Eigen/src/SparseCore/ConservativeSparseSparseProduct.h

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2015 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.

#ifndef EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
#define EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H

// IWYU pragma: private
#include "./InternalHeaderCheck.h"

namespace Eigen {

namespace internal {

template <typename Lhs, typename Rhs, typename ResultType>
static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res,
                                                    bool sortedInsertion = false) {
  typedef typename remove_all_t<Lhs>::Scalar LhsScalar;
  typedef typename remove_all_t<Rhs>::Scalar RhsScalar;
  typedef typename remove_all_t<ResultType>::Scalar ResScalar;

  // make sure to call innerSize/outerSize since we fake the storage order.
  Index rows = lhs.innerSize();
  Index cols = rhs.outerSize();
  eigen_assert(lhs.outerSize() == rhs.innerSize());

  ei_declare_aligned_stack_constructed_variable(bool, mask, rows, 0);
  ei_declare_aligned_stack_constructed_variable(ResScalar, values, rows, 0);
  ei_declare_aligned_stack_constructed_variable(Index, indices, rows, 0);

  std::memset(mask, 0, sizeof(bool) * rows);

  evaluator<Lhs> lhsEval(lhs);
  evaluator<Rhs> rhsEval(rhs);

  // estimate the number of non zero entries
  // given a rhs column containing Y non zeros, we assume that the respective Y columns
  // of the lhs differs in average of one non zeros, thus the number of non zeros for
  // the product of a rhs column with the lhs is X+Y where X is the average number of non zero
  // per column of the lhs.
  // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs)
  Index estimated_nnz_prod = lhsEval.nonZerosEstimate() + rhsEval.nonZerosEstimate();

  res.setZero();
  res.reserve(Index(estimated_nnz_prod));
  // we compute each column of the result, one after the other
  for (Index j = 0; j < cols; ++j) {
    res.startVec(j);
    Index nnz = 0;
    for (typename evaluator<Rhs>::InnerIterator rhsIt(rhsEval, j); rhsIt; ++rhsIt) {
      RhsScalar y = rhsIt.value();
      Index k = rhsIt.index();
      for (typename evaluator<Lhs>::InnerIterator lhsIt(lhsEval, k); lhsIt; ++lhsIt) {
        Index i = lhsIt.index();
        LhsScalar x = lhsIt.value();
        if (!mask[i]) {
          mask[i] = true;
          values[i] = x * y;
          indices[nnz] = i;
          ++nnz;
        } else
          values[i] += x * y;
      }
    }
    if (!sortedInsertion) {
      // unordered insertion
      for (Index k = 0; k < nnz; ++k) {
        Index i = indices[k];
        res.insertBackByOuterInnerUnordered(j, i) = values[i];
        mask[i] = false;
      }
    } else {
      // alternative ordered insertion code:
      const Index t200 = rows / 11;  // 11 == (log2(200)*1.39)
      const Index t = (rows * 100) / 139;

      // FIXME reserve nnz non zeros
      // FIXME implement faster sorting algorithms for very small nnz
      // if the result is sparse enough => use a quick sort
      // otherwise => loop through the entire vector
      // In order to avoid to perform an expensive log2 when the
      // result is clearly very sparse we use a linear bound up to 200.
      if ((nnz < 200 && nnz < t200) || nnz * numext::log2(int(nnz)) < t) {
        if (nnz > 1) std::sort(indices, indices + nnz);
        for (Index k = 0; k < nnz; ++k) {
          Index i = indices[k];
          res.insertBackByOuterInner(j, i) = values[i];
          mask[i] = false;
        }
      } else {
        // dense path
        for (Index i = 0; i < rows; ++i) {
          if (mask[i]) {
            mask[i] = false;
            res.insertBackByOuterInner(j, i) = values[i];
          }
        }
      }
    }
  }
  res.finalize();
}

}  // end namespace internal

namespace internal {

// Helper template to generate new sparse matrix types
template <class Source, int Order>
using WithStorageOrder = SparseMatrix<typename Source::Scalar, Order, typename Source::StorageIndex>;

template <typename Lhs, typename Rhs, typename ResultType,
          int LhsStorageOrder = (traits<Lhs>::Flags & RowMajorBit) ? RowMajor : ColMajor,
          int RhsStorageOrder = (traits<Rhs>::Flags & RowMajorBit) ? RowMajor : ColMajor,
          int ResStorageOrder = (traits<ResultType>::Flags & RowMajorBit) ? RowMajor : ColMajor>
struct conservative_sparse_sparse_product_selector;

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, ColMajor, ColMajor, ColMajor> {
  typedef remove_all_t<Lhs> LhsCleaned;
  typedef typename LhsCleaned::Scalar Scalar;

  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using RowMajorMatrix = WithStorageOrder<ResultType, RowMajor>;
    using ColMajorMatrixAux = WithStorageOrder<ResultType, ColMajor>;

    // If the result is tall and thin (in the extreme case a column vector)
    // then it is faster to sort the coefficients inplace instead of transposing twice.
    // FIXME, the following heuristic is probably not very good.
    if (lhs.rows() > rhs.cols()) {
      using ColMajorMatrix = typename sparse_eval<ColMajorMatrixAux, ResultType::RowsAtCompileTime,
                                                  ResultType::ColsAtCompileTime, ColMajorMatrixAux::Flags>::type;
      ColMajorMatrix resCol(lhs.rows(), rhs.cols());
      // perform sorted insertion
      internal::conservative_sparse_sparse_product_impl<Lhs, Rhs, ColMajorMatrix>(lhs, rhs, resCol, true);
      res = resCol.markAsRValue();
    } else {
      ColMajorMatrixAux resCol(lhs.rows(), rhs.cols());
      // resort to transpose to sort the entries
      internal::conservative_sparse_sparse_product_impl<Lhs, Rhs, ColMajorMatrixAux>(lhs, rhs, resCol, false);
      RowMajorMatrix resRow(resCol);
      res = resRow.markAsRValue();
    }
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, RowMajor, ColMajor, ColMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using RowMajorRhs = WithStorageOrder<Rhs, RowMajor>;
    using RowMajorRes = WithStorageOrder<ResultType, RowMajor>;
    RowMajorRhs rhsRow = rhs;
    RowMajorRes resRow(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<RowMajorRhs, Lhs, RowMajorRes>(rhsRow, lhs, resRow);
    res = resRow;
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, ColMajor, RowMajor, ColMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using RowMajorLhs = WithStorageOrder<Lhs, RowMajor>;
    using RowMajorRes = WithStorageOrder<ResultType, RowMajor>;
    RowMajorLhs lhsRow = lhs;
    RowMajorRes resRow(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<Rhs, RowMajorLhs, RowMajorRes>(rhs, lhsRow, resRow);
    res = resRow;
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, RowMajor, RowMajor, ColMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using RowMajorRes = WithStorageOrder<ResultType, RowMajor>;
    RowMajorRes resRow(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<Rhs, Lhs, RowMajorRes>(rhs, lhs, resRow);
    res = resRow;
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, ColMajor, ColMajor, RowMajor> {
  typedef typename traits<remove_all_t<Lhs>>::Scalar Scalar;

  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using ColMajorRes = WithStorageOrder<ResultType, ColMajor>;
    ColMajorRes resCol(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<Lhs, Rhs, ColMajorRes>(lhs, rhs, resCol);
    res = resCol;
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, RowMajor, ColMajor, RowMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using ColMajorLhs = WithStorageOrder<Lhs, ColMajor>;
    using ColMajorRes = WithStorageOrder<ResultType, ColMajor>;
    ColMajorLhs lhsCol = lhs;
    ColMajorRes resCol(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<ColMajorLhs, Rhs, ColMajorRes>(lhsCol, rhs, resCol);
    res = resCol;
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, ColMajor, RowMajor, RowMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using ColMajorRhs = WithStorageOrder<Rhs, ColMajor>;
    using ColMajorRes = WithStorageOrder<ResultType, ColMajor>;
    ColMajorRhs rhsCol = rhs;
    ColMajorRes resCol(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<Lhs, ColMajorRhs, ColMajorRes>(lhs, rhsCol, resCol);
    res = resCol;
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct conservative_sparse_sparse_product_selector<Lhs, Rhs, ResultType, RowMajor, RowMajor, RowMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using ColMajorRes = WithStorageOrder<ResultType, ColMajor>;
    using RowMajorRes = WithStorageOrder<ResultType, RowMajor>;
    RowMajorRes resRow(lhs.rows(), rhs.cols());
    internal::conservative_sparse_sparse_product_impl<Rhs, Lhs, RowMajorRes>(rhs, lhs, resRow);
    // sort the non zeros:
    ColMajorRes resCol(resRow);
    res = resCol;
  }
};

}  // end namespace internal

namespace internal {

template <typename Lhs, typename Rhs, typename ResultType>
static void sparse_sparse_to_dense_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
  typedef typename remove_all_t<Lhs>::Scalar LhsScalar;
  typedef typename remove_all_t<Rhs>::Scalar RhsScalar;
  Index cols = rhs.outerSize();
  eigen_assert(lhs.outerSize() == rhs.innerSize());

  evaluator<Lhs> lhsEval(lhs);
  evaluator<Rhs> rhsEval(rhs);

  for (Index j = 0; j < cols; ++j) {
    for (typename evaluator<Rhs>::InnerIterator rhsIt(rhsEval, j); rhsIt; ++rhsIt) {
      RhsScalar y = rhsIt.value();
      Index k = rhsIt.index();
      for (typename evaluator<Lhs>::InnerIterator lhsIt(lhsEval, k); lhsIt; ++lhsIt) {
        Index i = lhsIt.index();
        LhsScalar x = lhsIt.value();
        res.coeffRef(i, j) += x * y;
      }
    }
  }
}

}  // end namespace internal

namespace internal {

template <typename Lhs, typename Rhs, typename ResultType,
          int LhsStorageOrder = (traits<Lhs>::Flags & RowMajorBit) ? RowMajor : ColMajor,
          int RhsStorageOrder = (traits<Rhs>::Flags & RowMajorBit) ? RowMajor : ColMajor>
struct sparse_sparse_to_dense_product_selector;

template <typename Lhs, typename Rhs, typename ResultType>
struct sparse_sparse_to_dense_product_selector<Lhs, Rhs, ResultType, ColMajor, ColMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    internal::sparse_sparse_to_dense_product_impl<Lhs, Rhs, ResultType>(lhs, rhs, res);
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct sparse_sparse_to_dense_product_selector<Lhs, Rhs, ResultType, RowMajor, ColMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using ColMajorLhs = WithStorageOrder<Lhs, ColMajor>;
    ColMajorLhs lhsCol(lhs);
    internal::sparse_sparse_to_dense_product_impl<ColMajorLhs, Rhs, ResultType>(lhsCol, rhs, res);
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct sparse_sparse_to_dense_product_selector<Lhs, Rhs, ResultType, ColMajor, RowMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    using ColMajorRhs = WithStorageOrder<Rhs, ColMajor>;
    ColMajorRhs rhsCol(rhs);
    internal::sparse_sparse_to_dense_product_impl<Lhs, ColMajorRhs, ResultType>(lhs, rhsCol, res);
  }
};

template <typename Lhs, typename Rhs, typename ResultType>
struct sparse_sparse_to_dense_product_selector<Lhs, Rhs, ResultType, RowMajor, RowMajor> {
  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res) {
    Transpose<ResultType> trRes(res);
    internal::sparse_sparse_to_dense_product_impl<Rhs, Lhs, Transpose<ResultType>>(rhs, lhs, trRes);
  }
};

}  // end namespace internal

}  // end namespace Eigen

#endif  // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H