Re: [ublas] filling a sparse matrix

From: Nico Galoppo (nico_at_[hidden])
Date: 2006-07-05 07:35:13

Gunter Winkler wrote:
> On Wednesday 05 July 2006 11:08, Nico Galoppo wrote:
>> Therefore, I changed my code to fill a temporary
>> ublas::generalized_vector_of_vector< real_type, row_major,
>> ublas::vector<compressed_vector<real_type> > > first, then assigning to the
>> compressed_matrix as such: C.assign(tmp);
>>
>> The fill time has improved from 150s (compressed_matrix) to 0.9 s (fill of
>> vector_of_vector) + 29 s (assignment).
>>
>> I was wondering if there may be an even faster way.
> 
> The fastest way is to precompute the sparsity pattern and prepare a compressed 
> matrix with it. In my programs I now use a coordinate matrix which is a good 
> compromise between speed of insertion (using +=), storage requirement and 
> multiplication speed. Maybe you can speed up the insertion a little if you 
> modify the constructor of gvov to pass the number of non_zeroes to the 
> constructor of vector_data_value_type (=compressed vector). Unfortunately, 
> this cannot be done in general because non_zeroes is not part of the general 
> vector concept.

Actually, I'm quite happy with the gvov random fill efficiency (0.09 s actually, 
0.9 was a typo). :)

But anyway, for assignment, I first resize the compressed_matrix and then use 
assign:

tmp.resize(n,n);
// do random inserts in tmp

C.resize(n,n);
C.assign(tmp);

This last call takes about 29s. I am not very familiar with ublas internals, so 
I'm not sure how hard it would be for me to change the constructor of 
vector_data_value_type.

On a side note, are you saying that I should consider using coordinate_matrix 
instead of the above approach, because the performance of my algorithms will 
hardly change? Basically, all I'm using the sparse matrix for, is a 
(non-preconditioned) linear CG. The CG algorithm was coded by me, using atlas 
bindings. I'm considering switching to lapack bindings + GOTO blas linking.

--nico

-- 
Nico Galoppo           UNC-CH :: ETHZ         http://www.ngaloppo.org
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