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From "Sujit Pal (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-230) Implement Sparse Matrix Support
Date Tue, 02 Dec 2008 20:16:44 GMT

     [ https://issues.apache.org/jira/browse/MATH-230?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Sujit Pal updated MATH-230:
---------------------------

    Attachment: RealMatrixImplPerformanceTest.java

*** Not for inclusion in svn, only meant to be used if necessary for verification of times
below ***

Quick and dirty test (to measure wallclock times for multiplying RealMatrixImpls using the
original method (currently in svn), the getEntry() method (from the original patch submission),
and the rolled back method (using data[][] as fallback). My test times on a 64-bit AMD dual-core
laptop with 2GB RAM is shown below:

size               data[][]  getEntry()  restored data[][]
[3x2]*[2x4]          0ms         0ms           0ms
[6x4]*[4x8])         0ms         0ms           0ms
[12x8]*[8x16])       1ms         0ms           0ms
[24x16]*[16x32]      2ms         2ms           2ms
[48x32]*[32x64])     14ms        16ms          23ms
[96x64]*[64x128]     2ms         3ms           3ms
[192x128]*[128x256]  24ms        50ms          28ms
[384x256]*[256x512]  770ms       813ms         768ms


> Implement Sparse Matrix Support
> -------------------------------
>
>                 Key: MATH-230
>                 URL: https://issues.apache.org/jira/browse/MATH-230
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 2.0
>         Environment: N/A
>            Reporter: Sujit Pal
>            Priority: Minor
>             Fix For: 2.0
>
>         Attachments: patch.txt, RealMatrixImplPerformanceTest.java, SparseRealMatrixImpl.java,
SparseRealMatrixImplTest.java
>
>
> I needed a way to deal with large sparse matrices using commons-math RealMatrix, so I
implemented it. The SparseRealMatrixImpl is a subclass of RealMatrixImpl, and the backing
data structure is a Map<Point,Double>, where Point is a struct like inner-class which
exposes two int parameters row and column. I had to make some changes to the existing components
to keep the code for SparseRealMatrixImpl clean. Here are the details.
> 1) RealMatrix.java:
>    - added a new method setEntry(int, int, double) to set data into a matrix
> 2) RealMatrixImpl.java:
>    - changed all internal calls to data[i][j] to getEntry(i,j).
>    - for some methods such as add(), subtract(), premultiply(), etc, there
>      was code that checked for ClassCastException and had two versions,
>      one for a generic RealMatrix and one for a RealMatrixImpl. This has
>      been changed to have only one that operates on a RealMatrix. The 
>      result is something like auto-type casting. So if:
>        RealMatrixImpl.add(RealMatrix) returns a RealMatrixImpl
>        SparseRealMatrixImpl.add(RealMatrix) returns a SparseRealMatrixImpl
> 3) SparseRealMatrixImpl added as a subclass of RealMatrixImpl.
> 4) LUDecompositionImpl changed to use a clone of the passed in RealMatrix
>    instead of its data[][] block, and now it uses clone.getEntry(row,col)
>    calls instead of data[row][col] calls.
> 5) LUDecompositionImpl returned RealMatrixImpl for getL(), getU(), getP()
>    and solve(). It now returns the same RealMatrix impl that is passed 
>    in through its constructor for these methods.
> 6) New test for SparseRealMatrixImpl, mimics the tests in RealMatrixImplTest,
> 7) New static method to create SparseRealMatrixImpl out of a double[][] in
>    MatrixUtils.createSparseRealMatrix().
>    but using SparseRealMatrixImpl.
> 8) Verified that all JUnit tests pass.

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