Author: luc
Date: Sun Apr 5 16:53:35 2009
New Revision: 762117
URL: http://svn.apache.org/viewvc?rev=762117&view=rev
Log:
Greatly improved multiplication speed for sparse matrices
Jira: MATH-248
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/linear/SparseRealMatrix.java
commons/proper/math/trunk/src/site/xdoc/changes.xml
commons/proper/math/trunk/src/test/org/apache/commons/math/linear/SparseRealMatrixTest.java
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/linear/SparseRealMatrix.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/linear/SparseRealMatrix.java?rev=762117&r1=762116&r2=762117&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/linear/SparseRealMatrix.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/linear/SparseRealMatrix.java
Sun Apr 5 16:53:35 2009
@@ -152,6 +152,75 @@
/** {...@inheritdoc} */
@Override
+ public RealMatrix multiply(final RealMatrix m)
+ throws IllegalArgumentException {
+ try {
+ return multiply((SparseRealMatrix) m);
+ } catch (ClassCastException cce) {
+
+ // safety check
+ checkMultiplicationCompatible(m);
+
+ final int outCols = m.getColumnDimension();
+ final DenseRealMatrix out = new DenseRealMatrix(rowDimension,
outCols);
+ for (OpenIntToDoubleHashMap.Iterator iterator =
entries.iterator(); iterator.hasNext();) {
+ iterator.advance();
+ final double value = iterator.value();
+ final int key = iterator.key();
+ final int i = key / columnDimension;
+ final int k = key % columnDimension;
+ for (int j = 0; j < outCols; ++j) {
+ out.addToEntry(i, j, value * m.getEntry(k, j));
+ }
+ }
+
+ return out;
+
+ }
+ }
+
+ /**
+ * Returns the result of postmultiplying this by m.
+ *
+ * @param m matrix to postmultiply by
+ * @return this * m
+ * @throws IllegalArgumentException
+ * if columnDimension(this) != rowDimension(m)
+ */
+ public SparseRealMatrix multiply(SparseRealMatrix m) throws
IllegalArgumentException {
+
+ // safety check
+ checkMultiplicationCompatible(m);
+
+ final int outCols = m.getColumnDimension();
+ SparseRealMatrix out = new SparseRealMatrix(rowDimension, outCols);
+ for (OpenIntToDoubleHashMap.Iterator iterator = entries.iterator();
iterator.hasNext();) {
+ iterator.advance();
+ final double value = iterator.value();
+ final int key = iterator.key();
+ final int i = key / columnDimension;
+ final int k = key % columnDimension;
+ for (int j = 0; j < outCols; ++j) {
+ final int rightKey = m.computeKey(k, j);
+ if (m.entries.containsKey(rightKey)) {
+ final int outKey = out.computeKey(i, j);
+ final double outValue =
+ out.entries.get(outKey) + value *
m.entries.get(rightKey);
+ if (outValue == 0.0) {
+ out.entries.remove(outKey);
+ } else {
+ out.entries.put(outKey, outValue);
+ }
+ }
+ }
+ }
+
+ return out;
+
+ }
+
+ /** {...@inheritdoc} */
+ @Override
public double getEntry(int row, int column) throws MatrixIndexException {
checkRowIndex(row);
checkColumnIndex(column);
Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=762117&r1=762116&r2=762117&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Sun Apr 5 16:53:35 2009
@@ -39,6 +39,9 @@
</properties>
<body>
<release version="2.0" date="TBD" description="TBD">
+ <action dev="luc" type="fix" issue="MATH-248" >
+ Greatly improved multiplication speed for sparse matrices
+ </action>
<action dev="luc" type="fix" issue="MATH-253" due-to="Sebb">
Fixed threading issues with MathException and MathRuntimeException
</action>
Modified:
commons/proper/math/trunk/src/test/org/apache/commons/math/linear/SparseRealMatrixTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/linear/SparseRealMatrixTest.java?rev=762117&r1=762116&r2=762117&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/org/apache/commons/math/linear/SparseRealMatrixTest.java
(original)
+++
commons/proper/math/trunk/src/test/org/apache/commons/math/linear/SparseRealMatrixTest.java
Sun Apr 5 16:53:35 2009
@@ -16,13 +16,13 @@
*/
package org.apache.commons.math.linear;
-import org.apache.commons.math.linear.decomposition.LUDecompositionImpl;
-import org.apache.commons.math.linear.decomposition.NonSquareMatrixException;
-
import junit.framework.Test;
import junit.framework.TestCase;
import junit.framework.TestSuite;
+import org.apache.commons.math.linear.decomposition.LUDecompositionImpl;
+import org.apache.commons.math.linear.decomposition.NonSquareMatrixException;
+
/**
* Test cases for the {...@link SparseRealMatrix} class.
*
@@ -196,6 +196,8 @@
SparseRealMatrix m2 = createSparseMatrix(testData2);
assertClose("inverse multiply", m.multiply(mInv), identity,
entryTolerance);
+ assertClose("inverse multiply", m.multiply(new
DenseRealMatrix(testDataInv)), identity,
+ entryTolerance);
assertClose("inverse multiply", mInv.multiply(m), identity,
entryTolerance);
assertClose("identity multiply", m.multiply(identity), m,
