CNTK/Source/Math/CPUSparseMatrix.h

190 строки
8.6 KiB
C++

//
// <copyright file="CPUSparseMatrix.h" company="Microsoft">
// Copyright (c) Microsoft Corporation. All rights reserved.
// </copyright>
//
#pragma once
#include <stdio.h>
#include "CPUMatrix.h"
#include <map>
#include <unordered_map>
#ifdef _WIN32
#ifdef MATH_EXPORTS
#define MATH_API __declspec(dllexport)
#else
#define MATH_API __declspec(dllimport)
#endif
#endif /* Linux - already defined in CPUMatrix.h */
namespace Microsoft { namespace MSR { namespace CNTK {
template<class ElemType>
class MATH_API CPUSparseMatrix : public BaseMatrix<ElemType>
{
typedef BaseMatrix<ElemType> B; using B::m_elemSizeAllocated; using B::m_computeDevice; using B::m_externalBuffer; using B::m_format; using B::m_matrixName;
using B::m_numCols; using B::m_numRows; using B::m_nz; using B::m_pArray; // without this, base members would require to use thi-> in GCC
using B::OwnBuffer;
using B::Clear;
public:
using B::SetMatrixName;
private:
void ZeroInit();
void CheckInit(const MatrixFormat format);
void ReleaseMemory();
public:
CPUSparseMatrix(const MatrixFormat format);
CPUSparseMatrix(const MatrixFormat format, const size_t numRows, const size_t numCols, const size_t size);
CPUSparseMatrix(const CPUSparseMatrix<ElemType>& deepCopyFrom); //copy constructor, deep copy
CPUSparseMatrix<ElemType>& operator=(const CPUSparseMatrix<ElemType>& deepCopyFrom); //assignment operator, deep copy
CPUSparseMatrix(CPUSparseMatrix<ElemType>&& moveFrom); //move constructor, shallow copy
CPUSparseMatrix<ElemType>& operator=(CPUSparseMatrix<ElemType>&& moveFrom); //move assignment operator, shallow copy
~CPUSparseMatrix();
public:
using B::GetNumCols; using B::GetNumRows;
void SetValue(const size_t row, const size_t col, ElemType val);
void SetValue(const CPUSparseMatrix<ElemType>& /*val*/);
void ShiftBy(int /*numShift*/) { NOT_IMPLEMENTED; }
size_t BufferSize() const {return m_elemSizeAllocated*sizeof(ElemType);}
ElemType* BufferPointer() const;
inline size_t GetNumElemAllocated() const { return m_elemSizeAllocated; }
CPUSparseMatrix<ElemType> ColumnSlice(size_t startColumn, size_t numCols) const;
CPUMatrix<ElemType> CopyColumnSliceToDense(size_t startColumn, size_t numCols) const;
CPUMatrix<ElemType> DiagonalToDense() const;
void SetGaussianRandomValue(const ElemType /*mean*/, const ElemType /*sigma*/, unsigned long /*seed*/) { NOT_IMPLEMENTED; }
void SetMatrixFromCSCFormat(const CPUSPARSE_INDEX_TYPE *h_CSCCol, const CPUSPARSE_INDEX_TYPE *h_Row, const ElemType *h_Val,
const size_t nz, const size_t numRows, const size_t numCols);
static void MultiplyAndWeightedAdd(ElemType alpha, const CPUMatrix<ElemType>& lhs, const bool transposeA,
const CPUSparseMatrix<ElemType>& rhs, const bool transposeB, ElemType beta, CPUMatrix<ElemType>& c);
static void MultiplyAndAdd(ElemType alpha, const CPUMatrix<ElemType>& lhs, const bool transposeA,
const CPUSparseMatrix<ElemType>& rhs, const bool transposeB, CPUSparseMatrix<ElemType>& c);
static void ScaleAndAdd(const ElemType alpha, const CPUSparseMatrix<ElemType>& lhs, CPUMatrix<ElemType>& c);
static bool AreEqual(const CPUSparseMatrix<ElemType>& a, const CPUSparseMatrix<ElemType>& b, const ElemType threshold = 1e-8);
/// sum(vec(a).*vec(b))
static ElemType InnerProductOfMatrices(const CPUSparseMatrix<ElemType>& /*a*/, const CPUMatrix<ElemType>& /*b*/) { NOT_IMPLEMENTED; }
static void AddScaledDifference(const ElemType /*alpha*/, const CPUSparseMatrix<ElemType>& /*a*/, const CPUMatrix<ElemType>& /*b*/, CPUMatrix<ElemType>& /*c*/,
bool /*bDefaultZero*/ ) { NOT_IMPLEMENTED; }
static void AddScaledDifference(const ElemType /*alpha*/, const CPUMatrix<ElemType>& /*a*/, const CPUSparseMatrix<ElemType>& /*b*/, CPUMatrix<ElemType>& /*c*/,
bool /*bDefaultZero*/ ) { NOT_IMPLEMENTED; }
int GetComputeDeviceId() const {return -1;}
void Resize(const size_t numRows, const size_t numCols, size_t numNZElemToReserve = 10000, const bool growOnly = true, bool keepExistingValues = false);
void Reset();
const ElemType operator() (const size_t row, const size_t col) const
{
if (col >= m_numCols || row >= m_numRows)
{
RuntimeError("Position outside matrix dimensions");
}
if (m_format == MatrixFormat::matrixFormatSparseCSC)
{
size_t start = m_compIndex[col];
size_t end = m_compIndex[col + 1];
for (size_t p = start; p < end; p++)
{
size_t i = m_unCompIndex[p];
if (i == row)
{
return m_pArray[p];
}
}
return 0;
}
else
{
NOT_IMPLEMENTED;
}
}
public:
void NormalGrad(CPUMatrix<ElemType>& c, const ElemType momentum);
ElemType Adagrad(CPUMatrix<ElemType>& c, const bool needAveMultiplier);
public:
CPUSparseMatrix<ElemType>& InplaceTruncateTop(const ElemType threshold);
CPUSparseMatrix<ElemType>& InplaceTruncateBottom(const ElemType threshold);
CPUSparseMatrix<ElemType>& InplaceTruncate (const ElemType threshold);
CPUSparseMatrix<ElemType>& InplaceSoftThreshold(const ElemType threshold);
ElemType FrobeniusNorm() const; //useful for comparing CPU and GPU results
ElemType SumOfAbsElements() const; //sum of all abs(elements)
ElemType SumOfElements() const; //sum of all elements
public:
//void Print(const char* /*matrixName*/) const { NOT_IMPLEMENTED; }
void Print(const char* matrixName, size_t rowStart, size_t rowEnd, size_t colStart, size_t colEnd) const;
void Print(const char* matrixName = NULL) const; //print whole matrix. can be expensive
public:
const ElemType* NzValues() const { return m_nzValues; }
inline ElemType* NzValues() { return m_nzValues; }
size_t NzSize() const { return sizeof(ElemType)*m_nz; } // actual number of element bytes in use
CPUSPARSE_INDEX_TYPE* MajorIndexLocation() const { return m_unCompIndex; } //this is the major index, row/col ids in CSC/CSR format
size_t MajorIndexCount() const { return m_nz; }
size_t MajorIndexSize() const { return sizeof(CPUSPARSE_INDEX_TYPE)*MajorIndexCount(); } // actual number of major index bytes in use
CPUSPARSE_INDEX_TYPE* SecondaryIndexLocation() const { return m_compIndex; } //this is the compressed index, col/row in CSC/CSR format
size_t SecondaryIndexCount() const
{
if (m_format&matrixFormatCompressed)
{
size_t cnt = (m_format&matrixFormatRowMajor) ? m_numRows : m_numCols;
if (cnt > 0) cnt++; // add an extra element on the end for the "max" value
return cnt;
}
else
return m_nz; // COO format
}
// get size for compressed index
size_t SecondaryIndexSize() const { return (SecondaryIndexCount())*sizeof(CPUSPARSE_INDEX_TYPE); }
// the column and row locations will swap based on what format we are in. Full index always follows the data array
CPUSPARSE_INDEX_TYPE* RowLocation() const { return (m_format&matrixFormatRowMajor) ? SecondaryIndexLocation() : MajorIndexLocation(); }
size_t RowSize() const { return (m_format&matrixFormatRowMajor) ? SecondaryIndexSize() : MajorIndexSize(); }
CPUSPARSE_INDEX_TYPE* ColLocation() const { return (m_format&matrixFormatRowMajor) ? MajorIndexLocation() : SecondaryIndexLocation(); }
size_t ColSize() const { return (m_format&matrixFormatRowMajor) ? MajorIndexSize() : SecondaryIndexSize(); } // actual number of bytes in use
private:
int m_colIdx; //used to SetValue()
size_t m_compIndexSize;
ElemType* m_nzValues;
//non-zero values are stored in m_pArray
CPUSPARSE_INDEX_TYPE *m_unCompIndex; //row/col ids in CSC/CSR format
CPUSPARSE_INDEX_TYPE *m_compIndex; //begin ids of col/row in CSC/CSR format
size_t m_blockSize; //block size
size_t *m_blockIds; //block ids
size_t m_blockIdShift; //used to get efficient slice, actual col = blockIds[j] - m_blockIdShift
};
typedef CPUSparseMatrix<float> CPUSingleSparseMatrix;
typedef CPUSparseMatrix<double> CPUDoubleSparseMatrix;
}}}