Hi, On Wednesday, November 5, 2014 11:29:35 PM UTC+1, Andreas Noack wrote: > > full(Symmetric) will give you what you are looking for. >
Thanks, that is what I was looking for indeed. Learning the vocabulary of a new language takes me a long time... > The method coverage of Symmetric could be better. It was introduced to > make it easier to call the symmetric eigenvalue solver, but as the use of > it has extended beyond that use, we should work on extending the coverage. > Feel free to open pull requests. > > I don't have time right now to dive into your gists, but "summing a lot of > Δ * Δ'" sounds very much like a matrix X'X operation since X'X = ∑xᵢ*xᵢ' > where the xᵢs are the rows of X. > sure, but the problem is slightly more complex as each of the terms that need to be summed has its own private weight (the responsibility of the mixture for the data point). ---david > > 2014-11-05 17:10 GMT-05:00 David van Leeuwen <[email protected] > <javascript:>>: > >> Hello again, >> >> I am having great fun with optimizing the inner loop in my code for full >> covariance matrices in variational Bayes GMMs. The right call to BLAS >> wrappers at critical points makes all the difference. >> >> For building the covariance matrices, one ends up summing a lot of ` Δ * >> Δ' ` constructs, where Δ is a difference vector of some kind. I get major >> speed improvement in using `Base.BLAS.syrk!()` which fills the upper >> triangle of the scatter matrix. Because I need these later to be converted >> to regular dense arrays, I want to copy the upper triangle in the lower. >> Easily done, see this gist >> <https://gist.github.com/davidavdav/e04f7f34b78c22dbe1cc>. I first >> tried Symmetric(s) which shows the matrix fine in the REPL, but it seems >> otherwise useless for further processing, all normal matrix manipulation >> options are not implemented (e.g., you can't add a scalar to the matrix). >> I've tried all kinds of operations (convert(Matrix{Float64}, ), collect(), >> float(), etc) to convert this to a dense array, but I couldn't get it to >> work. Question is: what is the preferred way to manipulate matrices that >> are the result from `syrk()`, and does ::Symmetric play a role in there? >> >> I get these Δs from vectors as rows from arrays (perhaps a bad design >> choice), and I found that both the direct matrix slice `x[i,:]` as well as >> `sub(x, i, :)` and view(x, i, :)` perform very slowly when used further in >> the matrix multiplication construct. A very simple function `rvec!(y, x, >> i)` (see the gist >> <https://gist.github.com/davidavdav/e04f7f34b78c22dbe1cc>), effectively >> equivalent to ` y = x[i,:]' ` on pre-allocated `y` performs many times >> faster than the getindex, sub and view equivalents. I cannot imagine the >> rvec!() is so ingenious (it can probably be improved using `blascopy!`), so >> my question is: what is the Base or ArrayVIews way of selecting a row >> vector efficiently and producing a scatter matrix from it using `syrk!()`? >> >> Cheers, >> >> ---david >> > >
