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Why `sparse` function accumulate large sparse COO format matrix by index so fast?

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wei zhang
wei zhang on 19 Feb 2021
Commented: wei zhang on 20 Feb 2021
Hi, I am dealing with "repeated COO format" sparse matrix. I try to "accumulate" it by its index efficiently. I am inspired by the similar problem
COO is one format of sparse Matrix. In Matlab, I can tranfer matrix A to COO format by "find" function. Here, I suppose the matrix A's shape is square.
[ii,jj,val] = find(A);
Acoo.coo = [ii,jj,val];
Acoo.N = size(A,1); % I suppose the matrix A's shape is square.
But my COO format matrix is ill-conditioned. It has many repeated values on each index. I need to sum them by the index(row and column). Here is an mini example.
Acoo.N = 3;
Acoo.coo = [1,1,2;
1,2,3; % repeated
2,1,4;
1,2,5; % repeated
3,1,6;
3,3,2];
A = full(sparse(Acoo.coo(:,1),Acoo.coo(:,2),Acoo.coo(:,3),N,N));
% A =
% 2 8 0
% 4 0 0
% 6 0 2
My matrix A's size is 780000*780000. The nnz of it is nearlly 10,000,000. The size of reapeated COO matrix's size is about 60,000,000*3. It seem each index has 6 repeated elements to accumulate in average.
I had planned two ways to "accumulate" this COO matrix A. One is using "sparse" function. It may use "accumarray" function inside. The other is writing a c++ mex with unordered Hash map. I suppose the mex would be faster. This idea came from a comment of similar Matlab problem. But in fact "sparse" method is 2 times faster than the "mex" method. This makes me very confused. Could I do something more to speed up? Why "sparse" method is so fast?
The method 1. using "sparse"
function A1 = acumCOO(A)
% method 1 using sparse
As = sparse(A.coo(:,1),A.coo(:,2),A.coo(:,3),A.N,A.N);
[ii,jj,val] = find(As);
A1.N = A.N;
A1.coo = [ii,jj,val];
end
% time profile: 9.107291s
The method2. using c++ unordered hash map.
The matlab wrapper
function A2 = acumCOOMex(A)
% c++ method wrapper
N = A.N;
index = sub2ind([N,N],A.coo(:,1),A.coo(:,2));
[key2,val2] = acumMex(index,A.coo(:,3));
[ii,jj] = ind2sub([N,N],key2);
A2.N = N;
A2.coo = [ii,jj,val2];
end
The c++ mex "acumMex.cpp"
// MATLAB related
#include "mex.h"
// c++ related
#include <unordered_map>
#include <time.h>
// Input Arguments
#define KEY1 prhs[0]
#define VAL1 prhs[1]
// Output Arguments
#define KEY2 plhs[0]
#define VAL2 plhs[1]
using namespace std;
void mexFunction(int nlhs, mxArray * plhs[], int nrhs, const mxArray * prhs[])
{
clock_t t0,t1,t2;
t0 = clock();
size_t i;
size_t N1 = mxGetM(KEY1);
mxDouble *key = mxGetPr(KEY1);
mxDouble *val = mxGetPr(VAL1);
unordered_map<size_t,double> coo;
for (i = 0;i< N1 ;i++)
{
coo[key[i]] = coo[key[i]]+val[i];
}
t1 = clock() - t0;
mexPrintf("Map session takes %d clicks (%f seconds).\n",t1,((float)t1)/CLOCKS_PER_SEC);
mexEvalString("drawnow") ;
// output
size_t N2 = coo.size();
KEY2 = mxCreateDoubleMatrix(N2,1,mxREAL);
VAL2 = mxCreateDoubleMatrix(N2,1,mxREAL);
mxDouble *key2 = mxGetPr(KEY2);
mxDouble *val2 = mxGetPr(VAL2);
auto coo_it = coo.cbegin();
for (i = 0;i< N2 ;i++)
{
key2[i] = coo_it->first;
val2[i] = coo_it->second;
++coo_it;
}
t2 = clock() - t0;
mexPrintf("whole session takes %d clicks (%f seconds).\n",t2,((float)t2)/CLOCKS_PER_SEC);
mexEvalString("drawnow");
}
%% Map session takes 20583 clicks (20.583000 seconds).
%% whole session takes 21705 clicks (21.705000 seconds).
  2 Comments
wei zhang
wei zhang on 20 Feb 2021
@James Tursa My goal is to accumulate array based on a 2d index. The matlab "sparse" matrix is a wrapped built-in function. It may use the "acumarray" function inside, I guess. I want to speed it up.
As for the COO format matrix, it may be transfered into cudamex to do some GPU based matrix multiplication. But it required no reapeated rows. So I need the accumulation.

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Answers (1)

Bjorn Gustavsson
Bjorn Gustavsson on 19 Feb 2021
Because sparse is a built-in function that Mathworks most likely have spent many man-months (we wouldn't know) on optimizing. You've spent much less time than that.
  3 Comments
wei zhang
wei zhang on 20 Feb 2021
Thank you for your reply. Undoubtably, Matlab is a great work with many developer's strive. The goal of this post is to discuss the idea or algorithm of "accumarray based on 2d index". I want to speed up my code, which is mainly in Matlab with some self-made mex. The sparse matrix may be a extension of the function "accumarray" . So I assume the hash map could be a better way. Actually, Matlab does a greater job. I would like to know if Matlab deal this proble with another strategy. For me now, I am trying cuda thrust for speed up.

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