I am working on a project that requires the manipulation of enormous matrices, specifically pyramidal summation for a copula calculation.
In short, I need to keep
The best way to implement sparse matrices is to not to implement them - atleast not on your own. I would suggest to BLAS (which I think is a part of LAPACK) which can handle really huge matrices.
For C++, a map works well. Several million objects won't be a problem. 10 million items took about 4.4 seconds and about 57 meg on my computer.
My test application is as follows:
#include <stdio.h>
#include <stdlib.h>
#include <map>
class triple {
public:
int x;
int y;
int z;
bool operator<(const triple &other) const {
if (x < other.x) return true;
if (other.x < x) return false;
if (y < other.y) return true;
if (other.y < y) return false;
return z < other.z;
}
};
int main(int, char**)
{
std::map<triple,int> data;
triple point;
int i;
for (i = 0; i < 10000000; ++i) {
point.x = rand();
point.y = rand();
point.z = rand();
//printf("%d %d %d %d\n", i, point.x, point.y, point.z);
data[point] = i;
}
return 0;
}
Now to dynamically choose the number of variables, the easiest solution is to represent index as a string, and then use string as a key for the map. For instance, an item located at [23][55] can be represented via "23,55" string. We can also extend this solution for higher dimensions; such as for three dimensions an arbitrary index will look like "34,45,56". A simple implementation of this technique is as follows:
std::map data<string,int> data;
char ix[100];
sprintf(ix, "%d,%d", x, y); // 2 vars
data[ix] = i;
sprintf(ix, "%d,%d,%d", x, y, z); // 3 vars
data[ix] = i;
As a general advice, a method using strings as indices is actually very slow. A much more efficient but otherwise equivalent solution would be to use vectors/arrays. There's absolutely no need to write the indices in a string.
typedef vector<size_t> index_t;
struct index_cmp_t : binary_function<index_t, index_t, bool> {
bool operator ()(index_t const& a, index_t const& b) const {
for (index_t::size_type i = 0; i < a.size(); ++i)
if (a[i] != b[i])
return a[i] < b[i];
return false;
}
};
map<index_t, int, index_cmp_t> data;
index_t i(dims);
i[0] = 1;
i[1] = 2;
// … etc.
data[i] = 42;
However, using a map
in practice often isn't very efficient because of the implementation in terms of a balanced binary search tree. A better performing data structure in this case would be a hash table, as provided by std::unordered_map
.
Hash tables have a fast insertion and look up. You could write a simple hash function since you know you'd be dealing with only integer pairs as the keys.
Here is a relatively simple implementation that should provide a reasonable fast lookup (using a hash table) as well as fast iteration over non-zero elements in a row/column.
// Copyright 2014 Leo Osvald
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#ifndef UTIL_IMMUTABLE_SPARSE_MATRIX_HPP_
#define UTIL_IMMUTABLE_SPARSE_MATRIX_HPP_
#include <algorithm>
#include <limits>
#include <map>
#include <type_traits>
#include <unordered_map>
#include <utility>
#include <vector>
// A simple time-efficient implementation of an immutable sparse matrix
// Provides efficient iteration of non-zero elements by rows/cols,
// e.g. to iterate over a range [row_from, row_to) x [col_from, col_to):
// for (int row = row_from; row < row_to; ++row) {
// for (auto col_range = sm.nonzero_col_range(row, col_from, col_to);
// col_range.first != col_range.second; ++col_range.first) {
// int col = *col_range.first;
// // use sm(row, col)
// ...
// }
template<typename T = double, class Coord = int>
class SparseMatrix {
struct PointHasher;
typedef std::map< Coord, std::vector<Coord> > NonZeroList;
typedef std::pair<Coord, Coord> Point;
public:
typedef T ValueType;
typedef Coord CoordType;
typedef typename NonZeroList::mapped_type::const_iterator CoordIter;
typedef std::pair<CoordIter, CoordIter> CoordIterRange;
SparseMatrix() = default;
// Reads a matrix stored in MatrixMarket-like format, i.e.:
// <num_rows> <num_cols> <num_entries>
// <row_1> <col_1> <val_1>
// ...
// Note: the header (lines starting with '%' are ignored).
template<class InputStream, size_t max_line_length = 1024>
void Init(InputStream& is) {
rows_.clear(), cols_.clear();
values_.clear();
// skip the header (lines beginning with '%', if any)
decltype(is.tellg()) offset = 0;
for (char buf[max_line_length + 1];
is.getline(buf, sizeof(buf)) && buf[0] == '%'; )
offset = is.tellg();
is.seekg(offset);
size_t n;
is >> row_count_ >> col_count_ >> n;
values_.reserve(n);
while (n--) {
Coord row, col;
typename std::remove_cv<T>::type val;
is >> row >> col >> val;
values_[Point(--row, --col)] = val;
rows_[col].push_back(row);
cols_[row].push_back(col);
}
SortAndShrink(rows_);
SortAndShrink(cols_);
}
const T& operator()(const Coord& row, const Coord& col) const {
static const T kZero = T();
auto it = values_.find(Point(row, col));
if (it != values_.end())
return it->second;
return kZero;
}
CoordIterRange
nonzero_col_range(Coord row, Coord col_from, Coord col_to) const {
CoordIterRange r;
GetRange(cols_, row, col_from, col_to, &r);
return r;
}
CoordIterRange
nonzero_row_range(Coord col, Coord row_from, Coord row_to) const {
CoordIterRange r;
GetRange(rows_, col, row_from, row_to, &r);
return r;
}
Coord row_count() const { return row_count_; }
Coord col_count() const { return col_count_; }
size_t nonzero_count() const { return values_.size(); }
size_t element_count() const { return size_t(row_count_) * col_count_; }
private:
typedef std::unordered_map<Point,
typename std::remove_cv<T>::type,
PointHasher> ValueMap;
struct PointHasher {
size_t operator()(const Point& p) const {
return p.first << (std::numeric_limits<Coord>::digits >> 1) ^ p.second;
}
};
static void SortAndShrink(NonZeroList& list) {
for (auto& it : list) {
auto& indices = it.second;
indices.shrink_to_fit();
std::sort(indices.begin(), indices.end());
}
// insert a sentinel vector to handle the case of all zeroes
if (list.empty())
list.emplace(Coord(), std::vector<Coord>(Coord()));
}
static void GetRange(const NonZeroList& list, Coord i, Coord from, Coord to,
CoordIterRange* r) {
auto lr = list.equal_range(i);
if (lr.first == lr.second) {
r->first = r->second = list.begin()->second.end();
return;
}
auto begin = lr.first->second.begin(), end = lr.first->second.end();
r->first = lower_bound(begin, end, from);
r->second = lower_bound(r->first, end, to);
}
ValueMap values_;
NonZeroList rows_, cols_;
Coord row_count_, col_count_;
};
#endif /* UTIL_IMMUTABLE_SPARSE_MATRIX_HPP_ */
For simplicity, it's immutable
, but you can can make it mutable; be sure to change std::vector
to std::set
if you want a reasonable efficient "insertions" (changing a zero to a non-zero).