forked from M-Labs/nalgebra
486 lines
14 KiB
Rust
486 lines
14 KiB
Rust
|
use alga::general::{ClosedAdd, ClosedMul};
|
||
|
use num::{One, Zero};
|
||
|
use std::marker::PhantomData;
|
||
|
use std::ops::{Add, Mul, Range};
|
||
|
|
||
|
use allocator::Allocator;
|
||
|
use constraint::{AreMultipliable, DimEq, ShapeConstraint};
|
||
|
use storage::{Storage, StorageMut};
|
||
|
use {DefaultAllocator, Dim, Matrix, MatrixMN, Scalar, Vector, VectorN, U1};
|
||
|
|
||
|
pub trait CsStorage<N, R, C = U1> {
|
||
|
fn shape(&self) -> (R, C);
|
||
|
fn nvalues(&self) -> usize;
|
||
|
unsafe fn row_index_unchecked(&self, i: usize) -> usize;
|
||
|
unsafe fn get_value_unchecked(&self, i: usize) -> &N;
|
||
|
fn get_value(&self, i: usize) -> &N;
|
||
|
fn row_index(&self, i: usize) -> usize;
|
||
|
fn column_range(&self, j: usize) -> Range<usize>;
|
||
|
}
|
||
|
|
||
|
pub trait CsStorageMut<N, R, C = U1>: CsStorage<N, R, C> {
|
||
|
/*
|
||
|
/// Sets the length of this column without initializing its values and row indices.
|
||
|
///
|
||
|
/// If the given length is larger than the current one, uninitialized entries are
|
||
|
/// added at the end of the column `i`. This will effectively shift all the matrix entries
|
||
|
/// of the columns at indices `j` with `j > i`. Therefore this is a `O(n)` operation.
|
||
|
/// This is unsafe as the row indices on newly created components may end up being out
|
||
|
/// of bounds.
|
||
|
unsafe fn set_column_len(&mut self, i: usize, len: usize);
|
||
|
*/
|
||
|
}
|
||
|
|
||
|
#[derive(Clone, Debug)]
|
||
|
pub struct CsVecStorage<N: Scalar, R: Dim, C: Dim>
|
||
|
where
|
||
|
DefaultAllocator: Allocator<usize, C>,
|
||
|
{
|
||
|
shape: (R, C),
|
||
|
p: VectorN<usize, C>,
|
||
|
i: Vec<usize>,
|
||
|
vals: Vec<N>,
|
||
|
}
|
||
|
|
||
|
impl<N: Scalar, R: Dim, C: Dim> CsStorage<N, R, C> for CsVecStorage<N, R, C>
|
||
|
where
|
||
|
DefaultAllocator: Allocator<usize, C>,
|
||
|
{
|
||
|
#[inline]
|
||
|
fn shape(&self) -> (R, C) {
|
||
|
self.shape
|
||
|
}
|
||
|
|
||
|
#[inline]
|
||
|
fn nvalues(&self) -> usize {
|
||
|
self.vals.len()
|
||
|
}
|
||
|
|
||
|
#[inline]
|
||
|
fn column_range(&self, j: usize) -> Range<usize> {
|
||
|
let end = if j + 1 == self.p.len() {
|
||
|
self.nvalues()
|
||
|
} else {
|
||
|
self.p[j + 1]
|
||
|
};
|
||
|
|
||
|
self.p[j]..end
|
||
|
}
|
||
|
|
||
|
#[inline]
|
||
|
fn row_index(&self, i: usize) -> usize {
|
||
|
self.i[i]
|
||
|
}
|
||
|
|
||
|
#[inline]
|
||
|
unsafe fn row_index_unchecked(&self, i: usize) -> usize {
|
||
|
*self.i.get_unchecked(i)
|
||
|
}
|
||
|
|
||
|
#[inline]
|
||
|
unsafe fn get_value_unchecked(&self, i: usize) -> &N {
|
||
|
self.vals.get_unchecked(i)
|
||
|
}
|
||
|
|
||
|
#[inline]
|
||
|
fn get_value(&self, i: usize) -> &N {
|
||
|
&self.vals[i]
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/*
|
||
|
pub struct CsSliceStorage<'a, N: Scalar, R: Dim, C: DimAdd<U1>> {
|
||
|
shape: (R, C),
|
||
|
p: VectorSlice<usize, DimSum<C, U1>>,
|
||
|
i: VectorSlice<usize, Dynamic>,
|
||
|
vals: VectorSlice<N, Dynamic>,
|
||
|
}*/
|
||
|
|
||
|
/// A compressed sparse column matrix.
|
||
|
#[derive(Clone, Debug)]
|
||
|
pub struct CsMatrix<N: Scalar, R: Dim, C: Dim, S: CsStorage<N, R, C> = CsVecStorage<N, R, C>> {
|
||
|
pub data: S,
|
||
|
_phantoms: PhantomData<(N, R, C)>,
|
||
|
}
|
||
|
|
||
|
pub type CsVector<N, R, S> = CsMatrix<N, R, U1, S>;
|
||
|
|
||
|
impl<N: Scalar, R: Dim, C: Dim> CsMatrix<N, R, C>
|
||
|
where
|
||
|
DefaultAllocator: Allocator<usize, C>,
|
||
|
{
|
||
|
pub fn new_uninitialized_generic(nrows: R, ncols: C, nvals: usize) -> Self {
|
||
|
let mut i = Vec::with_capacity(nvals);
|
||
|
unsafe {
|
||
|
i.set_len(nvals);
|
||
|
}
|
||
|
i.shrink_to_fit();
|
||
|
|
||
|
let mut vals = Vec::with_capacity(nvals);
|
||
|
unsafe {
|
||
|
vals.set_len(nvals);
|
||
|
}
|
||
|
vals.shrink_to_fit();
|
||
|
|
||
|
CsMatrix {
|
||
|
data: CsVecStorage {
|
||
|
shape: (nrows, ncols),
|
||
|
p: unsafe { VectorN::new_uninitialized_generic(ncols, U1) },
|
||
|
i,
|
||
|
vals,
|
||
|
},
|
||
|
_phantoms: PhantomData,
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
fn cumsum<D: Dim>(a: &mut VectorN<usize, D>, b: &mut VectorN<usize, D>) -> usize
|
||
|
where
|
||
|
DefaultAllocator: Allocator<usize, D>,
|
||
|
{
|
||
|
assert!(a.len() == b.len());
|
||
|
let mut sum = 0;
|
||
|
|
||
|
for i in 0..a.len() {
|
||
|
b[i] = sum;
|
||
|
sum += a[i];
|
||
|
a[i] = b[i];
|
||
|
}
|
||
|
|
||
|
sum
|
||
|
}
|
||
|
|
||
|
impl<N: Scalar, R: Dim, C: Dim, S: CsStorage<N, R, C>> CsMatrix<N, R, C, S> {
|
||
|
pub fn nvalues(&self) -> usize {
|
||
|
self.data.nvalues()
|
||
|
}
|
||
|
|
||
|
pub fn transpose(&self) -> CsMatrix<N, C, R>
|
||
|
where
|
||
|
DefaultAllocator: Allocator<usize, R>,
|
||
|
{
|
||
|
let (nrows, ncols) = self.data.shape();
|
||
|
|
||
|
let nvals = self.nvalues();
|
||
|
let mut res = CsMatrix::new_uninitialized_generic(ncols, nrows, nvals);
|
||
|
let mut workspace = Vector::zeros_generic(nrows, U1);
|
||
|
|
||
|
// Compute p.
|
||
|
for i in 0..nvals {
|
||
|
let row_id = self.data.row_index(i);
|
||
|
workspace[row_id] += 1;
|
||
|
}
|
||
|
|
||
|
let _ = cumsum(&mut workspace, &mut res.data.p);
|
||
|
|
||
|
// Fill the result.
|
||
|
for j in 0..ncols.value() {
|
||
|
let column_idx = self.data.column_range(j);
|
||
|
|
||
|
for vi in column_idx {
|
||
|
let row_id = self.data.row_index(vi);
|
||
|
let shift = workspace[row_id];
|
||
|
|
||
|
res.data.vals[shift] = *self.data.get_value(vi);
|
||
|
res.data.i[shift] = j;
|
||
|
workspace[row_id] += 1;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
res
|
||
|
}
|
||
|
|
||
|
fn scatter<R2: Dim, C2: Dim>(
|
||
|
&self,
|
||
|
j: usize,
|
||
|
beta: N,
|
||
|
timestamps: &mut [usize],
|
||
|
timestamp: usize,
|
||
|
workspace: &mut [N],
|
||
|
mut nz: usize,
|
||
|
res: &mut CsMatrix<N, R2, C2>,
|
||
|
) -> usize
|
||
|
where
|
||
|
N: ClosedAdd + ClosedMul,
|
||
|
DefaultAllocator: Allocator<usize, C2>,
|
||
|
{
|
||
|
let column_idx = self.data.column_range(j);
|
||
|
|
||
|
for vi in column_idx {
|
||
|
let i = self.data.row_index(vi);
|
||
|
let val = beta * *self.data.get_value(vi);
|
||
|
|
||
|
if timestamps[i] < timestamp {
|
||
|
timestamps[i] = timestamp;
|
||
|
res.data.i[nz] = i;
|
||
|
nz += 1;
|
||
|
workspace[i] = val;
|
||
|
} else {
|
||
|
workspace[i] += val;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
nz
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/*
|
||
|
impl<N: Scalar, R, S> CsVector<N, R, S> {
|
||
|
pub fn axpy(&mut self, alpha: N, x: CsVector<N, R, S>, beta: N) {
|
||
|
// First, compute the number of non-zero entries.
|
||
|
let mut nnzero = 0;
|
||
|
|
||
|
// Allocate a size large enough.
|
||
|
self.data.set_column_len(0, nnzero);
|
||
|
|
||
|
// Fill with the axpy.
|
||
|
let mut i = self.nvalues();
|
||
|
let mut j = x.nvalues();
|
||
|
let mut k = nnzero - 1;
|
||
|
let mut rid1 = self.data.row_index(0, i - 1);
|
||
|
let mut rid2 = x.data.row_index(0, j - 1);
|
||
|
|
||
|
while k > 0 {
|
||
|
if rid1 == rid2 {
|
||
|
self.data.set_row_index(0, k, rid1);
|
||
|
self[k] = alpha * x[j] + beta * self[k];
|
||
|
i -= 1;
|
||
|
j -= 1;
|
||
|
} else if rid1 < rid2 {
|
||
|
self.data.set_row_index(0, k, rid1);
|
||
|
self[k] = beta * self[i];
|
||
|
i -= 1;
|
||
|
} else {
|
||
|
self.data.set_row_index(0, k, rid2);
|
||
|
self[k] = alpha * x[j];
|
||
|
j -= 1;
|
||
|
}
|
||
|
|
||
|
k -= 1;
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
*/
|
||
|
|
||
|
impl<N: Scalar + Zero + ClosedAdd + ClosedMul, D: Dim, S: StorageMut<N, D>> Vector<N, D, S> {
|
||
|
pub fn axpy_cs<D2: Dim, S2>(&mut self, alpha: N, x: &CsVector<N, D2, S2>, beta: N)
|
||
|
where
|
||
|
S2: CsStorage<N, D2>,
|
||
|
ShapeConstraint: DimEq<D, D2>,
|
||
|
{
|
||
|
if beta.is_zero() {
|
||
|
for i in 0..x.nvalues() {
|
||
|
unsafe {
|
||
|
let k = x.data.row_index_unchecked(i);
|
||
|
let y = self.vget_unchecked_mut(k);
|
||
|
*y = alpha * *x.data.get_value_unchecked(i);
|
||
|
}
|
||
|
}
|
||
|
} else {
|
||
|
for i in 0..x.nvalues() {
|
||
|
unsafe {
|
||
|
let k = x.data.row_index_unchecked(i);
|
||
|
let y = self.vget_unchecked_mut(k);
|
||
|
*y = alpha * *x.data.get_value_unchecked(i) + beta * *y;
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/*
|
||
|
pub fn gemv_sparse<R2: Dim, C2: Dim, S2>(&mut self, alpha: N, a: &CsMatrix<N, R2, C2, S2>, x: &DVector<N>, beta: N)
|
||
|
where
|
||
|
S2: CsStorage<N, R2, C2> {
|
||
|
let col2 = a.column(0);
|
||
|
let val = unsafe { *x.vget_unchecked(0) };
|
||
|
self.axpy_sparse(alpha * val, &col2, beta);
|
||
|
|
||
|
for j in 1..ncols2 {
|
||
|
let col2 = a.column(j);
|
||
|
let val = unsafe { *x.vget_unchecked(j) };
|
||
|
|
||
|
self.axpy_sparse(alpha * val, &col2, N::one());
|
||
|
}
|
||
|
}
|
||
|
*/
|
||
|
}
|
||
|
|
||
|
impl<'a, 'b, N, R1, R2, C1, C2, S1, S2> Mul<&'b CsMatrix<N, R2, C2, S2>>
|
||
|
for &'a CsMatrix<N, R1, C1, S1>
|
||
|
where
|
||
|
N: Scalar + ClosedAdd + ClosedMul + Zero,
|
||
|
R1: Dim,
|
||
|
C1: Dim,
|
||
|
R2: Dim,
|
||
|
C2: Dim,
|
||
|
S1: CsStorage<N, R1, C1>,
|
||
|
S2: CsStorage<N, R2, C2>,
|
||
|
ShapeConstraint: AreMultipliable<R1, C1, R2, C2>,
|
||
|
DefaultAllocator: Allocator<usize, C2> + Allocator<usize, R1> + Allocator<N, R1>,
|
||
|
{
|
||
|
type Output = CsMatrix<N, R1, C2>;
|
||
|
|
||
|
fn mul(self, rhs: &'b CsMatrix<N, R2, C2, S2>) -> CsMatrix<N, R1, C2> {
|
||
|
let (nrows1, ncols1) = self.data.shape();
|
||
|
let (nrows2, ncols2) = rhs.data.shape();
|
||
|
assert_eq!(
|
||
|
ncols1.value(),
|
||
|
nrows2.value(),
|
||
|
"Mismatched dimensions for matrix multiplication."
|
||
|
);
|
||
|
|
||
|
let mut res =
|
||
|
CsMatrix::new_uninitialized_generic(nrows1, ncols2, self.nvalues() + rhs.nvalues());
|
||
|
let mut timestamps = VectorN::zeros_generic(nrows1, U1);
|
||
|
let mut workspace = unsafe { VectorN::new_uninitialized_generic(nrows1, U1) };
|
||
|
let mut nz = 0;
|
||
|
|
||
|
for j in 0..ncols2.value() {
|
||
|
res.data.p[j] = nz;
|
||
|
let column_idx = rhs.data.column_range(j);
|
||
|
let new_size_bound = nz + nrows1.value();
|
||
|
res.data.i.resize(new_size_bound, 0);
|
||
|
res.data.vals.resize(new_size_bound, N::zero());
|
||
|
|
||
|
for vi in column_idx {
|
||
|
let i = rhs.data.row_index(vi);
|
||
|
nz = self.scatter(
|
||
|
i,
|
||
|
*rhs.data.get_value(vi),
|
||
|
timestamps.as_mut_slice(),
|
||
|
j + 1,
|
||
|
workspace.as_mut_slice(),
|
||
|
nz,
|
||
|
&mut res,
|
||
|
);
|
||
|
}
|
||
|
|
||
|
for p in res.data.p[j]..nz {
|
||
|
res.data.vals[p] = workspace[res.data.i[p]]
|
||
|
}
|
||
|
}
|
||
|
|
||
|
res.data.i.truncate(nz);
|
||
|
res.data.i.shrink_to_fit();
|
||
|
res.data.vals.truncate(nz);
|
||
|
res.data.vals.shrink_to_fit();
|
||
|
res
|
||
|
}
|
||
|
}
|
||
|
|
||
|
impl<'a, 'b, N, R1, R2, C1, C2, S1, S2> Add<&'b CsMatrix<N, R2, C2, S2>>
|
||
|
for &'a CsMatrix<N, R1, C1, S1>
|
||
|
where
|
||
|
N: Scalar + ClosedAdd + ClosedMul + One,
|
||
|
R1: Dim,
|
||
|
C1: Dim,
|
||
|
R2: Dim,
|
||
|
C2: Dim,
|
||
|
S1: CsStorage<N, R1, C1>,
|
||
|
S2: CsStorage<N, R2, C2>,
|
||
|
ShapeConstraint: DimEq<R1, R2> + DimEq<C1, C2>,
|
||
|
DefaultAllocator: Allocator<usize, C2> + Allocator<usize, R1> + Allocator<N, R1>,
|
||
|
{
|
||
|
type Output = CsMatrix<N, R1, C2>;
|
||
|
|
||
|
fn add(self, rhs: &'b CsMatrix<N, R2, C2, S2>) -> CsMatrix<N, R1, C2> {
|
||
|
let (nrows1, ncols1) = self.data.shape();
|
||
|
let (nrows2, ncols2) = rhs.data.shape();
|
||
|
assert_eq!(
|
||
|
(nrows1.value(), ncols1.value()),
|
||
|
(nrows2.value(), ncols2.value()),
|
||
|
"Mismatched dimensions for matrix sum."
|
||
|
);
|
||
|
|
||
|
let mut res =
|
||
|
CsMatrix::new_uninitialized_generic(nrows1, ncols2, self.nvalues() + rhs.nvalues());
|
||
|
let mut timestamps = VectorN::zeros_generic(nrows1, U1);
|
||
|
let mut workspace = unsafe { VectorN::new_uninitialized_generic(nrows1, U1) };
|
||
|
let mut nz = 0;
|
||
|
|
||
|
for j in 0..ncols2.value() {
|
||
|
res.data.p[j] = nz;
|
||
|
|
||
|
nz = self.scatter(
|
||
|
j,
|
||
|
N::one(),
|
||
|
timestamps.as_mut_slice(),
|
||
|
j + 1,
|
||
|
workspace.as_mut_slice(),
|
||
|
nz,
|
||
|
&mut res,
|
||
|
);
|
||
|
|
||
|
nz = rhs.scatter(
|
||
|
j,
|
||
|
N::one(),
|
||
|
timestamps.as_mut_slice(),
|
||
|
j + 1,
|
||
|
workspace.as_mut_slice(),
|
||
|
nz,
|
||
|
&mut res,
|
||
|
);
|
||
|
|
||
|
for p in res.data.p[j]..nz {
|
||
|
res.data.vals[p] = workspace[res.data.i[p]]
|
||
|
}
|
||
|
}
|
||
|
|
||
|
res.data.i.truncate(nz);
|
||
|
res.data.i.shrink_to_fit();
|
||
|
res.data.vals.truncate(nz);
|
||
|
res.data.vals.shrink_to_fit();
|
||
|
res
|
||
|
}
|
||
|
}
|
||
|
|
||
|
impl<'a, N: Scalar + Zero, R: Dim, C: Dim, S> From<CsMatrix<N, R, C, S>> for MatrixMN<N, R, C>
|
||
|
where
|
||
|
S: CsStorage<N, R, C>,
|
||
|
DefaultAllocator: Allocator<N, R, C>,
|
||
|
{
|
||
|
fn from(m: CsMatrix<N, R, C, S>) -> Self {
|
||
|
let (nrows, ncols) = m.data.shape();
|
||
|
let mut res = MatrixMN::zeros_generic(nrows, ncols);
|
||
|
|
||
|
for j in 0..ncols.value() {
|
||
|
let column_idx = m.data.column_range(j);
|
||
|
|
||
|
for iv in column_idx {
|
||
|
let i = m.data.row_index(iv);
|
||
|
res[(i, j)] = *m.data.get_value(iv);
|
||
|
}
|
||
|
}
|
||
|
|
||
|
res
|
||
|
}
|
||
|
}
|
||
|
|
||
|
impl<'a, N: Scalar + Zero, R: Dim, C: Dim, S> From<Matrix<N, R, C, S>> for CsMatrix<N, R, C>
|
||
|
where
|
||
|
S: Storage<N, R, C>,
|
||
|
DefaultAllocator: Allocator<N, R, C> + Allocator<usize, C>,
|
||
|
{
|
||
|
fn from(m: Matrix<N, R, C, S>) -> Self {
|
||
|
let (nrows, ncols) = m.data.shape();
|
||
|
let nvalues = m.iter().filter(|e| !e.is_zero()).count();
|
||
|
let mut res = CsMatrix::new_uninitialized_generic(nrows, ncols, nvalues);
|
||
|
let mut nz = 0;
|
||
|
|
||
|
for j in 0..ncols.value() {
|
||
|
let column = m.column(j);
|
||
|
res.data.p[j] = nz;
|
||
|
|
||
|
for i in 0..nrows.value() {
|
||
|
if !column[i].is_zero() {
|
||
|
res.data.i[nz] = i;
|
||
|
res.data.vals[nz] = column[i];
|
||
|
nz += 1;
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
res
|
||
|
}
|
||
|
}
|