add a flexible sparse matrix class designed for fast matrix assembly

This commit is contained in:
Gael Guennebaud
2009-01-19 15:20:45 +00:00
parent 385fd3d918
commit 178858f1bd
12 changed files with 512 additions and 117 deletions

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@@ -43,6 +43,7 @@ class CompressedStorage
}
CompressedStorage(const CompressedStorage& other)
: m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
{
*this = other;
}
@@ -97,15 +98,15 @@ class CompressedStorage
m_indices[id] = i;
}
int size() const { return m_size; }
int allocatedSize() const { return m_allocatedSize; }
void clear() { m_size = 0; }
inline int size() const { return m_size; }
inline int allocatedSize() const { return m_allocatedSize; }
inline void clear() { m_size = 0; }
Scalar& value(int i) { return m_values[i]; }
const Scalar& value(int i) const { return m_values[i]; }
inline Scalar& value(int i) { return m_values[i]; }
inline const Scalar& value(int i) const { return m_values[i]; }
int& index(int i) { return m_indices[i]; }
const int& index(int i) const { return m_indices[i]; }
inline int& index(int i) { return m_indices[i]; }
inline const int& index(int i) const { return m_indices[i]; }
static CompressedStorage Map(int* indices, Scalar* values, int size)
{
@@ -115,10 +116,77 @@ class CompressedStorage
res.m_allocatedSize = res.m_size = size;
return res;
}
/** \returns the largest \c k such that for all \c j in [0,k) index[\c j]\<\a key */
inline int searchLowerIndex(int key) const
{
return searchLowerIndex(0, m_size, key);
}
/** \returns the largest \c k in [start,end) such that for all \c j in [start,k) index[\c j]\<\a key */
inline int searchLowerIndex(int start, int end, int key) const
{
while(end>start)
{
int mid = (end+start)>>1;
if (m_indices[mid]<key)
start = mid+1;
else
end = mid;
}
return start;
}
/** \returns the stored value at index \a key
* If the value does not exist, then the value \a defaultValue is returned without any insertion. */
inline Scalar at(int key, Scalar defaultValue = Scalar(0)) const
{
if (m_size==0)
return defaultValue;
else if (key==m_indices[m_size-1])
return m_values[m_size-1];
// ^^ optimization: let's first check if it is the last coefficient
// (very common in high level algorithms)
const int id = searchLowerIndex(0,m_size-1,key);
return ((id<m_size) && (m_indices[id]==key)) ? m_values[id] : defaultValue;
}
/** Like at(), but the search is performed in the range [start,end) */
inline Scalar atInRange(int start, int end, int key, Scalar defaultValue = Scalar(0)) const
{
if (start==end)
return Scalar(0);
else if (end>start && key==m_indices[end-1])
return m_values[end-1];
// ^^ optimization: let's first check if it is the last coefficient
// (very common in high level algorithms)
const int id = searchLowerIndex(start,end-1,key);
return ((id<end) && (m_indices[id]==key)) ? m_values[id] : defaultValue;
}
/** \returns a reference to the value at index \a key
* If the value does not exist, then the value \a defaultValue is inserted
* such that the keys are sorted. */
inline Scalar& atWithInsertion(int key, Scalar defaultValue = Scalar(0))
{
int id = searchLowerIndex(0,m_size,key);
if (id>=m_size || m_indices[id]!=key)
{
resize(m_size+1,1);
for (int j=m_size-1; j>id; --j)
{
m_indices[j] = m_indices[j-1];
m_values[j] = m_values[j-1];
}
m_indices[id] = key;
m_values[id] = defaultValue;
}
return m_values[id];
}
protected:
void reallocate(int size)
inline void reallocate(int size)
{
Scalar* newValues = new Scalar[size];
int* newIndices = new int[size];

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@@ -0,0 +1,284 @@
// 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_DYNAMIC_SPARSEMATRIX_H
#define EIGEN_DYNAMIC_SPARSEMATRIX_H
/** \class DynamicSparseMatrix
*
* \brief A sparse matrix class designed for matrix assembly purpose
*
* \param _Scalar the scalar type, i.e. the type of the coefficients
*
* Unlike SparseMatrix, this class provides a much higher degree of flexibility. In particular, it allows
* random read/write accesses in log(rho*outer_size) where \c rho is the probability that a coefficient is
* nonzero and outer_size is the number of columns if the matrix is column-major and the number of rows
* otherwise.
*
* Internally, the data are stored as a std::vector of compressed vector. The performances of random writes might
* decrease as the number of nonzeros per inner-vector increase. In practice, we observed very good performance
* till about 100 nonzeros/vector, and the performance remains relatively good till 500 nonzeros/vectors.
*
* \see SparseMatrix
*/
template<typename _Scalar, int _Flags>
struct ei_traits<DynamicSparseMatrix<_Scalar, _Flags> >
{
typedef _Scalar Scalar;
enum {
RowsAtCompileTime = Dynamic,
ColsAtCompileTime = Dynamic,
MaxRowsAtCompileTime = Dynamic,
MaxColsAtCompileTime = Dynamic,
Flags = SparseBit | _Flags,
CoeffReadCost = NumTraits<Scalar>::ReadCost,
SupportedAccessPatterns = OuterRandomAccessPattern
};
};
template<typename _Scalar, int _Flags>
class DynamicSparseMatrix
: public SparseMatrixBase<DynamicSparseMatrix<_Scalar, _Flags> >
{
public:
EIGEN_SPARSE_GENERIC_PUBLIC_INTERFACE(DynamicSparseMatrix)
typedef MappedSparseMatrix<Scalar,Flags> Map;
protected:
enum { IsRowMajor = Base::IsRowMajor };
typedef DynamicSparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix;
int m_innerSize;
std::vector<CompressedStorage<Scalar> > m_data;
public:
inline int rows() const { return IsRowMajor ? outerSize() : m_innerSize; }
inline int cols() const { return IsRowMajor ? m_innerSize : outerSize(); }
inline int innerSize() const { return m_innerSize; }
inline int outerSize() const { return m_data.size(); }
inline int innerNonZeros(int j) const { return m_data[j].size(); }
/** \returns the coefficient value at given position \a row, \a col
* This operation involes a log(rho*outer_size) binary search.
*/
inline Scalar coeff(int row, int col) const
{
const int outer = IsRowMajor ? row : col;
const int inner = IsRowMajor ? col : row;
return m_data[outer].at(inner);
}
/** \returns a reference to the coefficient value at given position \a row, \a col
* This operation involes a log(rho*outer_size) binary search. If the coefficient does not
* exist yet, then a sorted insertion into a sequential buffer is performed.
*/
inline Scalar& coeffRef(int row, int col)
{
const int outer = IsRowMajor ? row : col;
const int inner = IsRowMajor ? col : row;
return m_data[outer].atWithInsertion(inner);
}
public:
class InnerIterator;
inline void setZero()
{
for (int j=0; j<outerSize(); ++j)
m_data[j].clear();
}
/** \returns the number of non zero coefficients */
inline int nonZeros() const
{
int res = 0;
for (int j=0; j<outerSize(); ++j)
res += m_data[j].size();
return res;
}
/** Set the matrix to zero and reserve the memory for \a reserveSize nonzero coefficients. */
inline void startFill(int reserveSize = 1000)
{
int reserveSizePerVector = std::max(reserveSize/outerSize(),4);
for (int j=0; j<outerSize(); ++j)
{
m_data[j].clear();
m_data[j].reserve(reserveSizePerVector);
}
}
/** inserts a nonzero coefficient at given coordinates \a row, \a col and returns its reference assuming that:
* 1 - the coefficient does not exist yet
* 2 - this the coefficient with greater inner coordinate for the given outer coordinate.
* In other words, assuming \c *this is column-major, then there must not exists any nonzero coefficient of coordinates
* \c i \c x \a col such that \c i >= \a row. Otherwise the matrix is invalid.
*
* \see fillrand(), coeffRef()
*/
inline Scalar& fill(int row, int col)
{
const int outer = IsRowMajor ? row : col;
const int inner = IsRowMajor ? col : row;
ei_assert(outer<int(m_data.size()) && inner<m_innerSize);
ei_assert((m_data[outer].size()==0) || (m_data[outer].index(m_data[outer].size()-1)<inner));
m_data[outer].append(0, inner);
return m_data[outer].value(m_data[outer].size()-1);
}
/** Like fill() but with random inner coordinates.
* Compared to the generic coeffRef(), the unique limitation is that we assume
* the coefficient does not exist yet.
*/
inline Scalar& fillrand(int row, int col)
{
const int outer = IsRowMajor ? row : col;
const int inner = IsRowMajor ? col : row;
int startId = 0;
int id = m_data[outer].size() - 1;
m_data[outer].resize(id+2,1);
while ( (id >= startId) && (m_data[outer].index(id) > inner) )
{
m_data[outer].index(id+1) = m_data[outer].index(id);
m_data[outer].value(id+1) = m_data[outer].value(id);
--id;
}
m_data[outer].index(id+1) = inner;
m_data[outer].value(id+1) = 0;
return m_data[outer].value(id+1);
}
/** Does nothing. Provided for compatibility with SparseMatrix. */
inline void endFill() {}
/** Resize the matrix without preserving the data (the matrix is set to zero)
*/
void resize(int rows, int cols)
{
const int outerSize = IsRowMajor ? rows : cols;
m_innerSize = IsRowMajor ? cols : rows;
setZero();
if (int(m_data.size()) != outerSize)
{
m_data.resize(outerSize);
}
}
void resizeAndKeepData(int rows, int cols)
{
const int outerSize = IsRowMajor ? rows : cols;
const int innerSize = IsRowMajor ? cols : rows;
if (m_innerSize>innerSize)
{
// remove all coefficients with innerCoord>=innerSize
// TODO
std::cerr << "not implemented yet\n";
exit(2);
}
if (m_data.size() != outerSize)
{
m_data.resize(outerSize);
}
}
inline DynamicSparseMatrix()
: m_innerSize(0)
{
ei_assert(innerSize()==0 && outerSize()==0);
}
inline DynamicSparseMatrix(int rows, int cols)
: m_innerSize(0)
{
resize(rows, cols);
}
template<typename OtherDerived>
inline DynamicSparseMatrix(const SparseMatrixBase<OtherDerived>& other)
: m_innerSize(0)
{
*this = other.derived();
}
inline DynamicSparseMatrix(const DynamicSparseMatrix& other)
: m_innerSize(0)
{
*this = other.derived();
}
inline void swap(DynamicSparseMatrix& other)
{
//EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n");
std::swap(m_innerSize, other.m_innerSize);
//std::swap(m_outerSize, other.m_outerSize);
m_data.swap(other.m_data);
}
inline DynamicSparseMatrix& operator=(const DynamicSparseMatrix& other)
{
if (other.isRValue())
{
swap(other.const_cast_derived());
}
else
{
resize(other.rows(), other.cols());
m_data = other.m_data;
}
return *this;
}
template<typename OtherDerived>
inline DynamicSparseMatrix& operator=(const SparseMatrixBase<OtherDerived>& other)
{
return SparseMatrixBase<DynamicSparseMatrix>::operator=(other.derived());
}
/** Destructor */
inline ~DynamicSparseMatrix() {}
};
template<typename Scalar, int _Flags>
class DynamicSparseMatrix<Scalar,_Flags>::InnerIterator : public SparseVector<Scalar,_Flags>::InnerIterator
{
typedef typename SparseVector<Scalar,_Flags>::InnerIterator Base;
public:
InnerIterator(const DynamicSparseMatrix& mat, int outer)
: Base(mat.m_data[outer]), m_outer(outer)
{}
inline int row() const { return IsRowMajor ? m_outer : Base::index(); }
inline int col() const { return IsRowMajor ? Base::index() : m_outer; }
protected:
const int m_outer;
};
#endif // EIGEN_DYNAMIC_SPARSEMATRIX_H

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@@ -45,7 +45,7 @@ struct ei_traits<SparseMatrix<_Scalar, _Flags> >
MaxColsAtCompileTime = Dynamic,
Flags = SparseBit | _Flags,
CoeffReadCost = NumTraits<Scalar>::ReadCost,
SupportedAccessPatterns = FullyCoherentAccessPattern
SupportedAccessPatterns = InnerRandomAccessPattern
};
};
@@ -91,19 +91,7 @@ class SparseMatrix
{
const int outer = IsRowMajor ? row : col;
const int inner = IsRowMajor ? col : row;
int start = m_outerIndex[outer];
int end = m_outerIndex[outer+1];
if (start==end)
return Scalar(0);
else if (end>0 && inner==m_data.index(end-1))
return m_data.value(end-1);
// ^^ optimization: let's first check if it is the last coefficient
// (very common in high level algorithms)
const int* r = std::lower_bound(&m_data.index(start),&m_data.index(end-1),inner);
const int id = r-&m_data.index(0);
return ((*r==inner) && (id<end)) ? m_data.value(id) : Scalar(0);
return m_data.atInRange(m_outerIndex[outer], m_outerIndex[outer+1], inner);
}
inline Scalar& coeffRef(int row, int col)
@@ -115,9 +103,8 @@ class SparseMatrix
int end = m_outerIndex[outer+1];
ei_assert(end>=start && "you probably called coeffRef on a non finalized matrix");
ei_assert(end>start && "coeffRef cannot be called on a zero coefficient");
int* r = std::lower_bound(&m_data.index(start),&m_data.index(end),inner);
const int id = r-&m_data.index(0);
ei_assert((*r==inner) && (id<end) && "coeffRef cannot be called on a zero coefficient");
const int id = m_data.searchLowerIndex(start,end-1,inner);
ei_assert((id<end) && (m_data.index(id)==inner) && "coeffRef cannot be called on a zero coefficient");
return m_data.value(id);
}

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@@ -69,7 +69,7 @@ template<typename Derived> class SparseMatrixBase
/**< This stores expression \ref flags flags which may or may not be inherited by new expressions
* constructed from this one. See the \ref flags "list of flags".
*/
CoeffReadCost = ei_traits<Derived>::CoeffReadCost,
/**< This is a rough measure of how expensive it is to read one coefficient from
* this expression.
@@ -153,7 +153,10 @@ template<typename Derived> class SparseMatrixBase
{
// std::cout << "Derived& operator=(const MatrixBase<OtherDerived>& other)\n";
//const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
ei_assert((!((Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit))) && "the transpose operation is supposed to be handled in SparseMatrix::operator=");
ei_assert(( ((ei_traits<Derived>::SupportedAccessPatterns&OuterRandomAccessPattern)==OuterRandomAccessPattern) ||
(!((Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit)))) &&
"the transpose operation is supposed to be handled in SparseMatrix::operator=");
const int outerSize = other.outerSize();
//typedef typename ei_meta_if<transpose, LinkedVectorMatrix<Scalar,Flags&RowMajorBit>, Derived>::ret TempType;
// thanks to shallow copies, we always eval to a tempary

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@@ -246,7 +246,7 @@ struct ei_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
{
// 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>
ei_sparse_product_selector<Rhs,Lhs,SparseTemporaryType,ColMajor,ColMajor,ColMajor>
::run(rhs, lhs, _res);
res = _res.transpose();
}

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@@ -102,30 +102,36 @@ enum {
template<typename Derived> class SparseMatrixBase;
template<typename _Scalar, int _Flags = 0> class SparseMatrix;
template<typename _Scalar, int _Flags = 0> class DynamicSparseMatrix;
template<typename _Scalar, int _Flags = 0> class SparseVector;
template<typename _Scalar, int _Flags = 0> class MappedSparseMatrix;
template<typename MatrixType> class SparseTranspose;
template<typename MatrixType> class SparseInnerVector;
template<typename Derived> class SparseCwise;
template<typename UnaryOp, typename MatrixType> class SparseCwiseUnaryOp;
template<typename BinaryOp, typename Lhs, typename Rhs> class SparseCwiseBinaryOp;
template<typename ExpressionType, unsigned int Added, unsigned int Removed> class SparseFlagged;
template<typename MatrixType> class SparseTranspose;
template<typename MatrixType> class SparseInnerVector;
template<typename Derived> class SparseCwise;
template<typename UnaryOp, typename MatrixType> class SparseCwiseUnaryOp;
template<typename BinaryOp, typename Lhs, typename Rhs> class SparseCwiseBinaryOp;
template<typename ExpressionType,
unsigned int Added, unsigned int Removed> class SparseFlagged;
template<typename Lhs, typename Rhs> struct ei_sparse_product_mode;
template<typename Lhs, typename Rhs, int ProductMode = ei_sparse_product_mode<Lhs,Rhs>::value> struct SparseProductReturnType;
const int AccessPatternNotSupported = 0x0;
const int AccessPatternSupported = 0x1;
const int CoherentAccessPattern = 0x1;
const int InnerRandomAccessPattern = 0x2 | CoherentAccessPattern;
const int OuterRandomAccessPattern = 0x4 | CoherentAccessPattern;
const int RandomAccessPattern = 0x8 | OuterRandomAccessPattern | InnerRandomAccessPattern;
template<typename MatrixType, int AccessPattern> struct ei_support_access_pattern
{
enum { ret = (int(ei_traits<MatrixType>::SupportedAccessPatterns) & AccessPattern) == AccessPattern
? AccessPatternSupported
: AccessPatternNotSupported
};
};
// const int AccessPatternNotSupported = 0x0;
// const int AccessPatternSupported = 0x1;
//
// template<typename MatrixType, int AccessPattern> struct ei_support_access_pattern
// {
// enum { ret = (int(ei_traits<MatrixType>::SupportedAccessPatterns) & AccessPattern) == AccessPattern
// ? AccessPatternSupported
// : AccessPatternNotSupported
// };
// };
template<typename T> class ei_eval<T,IsSparse>
{

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@@ -47,12 +47,10 @@ struct ei_traits<SparseVector<_Scalar, _Flags> >
MaxColsAtCompileTime = ColsAtCompileTime,
Flags = SparseBit | _Flags,
CoeffReadCost = NumTraits<Scalar>::ReadCost,
SupportedAccessPatterns = FullyCoherentAccessPattern
SupportedAccessPatterns = InnerRandomAccessPattern
};
};
template<typename _Scalar, int _Flags>
class SparseVector
: public SparseMatrixBase<SparseVector<_Scalar, _Flags> >
@@ -89,22 +87,7 @@ class SparseVector
ei_assert((IsColVector ? col : row)==0);
return coeff(IsColVector ? row : col);
}
inline Scalar coeff(int i) const
{
int start = 0;
int end = m_data.size();
if (start==end)
return Scalar(0);
else if (end>0 && i==m_data.index(end-1))
return m_data.value(end-1);
// ^^ optimization: let's first check if it is the last coefficient
// (very common in high level algorithms)
// TODO move this search to ScalarArray
const int* r = std::lower_bound(&m_data.index(start),&m_data.index(end-1),i);
const int id = r-&m_data.index(0);
return ((*r==i) && (id<end)) ? m_data.value(id) : Scalar(0);
}
inline Scalar coeff(int i) const { return m_data.at(i); }
inline Scalar& coeffRef(int row, int col)
{
@@ -112,16 +95,15 @@ class SparseVector
return coeff(IsColVector ? row : col);
}
/** \returns a reference to the coefficient value at given index \a i
* This operation involes a log(rho*size) binary search. If the coefficient does not
* exist yet, then a sorted insertion into a sequential buffer is performed.
*
* This insertion might be very costly if the number of nonzeros above \a i is large.
*/
inline Scalar& coeffRef(int i)
{
int start = 0;
int end = m_data.size();
ei_assert(end>=start && "you probably called coeffRef on a non finalized vector");
ei_assert(end>start && "coeffRef cannot be called on a zero coefficient");
int* r = std::lower_bound(&m_data.index(start),&m_data.index(end),i);
const int id = r-&m_data.index(0);
ei_assert((*r==i) && (id<end) && "coeffRef cannot be called on a zero coefficient");
return m_data.value(id);
return m_data.atWithInsertiob(i);
}
public:
@@ -301,29 +283,33 @@ class SparseVector<Scalar,_Flags>::InnerIterator
{
public:
InnerIterator(const SparseVector& vec, int outer=0)
: m_vector(vec), m_id(0), m_end(vec.nonZeros())
: m_data(vec.m_data), m_id(0), m_end(m_data.size())
{
ei_assert(outer==0);
}
InnerIterator(const CompressedStorage<Scalar>& data)
: m_data(data), m_id(0), m_end(m_data.size())
{}
template<unsigned int Added, unsigned int Removed>
InnerIterator(const Flagged<SparseVector,Added,Removed>& vec, int outer)
: m_vector(vec._expression()), m_id(0), m_end(m_vector.nonZeros())
: m_data(vec._expression().m_data), m_id(0), m_end(m_data.size())
{}
inline InnerIterator& operator++() { m_id++; return *this; }
inline Scalar value() const { return m_vector.m_data.value(m_id); }
inline Scalar& valueRef() { return const_cast<Scalar&>(m_vector.m_data.value(m_id)); }
inline Scalar value() const { return m_data.value(m_id); }
inline Scalar& valueRef() { return const_cast<Scalar&>(m_data.value(m_id)); }
inline int index() const { return m_vector.m_data.index(m_id); }
inline int index() const { return m_data.index(m_id); }
inline int row() const { return IsColVector ? index() : 0; }
inline int col() const { return IsColVector ? 0 : index(); }
inline operator bool() const { return (m_id < m_end); }
protected:
const SparseVector& m_vector;
const CompressedStorage<Scalar>& m_data;
int m_id;
const int m_end;
};