Return-Path: X-Original-To: apmail-spark-reviews-archive@minotaur.apache.org Delivered-To: apmail-spark-reviews-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id E61CD119D2 for ; Thu, 18 Sep 2014 04:52:39 +0000 (UTC) Received: (qmail 68787 invoked by uid 500); 18 Sep 2014 04:52:39 -0000 Delivered-To: apmail-spark-reviews-archive@spark.apache.org Received: (qmail 68762 invoked by uid 500); 18 Sep 2014 04:52:39 -0000 Mailing-List: contact reviews-help@spark.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Delivered-To: mailing list reviews@spark.apache.org Received: (qmail 68751 invoked by uid 99); 18 Sep 2014 04:52:39 -0000 Received: from tyr.zones.apache.org (HELO tyr.zones.apache.org) (140.211.11.114) by apache.org (qpsmtpd/0.29) with ESMTP; Thu, 18 Sep 2014 04:52:39 +0000 Received: by tyr.zones.apache.org (Postfix, from userid 65534) id 3BBD3A1A435; Thu, 18 Sep 2014 04:52:39 +0000 (UTC) From: mengxr To: reviews@spark.apache.org Reply-To: reviews@spark.apache.org References: In-Reply-To: Subject: [GitHub] spark pull request: [SPARK-3418] Sparse Matrix support (CCS) and a... Content-Type: text/plain Message-Id: <20140918045239.3BBD3A1A435@tyr.zones.apache.org> Date: Thu, 18 Sep 2014 04:52:39 +0000 (UTC) Github user mengxr commented on a diff in the pull request: https://github.com/apache/spark/pull/2294#discussion_r17709063 --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala --- @@ -197,4 +201,368 @@ private[mllib] object BLAS extends Serializable { throw new IllegalArgumentException(s"scal doesn't support vector type ${x.getClass}.") } } + + // For level-3 routines, we use the native BLAS. + private def nativeBLAS: NetlibBLAS = { + if (_nativeBLAS == null) { + _nativeBLAS = NativeBLAS + } + _nativeBLAS + } + + /** + * C := alpha * A * B + beta * C + * @param transA specify whether to use matrix A, or the transpose of matrix A. Should be "N" or + * "n" to use A, and "T" or "t" to use the transpose of A. + * @param transB specify whether to use matrix B, or the transpose of matrix B. Should be "N" or + * "n" to use B, and "T" or "t" to use the transpose of B. + * @param alpha a scalar to scale the multiplication A * B. + * @param A the matrix A that will be left multiplied to B. Size of m x k. + * @param B the matrix B that will be left multiplied by A. Size of k x n. + * @param beta a scalar that can be used to scale matrix C. + * @param C the resulting matrix C. Size of m x n. + */ + def gemm( + transA: Boolean, + transB: Boolean, + alpha: Double, + A: Matrix, + B: DenseMatrix, + beta: Double, + C: DenseMatrix): Unit = { + if (alpha == 0.0) { + logWarning("gemm: alpha is equal to 0. Returning C.") + } else { + A match { + case sparse: SparseMatrix => + gemm(transA, transB, alpha, sparse, B, beta, C) + case dense: DenseMatrix => + gemm(transA, transB, alpha, dense, B, beta, C) + case _ => + throw new IllegalArgumentException(s"gemm doesn't support matrix type ${A.getClass}.") + } + } + } + + /** + * C := alpha * A * B + beta * C + * + * @param alpha a scalar to scale the multiplication A * B. + * @param A the matrix A that will be left multiplied to B. Size of m x k. + * @param B the matrix B that will be left multiplied by A. Size of k x n. + * @param beta a scalar that can be used to scale matrix C. + * @param C the resulting matrix C. Size of m x n. + */ + def gemm( + alpha: Double, + A: Matrix, + B: DenseMatrix, + beta: Double, + C: DenseMatrix): Unit = { + gemm(false, false, alpha, A, B, beta, C) + } + + /** + * C := alpha * A * B + beta * C + * For `DenseMatrix` A. + */ + private def gemm( + transA: Boolean, + transB: Boolean, + alpha: Double, + A: DenseMatrix, + B: DenseMatrix, + beta: Double, + C: DenseMatrix): Unit = { + val mA: Int = if (!transA) A.numRows else A.numCols + val nB: Int = if (!transB) B.numCols else B.numRows + val kA: Int = if (!transA) A.numCols else A.numRows + val kB: Int = if (!transB) B.numRows else B.numCols + val tAstr = if (!transA) "N" else "T" + val tBstr = if (!transB) "N" else "T" + + require(kA == kB, s"The columns of A don't match the rows of B. A: $kA, B: $kB") + require(mA == C.numRows, s"The rows of C don't match the rows of A. C: ${C.numRows}, A: $mA") + require(nB == C.numCols, + s"The columns of C don't match the columns of B. C: ${C.numCols}, A: $nB") + + nativeBLAS.dgemm(tAstr, tBstr, mA, nB, kA, alpha, A.values, A.numRows, B.values, B.numRows, + beta, C.values, C.numRows) + } + + /** + * C := alpha * A * B + beta * C + * For `SparseMatrix` A. + */ + private def gemm( + transA: Boolean, + transB: Boolean, + alpha: Double, + A: SparseMatrix, + B: DenseMatrix, + beta: Double, + C: DenseMatrix): Unit = { + val mA: Int = if (!transA) A.numRows else A.numCols + val nB: Int = if (!transB) B.numCols else B.numRows + val kA: Int = if (!transA) A.numCols else A.numRows + val kB: Int = if (!transB) B.numRows else B.numCols + + require(kA == kB, s"The columns of A don't match the rows of B. A: $kA, B: $kB") + require(mA == C.numRows, s"The rows of C don't match the rows of A. C: ${C.numRows}, A: $mA") + require(nB == C.numCols, + s"The columns of C don't match the columns of B. C: ${C.numCols}, A: $nB") + + val Avals = A.values + val Arows = if (!transA) A.rowIndices else A.colPtrs + val Acols = if (!transA) A.colPtrs else A.rowIndices + + // Slicing is easy in this case. This is the optimal multiplication setting for sparse matrices + if (transA){ + var colCounterForB = 0 + if (!transB){ // Expensive to put the check inside the loop + while (colCounterForB < nB) { + var rowCounterForA = 0 + val Cstart = colCounterForB * mA + val Bstart = colCounterForB * kA + while (rowCounterForA < mA) { + var i = Arows(rowCounterForA) + val indEnd = Arows(rowCounterForA + 1) + var sum = 0.0 + while (i < indEnd) { + sum += Avals(i) * B.values(Bstart + Acols(i)) + i += 1 + } + val Cindex = Cstart + rowCounterForA + C.values(Cindex) = beta * C.values(Cindex) + sum * alpha + rowCounterForA += 1 + } + colCounterForB += 1 + } + } else { + while (colCounterForB < nB) { + var rowCounter = 0 + val Cstart = colCounterForB * mA + while (rowCounter < mA) { + var i = Arows(rowCounter) + val indEnd = Arows(rowCounter + 1) + var sum = 0.0 + while (i < indEnd) { + sum += Avals(i) * B(colCounterForB, Acols(i)) + i += 1 + } + val Cindex = Cstart + rowCounter + C.values(Cindex) = beta * C.values(Cindex) + sum * alpha + rowCounter += 1 + } + colCounterForB += 1 + } + } + } else { + // Scale matrix first if `beta` is not equal to 0.0 + if (beta != 0.0){ + nativeBLAS.dscal(C.values.length, beta, C.values, 1) + } + // Perform matrix multiplication and add to C. The rows of A are multiplied by the columns of + // B, and added to C. + var colCounterForB = 0 // the column to be updated in C + if (!transB) { // Expensive to put the check inside the loop + while (colCounterForB < nB) { + var colCounterForA = 0 // The column of A to multiply with the row of B + while (colCounterForA < kA){ + var i = Acols(colCounterForA) + val indEnd = Acols(colCounterForA + 1) + val Bval = B(colCounterForA, colCounterForB) + val Cstart = colCounterForB * mA + while (i < indEnd){ + C.values(Cstart + Arows(i)) += Avals(i) * Bval * alpha + i += 1 + } + colCounterForA += 1 + } + colCounterForB += 1 + } + } else { + while (colCounterForB < nB) { + var colCounterForA = 0 // The column of A to multiply with the row of B + while (colCounterForA < kA){ + var i = Acols(colCounterForA) + val indEnd = Acols(colCounterForA + 1) + val Bval = B(colCounterForB, colCounterForA) + val Cstart = colCounterForB * mA + while (i < indEnd){ + C.values(Cstart + Arows(i)) += Avals(i) * Bval * alpha + i += 1 + } + colCounterForA += 1 + } + colCounterForB += 1 + } + } + } + } + + /** + * y := alpha * A * x + beta * y + * @param trans specify whether to use matrix A, or the transpose of matrix A. Should be "N" or + * "n" to use A, and "T" or "t" to use the transpose of A. + * @param alpha a scalar to scale the multiplication A * x. + * @param A the matrix A that will be left multiplied to x. Size of m x n. + * @param x the vector x that will be left multiplied by A. Size of n x 1. + * @param beta a scalar that can be used to scale vector y. + * @param y the resulting vector y. Size of m x 1. + */ + def gemv( + trans: Boolean, + alpha: Double, + A: Matrix, + x: DenseVector, + beta: Double, + y: DenseVector): Unit = { + + val mA: Int = if (!trans) A.numRows else A.numCols + val nx: Int = x.size + val nA: Int = if (!trans) A.numCols else A.numRows + + require(nA == nx, s"The columns of A don't match the number of elements of x. A: $nA, x: $nx") + require(mA == y.size, + s"The rows of A don't match the number of elements of y. A: $mA, y:${y.size}}") + if (alpha == 0.0) { + logWarning("gemv: alpha is equal to 0. Returning y.") + } else { + A match { + case sparse: SparseMatrix => + gemv(trans, alpha, sparse, x, beta, y) + case dense: DenseMatrix => + gemv(trans, alpha, dense, x, beta, y) + case _ => + throw new IllegalArgumentException(s"gemv doesn't support matrix type ${A.getClass}.") + } + } + } + + /** + * y := alpha * A * x + beta * y + * + * @param alpha a scalar to scale the multiplication A * x. + * @param A the matrix A that will be left multiplied to x. Size of m x n. + * @param x the vector x that will be left multiplied by A. Size of n x 1. + * @param beta a scalar that can be used to scale vector y. + * @param y the resulting vector y. Size of m x 1. + */ + def gemv( + alpha: Double, + A: Matrix, + x: DenseVector, + beta: Double, + y: DenseVector): Unit = { + gemv(false, alpha, A, x, beta, y) + } + + /** + * y := alpha * A * x + * + * @param trans specify whether to use matrix A, or the transpose of matrix A. Should be "N" or + * "n" to use A, and "T" or "t" to use the transpose of A. + * @param alpha a scalar to scale the multiplication A * x. + * @param A the matrix A that will be left multiplied to x. Size of m x n. + * @param x the vector x that will be left multiplied by A. Size of n x 1. + * + * @return `DenseVector` y, the result of the matrix-vector multiplication. Size of m x 1. + */ + def gemv( + trans: Boolean, + alpha: Double, + A: Matrix, + x: DenseVector): DenseVector = { + val m = if(!trans) A.numRows else A.numCols + + val y: DenseVector = new DenseVector(Array.fill(m)(0.0)) + gemv(trans, alpha, A, x, 0.0, y) + + y + } + + /** + * y := alpha * A * x + * + * @param alpha a scalar to scale the multiplication A * x. + * @param A the matrix A that will be left multiplied to x. Size of m x n. + * @param x the vector x that will be left multiplied by A. Size of n x 1. + * + * @return `DenseVector` y, the result of the matrix-vector multiplication. Size of m x 1. + */ + def gemv( + alpha: Double, + A: Matrix, + x: DenseVector): DenseVector = { --- End diff -- ditto: cleaner if we don't have methods in BLAS that allocates workspace. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastructure@apache.org or file a JIRA ticket with INFRA. --- --------------------------------------------------------------------- To unsubscribe, e-mail: reviews-unsubscribe@spark.apache.org For additional commands, e-mail: reviews-help@spark.apache.org