Re: [Lazarus] fast mathematical matrix operations
2015-07-07 10:10 GMT-03:00 Graeme Geldenhuys mailingli...@geldenhuys.co.uk : On 2015-07-07 13:36, Andrea Mauri wrote: mrmath actually works on MacOSX. why should be a big problem porting to linux? Indeed. If you limit the scope to x86 and amd64 CPU's then the port shouldn't be too hard. Can you confirm is these are the only CPU types you want to target? Be aware that calling conventions differ in win64 and non win 64bit. See Same 64bit assembly code compiles under windows but not in linux (fpc 260) and win64 calling convention threads in fpc-devel Luiz -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Andrea Mauri wrote: Dear all, I have been on holiday, since I have not seen any answer I try to post it again. Since I am not experienced with thread and actually I am involved in other projects I cannot work on it. I am evaluating to propose a bounty (150 euro. is is acceptable?) to make mrmath fully compatible with fpc (and working on win 32/64 linux 32/64..). How can I do that? Leledumbo has already demonstrated that the fact that mrmath is written in assembler is likely to be an insurmountable problem. If there were a version that was buildable (at least initially) without using assembler you might get somewhere. I know that there is a page for bounties: http://wiki.lazarus.freepascal.org/Bounties - how can I propose my bounty on the wiki? - Anybody interested? Incidentally, have you looked at Vector Pascal http://www.dcs.gla.ac.uk/~wpc/reports/compilers/compilerindex/x25.html The compiler itself is written in Java but the generated code is... interesting. -- Mark Morgan Lloyd markMLl .AT. telemetry.co .DOT. uk [Opinions above are the author's, not those of his employers or colleagues] -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Leledumbo has already demonstrated that the fact that mrmath is written in assembler is likely to be an insurmountable problem. If there were a version that was buildable (at least initially) without using assembler you might get somewhere. mrmath actually works on MacOSX. why should be a big problem porting to linux? -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Dear all, I have been on holiday, since I have not seen any answer I try to post it again. Since I am not experienced with thread and actually I am involved in other projects I cannot work on it. I am evaluating to propose a bounty (150 euro. is is acceptable?) to make mrmath fully compatible with fpc (and working on win 32/64 linux 32/64..). How can I do that? I know that there is a page for bounties: http://wiki.lazarus.freepascal.org/Bounties - how can I propose my bounty on the wiki? - Anybody interested? Thanks, Andrea Il 09/06/2015 09:42, Michael Schnell ha scritto: On 06/08/2015 03:29 PM, Andrea Mauri wrote: It is difficult for me ;-) since it uses two different thread implementations (one for windows and one for MAC OS). That is why I mentioned the Thread-pool implementation. It uses just TThread and hence is as cross-platform as fpc is. (In fact I suppose there are several more thread-pool units that are better tested than my proof of concept.) -Michael -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On 2015-07-07 13:36, Andrea Mauri wrote: mrmath actually works on MacOSX. why should be a big problem porting to linux? Indeed. If you limit the scope to x86 and amd64 CPU's then the port shouldn't be too hard. Can you confirm is these are the only CPU types you want to target? Andrea, I might be interested in the bounty. Let me take a closer look at mrmath and I'll let you know via email in a day. Regards, - Graeme - -- fpGUI Toolkit - a cross-platform GUI toolkit using Free Pascal http://fpgui.sourceforge.net/ -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Dear Graeme, yes, I need it just for x86 and amd64 CPU. It would be perfect if the actual thread implementation would be unified using fpc threads. Anyway my first goal is to have a fpc/lazarus implementation for windows and linux 32/64. Let me know, Andrea Il 07/07/2015 15:10, Graeme Geldenhuys ha scritto: On 2015-07-07 13:36, Andrea Mauri wrote: mrmath actually works on MacOSX. why should be a big problem porting to linux? Indeed. If you limit the scope to x86 and amd64 CPU's then the port shouldn't be too hard. Can you confirm is these are the only CPU types you want to target? Andrea, I might be interested in the bounty. Let me take a closer look at mrmath and I'll let you know via email in a day. Regards, - Graeme - -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Since I am not experienced with thread and actually I am involved in other projects I cannot work on it. I am evaluating to propose a bounty (150 euro) to make mrmath fully compatible with fpc (and working on win 32/64 linux 32/64..). How can I do that? I know that there is a page for bounties: http://wiki.lazarus.freepascal.org/Bounties how can I propose my bounty? Anybody interested? Thanks, Andrea Il 09/06/2015 09:42, Michael Schnell ha scritto: On 06/08/2015 03:29 PM, Andrea Mauri wrote: It is difficult for me ;-) since it uses two different thread implementations (one for windows and one for MAC OS). That is why I mentioned the Thread-pool implementation. It uses just TThread and hence is as cross-platform as fpc is. (In fact I suppose there are several more thread-pool units that are better tested than my proof of concept.) -Michael -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On Mon, 8 Jun 2015, Michael Schnell wrote: On 06/08/2015 10:57 AM, Andrea Mauri wrote: I need code able to perform typical matrix operations (e.g. matrix multiplication, inversion, determinant and so on) as fast as possible since I deal with big matrices (thousands of rows and columns). I need it for both windows and linux (32/64). For this it's essential to use the multiple cores the hardware provides. So the task needs to be distributed to multiple threads. If you look at the code, you'll see that it does that. Michael. -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
anyone interested in evaluating the possibility to make mrmath usable under linux too? Despite it's mostly written in hand-crafted assembly, the code is pretty well commented with respective Pascal construct. You might want to turn it back to Pascal first. My first attempt doesn't yet come to the threading thing, my trunk compiler even stops at: cvtsi2sd xmm5, width; with message: ASMMatrixMeanOperationsx64.pas(83,4) Error: Asm: [cvtsi2sd xmmreg,mem128] invalid combination of opcode and operands if at least the compiler can go up to the thread pooling, I guess it won't be that difficult to replace the platform specific thread implementations with FPC's native cross platform threading solution. The code is quite good that all thread unit usage are actually abstracted in MtxThreadPool unit functions, so implementing one for linux can also be a solution, albeit not the most beautiful since you have to mess with ifdefs. -- View this message in context: http://free-pascal-lazarus.989080.n3.nabble.com/Lazarus-fast-mathematical-matrix-operations-tp4042505p4042511.html Sent from the Free Pascal - Lazarus mailing list archive at Nabble.com. -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Pascal in general hasn't handled math in an effeceint way. Factorial is a prime example. I would assume that even a 2 dimensial matrix bigger than 10x10 would choke most processes. It sounds like you would need something made for mathmatical processing like fortran or even lisp. However, taking advantage of parallel processing may give you the speed you are looking for. On Jun 8, 2015 5:20 AM, Michael Schnell mschn...@lumino.de wrote: On 06/08/2015 10:57 AM, Andrea Mauri wrote: I need code able to perform typical matrix operations (e.g. matrix multiplication, inversion, determinant and so on) as fast as possible since I deal with big matrices (thousands of rows and columns). I need it for both windows and linux (32/64). For this it's essential to use the multiple cores the hardware provides. So the task needs to be distributed to multiple threads. I once drafted a thread pool unit that night be useful for this (but I suppose there are other tools that are much more decently tested than the one I did). In the FPC/Lazarus mailing lists there already were multiple discussions on the parallel loop issue, but AFAIK, there is no ready-made solution available yet. Delphi XE claims to provide such support, though. -Michael -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
[Lazarus] fast mathematical matrix operations
Dear all, I am looking for units/packages to deal with numerical matrix manipulation (typical double type numerical matrices). I need code able to perform typical matrix operations (e.g. matrix multiplication, inversion, determinant and so on) as fast as possible since I deal with big matrices (thousands of rows and columns). I need it for both windows and linux (32/64). I found some libraries doing it (e.g. dmath and mrmath). dmath units (http://sourceforge.net/projects/dmath/) can be used both on windows and linux but operations are slow on big matrices. calculation of correlation matrix on a matrix with 3500 rows and 2000 columns get minutes. mrmath units (https://github.com/mikerabat/mrmath) is the fastest I found (just few seconds to calculate correlation matrix on the same data matrix as before) but is available only for windows and mac os. any other suggestions? anyone interested in evaluating the possibility to make mrmath usable under linux too? thanks, Andrea -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On 06/08/2015 10:57 AM, Andrea Mauri wrote: I need code able to perform typical matrix operations (e.g. matrix multiplication, inversion, determinant and so on) as fast as possible since I deal with big matrices (thousands of rows and columns). I need it for both windows and linux (32/64). For this it's essential to use the multiple cores the hardware provides. So the task needs to be distributed to multiple threads. I once drafted a thread pool unit that night be useful for this (but I suppose there are other tools that are much more decently tested than the one I did). In the FPC/Lazarus mailing lists there already were multiple discussions on the parallel loop issue, but AFAIK, there is no ready-made solution available yet. Delphi XE claims to provide such support, though. -Michael -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On 2015-06-08 09:57, Andrea Mauri wrote: any other suggestions? anyone interested in evaluating the possibility to make mrmath usable under linux too? [disclaimer: I haven't looked at the mrmath code] I can't think why that would be difficult at all. It should be all non-gui code, maybe TThread usage. The only possible difficulty I can see is if ASM was used instead of pure Object Pascal. Regards, - Graeme - -- fpGUI Toolkit - a cross-platform GUI toolkit using Free Pascal http://fpgui.sourceforge.net/ -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On Mon, Jun 08, 2015 at 10:57:11AM +0200, Andrea Mauri wrote: Dear all, I am looking for units/packages to deal with numerical matrix manipulation (typical double type numerical matrices). I need code able to perform typical matrix operations (e.g. matrix multiplication, inversion, determinant and so on) as fast as possible since I deal with big matrices (thousands of rows and columns). I need it for both windows and linux (32/64). I've heard very good things about Eigen: https://en.wikipedia.org/wiki/Eigen_%28C%2B%2B_library%29 It's C++ only, though, so you'll have to make a wrapper. Henry -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
For this it's essential to use the multiple cores the hardware provides. So the task needs to be distributed to multiple threads. If you look at the code, you'll see that it does that. mrmath uses multiple threads and matrix operations are written in asm. It is the fastest solution I found and it is perfect for my usage but it does not work on Linux (I think due to the multithread usage but I have not the capability to work on it, sorry). Andrea -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
Chris Kelling wrote: Pascal in general hasn't handled math in an effeceint way. Factorial is a prime example. I would assume that even a 2 dimensial matrix bigger than 10x10 would choke most processes. I don't think this has much to do with Pascal, it's entirely down to the selection of a suitable algorithm. If you can highlight areas where (Free) Pascal's parameter passing etc. is deficient I'm sure we're all interested to discuss it. It sounds like you would need something made for mathmatical processing like fortran or even lisp. However, taking advantage of parallel processing may give you the speed you are looking for. Lisp? LISP?? I'd have thought that the last possible thing that would have been useful would have been a pure functional system with occasional time out for garbage collection. Now granted that Lisp etc. was instrumental in popularising analogues of map and reduce, but for something like brute-force maths, possibly involving OpenMPI etc., there are more efficient ways of partitioning large chunks of data. Dmath and mrmath look interesting, subject obviously to accuracy as well as speed: I've played with matrix stuff in the past which haemorrhaged digits as soon as you started looking at 1000x1000 or so. -- Mark Morgan Lloyd markMLl .AT. telemetry.co .DOT. uk [Opinions above are the author's, not those of his employers or colleagues] -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On Mon, Jun 8, 2015 at 1:57 AM, Andrea Mauri andrea.mauri...@gmail.com wrote: Dear all, I am looking for units/packages to deal with numerical matrix manipulation (typical double type numerical matrices). I need code able to perform typical matrix operations (e.g. matrix multiplication, inversion, determinant and so on) as fast as possible since I deal with big matrices (thousands of rows and columns). I need it for both windows and linux (32/64). I found some libraries doing it (e.g. dmath and mrmath). dmath units (http://sourceforge.net/projects/dmath/) can be used both on windows and linux but operations are slow on big matrices. calculation of correlation matrix on a matrix with 3500 rows and 2000 columns get minutes. mrmath units (https://github.com/mikerabat/mrmath) is the fastest I found (just few seconds to calculate correlation matrix on the same data matrix as before) but is available only for windows and mac os. any other suggestions? anyone interested in evaluating the possibility to make mrmath usable under linux too? thanks, Andrea -- ___ Here most important problem is not Pascal or any other programming language but numerical accuracy of the computations . For large matrices without using multiple precision arithmetic , if matrices are not special types as suitable for good numerical accuracy during computations , i.e. , they are ill-conditioned , the results will be meaningless even if they can be obtained . Matrix inversion is an n-cube order of operations means , for 1000 rows , computations will be more than ( 1 000 000 000 ) operations . Accumulation of round off errors will be enormous . Please see http://www.wolfgang-ehrhardt.de/ ( Pascal ) http://code.google.com/p/mpmath/ ( Python ) or search in Internet arbitrary precision arithmetic multiple precision arithmetic Julia language has multiple precision arithmetic capability . Thank you very much . Mehmet Erol Sanliturk -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
On 2015-06-08 14:29, Andrea Mauri wrote: It is difficult for me ;-) since it uses two different thread implementations (one for windows and one for MAC OS). Both of those could possible be made obsolete by using FPC's cross-platform support - even for threading. So you could end up with one single thread implementation. At least this is how it works for many FPC + Delphi projects I work on. I am not experienced with thread and last time I used assembler was on a z80 in the '90s when I was a student and I have no memories about it. I quickly browsed the repository to have a look. There are indeed a lot of ASM code (to be expected), but it seems it was already ported to FPC, and targets 32-bit and 64-bit X86 systems. So you got the two most popular platforms already sorted. I guess having a pure Object Pascal implementation as a fallback would be nice, but that is another story. Regards, - Graeme - -- fpGUI Toolkit - a cross-platform GUI toolkit using Free Pascal http://fpgui.sourceforge.net/ -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
Re: [Lazarus] fast mathematical matrix operations
I can't think why that would be difficult at all. It should be all non-gui code, maybe TThread usage. The only possible difficulty I can see is if ASM was used instead of pure Object Pascal. It is difficult for me ;-) since it uses two different thread implementations (one for windows and one for MAC OS). I am not experienced with thread and last time I used assembler was on a z80 in the '90s when I was a student and I have no memories about it. I usually use R or matlab to check the consistency calculation and mrmath seems to work properly. Andrea -- ___ Lazarus mailing list Lazarus@lists.lazarus.freepascal.org http://lists.lazarus.freepascal.org/mailman/listinfo/lazarus
