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Register a new userA User-Friendly Hybrid Sparse Matrix Class in C++
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Added by
Conrad Sanderson
Publication date
2018
fields
Informatics Engineering
and research's language is
English
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When implementing functionality which requires sparse matrices, there are numerous storage formats to choose from, each with advantages and disadvantages. To achieve good performance, several formats may need to be used in one program, requiring explicit selection and conversion between the formats. This can be both tedious and error-prone, especially for non-expert users. Motivated by this issue, we present a user-friendly sparse matrix class for the C++ language, with a high-level application programming interface deliberately similar to the widely used MATLAB language. The class internally uses two main approaches to achieve efficient execution: (i) a hybrid storage framework, which automatically and seamlessly switches between three underlying storage formats (compressed sparse column, coordinate list, Red-Black tree) depending on which format is best suited for specific operations, and (ii) template-based meta-programming to automatically detect and optimise execution of common expression patterns. To facilitate relatively quick conversion of research code into production environments, the class and its associated functions provide a suite of essential sparse linear algebra functionality (eg., arithmetic operations, submatrix manipulation) as well as high-level functions for sparse eigendecompositions and linear equation solvers. The latter are achieved by providing easy-to-use abstractions of the low-level ARPACK and SuperLU libraries. The source code is open and provided under the permissive Apache 2.0 license, allowing unencumbered use in commercial products.
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Despite the importance of sparse matrices in numerous fields of science, software implementations remain difficult to use for non-expert users, generally requiring the understanding of underlying details of the chosen sparse matrix storage format. In addition, to achieve good performance, several formats may need to be used in one program, requiring explicit selection and conversion between the formats. This can be both tedious and error-prone, especially for non-expert users. Motivated by these issues, we present a user-friendly and open-source sparse matrix class for the C++ language, with a high-level application programming interface deliberately similar to the widely used MATLAB language. This facilitates prototyping directly in C++ and aids the conversion of research code into production environments. The class internally uses two main approaches to achieve efficient execution: (i) a hybrid storage framework, which automatically and seamlessly switches between three underlying storage formats (compressed sparse column, Red-Black tree, coordinate list) depending on which format is best suited and/or available for specific operations, and (ii) a template-based meta-programming framework to automatically detect and optimise execution of common expression patterns. Empirical evaluations on large sparse matrices with various densities of non-zero elements demonstrate the advantages of the hybrid storage framework and the expression optimisation mechanism.
Common Spacial Patterns (CSP) is a widely used method to analyse electroencephalography (EEG) data, concerning the supervised classification of brains activity. More generally, it can be useful to distinguish between multivariate signals recorded during a time span for two different classes. CSP is based on the simultaneous diagonalization of the average covariance matrices of signals from both classes and it allows to project the data into a low-dimensional subspace. Once data are represented in a low-dimensional subspace, a classification step must be carried out. The original CSP method is based on the Euclidean distance between signals and here, we extend it so that it can be applied on any appropriate distance for data at hand. Both, the classical CSP and the new Distance-Based CSP (DB-CSP) are implemented in an R package, called dbcsp.
General sparse matrix-matrix multiplication (SpGEMM) is a fundamental building block for numerous applications such as algebraic multigrid method (AMG), breadth first search and shortest path problem. Compared to other sparse BLAS routines, an efficient parallel SpGEMM implementation has to handle extra irregularity from three aspects: (1) the number of nonzero entries in the resulting sparse matrix is unknown in advance, (2) very expensive parallel insert operations at random positions in the resulting sparse matrix dominate the execution time, and (3) load balancing must account for sparse data in both input matrices. In this work we propose a framework for SpGEMM on GPUs and emerging CPU-GPU heterogeneous processors. This framework particularly focuses on the above three problems. Memory pre-allocation for the resulting matrix is organized by a hybrid method that saves a large amount of global memory space and efficiently utilizes the very limited on-chip scratchpad memory. Parallel insert operations of the nonzero entries are implemented through the GPU merge path algorithm that is experimentally found to be the fastest GPU merge approach. Load balancing builds on the number of necessary arithmetic operations on the nonzero entries and is guaranteed in all stages. Compared with the state-of-the-art CPU and GPU SpGEMM methods, our approach delivers excellent absolute performance and relative speedups on various benchmarks multiplying matrices with diverse sparsity structures. Furthermore, on heterogeneous processors, our SpGEMM approach achieves higher throughput by using re-allocatable shared virtual memory. The source code of this work is available at https://github.com/bhSPARSE/Benchmark_SpGEMM_using_CSR
Sparse matrix-vector multiplication (spMVM) is the most time-consuming kernel in many numerical algorithms and has been studied extensively on all modern processor and accelerator architectures. However, the optimal sparse matrix data storage format is highly hardware-specific, which could become an obstacle when using heterogeneous systems. Also, it is as yet unclear how the wide single instruction multiple data (SIMD) units in current multi- and many-core processors should be used most efficiently if there is no structure in the sparsity pattern of the matrix. We suggest SELL-C-sigma, a variant of Sliced ELLPACK, as a SIMD-friendly data format which combines long-standing ideas from General Purpose Graphics Processing Units (GPGPUs) and vector computer programming. We discuss the advantages of SELL-C-sigma compared to established formats like Compressed Row Storage (CRS) and ELLPACK and show its suitability on a variety of hardware platforms (Intel Sandy Bridge, Intel Xeon Phi and Nvidia Tesla K20) for a wide range of test matrices from different application areas. Using appropriate performance models we develop deep insight into the data transfer properties of the SELL-C-sigma spMVM kernel. SELL-C-sigma comes with two tuning parameters whose performance impact across the range of test matrices is studied and for which reasonable choices are proposed. This leads to a hardware-independent (catch-all) sparse matrix format, which achieves very high efficiency for all test matrices across all hardware platforms.
ZKCM is a C++ library developed for the purpose of multiprecision matrix computation, on the basis of the GNU MP and MPFR libraries. It provides an easy-to-use syntax and convenient functions for matrix manipulations including those often used in numerical simulations in quantum physics. Its extension library, ZKCM_QC, is developed for simulating quantum computing using the time-dependent matrix-product-state simulation method. This paper gives an introduction about the libraries with practical sample programs.
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