product_impl2<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
res = resRow;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_sparse_product_selector2<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
{
typedef typename ei_traits<typename ei_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());
ei_sparse_product_impl2<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
res = resCol;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_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());
ei_sparse_product_impl2<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol);
res = resCol;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_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());
ei_sparse_product_impl2<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol);
res = resCol;
}
};
template<typename Lhs, typename Rhs, typename ResultType>
struct ei_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());
// ei_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());
ei_sparse_product_impl2<ColMajorMatrix,ColMajorMatrix,ColMajorMatrix>(lhsCol, rhsCol, resCol);
res = resCol;
}
};
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());
ei_sparse_product_selector2<
typename ei_cleantype<Lhs>::type,
typename ei_cleantype<Rhs>::type,
Derived>::run(lhs,rhs,derived());
}
template<typename Lhs, typename Rhs>
struct ei_traits<SparseTimeDenseProduct<Lhs,Rhs> >
: ei_traits<ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs> >
{
typedef Dense StorageType;
typedef DenseStorageMatrix DenseStorageType;
};
template<typename Lhs, typename Rhs>
class SparseTimeDenseProduct
: public ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs>
{
public:
EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseTimeDenseProduct)
SparseTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
{}
template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const
{
typedef typename ei_cleantype<Lhs>::type _Lhs;
typedef typename ei_cleantype<Rhs>::type _Rhs;
typedef typename _Lhs::InnerIterator LhsInnerIterator;
enum { LhsIsRowMajor = (_Lhs::Flags&RowMajorBit)==RowMajorBit };
for(int j=0; j<m_lhs.outerSize(); ++j)
{
typename Rhs::Scalar rhs_j = alpha * m_rhs.coeff(j,0);
Block<Dest,1,Dest::ColsAtCompileTime> dest_j(dest.row(LhsIsRowMajor ? j : 0));
for(LhsInnerIterator it(m_lhs,j); it ;++it)
{
if(LhsIsRowMajor) dest_j += (alpha*it.value()) * m_rhs.row(it.index());
else if(Rhs::ColsAtCompileTime==1) dest.coeffRef(it.index()) += it.value() * rhs_j;
else dest.row(it.index()) += (alpha*it.value()) * m_rhs.row(j);
}
}
}
private:
SparseTimeDenseProduct& operator=(const SparseTimeDenseProduct&);
};
// dense = dense * sparse
template<typename Lhs, typename Rhs>
struct ei_traits<DenseTimeSparseProduct<Lhs,Rhs> >
: ei_traits<ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs> >
{
typedef Dense StorageType;
};
template<typename Lhs, typename Rhs>
class DenseTimeSparseProduct
: public ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs>
{
public:
EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseProduct)
DenseTimeSparseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
{}
template<typename Dest> void scaleAndAddTo(Dest& dest, Scalar alpha) const
{
typedef typename ei_cleantype<Rhs>::type _Rhs;
typedef typename _Rhs::InnerIterator RhsInnerIterator;
enum { RhsIsRowMajor = (_Rhs::Flags&RowMajorBit)==RowMajorBit };
for(int j=0; j<m_rhs.outerSize(); ++j)
for(RhsInnerIterator i(m_rhs,j); i; ++i)
dest.col(RhsIsRowMajor ? i.index() : j) += (alpha*i.value()) * m_lhs.col(RhsIsRowMajor ? j : i.index());
}
private:
DenseTimeSparseProduct& operator=(const DenseTimeSparseProduct&);
};
// sparse * sparse
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE const typename SparseProductReturnType<Derived,OtherDerived>::Type
SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const
{
return typename SparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
}
// sparse * dense
template<typename Derived>
template<typename OtherDerived>
EIGEN_STRONG_INLINE const SparseTimeDenseProduct<Derived,OtherDerived>
SparseMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
{
return SparseTimeDenseProduct<Derived,OtherDerived>(derived(), other.derived());
}
#endif // EIGEN_SPARSEPRODUCT_H