forked from M-Labs/nalgebra
Improve ops docs
This commit is contained in:
parent
f98e64aafd
commit
cf1bd284f1
@ -1,15 +1,128 @@
|
||||
//! Sparse matrix arithmetic operations.
|
||||
//!
|
||||
//! TODO: Explain that users should prefer to use std ops unless they need to get more performance
|
||||
//! This module contains a number of routines for sparse matrix arithmetic. These routines are
|
||||
//! primarily intended for "expert usage". Most users should prefer to use standard
|
||||
//! `std::ops` operations for simple and readable code when possible. The routines provided here
|
||||
//! offer more control over allocation, and allow fusing some low-level operations for higher
|
||||
//! performance.
|
||||
//!
|
||||
//! The available operations are organized by backend. Currently, only the [`serial`] backend
|
||||
//! is available. In the future, backends that expose parallel operations may become available.
|
||||
//! All `std::ops` implementations will remain single-threaded and powered by the
|
||||
//! `serial` backend.
|
||||
//!
|
||||
//! Many routines are able to implicitly transpose matrices involved in the operation.
|
||||
//! For example, the routine [`spadd_csr_prealloc`](serial::spadd_csr_prealloc) performs the
|
||||
//! operation `C <- beta * C + alpha * op(A)`. Here `op(A)` indicates that the matrix `A` can
|
||||
//! either be used as-is or transposed. The notation `op(A)` is represented in code by the
|
||||
//! [`Op`] enum.
|
||||
//!
|
||||
//! # Available `std::ops` implementations
|
||||
//!
|
||||
//! ## Binary operators
|
||||
//!
|
||||
//! The below table summarizes the currently supported binary operators between matrices.
|
||||
//! In general, binary operators between sparse matrices are only supported if both matrices
|
||||
//! are stored in the same format. All supported binary operators are implemented for
|
||||
//! all four combinations of values and references.
|
||||
//!
|
||||
//! <table>
|
||||
//! <tr>
|
||||
//! <th>LHS (down) \ RHS (right)</th>
|
||||
//! <th>COO</th>
|
||||
//! <th>CSR</th>
|
||||
//! <th>CSC</th>
|
||||
//! <th>Dense</th>
|
||||
//! </tr>
|
||||
//! <tr>
|
||||
//! <th>COO</th>
|
||||
//! <td></td>
|
||||
//! <td></td>
|
||||
//! <td></td>
|
||||
//! <td></td>
|
||||
//! </tr>
|
||||
//! <tr>
|
||||
//! <th>CSR</th>
|
||||
//! <td></td>
|
||||
//! <td>+ - *</td>
|
||||
//! <td></td>
|
||||
//! <td>*</td>
|
||||
//! </tr>
|
||||
//! <tr>
|
||||
//! <th>CSC</th>
|
||||
//! <td></td>
|
||||
//! <td></td>
|
||||
//! <td>+ - *</td>
|
||||
//! <td>*</td>
|
||||
//! </tr>
|
||||
//! <tr>
|
||||
//! <th>Dense</th>
|
||||
//! <td></td>
|
||||
//! <td></td>
|
||||
//! <td></td>
|
||||
//! <td>+ - *</td>
|
||||
//! </tr>
|
||||
//! </table>
|
||||
//!
|
||||
//! As can be seen from the table, only `CSR * Dense` and `CSC * Dense` are supported.
|
||||
//! The other way around, i.e. `Dense * CSR` and `Dense * CSC` are not implemented.
|
||||
//!
|
||||
//! Additionally, [CsrMatrix](`crate::csr::CsrMatrix`) and [CooMatrix](`crate::coo::CooMatrix`)
|
||||
//! support multiplication with scalars, in addition to division by a scalar.
|
||||
//! Note that only `Matrix * Scalar` works in a generic context, although `Scalar * Matrix`
|
||||
//! has been implemented for many of the built-in arithmetic types. This is due to a fundamental
|
||||
//! restriction of the Rust type system. Therefore, in generic code you will need to always place
|
||||
//! the matrix on the left-hand side of the multiplication.
|
||||
//!
|
||||
//! ## Unary operators
|
||||
//!
|
||||
//! The following table lists currently supported unary operators.
|
||||
//!
|
||||
//! | Format | AddAssign\<Matrix\> | MulAssign\<Matrix\> | MulAssign\<Scalar\> | Neg |
|
||||
//! | -------- | ----------------- | ----------------- | ------------------- | ------ |
|
||||
//! | COO | | | | |
|
||||
//! | CSR | | | x | x |
|
||||
//! | CSC | | | x | x |
|
||||
//! |
|
||||
//! # Example usage
|
||||
//!
|
||||
//! For example, consider the case where you want to compute the expression
|
||||
//! `C <- 3.0 * C + 2.0 * A^T * B`, where `A`, `B`, `C` are matrices and `A^T` is the transpose
|
||||
//! of `A`. The simplest way to write this is:
|
||||
//!
|
||||
//! ```rust
|
||||
//! # use nalgebra_sparse::csr::CsrMatrix;
|
||||
//! # let a = CsrMatrix::identity(10); let b = CsrMatrix::identity(10);
|
||||
//! # let mut c = CsrMatrix::identity(10);
|
||||
//! c = 3.0 * c + 2.0 * a.transpose() * b;
|
||||
//! ```
|
||||
//! This is simple and straightforward to read, and therefore the recommended way to implement
|
||||
//! it. However, if you have determined that this is a performance bottleneck of your application,
|
||||
//! it may be possible to speed things up. First, let's see what's going on here. The `std`
|
||||
//! operations are evaluated eagerly. This means that the following steps take place:
|
||||
//!
|
||||
//! 1. Evaluate `let c_temp = 3.0 * c`. This requires scaling all values of the matrix.
|
||||
//! 2. Evaluate `let a_t = a.transpose()` into a new temporary matrix.
|
||||
//! 3. Evaluate `let a_t_b = a_t * b` into a new temporary matrix.
|
||||
//! 4. Evaluate `let a_t_b_scaled = 2.0 * a_t_b`. This requires scaling all values of the matrix.
|
||||
//! 5. Evaluate `c = c_temp + a_t_b_scaled`.
|
||||
//!
|
||||
//! An alternative way to implement this expression (here using CSR matrices) is:
|
||||
//!
|
||||
//! ```rust
|
||||
//! # use nalgebra_sparse::csr::CsrMatrix;
|
||||
//! # let a = CsrMatrix::identity(10); let b = CsrMatrix::identity(10);
|
||||
//! # let mut c = CsrMatrix::identity(10);
|
||||
//! use nalgebra_sparse::ops::{Op, serial::spmm_csr_prealloc};
|
||||
//!
|
||||
//! // Evaluate the expression `c <- 3.0 * c + 2.0 * a^T * b
|
||||
//! spmm_csr_prealloc(3.0, &mut c, 2.0, Op::Transpose(&a), Op::NoOp(&b))
|
||||
//! .expect("We assume that the pattern of C is able to accommodate the result.");
|
||||
//! ```
|
||||
//! Compared to the simpler example, this snippet is harder to read, but it calls a single
|
||||
//! computational kernel that avoids many of the intermediate steps listed out before. Therefore
|
||||
//! directly calling kernels may sometimes lead to better performance. However, this should
|
||||
//! always be verified by performance profiling!
|
||||
|
||||
mod impl_std_ops;
|
||||
pub mod serial;
|
||||
|
Loading…
Reference in New Issue
Block a user