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Add path for DenseMatrix multiplication with SparseVector #933

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Add path for DenseMatrix multiplication with SparseVector #933

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ff81dad
Increase test coverage for matrix-vector multiplication for different…
Rob-Hague Jul 19, 2022
4b834c9
Add path for DenseMatrix multiplication with SparseVector
Rob-Hague Jul 19, 2022
2abbf20
Add benchmark
Rob-Hague Jul 19, 2022
8d6317d
Add test MatrixVectorMultiplicationSameResult
Rob-Hague Jul 20, 2022
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64 changes: 64 additions & 0 deletions src/Benchmark/LinearAlgebra/SparseVector.cs
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Original file line number Diff line number Diff line change
@@ -0,0 +1,64 @@
// <copyright file="SparseVector.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// https://numerics.mathdotnet.com
// https://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-$CURRENT_YEAR$ Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>

using BenchmarkDotNet.Attributes;
using MathNet.Numerics.Distributions;
using MathNet.Numerics.LinearAlgebra;
using MathNet.Numerics.Random;
using System.Linq;

namespace Benchmark.LinearAlgebra
{
public class SparseVector
{
private Matrix<double> matrix;
private Vector<double> vector;

[Params(100, 1000, 10000)]
public int N { get; set; }

[Params(0.01, 0.1, 0.5)]
public double SparseRatio { get; set; }

[GlobalSetup]
public void GlobalSetup()
{
const int Seed = 42;

var rnd = new SystemRandomSource(Seed, true);

matrix = Matrix<double>.Build.Random(N, N, new Normal(rnd));

vector = Vector<double>.Build.SparseOfEnumerable(rnd.NextDoubleSequence().Take(N).Select(x => x < SparseRatio ? x : 0));
}

[Benchmark]
public Vector<double> DenseMatrixSparseVector() => matrix.Multiply(vector);
}
}
1 change: 1 addition & 0 deletions src/Benchmark/Program.cs
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Expand Up @@ -16,6 +16,7 @@ public static void Main(string[] args)
typeof(Transforms.FFT),
typeof(LinearAlgebra.DenseMatrixProduct),
typeof(LinearAlgebra.DenseVector),
typeof(LinearAlgebra.SparseVector),
});

switcher.Run(args);
Expand Down
157 changes: 135 additions & 22 deletions src/Numerics.Tests/LinearAlgebraTests/Complex/MatrixTests.Arithmetic.cs
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Expand Up @@ -41,6 +41,28 @@ namespace MathNet.Numerics.Tests.LinearAlgebraTests.Complex
/// </summary>
public abstract partial class MatrixTests
{
private static Vector<Complex> GetVector(string name, Complex[] data)
{
switch (name)
{
case "Dense": return Vector<Complex>.Build.Dense(data);
case "Sparse": return Vector<Complex>.Build.SparseOfArray(data);
case "User": return new UserDefinedVector(data);
default: throw new NotImplementedException($"{nameof(GetVector)}(string, Complex[]) for {nameof(name)}=\"{name}\"");
}
}

private static Vector<Complex> GetVector(string name, int size)
{
switch (name)
{
case "Dense": return Vector<Complex>.Build.Dense(size);
case "Sparse": return Vector<Complex>.Build.Sparse(size);
case "User": return new UserDefinedVector(size);
default: throw new NotImplementedException($"{nameof(GetVector)}(string, int) for {nameof(name)}=\"{name}\"");
}
}

/// <summary>
/// Can multiply with a complex number.
/// </summary>
Expand Down Expand Up @@ -68,10 +90,10 @@ public void CanMultiplyWithComplex(double real)
/// Can multiply with a vector.
/// </summary>
[Test]
public void CanMultiplyWithVector()
public void CanMultiplyWithVector([Values("Dense", "Sparse", "User")] string vec)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var x = GetVector(vec, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = matrix * x;

Assert.AreEqual(matrix.RowCount, y.Count);
Expand All @@ -88,11 +110,13 @@ public void CanMultiplyWithVector()
/// Can multiply with a vector into a result.
/// </summary>
[Test]
public void CanMultiplyWithVectorIntoResult()
public void CanMultiplyWithVectorIntoResult(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = new DenseVector(3);
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = GetVector(vecY, 3);
matrix.Multiply(x, y);

for (var i = 0; i < matrix.RowCount; i++)
Expand All @@ -107,16 +131,18 @@ public void CanMultiplyWithVectorIntoResult()
/// Can multiply with a vector into result when updating input argument.
/// </summary>
[Test]
public void CanMultiplyWithVectorIntoResultWhenUpdatingInputArgument()
public void CanMultiplyWithVectorIntoResultWhenUpdatingInputArgument(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = x;
matrix.Multiply(x, x);

Assert.AreSame(y, x);

y = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
y = GetVector(vecY, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
for (var i = 0; i < matrix.RowCount; i++)
{
var ar = matrix.Row(i);
Expand All @@ -129,11 +155,13 @@ public void CanMultiplyWithVectorIntoResultWhenUpdatingInputArgument()
/// Multiply with a vector into too large result throws <c>ArgumentException</c>.
/// </summary>
[Test]
public void MultiplyWithVectorIntoLargerResultThrowsArgumentException()
public void MultiplyWithVectorIntoLargerResultThrowsArgumentException(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
Vector<Complex> y = new DenseVector(4);
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = GetVector(vecY, 4);
Assert.That(() => matrix.Multiply(x, y), Throws.ArgumentException);
}

Expand Down Expand Up @@ -614,10 +642,10 @@ public virtual void CanMultiplyMatrixWithMatrixIntoResult(string nameA, string n
/// Can multiply transposed matrix with a vector.
/// </summary>
[Test]
public void CanTransposeThisAndMultiplyWithVector()
public void CanTransposeThisAndMultiplyWithVector([Values("Dense", "Sparse", "User")] string vec)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var x = GetVector(vec, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = matrix.TransposeThisAndMultiply(x);

Assert.AreEqual(matrix.ColumnCount, y.Count);
Expand All @@ -634,11 +662,13 @@ public void CanTransposeThisAndMultiplyWithVector()
/// Can multiply transposed matrix with a vector into a result.
/// </summary>
[Test]
public void CanTransposeThisAndMultiplyWithVectorIntoResult()
public void CanTransposeThisAndMultiplyWithVectorIntoResult(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = new DenseVector(3);
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = GetVector(vecY, 3);
matrix.TransposeThisAndMultiply(x, y);

for (var j = 0; j < matrix.ColumnCount; j++)
Expand All @@ -653,16 +683,18 @@ public void CanTransposeThisAndMultiplyWithVectorIntoResult()
/// Can multiply transposed matrix with a vector into result when updating input argument.
/// </summary>
[Test]
public void CanTransposeThisAndMultiplyWithVectorIntoResultWhenUpdatingInputArgument()
public void CanTransposeThisAndMultiplyWithVectorIntoResultWhenUpdatingInputArgument(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = x;
matrix.TransposeThisAndMultiply(x, x);

Assert.AreSame(y, x);

y = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
y = GetVector(vecY, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
for (var j = 0; j < matrix.ColumnCount; j++)
{
var ar = matrix.Column(j);
Expand All @@ -675,14 +707,95 @@ public void CanTransposeThisAndMultiplyWithVectorIntoResultWhenUpdatingInputArgu
/// Multiply transposed matrix with a vector into too large result throws <c>ArgumentException</c>.
/// </summary>
[Test]
public void TransposeThisAndMultiplyWithVectorIntoLargerResultThrowsArgumentException()
public void TransposeThisAndMultiplyWithVectorIntoLargerResultThrowsArgumentException(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = new DenseVector(new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
Vector<Complex> y = new DenseVector(4);
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = GetVector(vecY, 4);
Assert.That(() => matrix.TransposeThisAndMultiply(x, y), Throws.ArgumentException);
}

/// <summary>
/// Can multiply conjugate transposed matrix with a vector.
/// </summary>
[Test]
public void CanConjugateTransposeThisAndMultiplyWithVector([Values("Dense", "Sparse", "User")] string vec)
{
var matrix = TestMatrices["Singular3x3"];
var x = GetVector(vec, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = matrix.ConjugateTransposeThisAndMultiply(x);

Assert.AreEqual(matrix.ColumnCount, y.Count);

for (var j = 0; j < matrix.ColumnCount; j++)
{
var ar = matrix.Column(j);
var dot = ar.ConjugateDotProduct(x);
Assert.AreEqual(dot, y[j]);
}
}

/// <summary>
/// Can multiply conjugate transposed matrix with a vector into a result.
/// </summary>
[Test]
public void CanConjugateTransposeThisAndMultiplyWithVectorIntoResult(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = GetVector(vecY, 3);
matrix.ConjugateTransposeThisAndMultiply(x, y);

for (var j = 0; j < matrix.ColumnCount; j++)
{
var ar = matrix.Column(j);
var dot = ar.ConjugateDotProduct(x);
Assert.AreEqual(dot, y[j]);
}
}

/// <summary>
/// Can multiply conjugate transposed matrix with a vector into result when updating input argument.
/// </summary>
[Test]
public void CanConjugateTransposeThisAndMultiplyWithVectorIntoResultWhenUpdatingInputArgument(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = x;
matrix.ConjugateTransposeThisAndMultiply(x, x);

Assert.AreSame(y, x);

y = GetVector(vecY, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
for (var j = 0; j < matrix.ColumnCount; j++)
{
var ar = matrix.Column(j);
var dot = ar.ConjugateDotProduct(y);
Assert.AreEqual(dot, x[j]);
}
}

/// <summary>
/// Multiply conjugate transposed matrix with a vector into too large result throws <c>ArgumentException</c>.
/// </summary>
[Test]
public void ConjugateTransposeThisAndMultiplyWithVectorIntoLargerResultThrowsArgumentException(
[Values("Dense", "Sparse", "User")] string vecX,
[Values("Dense", "Sparse", "User")] string vecY)
{
var matrix = TestMatrices["Singular3x3"];
var x = GetVector(vecX, new[] { new Complex(1, 1), new Complex(2, 1), new Complex(3, 1) });
var y = GetVector(vecY, 4);
Assert.That(() => matrix.ConjugateTransposeThisAndMultiply(x, y), Throws.ArgumentException);
}

/// <summary>
/// Can multiply transposed matrix with another matrix.
/// </summary>
Expand Down
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