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CNTK/Source/Math/CPUSparseMatrix.cpp

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C++
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//
// Copyright (c) Microsoft. All rights reserved.
// Licensed under the MIT license. See LICENSE.md file in the project root for full license information.
//
// Math.cpp : Defines the exported functions for the DLL application.
//
#include "stdafx.h"
#include "Basics.h"
#include "File.h"
#include <assert.h>
#include <stdexcept>
#include <omp.h>
#include <math.h>
#include "CPUMatrix.h"
#include "CPUSparseMatrix.h"
#include <random>
#include <chrono>
#include <iostream>
#ifdef LEAKDETECT
#include <vld.h>
#endif
#pragma warning(disable : 4127) // conditional expression is constant; "if (sizeof(ElemType)==sizeof(float))" triggers this
#ifdef USE_ACML
// use ACML as default.
// Download ACML 5.3.0 (e.g., acml5.3.0-ifort64.exe) or above
// from http://developer.amd.com/tools/cpu-development/amd-core-math-library-acml/acml-downloads-resources/
// Install the ifort64 variant (compiled with intel compiler) of the library
// Set Environment variable ACML_PATH to C:\AMD\acml5.3.0\ifort64_mp or the folder you installed acml
// to point to your folder for the include file and link library
#include <acml.h> // requires ACML 5.3.0 and above
#elif defined(USE_MKL)
// requires MKL 10.0 and above
#include <mkl.h>
#else
#ifdef _MSC_VER
// Visual Studio doesn't define standard complex types properly
#define HAVE_LAPACK_CONFIG_H
#define LAPACK_COMPLEX_STRUCTURE
#endif
#include <cblas.h>
#include <lapacke.h>
#endif
// This is an example of an exported variable
//MATH_API int nMath=0;
// This is an example of an exported function.
//MATH_API int fnMath(void)
//{
// return 42;
//}
#ifdef USE_ACML // MKL has one additional parameter for different matrix order
#define BLAS_COLMAJOR
#else
#define BLAS_COLMAJOR (int) MatrixOrder::ColMajor,
#endif
// TODO: Move to CommonMatrix.h
#define IDX2C(i, j, ld) (((j) * (ld)) + (i)) // 0 based indexing
namespace Microsoft { namespace MSR { namespace CNTK {
#pragma region Helpful Enum Definitions
enum class MatrixOrder
{
RowMajor = 101, // row-major arrays
ColMajor = 102 // column-major arrays
};
enum class MatrixTranspose : char
{
NoTrans = 'N', // trans='N'
Trans = 'T', // trans='T'
ConjTrans = 'C' // trans='C'
};
enum class SymMatrixType : char
{
Up = 'U', // symmetric matrix is stored in the upper part
Low = 'L', // symmetric matrix is stored in thelower part
Full = 'F', // full populated
NotSymmetric = 'N' // not a symmetric matrix
};
enum class MatrixOpSide : char
{
Left = 'L', // left multiply
Right = 'R', // right multiply
};
#pragma endregion Helpful Enum Definitions
#pragma region Constructors and Destructor
//-------------------------------------------------------------------------
// construction and conversion
//-------------------------------------------------------------------------
// should only be used by constructors.
template <class ElemType>
/*private*/ void CPUSparseMatrix<ElemType>::ZeroInit()
{
Base::ZeroInit();
m_computeDevice = CPUDEVICE;
m_sliceOf = nullptr;
m_compIndexSize = 0;
// if(m_format == MatrixFormat::matrixFormatSparseCSC || m_format == MatrixFormat::matrixFormatSparseCSR)
{
m_colIdx = -1;
m_unCompIndex = nullptr;
m_compIndex = nullptr;
}
// else if (m_format == MatrixFormat::matrixFormatSparseBlockCol || m_format == MatrixFormat::matrixFormatSparseBlockRow)
{
m_blockSize = 0;
m_blockIdShift = 0;
m_blockIds = nullptr;
}
m_nzValues = nullptr;
}
//should only be used by constructors.
template <class ElemType>
void CPUSparseMatrix<ElemType>::CheckInit(const MatrixFormat format)
{
if (format != MatrixFormat::matrixFormatSparseCSC && format != MatrixFormat::matrixFormatSparseCSR && format != MatrixFormat::matrixFormatSparseBlockCol && format != MatrixFormat::matrixFormatSparseBlockRow)
{
LogicError("CPUSparseMatrix: unsupported sparse matrix format");
}
m_format = format;
ZeroInit();
}
template <class ElemType>
CPUSparseMatrix<ElemType>::CPUSparseMatrix(const MatrixFormat format)
{
CheckInit(format);
}
template <class ElemType>
CPUSparseMatrix<ElemType>::CPUSparseMatrix(const MatrixFormat format, const size_t numRows, const size_t numCols, const size_t size)
{
CheckInit(format);
Resize(numRows, numCols, size, true, false);
}
// copy constructor, deep copy
template <class ElemType>
CPUSparseMatrix<ElemType>::CPUSparseMatrix(const CPUSparseMatrix<ElemType>& deepCopyFrom)
{
ZeroInit();
if (!deepCopyFrom.IsEmpty())
SetValue(deepCopyFrom);
}
// assignment operator, deep copy
template <class ElemType>
CPUSparseMatrix<ElemType>& CPUSparseMatrix<ElemType>::operator=(const CPUSparseMatrix<ElemType>& deepCopyFrom)
{
Clear();
if (!deepCopyFrom.IsEmpty())
SetValue(deepCopyFrom);
return *this;
}
// move constructor, shallow copy
template <class ElemType>
CPUSparseMatrix<ElemType>::CPUSparseMatrix(CPUSparseMatrix<ElemType>&& moveFrom)
{
Base::ShallowCopyFrom(moveFrom);
// BUGBUG: This did not use to copy m_sliceViewOffset, I presume it should be copied? It is now.
m_compIndexSize = moveFrom.m_compIndexSize;
m_colIdx = moveFrom.m_colIdx;
m_nzValues = moveFrom.m_nzValues;
m_unCompIndex = moveFrom.m_unCompIndex;
m_compIndex = moveFrom.m_compIndex;
m_blockSize = moveFrom.m_blockSize;
m_blockIdShift = moveFrom.m_blockIdShift;
m_blockIds = moveFrom.m_blockIds;
// release the pointer from the source object so that the destructor won't release it twice
moveFrom.ZeroInit();
}
//move assignment operator, shallow copy
template <class ElemType>
CPUSparseMatrix<ElemType>& CPUSparseMatrix<ElemType>::operator=(CPUSparseMatrix<ElemType>&& moveFrom)
{
if (this != &moveFrom)
{
if (OwnBuffer())
ReleaseMemory(); // always delete the data pointer since we will use the pointer from moveFrom
Base::ShallowCopyFrom(moveFrom);
// BUGBUG: This did not use to copy m_sliceViewOffset, I presume it should be copied? It is now.
m_compIndexSize = moveFrom.m_compIndexSize;
m_colIdx = moveFrom.m_colIdx;
m_nzValues = moveFrom.m_nzValues;
m_unCompIndex = moveFrom.m_unCompIndex;
m_compIndex = moveFrom.m_compIndex;
m_blockSize = moveFrom.m_blockSize;
m_blockIdShift = moveFrom.m_blockIdShift;
m_blockIds = moveFrom.m_blockIds;
// release the pointer from the source object so that the destructor won't release it twice
moveFrom.ZeroInit();
}
return *this;
}
template <class ElemType>
CPUSparseMatrix<ElemType>::~CPUSparseMatrix()
{
ReleaseMemory();
}
template <class ElemType>
void CPUSparseMatrix<ElemType>::ReleaseMemory()
{
// If m_externalBuffer is true then this matrix is simply a view over another matrix.
// In that case we shouldn't free anything.
if (!m_externalBuffer)
{
if (m_format == MatrixFormat::matrixFormatSparseCSC || m_format == MatrixFormat::matrixFormatSparseCSR)
{
delete[] m_pArray;
m_pArray = nullptr;
m_nzValues = nullptr;
delete[] m_unCompIndex;
m_unCompIndex = nullptr;
delete[] m_compIndex;
m_compIndex = nullptr;
}
else if (m_format == MatrixFormat::matrixFormatSparseBlockCol || m_format == MatrixFormat::matrixFormatSparseBlockRow)
{
delete[] m_pArray;
m_pArray = nullptr;
m_nzValues = nullptr;
delete[] m_blockIds;
m_blockIds = nullptr;
}
}
}
#pragma endregion Constructors and Destructor
#pragma region Basic Operators
//make sure call order in colume wise for CSC and row wise for CSR
template <class ElemType>
void CPUSparseMatrix<ElemType>::SetValue(const size_t row, const size_t col, const ElemType v)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
if (m_format != MatrixFormat::matrixFormatSparseCSC && m_format != MatrixFormat::matrixFormatSparseCSR)
{
LogicError("CPUSparseMatrix: unsupported SetValue() call.");
}
if (m_elemSizeAllocated < m_nz + 1) // automatic resize
{
Resize(m_numRows, m_numCols, m_nz + 100, true, true); // allocate 100 more elelemnts and keep existing values
}
if (row < 0 || row >= m_numRows)
{
LogicError("CPUSparseMatrix: SetValue() invalid row id");
}
if (col < 0 || col >= m_numCols)
{
LogicError("CPUSparseMatrix: SetValue() invalid column id");
}
size_t r = (m_format == matrixFormatSparseCSC) ? row : col;
size_t c = (m_format == matrixFormatSparseCSC) ? col : row;
m_pArray[m_nz] = v;
m_unCompIndex[m_nz] = (CPUSPARSE_INDEX_TYPE) r;
// consistency check
if (m_nz > 0)
{
if (c == m_colIdx && r <= m_unCompIndex[m_nz - 1])
{
LogicError("CPUSparseMatrix: SetValue is not called properly");
}
}
if (c != m_colIdx)
{
m_compIndex[c] = CPUSPARSE_INDEX_TYPE(m_nz);
m_colIdx = (int) c;
}
m_compIndex[c + 1] = CPUSPARSE_INDEX_TYPE(m_nz + 1);
m_nz++;
}
// make sure call order in colume wise for CSC and row wise for CSR
template <class ElemType>
void CPUSparseMatrix<ElemType>::SetValue(const CPUSparseMatrix<ElemType>& v)
{
if (!OwnBuffer()) // TODO: GPU version allows to overwrite a view with a fresh non-view
LogicError("Cannot modify since the buffer is managed externally.");
Reset();
m_format = v.GetFormat();
m_externalBuffer = false;
m_sliceOf = nullptr;
Resize(v.GetNumRows(), v.GetNumCols(), v.NzSize());
m_nz = v.NzCount();
if (m_nz > 0)
{
memcpy(NzValues(), v.NzValues(), v.NzSize());
memcpy(RowLocation(), v.RowLocation(), v.RowSize());
memcpy(ColLocation(), v.ColLocation(), v.ColSize());
}
}
template <class ElemType>
void CPUSparseMatrix<ElemType>::Print(const char* matrixName) const
{
Print(matrixName, 0, 0, 0, 0);
}
template <class ElemType>
void CPUSparseMatrix<ElemType>::Print(const char* matrixName, ptrdiff_t /*rowStart*/, ptrdiff_t /*rowEnd*/, ptrdiff_t /*colStart*/, ptrdiff_t /*colEnd*/) const
{
if (this->GetFormat() != matrixFormatSparseCSC && this->GetFormat() != matrixFormatSparseCSR)
{
return;
// NOT_IMPLEMENTED;
}
fprintf(stderr, "%s\n", matrixName);
const ElemType* dataBuffer = NzValues();
const size_t nz = MajorIndexCount();
CPUSPARSE_INDEX_TYPE* unCompressedIndex = MajorIndexLocation();
CPUSPARSE_INDEX_TYPE* compressedIndex = SecondaryIndexLocation();
for (size_t i = 0, j = 0; i < nz; ++i)
{
if (i >= compressedIndex[j])
{
fprintf(stderr, "\n");
j++;
}
fprintf(stderr, "%d:%.f ", unCompressedIndex[i], dataBuffer[i]);
}
fprintf(stderr, "\n");
}
template <class ElemType>
CPUSparseMatrix<ElemType> CPUSparseMatrix<ElemType>::ColumnSlice(size_t startColumn, size_t numCols) const
{
if (startColumn + numCols > m_numCols)
InvalidArgument("The slice (%d+%d) is out of range of the source matrix (%d).", (int) startColumn, (int) numCols, (int) m_numCols);
if (m_format != MatrixFormat::matrixFormatSparseCSC && m_format != MatrixFormat::matrixFormatSparseBlockCol)
NOT_IMPLEMENTED;
CPUSparseMatrix<ElemType> slice(m_format);
slice.m_numRows = m_numRows;
slice.m_numCols = numCols;
// BUGBUG: m_sliceViewOffset?
slice.m_externalBuffer = true;
slice.m_sliceOf = const_cast<CPUSparseMatrix<ElemType>*>(this); // BUGBUG: ColumnSlice() returns a reference to a mutable matrix, even if itself is 'const'; should not be.
if (m_format == MatrixFormat::matrixFormatSparseCSC)
{
slice.m_pArray = m_pArray;
slice.m_nzValues = m_pArray + m_compIndex[startColumn]; // note: m_compIndex is always against m_pArray
slice.m_unCompIndex = m_unCompIndex;
slice.m_compIndex = m_compIndex + startColumn; // Just shift the compressed index location to the new startColumn - that's it!
slice.m_compIndexSize = numCols + 1;
slice.m_nz = m_compIndex[startColumn + numCols] - m_compIndex[startColumn];
slice.m_elemSizeAllocated = slice.m_nz;
}
else if (m_format == MatrixFormat::matrixFormatSparseBlockCol)
{
long long startColBlock = 0, endColBlock = 0;
bool foundStart = false, foundEnd = false;
for (size_t j = 0; j < m_blockSize; j++)
{
if (j > 0)
{
assert(m_blockIds[j] > m_blockIds[j - 1]); // assume ids are increasing.Is this valid?
}
if (!foundStart && (long long) m_blockIds[j] - (long long) m_blockIdShift >= (long long) startColumn) // start column with values
{
startColBlock = j;
foundStart = true;
}
else if ((long long) m_blockIds[j] - (long long) m_blockIdShift >= (long long) (startColumn + numCols)) // end column with values
{
endColBlock = j;
foundEnd = true;
break;
}
}
if (!foundStart)
{
startColBlock = (long long) m_blockSize;
}
if (!foundEnd)
{
endColBlock = (long long) m_blockSize;
}
// BUGBUG: m_elemSizeAllocated?
slice.m_pArray = m_pArray + startColBlock * m_numRows;
slice.m_nzValues = slice.m_pArray;
slice.m_blockIds = m_blockIds + startColBlock; // the value stored in the block id is based on the original column numbers
slice.m_blockSize = (size_t) max((long long) 0, endColBlock - startColBlock);
slice.m_blockIdShift = m_blockIdShift + startColumn;
slice.m_nz = slice.m_blockSize * m_numRows;
}
return slice;
}
template <class ElemType>
CPUMatrix<ElemType> CPUSparseMatrix<ElemType>::CopyColumnSliceToDense(size_t startColumn, size_t numCols) const
{
if (startColumn + numCols > m_numCols)
InvalidArgument("The slice (%d+%d) is out of range of the source matrix (%d).", (int) startColumn, (int) numCols, (int) m_numCols);
if (m_format != MatrixFormat::matrixFormatSparseCSC)
NOT_IMPLEMENTED;
CPUMatrix<ElemType> slice(m_numRows, numCols);
#pragma omp parallel for
for (long j = 0; j < numCols; j++)
{
long start = (long) m_compIndex[startColumn + j];
long end = (long) m_compIndex[startColumn + j + 1];
for (long p = start; p < end; p++)
{
size_t i = m_unCompIndex[p];
ElemType value = m_pArray[(size_t) p];
slice(i, (size_t) j) = value;
}
}
return slice;
}
template <class ElemType>
CPUMatrix<ElemType> CPUSparseMatrix<ElemType>::DiagonalToDense() const
{
if (m_numRows != m_numCols)
LogicError("DiagonalToDense can be called only for square matrix.");
if (m_format != MatrixFormat::matrixFormatSparseCSC)
NOT_IMPLEMENTED;
CPUMatrix<ElemType> diag(1, m_numCols);
#pragma omp parallel for
for (long j = 0; j < m_numCols; j++)
{
long start = (long) m_compIndex[j];
long end = (long) m_compIndex[j + 1];
for (long p = start; p < end; p++)
{
size_t i = m_unCompIndex[p];
if (i == (size_t) j)
{
diag(0, i) = m_pArray[(size_t) p];
}
}
}
return diag;
}
template <class ElemType>
void CPUSparseMatrix<ElemType>::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)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
m_format = matrixFormatSparseCSC;
Resize(numRows, numCols, nz, true, false);
this->SetNzCount(nz);
memcpy(RowLocation(), h_Row, RowSize());
memcpy(ColLocation(), h_CSCCol, ColSize());
memcpy(NzValues(), h_Val, NzSize());
}
template <class ElemType>
ElemType* CPUSparseMatrix<ElemType>::BufferPointer() const
{
return m_pArray;
}
template <class ElemType>
void CPUSparseMatrix<ElemType>::Resize(const size_t numRows, const size_t numCols, size_t numNZElemToReserve, const bool growOnly, bool keepExistingValues)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
if (m_numRows != numRows || m_numCols != numCols)
keepExistingValues = false;
numNZElemToReserve = max(numNZElemToReserve, (size_t) 1);
size_t newCompIndexSize = (numCols > numRows ? numCols : numRows) + 1;
bool reallocate = (m_elemSizeAllocated < numNZElemToReserve || (m_elemSizeAllocated > numNZElemToReserve && !growOnly) || m_compIndexSize < newCompIndexSize);
m_numRows = numRows;
m_numCols = numCols;
if (reallocate)
{
if (m_format == MatrixFormat::matrixFormatSparseCSC || m_format == MatrixFormat::matrixFormatSparseCSR)
{
auto* pArray = new ElemType[numNZElemToReserve]();
auto* unCompIndex = new CPUSPARSE_INDEX_TYPE[numNZElemToReserve];
auto* compIndex = new CPUSPARSE_INDEX_TYPE[newCompIndexSize];
if (keepExistingValues && (m_nz > numNZElemToReserve || m_compIndexSize > newCompIndexSize))
LogicError("Resize: To keep values m_nz should <= numNZElemToReserve and m_compIndexSize <= newCompIndexSize");
if (keepExistingValues && m_nz > 0)
{
assert(m_compIndexSize > 0 && m_nz < numNZElemToReserve);
memcpy(pArray, m_nzValues, NzSize());
memcpy(unCompIndex, m_unCompIndex, MajorIndexSize());
memcpy(compIndex, m_compIndex, SecondaryIndexSize());
}
delete[] m_pArray;
delete[] m_unCompIndex;
delete[] m_compIndex;
m_pArray = pArray;
m_nzValues = m_pArray; // TODO: can this ever be different?
m_unCompIndex = unCompIndex;
m_compIndex = compIndex;
}
else if (m_format == MatrixFormat::matrixFormatSparseBlockCol || m_format == MatrixFormat::matrixFormatSparseBlockRow)
{
ElemType* blockVal = new ElemType[numNZElemToReserve];
size_t* blockIds = new size_t[newCompIndexSize];
if (keepExistingValues && (m_nz > numNZElemToReserve || m_compIndexSize > newCompIndexSize))
LogicError("Resize: To keep values m_nz should <= numNZElemToReserve and m_compIndexSize <= newCompIndexSize");
if (keepExistingValues && m_elemSizeAllocated > 0)
{
assert(m_compIndexSize > 0 && m_elemSizeAllocated < numNZElemToReserve);
memcpy(blockVal, m_nzValues, NzSize());
memcpy(blockIds, m_blockIds, sizeof(size_t) * m_compIndexSize);
}
delete[] m_pArray;
delete[] m_blockIds;
m_pArray = blockVal;
m_nzValues = m_pArray;
m_blockIds = blockIds;
}
m_elemSizeAllocated = numNZElemToReserve;
m_compIndexSize = newCompIndexSize;
}
}
// Reset matrix to 0.
template <class ElemType>
void CPUSparseMatrix<ElemType>::Reset()
{
if (!OwnBuffer())
LogicError("Cannot Reset since the buffer is managed externally.");
m_nz = 0;
m_colIdx = -1;
m_blockSize = 0;
m_blockIdShift = 0;
}
// c = alpha*op(lhs) * op(rhs) + beta*c
// dense x sparse = dense
template <class ElemType>
void CPUSparseMatrix<ElemType>::MultiplyAndWeightedAdd(ElemType alpha, const CPUMatrix<ElemType>& lhs, const bool transposeA,
const CPUSparseMatrix<ElemType>& rhs, const bool transposeB, ElemType beta, CPUMatrix<ElemType>& c)
{
if (lhs.IsEmpty() || rhs.IsEmpty())
LogicError("MultiplyAndWeightedAdd: one of the input matrix is empty.");
int m = transposeA ? (int) lhs.GetNumCols() : (int) lhs.GetNumRows();
int k = transposeA ? (int) lhs.GetNumRows() : (int) lhs.GetNumCols();
int l = transposeB ? (int) rhs.GetNumCols() : (int) rhs.GetNumRows();
int n = transposeB ? (int) rhs.GetNumRows() : (int) rhs.GetNumCols();
assert(m > 0 && k > 0 && l > 0 && n > 0); // converting from size_t to int may cause overflow
assert(k == l);
if (k != l)
{
InvalidArgument("CPUSparseMatrix::MultiplyAndWeightedAdd: The inner dimensions of a and b must match.");
}
if (beta == 0)
c.Resize(m, n);
else
c.VerifySize(m, n); // Can't resize if beta != 0
if (beta == 0)
{
memset(c.GetArray(), 0, sizeof(ElemType) * c.GetNumElements());
}
else if (beta != 1)
{
#pragma omp parallel for
foreach_coord (i, j, c)
{
c(i, j) = beta * c(i, j);
}
}
if (rhs.GetFormat() != matrixFormatSparseCSC)
NOT_IMPLEMENTED;
if (!transposeA && !transposeB)
{
for (size_t j = 0; j < rhs.GetNumCols(); j++)
{
size_t start = rhs.m_compIndex[j]; // ColLocation
size_t end = rhs.m_compIndex[j + 1];
for (size_t p = start; p < end; p++)
{
size_t i = rhs.m_unCompIndex[p]; // RowLocation
ElemType val = rhs.m_pArray[p];
for (size_t h = 0; h < lhs.GetNumRows(); h++)
{
c(h, j) += alpha * lhs(h, i) * val;
}
}
}
}
else if (!transposeA && transposeB)
{
for (size_t j = 0; j < rhs.GetNumCols(); j++)
{
size_t start = rhs.m_compIndex[j];
size_t end = rhs.m_compIndex[j + 1];
for (size_t p = start; p < end; p++)
{
size_t i = rhs.m_unCompIndex[p];
ElemType val = rhs.m_pArray[p];
for (size_t h = 0; h < lhs.GetNumRows(); h++)
{
c(h, i) += alpha * lhs(h, j) * val;
}
}
}
}
else if (transposeA && !transposeB)
{
NOT_IMPLEMENTED;
}
else
{
NOT_IMPLEMENTED;
}
}
// dense x sparse = sparse
// c = alpha * op(lhs) * op(rhs)
template <class ElemType>
void CPUSparseMatrix<ElemType>::MultiplyAndAdd(ElemType alpha, const CPUMatrix<ElemType>& lhs, const bool transposeA,
const CPUSparseMatrix<ElemType>& rhs, const bool transposeB, CPUSparseMatrix<ElemType>& c)
{
if (!c.OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
if (lhs.IsEmpty() || rhs.IsEmpty())
LogicError("LeftMultiplyAndAdd: one of the input matrix is empty.");
size_t m = transposeA ? (int) lhs.GetNumCols() : (int) lhs.GetNumRows();
size_t k = transposeA ? (int) lhs.GetNumRows() : (int) lhs.GetNumCols();
size_t l = transposeB ? (int) rhs.GetNumCols() : (int) rhs.GetNumRows();
size_t n = transposeB ? (int) rhs.GetNumRows() : (int) rhs.GetNumCols();
assert(m > 0 && k > 0 && l > 0 && n > 0);
m;
n; // converting from size_t to int may cause overflow
assert(k == l);
if (k != l)
{
InvalidArgument("CPUSparseMatrix::MultiplyAndAdd: The inner dimensions of a and b must match.");
}
c.Reset();
if (!transposeA && !transposeB)
{
NOT_IMPLEMENTED;
}
else if (!transposeA && transposeB)
{
if (rhs.GetFormat() != matrixFormatSparseCSC)
NOT_IMPLEMENTED;
// allocate enough memory
c.SetFormat(matrixFormatSparseBlockCol);
c.Resize(m, n, m * min(n, rhs.m_nz), true, false);
map<size_t, size_t> w2Id;
for (size_t j = 0; j < rhs.GetNumCols(); j++)
{ // j ranges over batches
size_t start = rhs.m_compIndex[j];
size_t end = rhs.m_compIndex[j + 1];
for (size_t p = start; p < end; p++)
{
size_t i = rhs.m_unCompIndex[p]; // i ranges over words
ElemType val = rhs.m_pArray[p]; // 1 for(i, j)
bool first = true;
if (w2Id.find(i) == w2Id.end())
{
size_t id = w2Id.size();
w2Id[i] = id;
c.m_blockIds[c.m_blockSize] = i;
c.m_blockSize++;
}
else
{
first = false;
}
size_t pos = w2Id[i] * lhs.GetNumRows();
for (size_t h = 0; h < lhs.GetNumRows(); h++)
{ // h range over hidden layer
if (first == true)
{
c.m_pArray[pos] = alpha * lhs(h, j) * val;
}
else
{
c.m_pArray[pos] += alpha * lhs(h, j) * val;
}
pos++;
}
}
}
c.m_nz = c.m_blockSize * m;
if (c.m_nz > c.GetSizeAllocated())
{
LogicError("sparse matrix out of range.");
}
// c.SetFormat(matrixFormatSparseBlockCol);
}
else if (transposeA && !transposeB)
{
NOT_IMPLEMENTED;
}
else
{
NOT_IMPLEMENTED;
}
}
// dense += sparse
template <class ElemType>
void CPUSparseMatrix<ElemType>::ScaleAndAdd(const ElemType alpha, const CPUSparseMatrix<ElemType>& lhs, CPUMatrix<ElemType>& rhs)
{
if (lhs.IsEmpty() || rhs.IsEmpty())
{
LogicError("ScaleAndAdd: one of the input matrix is empty.");
}
if (lhs.GetNumRows() != rhs.GetNumRows() || lhs.GetNumCols() != rhs.GetNumCols())
{
InvalidArgument("CPUSparseMatrix::ScaleAndAdd: The dimensions of a and b must match.");
}
if (lhs.GetFormat() == MatrixFormat::matrixFormatSparseCSC || lhs.GetFormat() == MatrixFormat::matrixFormatSparseCSR)
{
size_t col_num = (lhs.m_format == MatrixFormat::matrixFormatSparseCSC) ? lhs.GetNumCols() : lhs.GetNumRows();
for (size_t j = 0; j < col_num; j++)
{
size_t start = lhs.m_compIndex[j];
size_t end = lhs.m_compIndex[j + 1];
for (size_t p = start; p < end; p++)
{
size_t i = lhs.m_unCompIndex[p];
ElemType val = lhs.m_pArray[p];
size_t r = (lhs.m_format == MatrixFormat::matrixFormatSparseCSC) ? i : j;
size_t c = (lhs.m_format == MatrixFormat::matrixFormatSparseCSC) ? j : i;
rhs(r, c) += alpha * val;
}
}
}
else if (lhs.m_format == MatrixFormat::matrixFormatSparseBlockCol || lhs.m_format == MatrixFormat::matrixFormatSparseBlockRow)
{
for (size_t j = 0; j < lhs.m_blockSize; j++)
{
size_t i = lhs.m_blockIds[j] - lhs.m_blockIdShift;
size_t len = (lhs.m_format == MatrixFormat::matrixFormatSparseBlockCol) ? lhs.GetNumRows() : lhs.GetNumCols();
size_t start = j * len;
for (size_t p = start; p < start + len; p++)
{
ElemType val = lhs.m_pArray[p];
size_t r = (lhs.m_format == MatrixFormat::matrixFormatSparseBlockCol) ? (p - start) : i;
size_t c = (lhs.m_format == MatrixFormat::matrixFormatSparseBlockCol) ? i : (p - start);
rhs(r, c) += alpha * val;
}
}
}
else
{
RuntimeError("CPUSparseMatrix:: ScaleAndAdd() Not implemented");
}
}
template <class ElemType>
/*static*/ bool CPUSparseMatrix<ElemType>::AreEqual(const CPUSparseMatrix<ElemType>& a, const CPUSparseMatrix<ElemType>& b, const ElemType threshold)
{
if (a.IsEmpty() || b.IsEmpty())
LogicError("AreEqual: one of the input matrices is empty.");
if (a.GetNumRows() != b.GetNumRows() || a.GetNumCols() != b.GetNumCols())
return false;
bool result = true;
#pragma omp parallel for
foreach_coord (i, j, a)
{
if (abs(a(i, j) - b(i, j)) > threshold)
{
result = false;
break;
}
}
return result;
}
// normal update for smoothed gradients c and current gradients (this)
// TODO: comment seems wrong; cf. SGD.cpp: smoothedGradient.NormalGrad(gradientValues, functionValues,...)
template <class ElemType>
void CPUSparseMatrix<ElemType>::NormalGrad(CPUMatrix<ElemType>& c, const ElemType momentum)
{
if (c.IsEmpty())
{
c.Resize(GetNumRows(), GetNumCols());
c.SetValue(0.0);
}
// BUGBUG: dimension/ownbuffer check?
if (m_format == MatrixFormat::matrixFormatSparseBlockCol || m_format == MatrixFormat::matrixFormatSparseBlockRow)
{
for (size_t j = 0; j < m_blockSize; j++)
{
size_t i = m_blockIds[j] - m_blockIdShift;
size_t len = (m_format == MatrixFormat::matrixFormatSparseBlockCol) ? GetNumRows() : GetNumCols();
size_t start = j * len;
for (size_t p = start; p < start + len; p++)
{
ElemType val = m_pArray[p];
size_t row = (m_format == MatrixFormat::matrixFormatSparseBlockCol) ? (p - start) : i;
size_t col = (m_format == MatrixFormat::matrixFormatSparseBlockCol) ? i : (p - start);
c(row, col) = (1 - momentum) * val + momentum * c(row, col);
m_pArray[p] = c(row, col);
}
}
}
else
{
RuntimeError("CPUSparseMatrix:: NormalGrad() only support block sparse format");
}
}
// update smoothed gradients c and current gradients (this)
template <class ElemType>
ElemType CPUSparseMatrix<ElemType>::Adagrad(CPUMatrix<ElemType>& c, const bool needAveMultiplier)
{
if (c.IsEmpty() || c.GetNumCols() != GetNumCols() || c.GetNumRows() != GetNumRows())
{
c.Resize(GetNumRows(), GetNumCols());
c.SetValue(0.0);
}
// BUGBUG: dimension/ownbuffer check?
ElemType aveMultiplier = 0;
const ElemType floor = 1e-16f;
if (m_format == MatrixFormat::matrixFormatSparseCSC || m_format == MatrixFormat::matrixFormatSparseCSR)
{
size_t col_num = (m_format == MatrixFormat::matrixFormatSparseCSC) ? GetNumCols() : GetNumRows();
for (size_t j = 0; j < col_num; j++)
{
size_t start = m_compIndex[j];
size_t end = m_compIndex[j + 1];
for (size_t p = start; p < end; p++)
{
size_t i = m_unCompIndex[p];
ElemType val = m_pArray[p];
size_t row = (m_format == MatrixFormat::matrixFormatSparseCSC) ? i : j;
size_t col = (m_format == MatrixFormat::matrixFormatSparseCSC) ? j : i;
ElemType adenorm = c(row, col);
adenorm += val * val;
ElemType a = sqrt(floor + adenorm);
m_pArray[p] = val / a;
c(row, col) = adenorm;
if (needAveMultiplier)
aveMultiplier += 1 / a;
}
}
}
else if (m_format == MatrixFormat::matrixFormatSparseBlockCol || m_format == MatrixFormat::matrixFormatSparseBlockRow)
{
size_t len = (m_format == MatrixFormat::matrixFormatSparseBlockCol) ? GetNumRows() : GetNumCols();
size_t p = 0;
for (long j = 0; j < m_blockSize; j++)
{
size_t colOrRow = m_blockIds[j] - m_blockIdShift;
for (long i = 0; i < len; i++, p++)
{
ElemType val = m_pArray[p];
size_t row = (m_format == MatrixFormat::matrixFormatSparseBlockCol) ? i : colOrRow;
size_t col = (m_format == MatrixFormat::matrixFormatSparseBlockCol) ? colOrRow : i;
c(row, col) += val * val;
ElemType a = sqrt(floor + c(row, col));
m_pArray[p] /= a;
if (needAveMultiplier)
aveMultiplier += 1 / a;
}
}
}
if (needAveMultiplier && m_nz > 0)
return aveMultiplier / m_nz;
else
return 1;
}
template <class ElemType>
CPUSparseMatrix<ElemType>& CPUSparseMatrix<ElemType>::InplaceTruncateTop(const ElemType threshold)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
long m = (long) this->NzCount();
ElemType* nzValues = NzValues();
#pragma omp parallel for
for (long i = 0; i < (m & ~3); i += 4) // four-way unrolling
{
if (nzValues[i] > threshold)
nzValues[i] = threshold;
if (nzValues[i + 1] > threshold)
nzValues[i + 1] = threshold;
if (nzValues[i + 2] > threshold)
nzValues[i + 2] = threshold;
if (nzValues[i + 3] > threshold)
nzValues[i + 3] = threshold;
}
// handle remaining stuffs
for (long i = m & ~3; i < m; i++)
{
if (nzValues[i] > threshold)
nzValues[i] = threshold;
}
return *this;
}
template <class ElemType>
CPUSparseMatrix<ElemType>& CPUSparseMatrix<ElemType>::InplaceTruncateBottom(const ElemType threshold)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
long m = (long) this->NzCount();
ElemType* nzValues = NzValues();
#pragma omp parallel for
for (long i = 0; i < (m & ~3); i += 4) // four-way unrolling
{
if (nzValues[i] < threshold)
nzValues[i] = threshold;
if (nzValues[i + 1] < threshold)
nzValues[i + 1] = threshold;
if (nzValues[i + 2] < threshold)
nzValues[i + 2] = threshold;
if (nzValues[i + 3] < threshold)
nzValues[i + 3] = threshold;
}
// handle remaining stuffs
for (long i = m & ~3; i < m; i++)
{
if (nzValues[i] < threshold)
nzValues[i] = threshold;
}
return *this;
}
template <class ElemType>
CPUSparseMatrix<ElemType>& CPUSparseMatrix<ElemType>::InplaceTruncate(const ElemType threshold)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
ElemType locThresholdPos = abs(threshold);
ElemType locTHresholdNeg = -locThresholdPos;
long m = (long) this->NzCount();
ElemType* nzValues = NzValues();
#pragma omp parallel for
for (long i = 0; i < (m & ~3); i += 4) // four-way unrolling
{
if (nzValues[i] > locThresholdPos)
nzValues[i] = locThresholdPos;
else if (nzValues[i] < locTHresholdNeg)
nzValues[i] = locTHresholdNeg;
if (nzValues[i + 1] > locThresholdPos)
nzValues[i + 1] = locThresholdPos;
else if (nzValues[i + 1] < locTHresholdNeg)
nzValues[i + 1] = locTHresholdNeg;
if (nzValues[i + 2] > locThresholdPos)
nzValues[i + 2] = locThresholdPos;
else if (nzValues[i + 2] < locTHresholdNeg)
nzValues[i + 2] = locTHresholdNeg;
if (nzValues[i + 3] > locThresholdPos)
nzValues[i + 3] = locThresholdPos;
else if (nzValues[i + 3] < locTHresholdNeg)
nzValues[i + 3] = locTHresholdNeg;
}
// handle remaining stuffs
for (long i = m & ~3; i < m; i++)
{
if (nzValues[i] > locThresholdPos)
nzValues[i] = locThresholdPos;
else if (nzValues[i] < locTHresholdNeg)
nzValues[i] = locTHresholdNeg;
}
return *this;
}
template <class ElemType>
CPUSparseMatrix<ElemType>& CPUSparseMatrix<ElemType>::InplaceSoftThreshold(const ElemType threshold)
{
if (!OwnBuffer())
LogicError("Cannot modify since the buffer is managed externally.");
long m = (long) this->NzCount();
ElemType* nzValues = NzValues();
#pragma omp parallel for
for (long i = 0; i < (m & ~3); i += 4) // four-way unrolling
{
if (nzValues[i] > threshold)
nzValues[i] -= threshold;
else if (nzValues[i] < -threshold)
nzValues[i] += threshold;
else
nzValues[i] = 0;
if (nzValues[i + 1] > threshold)
nzValues[i + 1] -= threshold;
else if (nzValues[i + 1] < -threshold)
nzValues[i + 1] += threshold;
else
nzValues[i + 1] = 0;
if (nzValues[i + 2] > threshold)
nzValues[i + 2] -= threshold;
else if (nzValues[i + 2] < -threshold)
nzValues[i + 2] += threshold;
else
nzValues[i + 2] = 0;
if (nzValues[i + 3] > threshold)
nzValues[i + 3] -= threshold;
else if (nzValues[i + 3] < -threshold)
nzValues[i + 3] += threshold;
else
nzValues[i + 3] = 0;
}
// handle remaining stuffs
for (long i = m & ~3; i < m; i++)
{
if (nzValues[i] > threshold)
nzValues[i] -= threshold;
else if (nzValues[i] < -threshold)
nzValues[i] += threshold;
else
nzValues[i] = 0;
}
return *this;
}
template <class ElemType>
ElemType CPUSparseMatrix<ElemType>::FrobeniusNorm() const
{
if (IsEmpty())
return 0;
ElemType v = 0; // TODO: do this in 'double'?
long m = (long) NzCount();
const ElemType* nzValues = NzValues();
//four-way unrolling
#pragma omp parallel for reduction(+ : v)
for (long i = 0; i < (m & ~3); i += 4)
{
v += nzValues[i] * nzValues[i] + nzValues[i + 1] * nzValues[i + 1] + nzValues[i + 2] * nzValues[i + 2] + nzValues[i + 3] * nzValues[i + 3];
}
// handle remaining stuffs
for (long i = m & ~3; i < m; i++)
{
v += nzValues[i] * nzValues[i];
}
return sqrt(v);
}
//sum of all abs(elements)
template <class ElemType>
ElemType CPUSparseMatrix<ElemType>::SumOfAbsElements() const
{
if (IsEmpty())
return 0;
if (sizeof(ElemType) == sizeof(double))
{
#ifdef USE_ACML
return (ElemType) dasum((int) this->NzCount(), reinterpret_cast<double*>(m_nzValues), 1);
#else
return (ElemType) cblas_dasum((int) this->NzCount(), reinterpret_cast<double*>(m_nzValues), 1);
#endif
}
else
{
#pragma warning(suppress : 4244)
#ifdef USE_ACML
return sasum((int) this->NzCount(), reinterpret_cast<float*>(m_nzValues), 1);
#else
return cblas_sasum((int) this->NzCount(), reinterpret_cast<float*>(m_nzValues), 1);
#endif
}
}
//sum of all elements
template <class ElemType>
ElemType CPUSparseMatrix<ElemType>::SumOfElements() const
{
if (IsEmpty())
return 0;
ElemType sum = 0; // TODO: Do this in 'double'?
long m = (long) NzCount();
const ElemType* nzValues = NzValues();
//four-way unrolling
#pragma omp parallel for reduction(+ : sum)
for (long i = 0; i < (m & ~3); i += 4)
{
sum += nzValues[i] + nzValues[i + 1] + nzValues[i + 2] + nzValues[i + 3];
}
// handle remaining stuffs
for (long i = m & ~3; i < m; i++)
{
sum += nzValues[i];
}
return sum;
}
template <typename ElemType>
MATH_API File& operator>>(File& stream, CPUSparseMatrix<ElemType>& us)
{
if (!us.OwnBuffer())
LogicError("Cannot read into a managed external matrix");
stream.GetMarker(fileMarkerBeginSection, std::wstring(L"BMAT"));
size_t elsize;
stream >> elsize;
if (sizeof(ElemType) != elsize)
RuntimeError("Template argument size doesn't match those in file");
std::wstring matrixName;
// now prepare this header to receive the data being read
size_t nz, colnum, rownum;
int format;
// read in the header information
stream >> matrixName >> format >> nz >> colnum >> rownum;
us.SetFormat((MatrixFormat) format);
if (us.GetFormat() != matrixFormatSparseCSC && us.GetFormat() != matrixFormatSparseCSR)
NOT_IMPLEMENTED;
us.Resize(rownum, colnum, nz, true, false);
if (nz > 0)
{
size_t compressedSize = (us.GetFormat() == matrixFormatSparseCSC) ? colnum + 1 : rownum + 1;
ElemType* dataBuffer = us.NzValues();
CPUSPARSE_INDEX_TYPE* unCompressedIndex = us.MajorIndexLocation();
CPUSPARSE_INDEX_TYPE* compressedIndex = us.SecondaryIndexLocation();
// read in the sparse matrix info
for (size_t i = 0; i < nz; ++i)
{
stream >> dataBuffer[i];
}
for (size_t i = 0; i < nz; ++i)
{
stream >> unCompressedIndex[i];
}
for (size_t i = 0; i < compressedSize; ++i)
{
stream >> compressedIndex[i];
}
}
stream.GetMarker(fileMarkerEndSection, std::wstring(L"EMAT"));
return stream;
}
template MATH_API File& operator>>(File& stream, CPUSparseMatrix<float>& us);
template MATH_API File& operator>>(File& stream, CPUSparseMatrix<double>& us);
template <typename ElemType>
MATH_API File& operator<<(File& stream, const CPUSparseMatrix<ElemType>& us)
{
if (us.GetFormat() != matrixFormatSparseCSC && us.GetFormat() != matrixFormatSparseCSR)
NOT_IMPLEMENTED;
stream.PutMarker(fileMarkerBeginSection, std::wstring(L"BMAT"));
stream << sizeof(ElemType);
stream << std::wstring(L"nnmatrix"); // Note this is needed for compatability, and could potentially be an empty string
size_t nz, numRows, numCols;
size_t compressedSize = us.SecondaryIndexCount();
int format = us.GetFormat();
stream << format << nz << numCols << numRows;
if (nz > 0)
{
ElemType* dataBuffer = us.NzValues();
CPUSPARSE_INDEX_TYPE* unCompressedIndex = us.MajorIndexLocation();
CPUSPARSE_INDEX_TYPE* compressedIndex = us.SecondaryIndexLocation();
for (size_t i = 0; i < nz; ++i)
{
stream << dataBuffer[i];
}
for (size_t i = 0; i < nz; ++i)
{
stream << unCompressedIndex[i];
}
for (size_t i = 0; i < compressedSize; ++i)
{
stream << compressedIndex[i];
}
}
stream.PutMarker(fileMarkerEndSection, std::wstring(L"EMAT"));
return stream;
}
template class CPUSparseMatrix<float>;
template class CPUSparseMatrix<double>;
// We use Matrix<char> as the backing store for QuantizedMatrix
// Let's explciitly instantiate the methods we need for that purpose
template CPUSparseMatrix<char>::CPUSparseMatrix(const MatrixFormat format, const size_t numRows, const size_t numCols, const size_t size);
template CPUSparseMatrix<char>::CPUSparseMatrix(MatrixFormat);
template CPUSparseMatrix<char>::CPUSparseMatrix(CPUSparseMatrix<char> const&);
template CPUSparseMatrix<char>::CPUSparseMatrix(CPUSparseMatrix<char>&&);
template CPUSparseMatrix<char>& CPUSparseMatrix<char>::operator=(CPUSparseMatrix<char>&& moveFrom);
template void CPUSparseMatrix<char>::SetValue(size_t, size_t, char);
template void CPUSparseMatrix<char>::SetValue(CPUSparseMatrix<char> const&);
template char* CPUSparseMatrix<char>::BufferPointer() const;
template void CPUSparseMatrix<char>::Reset(void);
template CPUSparseMatrix<char>::~CPUSparseMatrix();
template CPUSparseMatrix<char> CPUSparseMatrix<char>::ColumnSlice(size_t startColumn, size_t numCols) const;
template CPUMatrix<char> CPUSparseMatrix<char>::CopyColumnSliceToDense(size_t startColumn, size_t numCols) const;
template CPUSparseMatrix<char>& CPUSparseMatrix<char>::operator=(const CPUSparseMatrix<char>& deepCopyFrom);
}}}
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