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Ublas :

From: Ian Fellows (ifellows_at_[hidden])
Date: 2007-06-29 11:23:40

Hi Markus,

First off, I think it might be a good idea to turn off debugging by defining:
#define NDEBUG

next, if you can assume no shared memory between the left and right side of the equation, then you can use noalias

noalias(v) = prod(u,M);

What are the time results with these changes?

  -----Original Message-----
  From: ublas-bounces_at_[hidden] [mailto:ublas-bounces_at_[hidden]]On Behalf Of Markus Weimer
  Sent: Friday, June 29, 2007 3:53 AM
  To: ublas mailing list
  Subject: [ublas] vector * Matrix is slow compared to hand written code


  we just did some experiments on the following case, which occurs often in our code:

  v = prod(u,M)
  where v and u are dense vectors and M is a sparse matrix in compressed row major format.

  We also did an alternative implementatio of prod called ourProd in the attached code. It follows the following algorithm:

  for i in M.size1():
    v += u[i] * M[i,*]

  where M[i,*] equals row i of M.

  This version often is 10-20 times faster than the prod in uBLAS on sparse M. While this is all good, the implementation in test_fast() in the attached source is sometimes 1000 times faster on very sparse matrices, for example when running the code with the following parameters:

     executable 100000 10000 1 0.001

  The parameters are as follows:


  where HOWOFTEN controls how often the experiments are run.

  Do you see any way to achieve better performance within uBLAS for prod(u,M) with M being very sparse, as in 1 out of 1000 entries are set.

  Thanks in advance,