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Re: Sparse matrix extension
- From: Patrick Alken <alken at colorado dot edu>
- To: "gsl-discuss at sourceware dot org" <gsl-discuss at sourceware dot org>
- Date: Tue, 19 Jan 2016 13:50:49 -0700
- Subject: Re: Sparse matrix extension
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On 01/19/2016 12:55 PM, Alexis Tantet wrote:
Thanks for the quick reply! I wanted to be sure that this contribution
is useful before to spend time on the merging with the latest version.
I will create the gsl.git repository and work on it during the week.
I had already had a look at the documentation but did not know about
the iterative solvers (a link between each modules would be useful).
My contribution indeed fits in the sparse matrix module + the update
of the dgemm and dgemv functions to support CRS (an update may also be
needed for the solvers).
The solvers only call dgemv (as far as I remember) so they shouldn't
need an update once dgemv is updated.
I've never used ARPACK, but if you want to make an extension to
interface GSL/ARPACK its fine with me - such an extension would never be
added to the main GSL code since GSL tries to be as standalone as possible.
I have also developed a simple C++ object allowing to use gsl_spmatrix
as a user-defined matrix in ARPACK++ (a maintained fork of ARPACK++
can be found at https://github.com/m-reuter/arpackpp), allowing to
avoid having to use other libraries such as superLU. It could be
useful to others, maybe as an extension. Now that I think about it,
the iterative solvers could also be used to support the shift and
invert modes (see ARPACK++ documentation). What do you think (I could
work on it)?
If you have major comments, the sooner the better, so that I can work
on them while merging.
Thank you for your interest,
On Tue, Jan 19, 2016 at 6:02 PM, Patrick Alken <email@example.com> wrote:
This looks like very good work! Adding compressed row storage has been on
my todo list for a while. The 'gslsp' extension is unfortunately very out of
date, and the current git contains newer code (including a GMRES iterative
linear solver). I removed the gslsp extension from the web page a while back
to reflect this. You can browse the latest manual to see the current sparse
matrix capabilities (http://www.gnu.org/software/gsl/manual/gsl-ref.pdf) -
there are 3 chapters: sparse matrices, sparse blas and sparse linear algebra
- it looks like your contributions will fit into the sparse matrices
Would you be able to verify that your changes are compatible with the
current gsl.git repository? This will make it much easier for me to merge
everything into the git when ready. It would be best if you made a new
branch of gsl.git, and add your changes so I can then pull them from github
or somewhere. I will try to find some time in the next few days to look over
On 01/19/2016 09:43 AM, Alexis Tantet wrote:
As a scientist rather than a developer, I have developed an extension
of the sparse matrix module (CRS, I/O, manipulation, see below), which
I have tested. These modifications conserve the structure of the
original module and be useful for a large number of sparse matrices
I'm not familiar with the contributing process here. My repository can
be found there:
Unfortunately, I did not know of the gsl.git repository and I forked it
which seems to be a bit older than gsl.git.
How can I push/merge to gsl.git ? Should it be as an update or another
extension? Is it necessary to adapt to the newest version of the code
Extension of the sparse matrix module of GSL
Usages of sparse matrices are numerous in scientific computing.
When numerical linear algebra problems become large, sparse
matrices become necessary to avoid memory overload and unnecessary
computations, at the cost of element access and matrix construction.
As a result, most large scale linear solvers or eigen solvers perform
on sparse matrices.
Fortunately, a very useful sparse matrix module has recently been
introduced to GSL.
However, important features are still lacking, such has
Compressed Row Storage (CRS) matrices, input/output functions and
other matrix properties and manipulation functions.
This new version attempts to address this, conserving the original
structure of the module and conventions.
* Add CRS format and update functions manipulating compressed matrices :
- additional flag GSL_SPMATRIX_CRS and macro GSLSP_ISMATRIX (
- additional members innerSize and outerSize used to iterate
matrix elements ( gsl_spmatrix.h )
- rename some variables for coherence ( gsl_spmatrix.h , *.c )
- update all functions on compressed matrices ( *.c )
* Allow to sum duplicate elements when compressing ( spcompress.c ) :
- modify gsl_spmatrix_compress
- add gsl_spmatrix_sum_duplicate
* CCS <-> CRS and fast transpose inplace in spswap.c :
- add gsl_spmatrix_switch_major
- add gsl_spmatrix_transpose
* Add printing and scanning functions in spio.c :
- add gsl_spmatrix_fprintf
- add gsl_spmatrix_fscanf
* Add manipulation functions in spmanip.c (particularly useful for
Markov chain transition matrices) :
- add gsl_spmatrix_get_rowsum : get vector of sum over row elements
- add gsl_spmatrix_get_colsum : get vector of sum over column
- add gsl_spmatrix_div_rows : divide all elements of each row
by a vector element
- add gsl_spmatrix_div_cols : divide all elements of each
column by a vector element
* Add test functions in atprop.c :
- add gsl_spmatrix_gt_elements : greater than test for each matrix
- add gsl_spmatrix_ge_elements : greater or equal than test for
each matrix element
- add gsl_spmatrix_lt_elements : lower than test for each matrix
- add gsl_spmatrix_le_elements : lower or equal than test for
each matrix element
- add gsl_spmatrix_any : test if any non-zero element in
Other minor changes have been made, such as error tests.
test.c has also been updated to test new features.