nalgebra/nalgebra-sparse/src/csr.rs
2021-02-25 11:11:29 +01:00

709 lines
24 KiB
Rust

//! An implementation of the CSR sparse matrix format.
//!
//! This is the module-level documentation. See [`CsrMatrix`] for the main documentation of the
//! CSC implementation.
use crate::cs::{CsLane, CsLaneIter, CsLaneIterMut, CsLaneMut, CsMatrix};
use crate::csc::CscMatrix;
use crate::pattern::{SparsityPattern, SparsityPatternFormatError, SparsityPatternIter};
use crate::{SparseEntry, SparseEntryMut, SparseFormatError, SparseFormatErrorKind};
use nalgebra::Scalar;
use num_traits::One;
use std::slice::{Iter, IterMut};
/// A CSR representation of a sparse matrix.
///
/// The Compressed Sparse Row (CSR) format is well-suited as a general-purpose storage format
/// for many sparse matrix applications.
///
/// # Usage
///
/// ```rust
/// use nalgebra_sparse::csr::CsrMatrix;
/// use nalgebra::{DMatrix, Matrix3x4};
/// use matrixcompare::assert_matrix_eq;
///
/// // The sparsity patterns of CSR matrices are immutable. This means that you cannot dynamically
/// // change the sparsity pattern of the matrix after it has been constructed. The easiest
/// // way to construct a CSR matrix is to first incrementally construct a COO matrix,
/// // and then convert it to CSR.
/// # use nalgebra_sparse::coo::CooMatrix;
/// # let coo = CooMatrix::<f64>::new(3, 3);
/// let csr = CsrMatrix::from(&coo);
///
/// // Alternatively, a CSR matrix can be constructed directly from raw CSR data.
/// // Here, we construct a 3x4 matrix
/// let row_offsets = vec![0, 3, 3, 5];
/// let col_indices = vec![0, 1, 3, 1, 2];
/// let values = vec![1.0, 2.0, 3.0, 4.0, 5.0];
///
/// // The dense representation of the CSR data, for comparison
/// let dense = Matrix3x4::new(1.0, 2.0, 0.0, 3.0,
/// 0.0, 0.0, 0.0, 0.0,
/// 0.0, 4.0, 5.0, 0.0);
///
/// // The constructor validates the raw CSR data and returns an error if it is invalid.
/// let csr = CsrMatrix::try_from_csr_data(3, 4, row_offsets, col_indices, values)
/// .expect("CSR data must conform to format specifications");
/// assert_matrix_eq!(csr, dense);
///
/// // A third approach is to construct a CSR matrix from a pattern and values. Sometimes this is
/// // useful if the sparsity pattern is constructed separately from the values of the matrix.
/// let (pattern, values) = csr.into_pattern_and_values();
/// let csr = CsrMatrix::try_from_pattern_and_values(pattern, values)
/// .expect("The pattern and values must be compatible");
///
/// // Once we have constructed our matrix, we can use it for arithmetic operations together with
/// // other CSR matrices and dense matrices/vectors.
/// let x = csr;
/// # #[allow(non_snake_case)]
/// let xTx = x.transpose() * &x;
/// let z = DMatrix::from_fn(4, 8, |i, j| (i as f64) * (j as f64));
/// let w = 3.0 * xTx * z;
///
/// // Although the sparsity pattern of a CSR matrix cannot be changed, its values can.
/// // Here are two different ways to scale all values by a constant:
/// let mut x = x;
/// x *= 5.0;
/// x.values_mut().iter_mut().for_each(|x_i| *x_i *= 5.0);
/// ```
///
/// # Format
///
/// An `m x n` sparse matrix with `nnz` non-zeros in CSR format is represented by the
/// following three arrays:
///
/// - `row_offsets`, an array of integers with length `m + 1`.
/// - `col_indices`, an array of integers with length `nnz`.
/// - `values`, an array of values with length `nnz`.
///
/// The relationship between the arrays is described below.
///
/// - Each consecutive pair of entries `row_offsets[i] .. row_offsets[i + 1]` corresponds to an
/// offset range in `col_indices` that holds the column indices in row `i`.
/// - For an entry represented by the index `idx`, `col_indices[idx]` stores its column index and
/// `values[idx]` stores its value.
///
/// The following invariants must be upheld and are enforced by the data structure:
///
/// - `row_offsets[0] == 0`
/// - `row_offsets[m] == nnz`
/// - `row_offsets` is monotonically increasing.
/// - `0 <= col_indices[idx] < n` for all `idx < nnz`.
/// - The column indices associated with each row are monotonically increasing (see below).
///
/// The CSR format is a standard sparse matrix format (see [Wikipedia article]). The format
/// represents the matrix in a row-by-row fashion. The entries associated with row `i` are
/// determined as follows:
///
/// ```rust
/// # let row_offsets: Vec<usize> = vec![0, 0];
/// # let col_indices: Vec<usize> = vec![];
/// # let values: Vec<i32> = vec![];
/// # let i = 0;
/// let range = row_offsets[i] .. row_offsets[i + 1];
/// let row_i_cols = &col_indices[range.clone()];
/// let row_i_vals = &values[range];
///
/// // For each pair (j, v) in (row_i_cols, row_i_vals), we obtain a corresponding entry
/// // (i, j, v) in the matrix.
/// assert_eq!(row_i_cols.len(), row_i_vals.len());
/// ```
///
/// In the above example, for each row `i`, the column indices `row_i_cols` must appear in
/// monotonically increasing order. In other words, they must be *sorted*. This criterion is not
/// standard among all sparse matrix libraries, but we enforce this property as it is a crucial
/// assumption for both correctness and performance for many algorithms.
///
/// Note that the CSR and CSC formats are essentially identical, except that CSC stores the matrix
/// column-by-column instead of row-by-row like CSR.
///
/// [Wikipedia article]: https://en.wikipedia.org/wiki/Sparse_matrix#Compressed_sparse_row_(CSR,_CRS_or_Yale_format)
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct CsrMatrix<T> {
// Rows are major, cols are minor in the sparsity pattern
pub(crate) cs: CsMatrix<T>,
}
impl<T> CsrMatrix<T> {
/// Constructs a CSR representation of the (square) `n x n` identity matrix.
#[inline]
pub fn identity(n: usize) -> Self
where
T: Scalar + One,
{
Self {
cs: CsMatrix::identity(n),
}
}
/// Create a zero CSR matrix with no explicitly stored entries.
pub fn zeros(nrows: usize, ncols: usize) -> Self {
Self {
cs: CsMatrix::new(nrows, ncols),
}
}
/// Try to construct a CSR matrix from raw CSR data.
///
/// It is assumed that each row contains unique and sorted column indices that are in
/// bounds with respect to the number of columns in the matrix. If this is not the case,
/// an error is returned to indicate the failure.
///
/// An error is returned if the data given does not conform to the CSR storage format.
/// See the documentation for [CsrMatrix](struct.CsrMatrix.html) for more information.
pub fn try_from_csr_data(
num_rows: usize,
num_cols: usize,
row_offsets: Vec<usize>,
col_indices: Vec<usize>,
values: Vec<T>,
) -> Result<Self, SparseFormatError> {
let pattern = SparsityPattern::try_from_offsets_and_indices(
num_rows,
num_cols,
row_offsets,
col_indices,
)
.map_err(pattern_format_error_to_csr_error)?;
Self::try_from_pattern_and_values(pattern, values)
}
/// Try to construct a CSR matrix from a sparsity pattern and associated non-zero values.
///
/// Returns an error if the number of values does not match the number of minor indices
/// in the pattern.
pub fn try_from_pattern_and_values(
pattern: SparsityPattern,
values: Vec<T>,
) -> Result<Self, SparseFormatError> {
if pattern.nnz() == values.len() {
Ok(Self {
cs: CsMatrix::from_pattern_and_values(pattern, values),
})
} else {
Err(SparseFormatError::from_kind_and_msg(
SparseFormatErrorKind::InvalidStructure,
"Number of values and column indices must be the same",
))
}
}
/// The number of rows in the matrix.
#[inline]
pub fn nrows(&self) -> usize {
self.cs.pattern().major_dim()
}
/// The number of columns in the matrix.
#[inline]
pub fn ncols(&self) -> usize {
self.cs.pattern().minor_dim()
}
/// The number of non-zeros in the matrix.
///
/// Note that this corresponds to the number of explicitly stored entries, *not* the actual
/// number of algebraically zero entries in the matrix. Explicitly stored entries can still
/// be zero. Corresponds to the number of entries in the sparsity pattern.
#[inline]
pub fn nnz(&self) -> usize {
self.cs.pattern().nnz()
}
/// The row offsets defining part of the CSR format.
#[inline]
pub fn row_offsets(&self) -> &[usize] {
let (offsets, _, _) = self.cs.cs_data();
offsets
}
/// The column indices defining part of the CSR format.
#[inline]
pub fn col_indices(&self) -> &[usize] {
let (_, indices, _) = self.cs.cs_data();
indices
}
/// The non-zero values defining part of the CSR format.
#[inline]
pub fn values(&self) -> &[T] {
self.cs.values()
}
/// Mutable access to the non-zero values.
#[inline]
pub fn values_mut(&mut self) -> &mut [T] {
self.cs.values_mut()
}
/// An iterator over non-zero triplets (i, j, v).
///
/// The iteration happens in row-major fashion, meaning that i increases monotonically,
/// and j increases monotonically within each row.
///
/// Examples
/// --------
/// ```
/// # use nalgebra_sparse::csr::CsrMatrix;
/// let row_offsets = vec![0, 2, 3, 4];
/// let col_indices = vec![0, 2, 1, 0];
/// let values = vec![1, 2, 3, 4];
/// let mut csr = CsrMatrix::try_from_csr_data(3, 4, row_offsets, col_indices, values)
/// .unwrap();
///
/// let triplets: Vec<_> = csr.triplet_iter().map(|(i, j, v)| (i, j, *v)).collect();
/// assert_eq!(triplets, vec![(0, 0, 1), (0, 2, 2), (1, 1, 3), (2, 0, 4)]);
/// ```
pub fn triplet_iter(&self) -> CsrTripletIter<T> {
CsrTripletIter {
pattern_iter: self.pattern().entries(),
values_iter: self.values().iter(),
}
}
/// A mutable iterator over non-zero triplets (i, j, v).
///
/// Iteration happens in the same order as for [triplet_iter](#method.triplet_iter).
///
/// Examples
/// --------
/// ```
/// # use nalgebra_sparse::csr::CsrMatrix;
/// # let row_offsets = vec![0, 2, 3, 4];
/// # let col_indices = vec![0, 2, 1, 0];
/// # let values = vec![1, 2, 3, 4];
/// // Using the same data as in the `triplet_iter` example
/// let mut csr = CsrMatrix::try_from_csr_data(3, 4, row_offsets, col_indices, values)
/// .unwrap();
///
/// // Zero out lower-triangular terms
/// csr.triplet_iter_mut()
/// .filter(|(i, j, _)| j < i)
/// .for_each(|(_, _, v)| *v = 0);
///
/// let triplets: Vec<_> = csr.triplet_iter().map(|(i, j, v)| (i, j, *v)).collect();
/// assert_eq!(triplets, vec![(0, 0, 1), (0, 2, 2), (1, 1, 3), (2, 0, 0)]);
/// ```
pub fn triplet_iter_mut(&mut self) -> CsrTripletIterMut<T> {
let (pattern, values) = self.cs.pattern_and_values_mut();
CsrTripletIterMut {
pattern_iter: pattern.entries(),
values_mut_iter: values.iter_mut(),
}
}
/// Return the row at the given row index.
///
/// Panics
/// ------
/// Panics if row index is out of bounds.
#[inline]
pub fn row(&self, index: usize) -> CsrRow<T> {
self.get_row(index).expect("Row index must be in bounds")
}
/// Mutable row access for the given row index.
///
/// Panics
/// ------
/// Panics if row index is out of bounds.
#[inline]
pub fn row_mut(&mut self, index: usize) -> CsrRowMut<T> {
self.get_row_mut(index)
.expect("Row index must be in bounds")
}
/// Return the row at the given row index, or `None` if out of bounds.
#[inline]
pub fn get_row(&self, index: usize) -> Option<CsrRow<T>> {
self.cs.get_lane(index).map(|lane| CsrRow { lane })
}
/// Mutable row access for the given row index, or `None` if out of bounds.
#[inline]
pub fn get_row_mut(&mut self, index: usize) -> Option<CsrRowMut<T>> {
self.cs.get_lane_mut(index).map(|lane| CsrRowMut { lane })
}
/// An iterator over rows in the matrix.
pub fn row_iter(&self) -> CsrRowIter<T> {
CsrRowIter {
lane_iter: CsLaneIter::new(self.pattern(), self.values()),
}
}
/// A mutable iterator over rows in the matrix.
pub fn row_iter_mut(&mut self) -> CsrRowIterMut<T> {
let (pattern, values) = self.cs.pattern_and_values_mut();
CsrRowIterMut {
lane_iter: CsLaneIterMut::new(pattern, values),
}
}
/// Disassembles the CSR matrix into its underlying offset, index and value arrays.
///
/// If the matrix contains the sole reference to the sparsity pattern,
/// then the data is returned as-is. Otherwise, the sparsity pattern is cloned.
///
/// Examples
/// --------
///
/// ```
/// # use nalgebra_sparse::csr::CsrMatrix;
/// let row_offsets = vec![0, 2, 3, 4];
/// let col_indices = vec![0, 2, 1, 0];
/// let values = vec![1, 2, 3, 4];
/// let mut csr = CsrMatrix::try_from_csr_data(
/// 3,
/// 4,
/// row_offsets.clone(),
/// col_indices.clone(),
/// values.clone())
/// .unwrap();
/// let (row_offsets2, col_indices2, values2) = csr.disassemble();
/// assert_eq!(row_offsets2, row_offsets);
/// assert_eq!(col_indices2, col_indices);
/// assert_eq!(values2, values);
/// ```
pub fn disassemble(self) -> (Vec<usize>, Vec<usize>, Vec<T>) {
self.cs.disassemble()
}
/// Returns the sparsity pattern and values associated with this matrix.
pub fn into_pattern_and_values(self) -> (SparsityPattern, Vec<T>) {
self.cs.into_pattern_and_values()
}
/// Returns a reference to the sparsity pattern and a mutable reference to the values.
#[inline]
pub fn pattern_and_values_mut(&mut self) -> (&SparsityPattern, &mut [T]) {
self.cs.pattern_and_values_mut()
}
/// Returns a reference to the underlying sparsity pattern.
pub fn pattern(&self) -> &SparsityPattern {
self.cs.pattern()
}
/// Reinterprets the CSR matrix as its transpose represented by a CSC matrix.
///
/// This operation does not touch the CSR data, and is effectively a no-op.
pub fn transpose_as_csc(self) -> CscMatrix<T> {
let (pattern, values) = self.cs.take_pattern_and_values();
CscMatrix::try_from_pattern_and_values(pattern, values).unwrap()
}
/// Returns an entry for the given row/col indices, or `None` if the indices are out of bounds.
///
/// Each call to this function incurs the cost of a binary search among the explicitly
/// stored column entries for the given row.
pub fn get_entry(&self, row_index: usize, col_index: usize) -> Option<SparseEntry<T>> {
self.cs.get_entry(row_index, col_index)
}
/// Returns a mutable entry for the given row/col indices, or `None` if the indices are out
/// of bounds.
///
/// Each call to this function incurs the cost of a binary search among the explicitly
/// stored column entries for the given row.
pub fn get_entry_mut(
&mut self,
row_index: usize,
col_index: usize,
) -> Option<SparseEntryMut<T>> {
self.cs.get_entry_mut(row_index, col_index)
}
/// Returns an entry for the given row/col indices.
///
/// Same as `get_entry`, except that it directly panics upon encountering row/col indices
/// out of bounds.
///
/// Panics
/// ------
/// Panics if `row_index` or `col_index` is out of bounds.
pub fn index_entry(&self, row_index: usize, col_index: usize) -> SparseEntry<T> {
self.get_entry(row_index, col_index)
.expect("Out of bounds matrix indices encountered")
}
/// Returns a mutable entry for the given row/col indices.
///
/// Same as `get_entry_mut`, except that it directly panics upon encountering row/col indices
/// out of bounds.
///
/// Panics
/// ------
/// Panics if `row_index` or `col_index` is out of bounds.
pub fn index_entry_mut(&mut self, row_index: usize, col_index: usize) -> SparseEntryMut<T> {
self.get_entry_mut(row_index, col_index)
.expect("Out of bounds matrix indices encountered")
}
/// Returns a triplet of slices `(row_offsets, col_indices, values)` that make up the CSR data.
pub fn csr_data(&self) -> (&[usize], &[usize], &[T]) {
self.cs.cs_data()
}
/// Returns a triplet of slices `(row_offsets, col_indices, values)` that make up the CSR data,
/// where the `values` array is mutable.
pub fn csr_data_mut(&mut self) -> (&[usize], &[usize], &mut [T]) {
self.cs.cs_data_mut()
}
/// Creates a sparse matrix that contains only the explicit entries decided by the
/// given predicate.
pub fn filter<P>(&self, predicate: P) -> Self
where
T: Clone,
P: Fn(usize, usize, &T) -> bool,
{
Self {
cs: self
.cs
.filter(|row_idx, col_idx, v| predicate(row_idx, col_idx, v)),
}
}
/// Returns a new matrix representing the upper triangular part of this matrix.
///
/// The result includes the diagonal of the matrix.
pub fn upper_triangle(&self) -> Self
where
T: Clone,
{
self.filter(|i, j, _| i <= j)
}
/// Returns a new matrix representing the lower triangular part of this matrix.
///
/// The result includes the diagonal of the matrix.
pub fn lower_triangle(&self) -> Self
where
T: Clone,
{
self.filter(|i, j, _| i >= j)
}
/// Returns the diagonal of the matrix as a sparse matrix.
pub fn diagonal_as_csr(&self) -> Self
where
T: Clone,
{
Self {
cs: self.cs.diagonal_as_matrix(),
}
}
/// Compute the transpose of the matrix.
pub fn transpose(&self) -> CsrMatrix<T>
where
T: Scalar,
{
CscMatrix::from(self).transpose_as_csr()
}
}
/// Convert pattern format errors into more meaningful CSR-specific errors.
///
/// This ensures that the terminology is consistent: we are talking about rows and columns,
/// not lanes, major and minor dimensions.
fn pattern_format_error_to_csr_error(err: SparsityPatternFormatError) -> SparseFormatError {
use SparseFormatError as E;
use SparseFormatErrorKind as K;
use SparsityPatternFormatError::DuplicateEntry as PatternDuplicateEntry;
use SparsityPatternFormatError::*;
match err {
InvalidOffsetArrayLength => E::from_kind_and_msg(
K::InvalidStructure,
"Length of row offset array is not equal to nrows + 1.",
),
InvalidOffsetFirstLast => E::from_kind_and_msg(
K::InvalidStructure,
"First or last row offset is inconsistent with format specification.",
),
NonmonotonicOffsets => E::from_kind_and_msg(
K::InvalidStructure,
"Row offsets are not monotonically increasing.",
),
NonmonotonicMinorIndices => E::from_kind_and_msg(
K::InvalidStructure,
"Column indices are not monotonically increasing (sorted) within each row.",
),
MinorIndexOutOfBounds => {
E::from_kind_and_msg(K::IndexOutOfBounds, "Column indices are out of bounds.")
}
PatternDuplicateEntry => {
E::from_kind_and_msg(K::DuplicateEntry, "Matrix data contains duplicate entries.")
}
}
}
/// Iterator type for iterating over triplets in a CSR matrix.
#[derive(Debug)]
pub struct CsrTripletIter<'a, T> {
pattern_iter: SparsityPatternIter<'a>,
values_iter: Iter<'a, T>,
}
impl<'a, T: Clone> CsrTripletIter<'a, T> {
/// Adapts the triplet iterator to return owned values.
///
/// The triplet iterator returns references to the values. This method adapts the iterator
/// so that the values are cloned.
#[inline]
pub fn cloned_values(self) -> impl 'a + Iterator<Item = (usize, usize, T)> {
self.map(|(i, j, v)| (i, j, v.clone()))
}
}
impl<'a, T> Iterator for CsrTripletIter<'a, T> {
type Item = (usize, usize, &'a T);
fn next(&mut self) -> Option<Self::Item> {
let next_entry = self.pattern_iter.next();
let next_value = self.values_iter.next();
match (next_entry, next_value) {
(Some((i, j)), Some(v)) => Some((i, j, v)),
_ => None,
}
}
}
/// Iterator type for mutably iterating over triplets in a CSR matrix.
#[derive(Debug)]
pub struct CsrTripletIterMut<'a, T> {
pattern_iter: SparsityPatternIter<'a>,
values_mut_iter: IterMut<'a, T>,
}
impl<'a, T> Iterator for CsrTripletIterMut<'a, T> {
type Item = (usize, usize, &'a mut T);
#[inline]
fn next(&mut self) -> Option<Self::Item> {
let next_entry = self.pattern_iter.next();
let next_value = self.values_mut_iter.next();
match (next_entry, next_value) {
(Some((i, j)), Some(v)) => Some((i, j, v)),
_ => None,
}
}
}
/// An immutable representation of a row in a CSR matrix.
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct CsrRow<'a, T> {
lane: CsLane<'a, T>,
}
/// A mutable representation of a row in a CSR matrix.
///
/// Note that only explicitly stored entries can be mutated. The sparsity pattern belonging
/// to the row cannot be modified.
#[derive(Debug, PartialEq, Eq)]
pub struct CsrRowMut<'a, T> {
lane: CsLaneMut<'a, T>,
}
/// Implement the methods common to both CsrRow and CsrRowMut
macro_rules! impl_csr_row_common_methods {
($name:ty) => {
impl<'a, T> $name {
/// The number of global columns in the row.
#[inline]
pub fn ncols(&self) -> usize {
self.lane.minor_dim()
}
/// The number of non-zeros in this row.
#[inline]
pub fn nnz(&self) -> usize {
self.lane.nnz()
}
/// The column indices corresponding to explicitly stored entries in this row.
#[inline]
pub fn col_indices(&self) -> &[usize] {
self.lane.minor_indices()
}
/// The values corresponding to explicitly stored entries in this row.
#[inline]
pub fn values(&self) -> &[T] {
self.lane.values()
}
/// Returns an entry for the given global column index.
///
/// Each call to this function incurs the cost of a binary search among the explicitly
/// stored column entries.
#[inline]
pub fn get_entry(&self, global_col_index: usize) -> Option<SparseEntry<T>> {
self.lane.get_entry(global_col_index)
}
}
};
}
impl_csr_row_common_methods!(CsrRow<'a, T>);
impl_csr_row_common_methods!(CsrRowMut<'a, T>);
impl<'a, T> CsrRowMut<'a, T> {
/// Mutable access to the values corresponding to explicitly stored entries in this row.
#[inline]
pub fn values_mut(&mut self) -> &mut [T] {
self.lane.values_mut()
}
/// Provides simultaneous access to column indices and mutable values corresponding to the
/// explicitly stored entries in this row.
///
/// This method primarily facilitates low-level access for methods that process data stored
/// in CSR format directly.
#[inline]
pub fn cols_and_values_mut(&mut self) -> (&[usize], &mut [T]) {
self.lane.indices_and_values_mut()
}
/// Returns a mutable entry for the given global column index.
#[inline]
pub fn get_entry_mut(&mut self, global_col_index: usize) -> Option<SparseEntryMut<T>> {
self.lane.get_entry_mut(global_col_index)
}
}
/// Row iterator for [CsrMatrix](struct.CsrMatrix.html).
pub struct CsrRowIter<'a, T> {
lane_iter: CsLaneIter<'a, T>,
}
impl<'a, T> Iterator for CsrRowIter<'a, T> {
type Item = CsrRow<'a, T>;
fn next(&mut self) -> Option<Self::Item> {
self.lane_iter.next().map(|lane| CsrRow { lane })
}
}
/// Mutable row iterator for [CsrMatrix](struct.CsrMatrix.html).
pub struct CsrRowIterMut<'a, T> {
lane_iter: CsLaneIterMut<'a, T>,
}
impl<'a, T> Iterator for CsrRowIterMut<'a, T>
where
T: 'a,
{
type Item = CsrRowMut<'a, T>;
fn next(&mut self) -> Option<Self::Item> {
self.lane_iter.next().map(|lane| CsrRowMut { lane })
}
}