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Fix performance trap for sparse view multiplication #476

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merged 9 commits into from
Jan 7, 2024
Merged

Fix performance trap for sparse view multiplication #476

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4d15843
Fix `getcolptr` for sparse matrix views
dkarrasch Nov 23, 2023
4bceb3e
better tests
dkarrasch Nov 23, 2023
40927cc
add actual fixes
dkarrasch Nov 23, 2023
daa0364
add test, better error message
dkarrasch Nov 23, 2023
a8b1ed8
rename alias
dkarrasch Dec 1, 2023
00e799d
Merge branch 'main' into dk/colptr_view
dkarrasch Jan 6, 2024
6e5cdf0
make `SparseMatrixCSCView <: SparseMatrixCSCColumnSubset`
dkarrasch Jan 7, 2024
c417922
Merge branch 'main' into dk/colptr_view
dkarrasch Jan 7, 2024
b6a8802
remove obsolete line
dkarrasch Jan 7, 2024
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30 changes: 15 additions & 15 deletions src/linalg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,21 +10,21 @@
const DenseInputVector = Union{StridedVector, BitVector}
const DenseVecOrMat = Union{DenseMatrixUnion, DenseInputVector}

matprod_dest(A::SparseMatrixCSCUnion, B::DenseTriangular, TS) =
matprod_dest(A::SparseMatrixCSCUnion2, B::DenseTriangular, TS) =
similar(B, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::AdjOrTrans{<:Any,<:AbstractSparseMatrixCSC}, B::DenseTriangular, TS) =
matprod_dest(A::AdjOrTrans{<:Any,<:SparseMatrixCSCUnion2}, B::DenseTriangular, TS) =
similar(B, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::StridedMaybeAdjOrTransMat, B::SparseMatrixCSCUnion, TS) =
matprod_dest(A::StridedMaybeAdjOrTransMat, B::SparseMatrixCSCUnion2, TS) =
similar(A, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::Union{BitMatrix,AdjOrTrans{<:Any,BitMatrix}}, B::SparseMatrixCSCUnion, TS) =
matprod_dest(A::Union{BitMatrix,AdjOrTrans{<:Any,BitMatrix}}, B::SparseMatrixCSCUnion2, TS) =
similar(A, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::DenseTriangular, B::SparseMatrixCSCUnion, TS) =
matprod_dest(A::DenseTriangular, B::SparseMatrixCSCUnion2, TS) =
similar(A, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::StridedMaybeAdjOrTransMat, B::AdjOrTrans{<:Any,<:AbstractSparseMatrixCSC}, TS) =
matprod_dest(A::StridedMaybeAdjOrTransMat, B::AdjOrTrans{<:Any,<:SparseMatrixCSCUnion2}, TS) =
similar(A, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::Union{BitMatrix,AdjOrTrans{<:Any,BitMatrix}}, B::AdjOrTrans{<:Any,<:AbstractSparseMatrixCSC}, TS) =
matprod_dest(A::Union{BitMatrix,AdjOrTrans{<:Any,BitMatrix}}, B::AdjOrTrans{<:Any,<:SparseMatrixCSCUnion2}, TS) =
similar(A, TS, (size(A, 1), size(B, 2)))
matprod_dest(A::DenseTriangular, B::AdjOrTrans{<:Any,<:AbstractSparseMatrixCSC}, TS) =
matprod_dest(A::DenseTriangular, B::AdjOrTrans{<:Any,<:SparseMatrixCSCUnion2}, TS) =
similar(A, TS, (size(A, 1), size(B, 2)))

for op ∈ (:+, :-), Wrapper ∈ (:Hermitian, :Symmetric)
Expand All @@ -45,11 +45,11 @@
end
end

LinearAlgebra.generic_matmatmul!(C::StridedMatrix, tA, tB, A::SparseMatrixCSCUnion, B::DenseMatrixUnion, _add::MulAddMul) =
LinearAlgebra.generic_matmatmul!(C::StridedMatrix, tA, tB, A::SparseMatrixCSCUnion2, B::DenseMatrixUnion, _add::MulAddMul) =
spdensemul!(C, tA, tB, A, B, _add)
LinearAlgebra.generic_matmatmul!(C::StridedMatrix, tA, tB, A::SparseMatrixCSCUnion, B::AbstractTriangular, _add::MulAddMul) =
LinearAlgebra.generic_matmatmul!(C::StridedMatrix, tA, tB, A::SparseMatrixCSCUnion2, B::AbstractTriangular, _add::MulAddMul) =

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spdensemul!(C, tA, tB, A, B, _add)
LinearAlgebra.generic_matvecmul!(C::StridedVecOrMat, tA, A::SparseMatrixCSCUnion, B::DenseInputVector, _add::MulAddMul) =
LinearAlgebra.generic_matvecmul!(C::StridedVecOrMat, tA, A::SparseMatrixCSCUnion2, B::DenseInputVector, _add::MulAddMul) =
spdensemul!(C, tA, 'N', A, B, _add)

Base.@constprop :aggressive function spdensemul!(C, tA, tB, A, B, _add)
Expand Down Expand Up @@ -114,7 +114,7 @@
C
end

Base.@constprop :aggressive function LinearAlgebra.generic_matmatmul!(C::StridedMatrix, tA, tB, A::DenseMatrixUnion, B::AbstractSparseMatrixCSC, _add::MulAddMul)
Base.@constprop :aggressive function LinearAlgebra.generic_matmatmul!(C::StridedMatrix, tA, tB, A::DenseMatrixUnion, B::SparseMatrixCSCUnion2, _add::MulAddMul)
transA = tA == 'N' ? identity : tA == 'T' ? transpose : adjoint
if tB == 'N'
_spmul!(C, transA(A), B, _add.alpha, _add.beta)
Expand All @@ -125,7 +125,7 @@
end
return C
end
function _spmul!(C::StridedMatrix, X::DenseMatrixUnion, A::AbstractSparseMatrixCSC, α::Number, β::Number)
function _spmul!(C::StridedMatrix, X::DenseMatrixUnion, A::SparseMatrixCSCUnion2, α::Number, β::Number)
mX, nX = size(X)
nX == size(A, 1) ||
throw(DimensionMismatch("second dimension of X, $nX, does not match the first dimension of A, $(size(A,1))"))
Expand All @@ -145,7 +145,7 @@
end
C
end
function _spmul!(C::StridedMatrix, X::AdjOrTrans{<:Any,<:DenseMatrixUnion}, A::AbstractSparseMatrixCSC, α::Number, β::Number)
function _spmul!(C::StridedMatrix, X::AdjOrTrans{<:Any,<:DenseMatrixUnion}, A::SparseMatrixCSCUnion2, α::Number, β::Number)
mX, nX = size(X)
nX == size(A, 1) ||
throw(DimensionMismatch("second dimension of X, $nX, does not match the first dimension of A, $(size(A,1))"))
Expand All @@ -164,7 +164,7 @@
C
end

function _A_mul_Bt_or_Bc!(tfun::Function, C::StridedMatrix, A::AbstractMatrix, B::AbstractSparseMatrixCSC, α::Number, β::Number)
function _A_mul_Bt_or_Bc!(tfun::Function, C::StridedMatrix, A::AbstractMatrix, B::SparseMatrixCSCUnion2, α::Number, β::Number)
mA, nA = size(A)
nA == size(B, 2) ||
throw(DimensionMismatch("second dimension of A, $nA, does not match the second dimension of B, $(size(B,2))"))
Expand Down
24 changes: 16 additions & 8 deletions src/sparsematrix.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -179,15 +179,23 @@
# underlying SparseMatrixCSC
const SparseMatrixCSCView{Tv,Ti} =
SubArray{Tv,2,<:AbstractSparseMatrixCSC{Tv,Ti},
Tuple{Base.Slice{Base.OneTo{Int}},I}} where {I<:AbstractUnitRange}
Tuple{Base.Slice{Base.OneTo{Int}},I}} where {I<:AbstractUnitRange{<:Integer}}
const SparseMatrixCSCUnion{Tv,Ti} = Union{AbstractSparseMatrixCSC{Tv,Ti}, SparseMatrixCSCView{Tv,Ti}}
# Define an alias for views of a SparseMatrixCSC which include all rows and a selection of the columns.
# Also define a union of SparseMatrixCSC and this view since many methods can be defined efficiently for
# this union by extracting the fields via the get function: getrowval, and getnzval, BUT NOT getcolptr!
const SparseMatrixCSCColumnSubset{Tv,Ti} =
SubArray{Tv,2,<:AbstractSparseMatrixCSC{Tv,Ti},
Tuple{Base.Slice{Base.OneTo{Int}},I}} where {I<:AbstractVector{<:Integer}}
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const SparseMatrixCSCUnion2{Tv,Ti} = Union{AbstractSparseMatrixCSC{Tv,Ti}, SparseMatrixCSCColumnSubset{Tv,Ti}}

getcolptr(S::SorF) = getfield(S, :colptr)
getcolptr(S::SparseMatrixCSCView) = view(getcolptr(parent(S)), first(axes(S, 2)):(last(axes(S, 2)) + 1))
getcolptr(S::SparseMatrixCSCView) = view(getcolptr(parent(S)), first(S.indices[2]):(last(S.indices[2]) + 1))
getcolptr(S::SparseMatrixCSCColumnSubset) = error("getcolptr not well-defined for $(typeof(S))")

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getrowval(S::AbstractSparseMatrixCSC) = rowvals(S)
getrowval(S::SparseMatrixCSCView) = rowvals(parent(S))
getrowval(S::SparseMatrixCSCColumnSubset) = rowvals(parent(S))
getnzval( S::AbstractSparseMatrixCSC) = nonzeros(S)
getnzval( S::SparseMatrixCSCView) = nonzeros(parent(S))
getnzval( S::SparseMatrixCSCColumnSubset) = nonzeros(parent(S))
nzvalview(S::AbstractSparseMatrixCSC) = view(nonzeros(S), 1:nnz(S))

"""
Expand All @@ -212,7 +220,7 @@
nnz(S::AdjOrTrans{<:Any,<:AbstractSparseMatrixCSC}) = nnz(parent(S))
nnz(S::UpperTriangular{<:Any,<:AbstractSparseMatrixCSC}) = nnz1(S)
nnz(S::LowerTriangular{<:Any,<:AbstractSparseMatrixCSC}) = nnz1(S)
nnz(S::SparseMatrixCSCView) = nnz1(S)
nnz(S::SparseMatrixCSCColumnSubset) = nnz1(S)
nnz1(S) = sum(length.(nzrange.(Ref(S), axes(S, 2))))

function Base._simple_count(pred, S::AbstractSparseMatrixCSC, init::T) where T
Expand Down Expand Up @@ -244,7 +252,7 @@
```
"""
nonzeros(S::SorF) = getfield(S, :nzval)
nonzeros(S::SparseMatrixCSCView) = nonzeros(S.parent)
nonzeros(S::SparseMatrixCSCColumnSubset) = nonzeros(S.parent)
nonzeros(S::UpperTriangular{<:Any,<:SparseMatrixCSCUnion}) = nonzeros(S.data)
nonzeros(S::LowerTriangular{<:Any,<:SparseMatrixCSCUnion}) = nonzeros(S.data)

Expand Down Expand Up @@ -272,7 +280,7 @@
```
"""
rowvals(S::SorF) = getfield(S, :rowval)
rowvals(S::SparseMatrixCSCView) = rowvals(S.parent)
rowvals(S::SparseMatrixCSCColumnSubset) = rowvals(S.parent)
rowvals(S::UpperTriangular{<:Any,<:SparseMatrixCSCUnion}) = rowvals(S.data)
rowvals(S::LowerTriangular{<:Any,<:SparseMatrixCSCUnion}) = rowvals(S.data)

Expand All @@ -299,7 +307,7 @@
Adding or removing nonzero elements to the matrix may invalidate the `nzrange`, one should not mutate the matrix while iterating.
"""
nzrange(S::AbstractSparseMatrixCSC, col::Integer) = getcolptr(S)[col]:(getcolptr(S)[col+1]-1)
nzrange(S::SparseMatrixCSCView, col::Integer) = nzrange(S.parent, S.indices[2][col])
nzrange(S::SparseMatrixCSCColumnSubset, col::Integer) = nzrange(S.parent, S.indices[2][col])
nzrange(S::UpperTriangular{<:Any,<:SparseMatrixCSCUnion}, i::Integer) = nzrangeup(S.data, i)
nzrange(S::LowerTriangular{<:Any,<:SparseMatrixCSCUnion}, i::Integer) = nzrangelo(S.data, i)

Expand Down
14 changes: 8 additions & 6 deletions test/linalg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -152,15 +152,15 @@ begin
A = sprand(rng, n, n, 0.01)
MA = Matrix(A)
lA = sprand(rng, n, n+10, 0.01)
@test nnz(lA[:, n+1:n+10]) == nnz(view(lA, :, n+1:n+10))
@testset "triangular multiply with $tr($wr)" for tr in (identity, adjoint, transpose),
wr in (UpperTriangular, LowerTriangular, UnitUpperTriangular, UnitLowerTriangular)
AW = tr(wr(A))
MAW = tr(wr(MA))
@test AW * B ≈ MAW * B
# and for SparseMatrixCSCView - a view of all rows and unit range of cols
vAW = tr(wr(view(A, :, 1:n)))
vMAW = tr(wr(view(MA, :, 1:n)))
@test vAW * B ≈ vMAW * B
vAW = tr(wr(view([zero(A)+I A], :, (n+1):2n)))
@test vAW * B ≈ AW * B
end
a = sprand(rng, ComplexF64, n, n, 0.01)
ma = Matrix(a)
Expand All @@ -170,9 +170,8 @@ begin
MAW = tr(wr(ma))
@test AW * B ≈ MAW * B
# and for SparseMatrixCSCView - a view of all rows and unit range of cols
vAW = tr(wr(view(a, :, 1:n)))
vMAW = tr(wr(view(ma, :, 1:n)))
@test vAW * B ≈ vMAW * B
vAW = tr(wr(view([zero(a)+I a], :, (n+1):2n)))
@test vAW * B ≈ AW * B
end
A = A - Diagonal(diag(A)) + 2I # avoid rounding errors by division
MA = Matrix(A)
Expand All @@ -181,6 +180,9 @@ begin
AW = tr(wr(A))
MAW = tr(wr(MA))
@test AW \ B ≈ MAW \ B
# and for SparseMatrixCSCView - a view of all rows and unit range of cols
vAW = tr(wr(view([zero(A)+I A], :, (n+1):2n)))
@test vAW \ B ≈ AW \ B
end
@testset "triangular singular exceptions" begin
A = LowerTriangular(sparse([0 2.0;0 1]))
Expand Down
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