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overloaded ConservativeSparseSparseProduct to speed up matrix-matrix multiplication.
This commit is contained in:
Robert K
parent
dacfbcc583
commit
c51a794cac
@ -98,6 +98,7 @@ list (APPEND PUBLIC_HEADER_FILES
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opm/autodiff/BlackoilPropsAdFromDeck.hpp
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opm/autodiff/BlackoilPropsAdInterface.hpp
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opm/autodiff/CPRPreconditioner.hpp
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opm/autodiff/ConservativeSparseSparseProduct.h
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opm/autodiff/DuneMatrix.hpp
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opm/autodiff/GeoProps.hpp
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opm/autodiff/GridHelpers.hpp
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@ -22,6 +22,7 @@
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#include <opm/core/utility/platform_dependent/disable_warnings.h>
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#include <opm/autodiff/ConservativeSparseSparseProduct.h>
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#include <Eigen/Eigen>
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#include <Eigen/Sparse>
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@ -102,7 +103,7 @@ namespace Opm
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}
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/// Create an AutoDiffBlock representing a constant.
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/// \param[in] val values
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/// \param[in] val values
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static AutoDiffBlock constant(const V& val)
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{
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return AutoDiffBlock(val);
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@ -112,7 +113,7 @@ namespace Opm
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/// This variant requires specifying the block sizes used
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/// for the Jacobians even though the Jacobian matrices
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/// themselves will be zero.
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/// \param[in] val values
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/// \param[in] val values
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/// \param[in] blocksizes block pattern
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static AutoDiffBlock constant(const V& val, const std::vector<int>& blocksizes)
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{
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@ -129,7 +130,7 @@ namespace Opm
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/// Create an AutoDiffBlock representing a single variable block.
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/// \param[in] index index of the variable you are constructing
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/// \param[in] val values
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/// \param[in] val values
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/// \param[in] blocksizes block pattern
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/// The resulting object will have size() equal to block_pattern[index].
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/// Its jacobians will all be zero, except for derivative()[index], which
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@ -154,7 +155,7 @@ namespace Opm
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}
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/// Create an AutoDiffBlock by directly specifying values and jacobians.
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/// \param[in] val values
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/// \param[in] val values
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/// \param[in] jac vector of jacobians
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static AutoDiffBlock function(const V& val, const std::vector<M>& jac)
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{
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318
opm/autodiff/ConservativeSparseSparseProduct.h
Normal file
318
opm/autodiff/ConservativeSparseSparseProduct.h
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@ -0,0 +1,318 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
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#define EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
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#warning "Using overloaded Eigen::ConservativeSparseSparseProduct.h"
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#include <algorithm>
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#include <iterator>
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#include <functional>
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#include <Eigen/Core>
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namespace Eigen {
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// forward declaration of SparseMatrix
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template<typename _Scalar, int _Options, typename _Index>
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class SparseMatrix;
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namespace internal {
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template < unsigned int depth >
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struct QuickSort
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{
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template <typename T>
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static inline void sort(T begin, T end)
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{
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if (begin != end)
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{
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T middle = std::partition (begin, end,
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std::bind2nd(std::less<typename std::iterator_traits<T>::value_type>(), *begin)
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);
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QuickSort< depth-1 >::sort(begin, middle);
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// std::sort (max(begin + 1, middle), end);
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T new_middle = begin;
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QuickSort< depth-1 >::sort(++new_middle, end);
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}
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}
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};
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template <>
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struct QuickSort< 0 >
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{
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template <typename T>
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static inline void sort(T begin, T end)
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{
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std::sort( begin, end );
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef typename remove_all<Lhs>::type::Scalar Scalar;
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typedef typename remove_all<Lhs>::type::Index Index;
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// make sure to call innerSize/outerSize since we fake the storage order.
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Index rows = lhs.innerSize();
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Index cols = rhs.outerSize();
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eigen_assert(lhs.outerSize() == rhs.innerSize());
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std::vector<bool> mask(rows,false);
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Matrix<Scalar,Dynamic,1> values(rows);
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Matrix<Index,Dynamic,1> indices(rows);
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// estimate the number of non zero entries
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// given a rhs column containing Y non zeros, we assume that the respective Y columns
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// of the lhs differs in average of one non zeros, thus the number of non zeros for
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// the product of a rhs column with the lhs is X+Y where X is the average number of non zero
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// per column of the lhs.
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// Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs)
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Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros();
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res.setZero();
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res.reserve(Index(estimated_nnz_prod));
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// we compute each column of the result, one after the other
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for (Index j=0; j<cols; ++j)
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{
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res.startVec(j);
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Index nnz = 0;
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for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
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{
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const Scalar y = rhsIt.value();
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for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt)
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{
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const Index i = lhsIt.index();
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const Scalar x = lhsIt.value();
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if(!mask[i])
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{
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mask[i] = true;
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values[i] = x * y;
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indices[nnz] = i;
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++nnz;
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}
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else
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values[i] += x * y;
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}
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}
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if( nnz > 1 )
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{
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// sort indices for sorted insertion to avoid later copying
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QuickSort< 1 >::sort( indices.data(), indices.data()+nnz );
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}
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// ordered insertion
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// still using insertBackByOuterInnerUnordered since we know what we are doing
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for(Index k=0; k<nnz; ++k)
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{
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const Index i = indices[k];
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res.insertBackByOuterInnerUnordered(j,i) = values[i];
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mask[i] = false;
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}
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#if 0
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// alternative ordered insertion code:
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Index t200 = rows/(log2(200)*1.39);
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Index t = (rows*100)/139;
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// FIXME reserve nnz non zeros
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// FIXME implement fast sort algorithms for very small nnz
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// if the result is sparse enough => use a quick sort
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// otherwise => loop through the entire vector
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// In order to avoid to perform an expensive log2 when the
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// result is clearly very sparse we use a linear bound up to 200.
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//if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
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//res.startVec(j);
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if(true)
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{
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if(nnz>1) std::sort(indices.data(),indices.data()+nnz);
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for(Index k=0; k<nnz; ++k)
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{
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Index i = indices[k];
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res.insertBackByOuterInner(j,i) = values[i];
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mask[i] = false;
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}
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}
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else
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{
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// dense path
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for(Index i=0; i<rows; ++i)
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{
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if(mask[i])
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{
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mask[i] = false;
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res.insertBackByOuterInner(j,i) = values[i];
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}
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}
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}
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#endif
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}
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res.finalize();
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}
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} // end namespace internal
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namespace internal {
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template<typename Lhs, typename Rhs, typename ResultType,
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int LhsStorageOrder = (traits<Lhs>::Flags&RowMajorBit) ? RowMajor : ColMajor,
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int RhsStorageOrder = (traits<Rhs>::Flags&RowMajorBit) ? RowMajor : ColMajor,
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int ResStorageOrder = (traits<ResultType>::Flags&RowMajorBit) ? RowMajor : ColMajor>
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struct conservative_sparse_sparse_product_selector;
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
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{
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typedef typename remove_all<Lhs>::type LhsCleaned;
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typedef typename LhsCleaned::Scalar Scalar;
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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//typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
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typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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//ColMajorMatrix resCol(lhs.rows(),rhs.cols());
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res = ColMajorMatrix(lhs.rows(),rhs.cols());
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internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, res);
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//internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
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// sort the non zeros:
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//RowMajorMatrix resRow(resCol);
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//res = resRow;
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor>
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{
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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//RowMajorMatrix rhsRow = rhs;
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//RowMajorMatrix resRow(lhs.rows(), rhs.cols());
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ColMajorMatrix lhsCol = lhs;
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res = ResultType( lhs.rows(), rhs.cols() );
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internal::conservative_sparse_sparse_product_impl<ColMajorMatrix, Rhs, ResultType>( lhsCol, rhs, res );
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//internal::conservative_sparse_sparse_product_impl<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow);
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//res = resRow;
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor>
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{
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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ColMajorMatrix rhsCol = rhs;
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res = ResultType( lhs.rows(), rhs.cols() );
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internal::conservative_sparse_sparse_product_impl<Lhs, ColMajorMatrix, ResultType>( lhs, rhsCol, res);
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/*
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typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
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RowMajorMatrix lhsRow = lhs;
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RowMajorMatrix resRow(lhs.rows(), rhs.cols());
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internal::conservative_sparse_sparse_product_impl<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow);
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res = resRow;
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*/
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
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{
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
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RowMajorMatrix resRow(lhs.rows(), rhs.cols());
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internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
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res = resRow;
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
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{
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typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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ColMajorMatrix resCol(lhs.rows(), rhs.cols());
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internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
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res = resCol;
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor>
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{
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
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RowMajorMatrix rhsRow = rhs;
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res = ResultType( lhs.rows(), rhs.cols() );
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internal::conservative_sparse_sparse_product_impl<Lhs, RowMajorMatrix, ResultType>(rhsRow, lhs, res);
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/*
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typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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ColMajorMatrix lhsCol = lhs;
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ColMajorMatrix resCol(lhs.rows(), rhs.cols());
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internal::conservative_sparse_sparse_product_impl<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol);
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res = resCol;
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*/
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor>
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{
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
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RowMajorMatrix lhsRow = lhs;
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res = RowMajorMatrix( lhs.rows(), rhs.cols() );
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internal::conservative_sparse_sparse_product_impl<Rhs, RowMajorMatrix, ResultType>(rhs, lhsRow, res);
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/*
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typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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ColMajorMatrix rhsCol = rhs;
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ColMajorMatrix resCol(lhs.rows(), rhs.cols());
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internal::conservative_sparse_sparse_product_impl<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol);
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res = resCol;
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*/
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}
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};
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template<typename Lhs, typename Rhs, typename ResultType>
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struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
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{
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static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
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{
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typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
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//typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
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res = RowMajorMatrix( lhs.rows(),rhs.cols() );
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//RowMajorMatrix resRow(lhs.rows(),rhs.cols());
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internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, res);
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// sort the non zeros:
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//ColMajorMatrix resCol(resRow);
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//res = resCol;
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}
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};
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} // end namespace internal
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} // end namespace Eigen
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#endif // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
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