diff options
6 files changed, 436 insertions, 282 deletions
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala b/mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala index 3414daccd7..34e0392f1b 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala @@ -257,30 +257,28 @@ private[spark] object BLAS extends Serializable with Logging { /** * C := alpha * A * B + beta * C - * @param transA whether to use the transpose of matrix A (true), or A itself (false). - * @param transB whether to use the transpose of matrix B (true), or B itself (false). * @param alpha a scalar to scale the multiplication A * B. * @param A the matrix A that will be left multiplied to B. Size of m x k. * @param B the matrix B that will be left multiplied by A. Size of k x n. * @param beta a scalar that can be used to scale matrix C. - * @param C the resulting matrix C. Size of m x n. + * @param C the resulting matrix C. Size of m x n. C.isTransposed must be false. */ def gemm( - transA: Boolean, - transB: Boolean, alpha: Double, A: Matrix, B: DenseMatrix, beta: Double, C: DenseMatrix): Unit = { + require(!C.isTransposed, + "The matrix C cannot be the product of a transpose() call. C.isTransposed must be false.") if (alpha == 0.0) { logDebug("gemm: alpha is equal to 0. Returning C.") } else { A match { case sparse: SparseMatrix => - gemm(transA, transB, alpha, sparse, B, beta, C) + gemm(alpha, sparse, B, beta, C) case dense: DenseMatrix => - gemm(transA, transB, alpha, dense, B, beta, C) + gemm(alpha, dense, B, beta, C) case _ => throw new IllegalArgumentException(s"gemm doesn't support matrix type ${A.getClass}.") } @@ -289,48 +287,28 @@ private[spark] object BLAS extends Serializable with Logging { /** * C := alpha * A * B + beta * C - * - * @param alpha a scalar to scale the multiplication A * B. - * @param A the matrix A that will be left multiplied to B. Size of m x k. - * @param B the matrix B that will be left multiplied by A. Size of k x n. - * @param beta a scalar that can be used to scale matrix C. - * @param C the resulting matrix C. Size of m x n. - */ - def gemm( - alpha: Double, - A: Matrix, - B: DenseMatrix, - beta: Double, - C: DenseMatrix): Unit = { - gemm(false, false, alpha, A, B, beta, C) - } - - /** - * C := alpha * A * B + beta * C * For `DenseMatrix` A. */ private def gemm( - transA: Boolean, - transB: Boolean, alpha: Double, A: DenseMatrix, B: DenseMatrix, beta: Double, C: DenseMatrix): Unit = { - val mA: Int = if (!transA) A.numRows else A.numCols - val nB: Int = if (!transB) B.numCols else B.numRows - val kA: Int = if (!transA) A.numCols else A.numRows - val kB: Int = if (!transB) B.numRows else B.numCols - val tAstr = if (!transA) "N" else "T" - val tBstr = if (!transB) "N" else "T" - - require(kA == kB, s"The columns of A don't match the rows of B. A: $kA, B: $kB") - require(mA == C.numRows, s"The rows of C don't match the rows of A. C: ${C.numRows}, A: $mA") - require(nB == C.numCols, - s"The columns of C don't match the columns of B. C: ${C.numCols}, A: $nB") - - nativeBLAS.dgemm(tAstr, tBstr, mA, nB, kA, alpha, A.values, A.numRows, B.values, B.numRows, - beta, C.values, C.numRows) + val tAstr = if (A.isTransposed) "T" else "N" + val tBstr = if (B.isTransposed) "T" else "N" + val lda = if (!A.isTransposed) A.numRows else A.numCols + val ldb = if (!B.isTransposed) B.numRows else B.numCols + + require(A.numCols == B.numRows, + s"The columns of A don't match the rows of B. A: ${A.numCols}, B: ${B.numRows}") + require(A.numRows == C.numRows, + s"The rows of C don't match the rows of A. C: ${C.numRows}, A: ${A.numRows}") + require(B.numCols == C.numCols, + s"The columns of C don't match the columns of B. C: ${C.numCols}, A: ${B.numCols}") + + nativeBLAS.dgemm(tAstr, tBstr, A.numRows, B.numCols, A.numCols, alpha, A.values, lda, + B.values, ldb, beta, C.values, C.numRows) } /** @@ -338,17 +316,15 @@ private[spark] object BLAS extends Serializable with Logging { * For `SparseMatrix` A. */ private def gemm( - transA: Boolean, - transB: Boolean, alpha: Double, A: SparseMatrix, B: DenseMatrix, beta: Double, C: DenseMatrix): Unit = { - val mA: Int = if (!transA) A.numRows else A.numCols - val nB: Int = if (!transB) B.numCols else B.numRows - val kA: Int = if (!transA) A.numCols else A.numRows - val kB: Int = if (!transB) B.numRows else B.numCols + val mA: Int = A.numRows + val nB: Int = B.numCols + val kA: Int = A.numCols + val kB: Int = B.numRows require(kA == kB, s"The columns of A don't match the rows of B. A: $kA, B: $kB") require(mA == C.numRows, s"The rows of C don't match the rows of A. C: ${C.numRows}, A: $mA") @@ -358,23 +334,23 @@ private[spark] object BLAS extends Serializable with Logging { val Avals = A.values val Bvals = B.values val Cvals = C.values - val Arows = if (!transA) A.rowIndices else A.colPtrs - val Acols = if (!transA) A.colPtrs else A.rowIndices + val ArowIndices = A.rowIndices + val AcolPtrs = A.colPtrs // Slicing is easy in this case. This is the optimal multiplication setting for sparse matrices - if (transA){ + if (A.isTransposed){ var colCounterForB = 0 - if (!transB) { // Expensive to put the check inside the loop + if (!B.isTransposed) { // Expensive to put the check inside the loop while (colCounterForB < nB) { var rowCounterForA = 0 val Cstart = colCounterForB * mA val Bstart = colCounterForB * kA while (rowCounterForA < mA) { - var i = Arows(rowCounterForA) - val indEnd = Arows(rowCounterForA + 1) + var i = AcolPtrs(rowCounterForA) + val indEnd = AcolPtrs(rowCounterForA + 1) var sum = 0.0 while (i < indEnd) { - sum += Avals(i) * Bvals(Bstart + Acols(i)) + sum += Avals(i) * Bvals(Bstart + ArowIndices(i)) i += 1 } val Cindex = Cstart + rowCounterForA @@ -385,19 +361,19 @@ private[spark] object BLAS extends Serializable with Logging { } } else { while (colCounterForB < nB) { - var rowCounter = 0 + var rowCounterForA = 0 val Cstart = colCounterForB * mA - while (rowCounter < mA) { - var i = Arows(rowCounter) - val indEnd = Arows(rowCounter + 1) + while (rowCounterForA < mA) { + var i = AcolPtrs(rowCounterForA) + val indEnd = AcolPtrs(rowCounterForA + 1) var sum = 0.0 while (i < indEnd) { - sum += Avals(i) * B(colCounterForB, Acols(i)) + sum += Avals(i) * B(ArowIndices(i), colCounterForB) i += 1 } - val Cindex = Cstart + rowCounter + val Cindex = Cstart + rowCounterForA Cvals(Cindex) = beta * Cvals(Cindex) + sum * alpha - rowCounter += 1 + rowCounterForA += 1 } colCounterForB += 1 } @@ -410,17 +386,17 @@ private[spark] object BLAS extends Serializable with Logging { // Perform matrix multiplication and add to C. The rows of A are multiplied by the columns of // B, and added to C. var colCounterForB = 0 // the column to be updated in C - if (!transB) { // Expensive to put the check inside the loop + if (!B.isTransposed) { // Expensive to put the check inside the loop while (colCounterForB < nB) { var colCounterForA = 0 // The column of A to multiply with the row of B val Bstart = colCounterForB * kB val Cstart = colCounterForB * mA while (colCounterForA < kA) { - var i = Acols(colCounterForA) - val indEnd = Acols(colCounterForA + 1) + var i = AcolPtrs(colCounterForA) + val indEnd = AcolPtrs(colCounterForA + 1) val Bval = Bvals(Bstart + colCounterForA) * alpha while (i < indEnd) { - Cvals(Cstart + Arows(i)) += Avals(i) * Bval + Cvals(Cstart + ArowIndices(i)) += Avals(i) * Bval i += 1 } colCounterForA += 1 @@ -432,11 +408,11 @@ private[spark] object BLAS extends Serializable with Logging { var colCounterForA = 0 // The column of A to multiply with the row of B val Cstart = colCounterForB * mA while (colCounterForA < kA) { - var i = Acols(colCounterForA) - val indEnd = Acols(colCounterForA + 1) - val Bval = B(colCounterForB, colCounterForA) * alpha + var i = AcolPtrs(colCounterForA) + val indEnd = AcolPtrs(colCounterForA + 1) + val Bval = B(colCounterForA, colCounterForB) * alpha while (i < indEnd) { - Cvals(Cstart + Arows(i)) += Avals(i) * Bval + Cvals(Cstart + ArowIndices(i)) += Avals(i) * Bval i += 1 } colCounterForA += 1 @@ -449,7 +425,6 @@ private[spark] object BLAS extends Serializable with Logging { /** * y := alpha * A * x + beta * y - * @param trans whether to use the transpose of matrix A (true), or A itself (false). * @param alpha a scalar to scale the multiplication A * x. * @param A the matrix A that will be left multiplied to x. Size of m x n. * @param x the vector x that will be left multiplied by A. Size of n x 1. @@ -457,28 +432,23 @@ private[spark] object BLAS extends Serializable with Logging { * @param y the resulting vector y. Size of m x 1. */ def gemv( - trans: Boolean, alpha: Double, A: Matrix, x: DenseVector, beta: Double, y: DenseVector): Unit = { - - val mA: Int = if (!trans) A.numRows else A.numCols - val nx: Int = x.size - val nA: Int = if (!trans) A.numCols else A.numRows - - require(nA == nx, s"The columns of A don't match the number of elements of x. A: $nA, x: $nx") - require(mA == y.size, - s"The rows of A don't match the number of elements of y. A: $mA, y:${y.size}}") + require(A.numCols == x.size, + s"The columns of A don't match the number of elements of x. A: ${A.numCols}, x: ${x.size}") + require(A.numRows == y.size, + s"The rows of A don't match the number of elements of y. A: ${A.numRows}, y:${y.size}}") if (alpha == 0.0) { logDebug("gemv: alpha is equal to 0. Returning y.") } else { A match { case sparse: SparseMatrix => - gemv(trans, alpha, sparse, x, beta, y) + gemv(alpha, sparse, x, beta, y) case dense: DenseMatrix => - gemv(trans, alpha, dense, x, beta, y) + gemv(alpha, dense, x, beta, y) case _ => throw new IllegalArgumentException(s"gemv doesn't support matrix type ${A.getClass}.") } @@ -487,35 +457,18 @@ private[spark] object BLAS extends Serializable with Logging { /** * y := alpha * A * x + beta * y - * - * @param alpha a scalar to scale the multiplication A * x. - * @param A the matrix A that will be left multiplied to x. Size of m x n. - * @param x the vector x that will be left multiplied by A. Size of n x 1. - * @param beta a scalar that can be used to scale vector y. - * @param y the resulting vector y. Size of m x 1. - */ - def gemv( - alpha: Double, - A: Matrix, - x: DenseVector, - beta: Double, - y: DenseVector): Unit = { - gemv(false, alpha, A, x, beta, y) - } - - /** - * y := alpha * A * x + beta * y * For `DenseMatrix` A. */ private def gemv( - trans: Boolean, alpha: Double, A: DenseMatrix, x: DenseVector, beta: Double, y: DenseVector): Unit = { - val tStrA = if (!trans) "N" else "T" - nativeBLAS.dgemv(tStrA, A.numRows, A.numCols, alpha, A.values, A.numRows, x.values, 1, beta, + val tStrA = if (A.isTransposed) "T" else "N" + val mA = if (!A.isTransposed) A.numRows else A.numCols + val nA = if (!A.isTransposed) A.numCols else A.numRows + nativeBLAS.dgemv(tStrA, mA, nA, alpha, A.values, mA, x.values, 1, beta, y.values, 1) } @@ -524,24 +477,21 @@ private[spark] object BLAS extends Serializable with Logging { * For `SparseMatrix` A. */ private def gemv( - trans: Boolean, alpha: Double, A: SparseMatrix, x: DenseVector, beta: Double, y: DenseVector): Unit = { - val xValues = x.values val yValues = y.values - - val mA: Int = if (!trans) A.numRows else A.numCols - val nA: Int = if (!trans) A.numCols else A.numRows + val mA: Int = A.numRows + val nA: Int = A.numCols val Avals = A.values - val Arows = if (!trans) A.rowIndices else A.colPtrs - val Acols = if (!trans) A.colPtrs else A.rowIndices + val Arows = if (!A.isTransposed) A.rowIndices else A.colPtrs + val Acols = if (!A.isTransposed) A.colPtrs else A.rowIndices // Slicing is easy in this case. This is the optimal multiplication setting for sparse matrices - if (trans) { + if (A.isTransposed) { var rowCounter = 0 while (rowCounter < mA) { var i = Arows(rowCounter) diff --git a/mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala b/mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala index 5a7281ec6d..ad7e86827b 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala @@ -34,8 +34,17 @@ sealed trait Matrix extends Serializable { /** Number of columns. */ def numCols: Int + /** Flag that keeps track whether the matrix is transposed or not. False by default. */ + val isTransposed: Boolean = false + /** Converts to a dense array in column major. */ - def toArray: Array[Double] + def toArray: Array[Double] = { + val newArray = new Array[Double](numRows * numCols) + foreachActive { (i, j, v) => + newArray(j * numRows + i) = v + } + newArray + } /** Converts to a breeze matrix. */ private[mllib] def toBreeze: BM[Double] @@ -52,10 +61,13 @@ sealed trait Matrix extends Serializable { /** Get a deep copy of the matrix. */ def copy: Matrix + /** Transpose the Matrix. Returns a new `Matrix` instance sharing the same underlying data. */ + def transpose: Matrix + /** Convenience method for `Matrix`-`DenseMatrix` multiplication. */ def multiply(y: DenseMatrix): DenseMatrix = { - val C: DenseMatrix = Matrices.zeros(numRows, y.numCols).asInstanceOf[DenseMatrix] - BLAS.gemm(false, false, 1.0, this, y, 0.0, C) + val C: DenseMatrix = DenseMatrix.zeros(numRows, y.numCols) + BLAS.gemm(1.0, this, y, 0.0, C) C } @@ -66,20 +78,6 @@ sealed trait Matrix extends Serializable { output } - /** Convenience method for `Matrix`^T^-`DenseMatrix` multiplication. */ - private[mllib] def transposeMultiply(y: DenseMatrix): DenseMatrix = { - val C: DenseMatrix = Matrices.zeros(numCols, y.numCols).asInstanceOf[DenseMatrix] - BLAS.gemm(true, false, 1.0, this, y, 0.0, C) - C - } - - /** Convenience method for `Matrix`^T^-`DenseVector` multiplication. */ - private[mllib] def transposeMultiply(y: DenseVector): DenseVector = { - val output = new DenseVector(new Array[Double](numCols)) - BLAS.gemv(true, 1.0, this, y, 0.0, output) - output - } - /** A human readable representation of the matrix */ override def toString: String = toBreeze.toString() @@ -92,6 +90,16 @@ sealed trait Matrix extends Serializable { * backing array. For example, an operation such as addition or subtraction will only be * performed on the non-zero values in a `SparseMatrix`. */ private[mllib] def update(f: Double => Double): Matrix + + /** + * Applies a function `f` to all the active elements of dense and sparse matrix. The ordering + * of the elements are not defined. + * + * @param f the function takes three parameters where the first two parameters are the row + * and column indices respectively with the type `Int`, and the final parameter is the + * corresponding value in the matrix with type `Double`. + */ + private[spark] def foreachActive(f: (Int, Int, Double) => Unit) } /** @@ -108,13 +116,35 @@ sealed trait Matrix extends Serializable { * @param numRows number of rows * @param numCols number of columns * @param values matrix entries in column major + * @param isTransposed whether the matrix is transposed. If true, `values` stores the matrix in + * row major. */ -class DenseMatrix(val numRows: Int, val numCols: Int, val values: Array[Double]) extends Matrix { +class DenseMatrix( + val numRows: Int, + val numCols: Int, + val values: Array[Double], + override val isTransposed: Boolean) extends Matrix { require(values.length == numRows * numCols, "The number of values supplied doesn't match the " + s"size of the matrix! values.length: ${values.length}, numRows * numCols: ${numRows * numCols}") - override def toArray: Array[Double] = values + /** + * Column-major dense matrix. + * The entry values are stored in a single array of doubles with columns listed in sequence. + * For example, the following matrix + * {{{ + * 1.0 2.0 + * 3.0 4.0 + * 5.0 6.0 + * }}} + * is stored as `[1.0, 3.0, 5.0, 2.0, 4.0, 6.0]`. + * + * @param numRows number of rows + * @param numCols number of columns + * @param values matrix entries in column major + */ + def this(numRows: Int, numCols: Int, values: Array[Double]) = + this(numRows, numCols, values, false) override def equals(o: Any) = o match { case m: DenseMatrix => @@ -122,13 +152,22 @@ class DenseMatrix(val numRows: Int, val numCols: Int, val values: Array[Double]) case _ => false } - private[mllib] def toBreeze: BM[Double] = new BDM[Double](numRows, numCols, values) + private[mllib] def toBreeze: BM[Double] = { + if (!isTransposed) { + new BDM[Double](numRows, numCols, values) + } else { + val breezeMatrix = new BDM[Double](numCols, numRows, values) + breezeMatrix.t + } + } private[mllib] def apply(i: Int): Double = values(i) private[mllib] def apply(i: Int, j: Int): Double = values(index(i, j)) - private[mllib] def index(i: Int, j: Int): Int = i + numRows * j + private[mllib] def index(i: Int, j: Int): Int = { + if (!isTransposed) i + numRows * j else j + numCols * i + } private[mllib] def update(i: Int, j: Int, v: Double): Unit = { values(index(i, j)) = v @@ -148,7 +187,38 @@ class DenseMatrix(val numRows: Int, val numCols: Int, val values: Array[Double]) this } - /** Generate a `SparseMatrix` from the given `DenseMatrix`. */ + override def transpose: Matrix = new DenseMatrix(numCols, numRows, values, !isTransposed) + + private[spark] override def foreachActive(f: (Int, Int, Double) => Unit): Unit = { + if (!isTransposed) { + // outer loop over columns + var j = 0 + while (j < numCols) { + var i = 0 + val indStart = j * numRows + while (i < numRows) { + f(i, j, values(indStart + i)) + i += 1 + } + j += 1 + } + } else { + // outer loop over rows + var i = 0 + while (i < numRows) { + var j = 0 + val indStart = i * numCols + while (j < numCols) { + f(i, j, values(indStart + j)) + j += 1 + } + i += 1 + } + } + } + + /** Generate a `SparseMatrix` from the given `DenseMatrix`. The new matrix will have isTransposed + * set to false. */ def toSparse(): SparseMatrix = { val spVals: MArrayBuilder[Double] = new MArrayBuilder.ofDouble val colPtrs: Array[Int] = new Array[Int](numCols + 1) @@ -157,9 +227,8 @@ class DenseMatrix(val numRows: Int, val numCols: Int, val values: Array[Double]) var j = 0 while (j < numCols) { var i = 0 - val indStart = j * numRows while (i < numRows) { - val v = values(indStart + i) + val v = values(index(i, j)) if (v != 0.0) { rowIndices += i spVals += v @@ -271,49 +340,73 @@ object DenseMatrix { * @param rowIndices the row index of the entry. They must be in strictly increasing order for each * column * @param values non-zero matrix entries in column major + * @param isTransposed whether the matrix is transposed. If true, the matrix can be considered + * Compressed Sparse Row (CSR) format, where `colPtrs` behaves as rowPtrs, + * and `rowIndices` behave as colIndices, and `values` are stored in row major. */ class SparseMatrix( val numRows: Int, val numCols: Int, val colPtrs: Array[Int], val rowIndices: Array[Int], - val values: Array[Double]) extends Matrix { + val values: Array[Double], + override val isTransposed: Boolean) extends Matrix { require(values.length == rowIndices.length, "The number of row indices and values don't match! " + s"values.length: ${values.length}, rowIndices.length: ${rowIndices.length}") - require(colPtrs.length == numCols + 1, "The length of the column indices should be the " + - s"number of columns + 1. Currently, colPointers.length: ${colPtrs.length}, " + - s"numCols: $numCols") + // The Or statement is for the case when the matrix is transposed + require(colPtrs.length == numCols + 1 || colPtrs.length == numRows + 1, "The length of the " + + "column indices should be the number of columns + 1. Currently, colPointers.length: " + + s"${colPtrs.length}, numCols: $numCols") require(values.length == colPtrs.last, "The last value of colPtrs must equal the number of " + s"elements. values.length: ${values.length}, colPtrs.last: ${colPtrs.last}") - override def toArray: Array[Double] = { - val arr = new Array[Double](numRows * numCols) - var j = 0 - while (j < numCols) { - var i = colPtrs(j) - val indEnd = colPtrs(j + 1) - val offset = j * numRows - while (i < indEnd) { - val rowIndex = rowIndices(i) - arr(offset + rowIndex) = values(i) - i += 1 - } - j += 1 - } - arr + /** + * Column-major sparse matrix. + * The entry values are stored in Compressed Sparse Column (CSC) format. + * For example, the following matrix + * {{{ + * 1.0 0.0 4.0 + * 0.0 3.0 5.0 + * 2.0 0.0 6.0 + * }}} + * is stored as `values: [1.0, 2.0, 3.0, 4.0, 5.0, 6.0]`, + * `rowIndices=[0, 2, 1, 0, 1, 2]`, `colPointers=[0, 2, 3, 6]`. + * + * @param numRows number of rows + * @param numCols number of columns + * @param colPtrs the index corresponding to the start of a new column + * @param rowIndices the row index of the entry. They must be in strictly increasing + * order for each column + * @param values non-zero matrix entries in column major + */ + def this( + numRows: Int, + numCols: Int, + colPtrs: Array[Int], + rowIndices: Array[Int], + values: Array[Double]) = this(numRows, numCols, colPtrs, rowIndices, values, false) + + private[mllib] def toBreeze: BM[Double] = { + if (!isTransposed) { + new BSM[Double](values, numRows, numCols, colPtrs, rowIndices) + } else { + val breezeMatrix = new BSM[Double](values, numCols, numRows, colPtrs, rowIndices) + breezeMatrix.t + } } - private[mllib] def toBreeze: BM[Double] = - new BSM[Double](values, numRows, numCols, colPtrs, rowIndices) - private[mllib] def apply(i: Int, j: Int): Double = { val ind = index(i, j) if (ind < 0) 0.0 else values(ind) } private[mllib] def index(i: Int, j: Int): Int = { - Arrays.binarySearch(rowIndices, colPtrs(j), colPtrs(j + 1), i) + if (!isTransposed) { + Arrays.binarySearch(rowIndices, colPtrs(j), colPtrs(j + 1), i) + } else { + Arrays.binarySearch(rowIndices, colPtrs(i), colPtrs(i + 1), j) + } } private[mllib] def update(i: Int, j: Int, v: Double): Unit = { @@ -322,7 +415,7 @@ class SparseMatrix( throw new NoSuchElementException("The given row and column indices correspond to a zero " + "value. Only non-zero elements in Sparse Matrices can be updated.") } else { - values(index(i, j)) = v + values(ind) = v } } @@ -341,7 +434,38 @@ class SparseMatrix( this } - /** Generate a `DenseMatrix` from the given `SparseMatrix`. */ + override def transpose: Matrix = + new SparseMatrix(numCols, numRows, colPtrs, rowIndices, values, !isTransposed) + + private[spark] override def foreachActive(f: (Int, Int, Double) => Unit): Unit = { + if (!isTransposed) { + var j = 0 + while (j < numCols) { + var idx = colPtrs(j) + val idxEnd = colPtrs(j + 1) + while (idx < idxEnd) { + f(rowIndices(idx), j, values(idx)) + idx += 1 + } + j += 1 + } + } else { + var i = 0 + while (i < numRows) { + var idx = colPtrs(i) + val idxEnd = colPtrs(i + 1) + while (idx < idxEnd) { + val j = rowIndices(idx) + f(i, j, values(idx)) + idx += 1 + } + i += 1 + } + } + } + + /** Generate a `DenseMatrix` from the given `SparseMatrix`. The new matrix will have isTransposed + * set to false. */ def toDense(): DenseMatrix = { new DenseMatrix(numRows, numCols, toArray) } @@ -557,10 +681,9 @@ object Matrices { private[mllib] def fromBreeze(breeze: BM[Double]): Matrix = { breeze match { case dm: BDM[Double] => - require(dm.majorStride == dm.rows, - "Do not support stride size different from the number of rows.") - new DenseMatrix(dm.rows, dm.cols, dm.data) + new DenseMatrix(dm.rows, dm.cols, dm.data, dm.isTranspose) case sm: BSM[Double] => + // There is no isTranspose flag for sparse matrices in Breeze new SparseMatrix(sm.rows, sm.cols, sm.colPtrs, sm.rowIndices, sm.data) case _ => throw new UnsupportedOperationException( @@ -679,46 +802,28 @@ object Matrices { new DenseMatrix(numRows, numCols, matrices.flatMap(_.toArray)) } else { var startCol = 0 - val entries: Array[(Int, Int, Double)] = matrices.flatMap { - case spMat: SparseMatrix => - var j = 0 - val colPtrs = spMat.colPtrs - val rowIndices = spMat.rowIndices - val values = spMat.values - val data = new Array[(Int, Int, Double)](values.length) - val nCols = spMat.numCols - while (j < nCols) { - var idx = colPtrs(j) - while (idx < colPtrs(j + 1)) { - val i = rowIndices(idx) - val v = values(idx) - data(idx) = (i, j + startCol, v) - idx += 1 + val entries: Array[(Int, Int, Double)] = matrices.flatMap { mat => + val nCols = mat.numCols + mat match { + case spMat: SparseMatrix => + val data = new Array[(Int, Int, Double)](spMat.values.length) + var cnt = 0 + spMat.foreachActive { (i, j, v) => + data(cnt) = (i, j + startCol, v) + cnt += 1 } - j += 1 - } - startCol += nCols - data - case dnMat: DenseMatrix => - val data = new ArrayBuffer[(Int, Int, Double)]() - var j = 0 - val nCols = dnMat.numCols - val nRows = dnMat.numRows - val values = dnMat.values - while (j < nCols) { - var i = 0 - val indStart = j * nRows - while (i < nRows) { - val v = values(indStart + i) + startCol += nCols + data + case dnMat: DenseMatrix => + val data = new ArrayBuffer[(Int, Int, Double)]() + dnMat.foreachActive { (i, j, v) => if (v != 0.0) { data.append((i, j + startCol, v)) } - i += 1 } - j += 1 - } - startCol += nCols - data + startCol += nCols + data + } } SparseMatrix.fromCOO(numRows, numCols, entries) } @@ -744,14 +849,12 @@ object Matrices { require(numCols == mat.numCols, "The number of rows of the matrices in this sequence, " + "don't match!") mat match { - case sparse: SparseMatrix => - hasSparse = true - case dense: DenseMatrix => + case sparse: SparseMatrix => hasSparse = true + case dense: DenseMatrix => // empty on purpose case _ => throw new IllegalArgumentException("Unsupported matrix format. Expected " + s"SparseMatrix or DenseMatrix. Instead got: ${mat.getClass}") } numRows += mat.numRows - } if (!hasSparse) { val allValues = new Array[Double](numRows * numCols) @@ -759,61 +862,37 @@ object Matrices { matrices.foreach { mat => var j = 0 val nRows = mat.numRows - val values = mat.toArray - while (j < numCols) { - var i = 0 + mat.foreachActive { (i, j, v) => val indStart = j * numRows + startRow - val subMatStart = j * nRows - while (i < nRows) { - allValues(indStart + i) = values(subMatStart + i) - i += 1 - } - j += 1 + allValues(indStart + i) = v } startRow += nRows } new DenseMatrix(numRows, numCols, allValues) } else { var startRow = 0 - val entries: Array[(Int, Int, Double)] = matrices.flatMap { - case spMat: SparseMatrix => - var j = 0 - val colPtrs = spMat.colPtrs - val rowIndices = spMat.rowIndices - val values = spMat.values - val data = new Array[(Int, Int, Double)](values.length) - while (j < numCols) { - var idx = colPtrs(j) - while (idx < colPtrs(j + 1)) { - val i = rowIndices(idx) - val v = values(idx) - data(idx) = (i + startRow, j, v) - idx += 1 + val entries: Array[(Int, Int, Double)] = matrices.flatMap { mat => + val nRows = mat.numRows + mat match { + case spMat: SparseMatrix => + val data = new Array[(Int, Int, Double)](spMat.values.length) + var cnt = 0 + spMat.foreachActive { (i, j, v) => + data(cnt) = (i + startRow, j, v) + cnt += 1 } - j += 1 - } - startRow += spMat.numRows - data - case dnMat: DenseMatrix => - val data = new ArrayBuffer[(Int, Int, Double)]() - var j = 0 - val nCols = dnMat.numCols - val nRows = dnMat.numRows - val values = dnMat.values - while (j < nCols) { - var i = 0 - val indStart = j * nRows - while (i < nRows) { - val v = values(indStart + i) + startRow += nRows + data + case dnMat: DenseMatrix => + val data = new ArrayBuffer[(Int, Int, Double)]() + dnMat.foreachActive { (i, j, v) => if (v != 0.0) { data.append((i + startRow, j, v)) } - i += 1 } - j += 1 - } - startRow += nRows - data + startRow += nRows + data + } } SparseMatrix.fromCOO(numRows, numCols, entries) } diff --git a/mllib/src/test/scala/org/apache/spark/mllib/linalg/BLASSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/linalg/BLASSuite.scala index 771878e925..b0b78acd6d 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/linalg/BLASSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/linalg/BLASSuite.scala @@ -169,16 +169,17 @@ class BLASSuite extends FunSuite { } test("gemm") { - val dA = new DenseMatrix(4, 3, Array(0.0, 1.0, 0.0, 0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 3.0)) val sA = new SparseMatrix(4, 3, Array(0, 1, 3, 4), Array(1, 0, 2, 3), Array(1.0, 2.0, 1.0, 3.0)) val B = new DenseMatrix(3, 2, Array(1.0, 0.0, 0.0, 0.0, 2.0, 1.0)) val expected = new DenseMatrix(4, 2, Array(0.0, 1.0, 0.0, 0.0, 4.0, 0.0, 2.0, 3.0)) + val BTman = new DenseMatrix(2, 3, Array(1.0, 0.0, 0.0, 2.0, 0.0, 1.0)) + val BT = B.transpose - assert(dA multiply B ~== expected absTol 1e-15) - assert(sA multiply B ~== expected absTol 1e-15) + assert(dA.multiply(B) ~== expected absTol 1e-15) + assert(sA.multiply(B) ~== expected absTol 1e-15) val C1 = new DenseMatrix(4, 2, Array(1.0, 0.0, 2.0, 1.0, 0.0, 0.0, 1.0, 0.0)) val C2 = C1.copy @@ -188,6 +189,10 @@ class BLASSuite extends FunSuite { val C6 = C1.copy val C7 = C1.copy val C8 = C1.copy + val C9 = C1.copy + val C10 = C1.copy + val C11 = C1.copy + val C12 = C1.copy val expected2 = new DenseMatrix(4, 2, Array(2.0, 1.0, 4.0, 2.0, 4.0, 0.0, 4.0, 3.0)) val expected3 = new DenseMatrix(4, 2, Array(2.0, 2.0, 4.0, 2.0, 8.0, 0.0, 6.0, 6.0)) @@ -202,26 +207,40 @@ class BLASSuite extends FunSuite { withClue("columns of A don't match the rows of B") { intercept[Exception] { - gemm(true, false, 1.0, dA, B, 2.0, C1) + gemm(1.0, dA.transpose, B, 2.0, C1) } } - val dAT = + val dATman = new DenseMatrix(3, 4, Array(0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 3.0)) - val sAT = + val sATman = new SparseMatrix(3, 4, Array(0, 1, 2, 3, 4), Array(1, 0, 1, 2), Array(2.0, 1.0, 1.0, 3.0)) - assert(dAT transposeMultiply B ~== expected absTol 1e-15) - assert(sAT transposeMultiply B ~== expected absTol 1e-15) - - gemm(true, false, 1.0, dAT, B, 2.0, C5) - gemm(true, false, 1.0, sAT, B, 2.0, C6) - gemm(true, false, 2.0, dAT, B, 2.0, C7) - gemm(true, false, 2.0, sAT, B, 2.0, C8) + val dATT = dATman.transpose + val sATT = sATman.transpose + val BTT = BTman.transpose.asInstanceOf[DenseMatrix] + + assert(dATT.multiply(B) ~== expected absTol 1e-15) + assert(sATT.multiply(B) ~== expected absTol 1e-15) + assert(dATT.multiply(BTT) ~== expected absTol 1e-15) + assert(sATT.multiply(BTT) ~== expected absTol 1e-15) + + gemm(1.0, dATT, BTT, 2.0, C5) + gemm(1.0, sATT, BTT, 2.0, C6) + gemm(2.0, dATT, BTT, 2.0, C7) + gemm(2.0, sATT, BTT, 2.0, C8) + gemm(1.0, dA, BTT, 2.0, C9) + gemm(1.0, sA, BTT, 2.0, C10) + gemm(2.0, dA, BTT, 2.0, C11) + gemm(2.0, sA, BTT, 2.0, C12) assert(C5 ~== expected2 absTol 1e-15) assert(C6 ~== expected2 absTol 1e-15) assert(C7 ~== expected3 absTol 1e-15) assert(C8 ~== expected3 absTol 1e-15) + assert(C9 ~== expected2 absTol 1e-15) + assert(C10 ~== expected2 absTol 1e-15) + assert(C11 ~== expected3 absTol 1e-15) + assert(C12 ~== expected3 absTol 1e-15) } test("gemv") { @@ -233,17 +252,13 @@ class BLASSuite extends FunSuite { val x = new DenseVector(Array(1.0, 2.0, 3.0)) val expected = new DenseVector(Array(4.0, 1.0, 2.0, 9.0)) - assert(dA multiply x ~== expected absTol 1e-15) - assert(sA multiply x ~== expected absTol 1e-15) + assert(dA.multiply(x) ~== expected absTol 1e-15) + assert(sA.multiply(x) ~== expected absTol 1e-15) val y1 = new DenseVector(Array(1.0, 3.0, 1.0, 0.0)) val y2 = y1.copy val y3 = y1.copy val y4 = y1.copy - val y5 = y1.copy - val y6 = y1.copy - val y7 = y1.copy - val y8 = y1.copy val expected2 = new DenseVector(Array(6.0, 7.0, 4.0, 9.0)) val expected3 = new DenseVector(Array(10.0, 8.0, 6.0, 18.0)) @@ -257,25 +272,18 @@ class BLASSuite extends FunSuite { assert(y4 ~== expected3 absTol 1e-15) withClue("columns of A don't match the rows of B") { intercept[Exception] { - gemv(true, 1.0, dA, x, 2.0, y1) + gemv(1.0, dA.transpose, x, 2.0, y1) } } - val dAT = new DenseMatrix(3, 4, Array(0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 3.0)) val sAT = new SparseMatrix(3, 4, Array(0, 1, 2, 3, 4), Array(1, 0, 1, 2), Array(2.0, 1.0, 1.0, 3.0)) - assert(dAT transposeMultiply x ~== expected absTol 1e-15) - assert(sAT transposeMultiply x ~== expected absTol 1e-15) - - gemv(true, 1.0, dAT, x, 2.0, y5) - gemv(true, 1.0, sAT, x, 2.0, y6) - gemv(true, 2.0, dAT, x, 2.0, y7) - gemv(true, 2.0, sAT, x, 2.0, y8) - assert(y5 ~== expected2 absTol 1e-15) - assert(y6 ~== expected2 absTol 1e-15) - assert(y7 ~== expected3 absTol 1e-15) - assert(y8 ~== expected3 absTol 1e-15) + val dATT = dAT.transpose + val sATT = sAT.transpose + + assert(dATT.multiply(x) ~== expected absTol 1e-15) + assert(sATT.multiply(x) ~== expected absTol 1e-15) } } diff --git a/mllib/src/test/scala/org/apache/spark/mllib/linalg/BreezeMatrixConversionSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/linalg/BreezeMatrixConversionSuite.scala index 73a6d3a27d..2031032373 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/linalg/BreezeMatrixConversionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/linalg/BreezeMatrixConversionSuite.scala @@ -36,6 +36,11 @@ class BreezeMatrixConversionSuite extends FunSuite { assert(mat.numRows === breeze.rows) assert(mat.numCols === breeze.cols) assert(mat.values.eq(breeze.data), "should not copy data") + // transposed matrix + val matTransposed = Matrices.fromBreeze(breeze.t).asInstanceOf[DenseMatrix] + assert(matTransposed.numRows === breeze.cols) + assert(matTransposed.numCols === breeze.rows) + assert(matTransposed.values.eq(breeze.data), "should not copy data") } test("sparse matrix to breeze") { @@ -58,5 +63,9 @@ class BreezeMatrixConversionSuite extends FunSuite { assert(mat.numRows === breeze.rows) assert(mat.numCols === breeze.cols) assert(mat.values.eq(breeze.data), "should not copy data") + val matTransposed = Matrices.fromBreeze(breeze.t).asInstanceOf[SparseMatrix] + assert(matTransposed.numRows === breeze.cols) + assert(matTransposed.numCols === breeze.rows) + assert(!matTransposed.values.eq(breeze.data), "has to copy data") } } diff --git a/mllib/src/test/scala/org/apache/spark/mllib/linalg/MatricesSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/linalg/MatricesSuite.scala index a35d0fe389..b1ebfde0e5 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/linalg/MatricesSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/linalg/MatricesSuite.scala @@ -22,6 +22,9 @@ import java.util.Random import org.mockito.Mockito.when import org.scalatest.FunSuite import org.scalatest.mock.MockitoSugar._ +import scala.collection.mutable.{Map => MutableMap} + +import org.apache.spark.mllib.util.TestingUtils._ class MatricesSuite extends FunSuite { test("dense matrix construction") { @@ -32,7 +35,6 @@ class MatricesSuite extends FunSuite { assert(mat.numRows === m) assert(mat.numCols === n) assert(mat.values.eq(values), "should not copy data") - assert(mat.toArray.eq(values), "toArray should not copy data") } test("dense matrix construction with wrong dimension") { @@ -161,6 +163,66 @@ class MatricesSuite extends FunSuite { assert(deMat1.toArray === deMat2.toArray) } + test("transpose") { + val dA = + new DenseMatrix(4, 3, Array(0.0, 1.0, 0.0, 0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 3.0)) + val sA = new SparseMatrix(4, 3, Array(0, 1, 3, 4), Array(1, 0, 2, 3), Array(1.0, 2.0, 1.0, 3.0)) + + val dAT = dA.transpose.asInstanceOf[DenseMatrix] + val sAT = sA.transpose.asInstanceOf[SparseMatrix] + val dATexpected = + new DenseMatrix(3, 4, Array(0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 3.0)) + val sATexpected = + new SparseMatrix(3, 4, Array(0, 1, 2, 3, 4), Array(1, 0, 1, 2), Array(2.0, 1.0, 1.0, 3.0)) + + assert(dAT.toBreeze === dATexpected.toBreeze) + assert(sAT.toBreeze === sATexpected.toBreeze) + assert(dA(1, 0) === dAT(0, 1)) + assert(dA(2, 1) === dAT(1, 2)) + assert(sA(1, 0) === sAT(0, 1)) + assert(sA(2, 1) === sAT(1, 2)) + + assert(!dA.toArray.eq(dAT.toArray), "has to have a new array") + assert(dA.values.eq(dAT.transpose.asInstanceOf[DenseMatrix].values), "should not copy array") + + assert(dAT.toSparse().toBreeze === sATexpected.toBreeze) + assert(sAT.toDense().toBreeze === dATexpected.toBreeze) + } + + test("foreachActive") { + val m = 3 + val n = 2 + val values = Array(1.0, 2.0, 4.0, 5.0) + val allValues = Array(1.0, 2.0, 0.0, 0.0, 4.0, 5.0) + val colPtrs = Array(0, 2, 4) + val rowIndices = Array(0, 1, 1, 2) + + val sp = new SparseMatrix(m, n, colPtrs, rowIndices, values) + val dn = new DenseMatrix(m, n, allValues) + + val dnMap = MutableMap[(Int, Int), Double]() + dn.foreachActive { (i, j, value) => + dnMap.put((i, j), value) + } + assert(dnMap.size === 6) + assert(dnMap(0, 0) === 1.0) + assert(dnMap(1, 0) === 2.0) + assert(dnMap(2, 0) === 0.0) + assert(dnMap(0, 1) === 0.0) + assert(dnMap(1, 1) === 4.0) + assert(dnMap(2, 1) === 5.0) + + val spMap = MutableMap[(Int, Int), Double]() + sp.foreachActive { (i, j, value) => + spMap.put((i, j), value) + } + assert(spMap.size === 4) + assert(spMap(0, 0) === 1.0) + assert(spMap(1, 0) === 2.0) + assert(spMap(1, 1) === 4.0) + assert(spMap(2, 1) === 5.0) + } + test("horzcat, vertcat, eye, speye") { val m = 3 val n = 2 @@ -168,9 +230,20 @@ class MatricesSuite extends FunSuite { val allValues = Array(1.0, 2.0, 0.0, 0.0, 4.0, 5.0) val colPtrs = Array(0, 2, 4) val rowIndices = Array(0, 1, 1, 2) + // transposed versions + val allValuesT = Array(1.0, 0.0, 2.0, 4.0, 0.0, 5.0) + val colPtrsT = Array(0, 1, 3, 4) + val rowIndicesT = Array(0, 0, 1, 1) val spMat1 = new SparseMatrix(m, n, colPtrs, rowIndices, values) val deMat1 = new DenseMatrix(m, n, allValues) + val spMat1T = new SparseMatrix(n, m, colPtrsT, rowIndicesT, values) + val deMat1T = new DenseMatrix(n, m, allValuesT) + + // should equal spMat1 & deMat1 respectively + val spMat1TT = spMat1T.transpose + val deMat1TT = deMat1T.transpose + val deMat2 = Matrices.eye(3) val spMat2 = Matrices.speye(3) val deMat3 = Matrices.eye(2) @@ -180,7 +253,6 @@ class MatricesSuite extends FunSuite { val spHorz2 = Matrices.horzcat(Array(spMat1, deMat2)) val spHorz3 = Matrices.horzcat(Array(deMat1, spMat2)) val deHorz1 = Matrices.horzcat(Array(deMat1, deMat2)) - val deHorz2 = Matrices.horzcat(Array[Matrix]()) assert(deHorz1.numRows === 3) @@ -195,8 +267,8 @@ class MatricesSuite extends FunSuite { assert(deHorz2.numCols === 0) assert(deHorz2.toArray.length === 0) - assert(deHorz1.toBreeze.toDenseMatrix === spHorz2.toBreeze.toDenseMatrix) - assert(spHorz2.toBreeze === spHorz3.toBreeze) + assert(deHorz1 ~== spHorz2.asInstanceOf[SparseMatrix].toDense absTol 1e-15) + assert(spHorz2 ~== spHorz3 absTol 1e-15) assert(spHorz(0, 0) === 1.0) assert(spHorz(2, 1) === 5.0) assert(spHorz(0, 2) === 1.0) @@ -212,6 +284,17 @@ class MatricesSuite extends FunSuite { assert(deHorz1(2, 4) === 1.0) assert(deHorz1(1, 4) === 0.0) + // containing transposed matrices + val spHorzT = Matrices.horzcat(Array(spMat1TT, spMat2)) + val spHorz2T = Matrices.horzcat(Array(spMat1TT, deMat2)) + val spHorz3T = Matrices.horzcat(Array(deMat1TT, spMat2)) + val deHorz1T = Matrices.horzcat(Array(deMat1TT, deMat2)) + + assert(deHorz1T ~== deHorz1 absTol 1e-15) + assert(spHorzT ~== spHorz absTol 1e-15) + assert(spHorz2T ~== spHorz2 absTol 1e-15) + assert(spHorz3T ~== spHorz3 absTol 1e-15) + intercept[IllegalArgumentException] { Matrices.horzcat(Array(spMat1, spMat3)) } @@ -238,8 +321,8 @@ class MatricesSuite extends FunSuite { assert(deVert2.numCols === 0) assert(deVert2.toArray.length === 0) - assert(deVert1.toBreeze.toDenseMatrix === spVert2.toBreeze.toDenseMatrix) - assert(spVert2.toBreeze === spVert3.toBreeze) + assert(deVert1 ~== spVert2.asInstanceOf[SparseMatrix].toDense absTol 1e-15) + assert(spVert2 ~== spVert3 absTol 1e-15) assert(spVert(0, 0) === 1.0) assert(spVert(2, 1) === 5.0) assert(spVert(3, 0) === 1.0) @@ -251,6 +334,17 @@ class MatricesSuite extends FunSuite { assert(deVert1(3, 1) === 0.0) assert(deVert1(4, 1) === 1.0) + // containing transposed matrices + val spVertT = Matrices.vertcat(Array(spMat1TT, spMat3)) + val deVert1T = Matrices.vertcat(Array(deMat1TT, deMat3)) + val spVert2T = Matrices.vertcat(Array(spMat1TT, deMat3)) + val spVert3T = Matrices.vertcat(Array(deMat1TT, spMat3)) + + assert(deVert1T ~== deVert1 absTol 1e-15) + assert(spVertT ~== spVert absTol 1e-15) + assert(spVert2T ~== spVert2 absTol 1e-15) + assert(spVert3T ~== spVert3 absTol 1e-15) + intercept[IllegalArgumentException] { Matrices.vertcat(Array(spMat1, spMat2)) } diff --git a/project/MimaExcludes.scala b/project/MimaExcludes.scala index bc5d81f12d..af0b0ebb9a 100644 --- a/project/MimaExcludes.scala +++ b/project/MimaExcludes.scala @@ -53,6 +53,20 @@ object MimaExcludes { ProblemFilters.exclude[MissingMethodProblem]( "org.apache.spark.mllib.linalg.Matrices.rand") ) ++ Seq( + // SPARK-5321 + ProblemFilters.exclude[MissingMethodProblem]( + "org.apache.spark.mllib.linalg.SparseMatrix.transposeMultiply"), + ProblemFilters.exclude[MissingMethodProblem]( + "org.apache.spark.mllib.linalg.Matrix.transpose"), + ProblemFilters.exclude[MissingMethodProblem]( + "org.apache.spark.mllib.linalg.DenseMatrix.transposeMultiply"), + ProblemFilters.exclude[MissingMethodProblem]("org.apache.spark.mllib.linalg.Matrix." + + "org$apache$spark$mllib$linalg$Matrix$_setter_$isTransposed_="), + ProblemFilters.exclude[MissingMethodProblem]( + "org.apache.spark.mllib.linalg.Matrix.isTransposed"), + ProblemFilters.exclude[MissingMethodProblem]( + "org.apache.spark.mllib.linalg.Matrix.foreachActive") + ) ++ Seq( // SPARK-3325 ProblemFilters.exclude[MissingMethodProblem]( "org.apache.spark.streaming.api.java.JavaDStreamLike.print"), |