Sparse matrix extension

[Patrick Alken]

On 01/19/2016 12:55 PM, Alexis Tantet wrote:
> Hi Patrick,
>
> 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 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)?
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.

>
> If you have major comments, the sooner the better, so that I can work
> on them while merging.
>
> Thank you for your interest,
> Alexis
>
> On Tue, Jan 19, 2016 at 6:02 PM, Patrick Alken <alken@colorado.edu> wrote:
>> Hi Alexis,
>>
>>    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
>> chapter.
>>
>>    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
>> your code.
>>
>> Thanks again,
>> Patrick
>>
>>
>> On 01/19/2016 09:43 AM, Alexis Tantet wrote:
>>> Dear GSLers,
>>>
>>> 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
>>> users.
>>>
>>> I'm not familiar with the contributing process here. My repository can
>>> be found there:
>>> https://github.com/atantet/gslsp
>>> Unfortunately, I did not know of the gsl.git repository and I forked it
>>> froml:
>>> https://github.com/drjerry/gslsp ,
>>> 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
>>> ?
>>>
>>> Best regards,
>>> Alexis Tantet
>>>
>>> CHANGES.md:
>>>
>>> Extension of the sparse matrix module of GSL
>>>
>>> ===================================
>>>
>>> Introduction
>>> ------------
>>>
>>> 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.
>>>
>>> Major changes
>>> -------------
>>>
>>> * Add CRS format and update functions manipulating compressed matrices :
>>>        - additional flag GSL_SPMATRIX_CRS and macro GSLSP_ISMATRIX (
>>> gsl_spmatrix.h )
>>>        - 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
>>> elements
>>>        - 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
>>> element
>>>        - 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
>>> element
>>>        - 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
>>> matrix
>>>
>>> Other minor changes have been made, such as error tests.
>>> test.c has also been updated to test new features.
>>
>
>