From c35fdcb7e9c01271ce560dba4e0bd37569c8f5d1 Mon Sep 17 00:00:00 2001
From: Yuhao Yang <hhbyyh@gmail.com>
Date: Tue, 15 Sep 2015 09:58:49 -0700
Subject: [PATCH] [SPARK-10491] [MLLIB] move RowMatrix.dspr to BLAS
jira: https://issues.apache.org/jira/browse/SPARK-10491
We implemented dspr with sparse vector support in `RowMatrix`. This method is also used in WeightedLeastSquares and other places. It would be useful to move it to `linalg.BLAS`.
Let me know if new UT needed.
Author: Yuhao Yang <hhbyyh@gmail.com>
Closes #8663 from hhbyyh/movedspr.
---
.../spark/ml/optim/WeightedLeastSquares.scala | 4 +-
.../org/apache/spark/mllib/linalg/BLAS.scala | 44 +++++++++++++++++++
.../mllib/linalg/distributed/RowMatrix.scala | 40 +----------------
.../apache/spark/mllib/linalg/BLASSuite.scala | 25 +++++++++++
4 files changed, 72 insertions(+), 41 deletions(-)
diff --git a/mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala b/mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala
index a99e2ac4c6..0ff8931b0b 100644
--- a/mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala
+++ b/mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala
@@ -88,7 +88,7 @@ private[ml] class WeightedLeastSquares(
if (fitIntercept) {
// shift centers
// A^T A - aBar aBar^T
- RowMatrix.dspr(-1.0, aBar, aaValues)
+ BLAS.spr(-1.0, aBar, aaValues)
// A^T b - bBar aBar
BLAS.axpy(-bBar, aBar, abBar)
}
@@ -203,7 +203,7 @@ private[ml] object WeightedLeastSquares {
bbSum += w * b * b
BLAS.axpy(w, a, aSum)
BLAS.axpy(w * b, a, abSum)
- RowMatrix.dspr(w, a, aaSum.values)
+ BLAS.spr(w, a, aaSum)
this
}
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 9ee81eda8a..df9f4ae145 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
@@ -236,6 +236,50 @@ private[spark] object BLAS extends Serializable with Logging {
_nativeBLAS
}
+ /**
+ * Adds alpha * x * x.t to a matrix in-place. This is the same as BLAS's ?SPR.
+ *
+ * @param U the upper triangular part of the matrix in a [[DenseVector]](column major)
+ */
+ def spr(alpha: Double, v: Vector, U: DenseVector): Unit = {
+ spr(alpha, v, U.values)
+ }
+
+ /**
+ * Adds alpha * x * x.t to a matrix in-place. This is the same as BLAS's ?SPR.
+ *
+ * @param U the upper triangular part of the matrix packed in an array (column major)
+ */
+ def spr(alpha: Double, v: Vector, U: Array[Double]): Unit = {
+ val n = v.size
+ v match {
+ case DenseVector(values) =>
+ NativeBLAS.dspr("U", n, alpha, values, 1, U)
+ case SparseVector(size, indices, values) =>
+ val nnz = indices.length
+ var colStartIdx = 0
+ var prevCol = 0
+ var col = 0
+ var j = 0
+ var i = 0
+ var av = 0.0
+ while (j < nnz) {
+ col = indices(j)
+ // Skip empty columns.
+ colStartIdx += (col - prevCol) * (col + prevCol + 1) / 2
+ col = indices(j)
+ av = alpha * values(j)
+ i = 0
+ while (i <= j) {
+ U(colStartIdx + indices(i)) += av * values(i)
+ i += 1
+ }
+ j += 1
+ prevCol = col
+ }
+ }
+ }
+
/**
* A := alpha * x * x^T^ + A
* @param alpha a real scalar that will be multiplied to x * x^T^.
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala b/mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala
index 83779ac889..e55ef26858 100644
--- a/mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala
+++ b/mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala
@@ -24,7 +24,6 @@ import scala.collection.mutable.ListBuffer
import breeze.linalg.{DenseMatrix => BDM, DenseVector => BDV, SparseVector => BSV, axpy => brzAxpy,
svd => brzSvd, MatrixSingularException, inv}
import breeze.numerics.{sqrt => brzSqrt}
-import com.github.fommil.netlib.BLAS.{getInstance => blas}
import org.apache.spark.Logging
import org.apache.spark.SparkContext._
@@ -123,7 +122,7 @@ class RowMatrix @Since("1.0.0") (
// Compute the upper triangular part of the gram matrix.
val GU = rows.treeAggregate(new BDV[Double](new Array[Double](nt)))(
seqOp = (U, v) => {
- RowMatrix.dspr(1.0, v, U.data)
+ BLAS.spr(1.0, v, U.data)
U
}, combOp = (U1, U2) => U1 += U2)
@@ -673,43 +672,6 @@ class RowMatrix @Since("1.0.0") (
@Experimental
object RowMatrix {
- /**
- * Adds alpha * x * x.t to a matrix in-place. This is the same as BLAS's DSPR.
- *
- * @param U the upper triangular part of the matrix packed in an array (column major)
- */
- // TODO: SPARK-10491 - move this method to linalg.BLAS
- private[spark] def dspr(alpha: Double, v: Vector, U: Array[Double]): Unit = {
- // TODO: Find a better home (breeze?) for this method.
- val n = v.size
- v match {
- case DenseVector(values) =>
- blas.dspr("U", n, alpha, values, 1, U)
- case SparseVector(size, indices, values) =>
- val nnz = indices.length
- var colStartIdx = 0
- var prevCol = 0
- var col = 0
- var j = 0
- var i = 0
- var av = 0.0
- while (j < nnz) {
- col = indices(j)
- // Skip empty columns.
- colStartIdx += (col - prevCol) * (col + prevCol + 1) / 2
- col = indices(j)
- av = alpha * values(j)
- i = 0
- while (i <= j) {
- U(colStartIdx + indices(i)) += av * values(i)
- i += 1
- }
- j += 1
- prevCol = col
- }
- }
- }
-
/**
* Fills a full square matrix from its upper triangular part.
*/
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 8db5c8424a..96e5ffef7a 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
@@ -126,6 +126,31 @@ class BLASSuite extends SparkFunSuite {
}
}
+ test("spr") {
+ // test dense vector
+ val alpha = 0.1
+ val x = new DenseVector(Array(1.0, 2, 2.1, 4))
+ val U = new DenseVector(Array(1.0, 2, 2, 3, 3, 3, 4, 4, 4, 4))
+ val expected = new DenseVector(Array(1.1, 2.2, 2.4, 3.21, 3.42, 3.441, 4.4, 4.8, 4.84, 5.6))
+
+ spr(alpha, x, U)
+ assert(U ~== expected absTol 1e-9)
+
+ val matrix33 = new DenseVector(Array(1.0, 2, 3, 4, 5))
+ withClue("Size of vector must match the rank of matrix") {
+ intercept[Exception] {
+ spr(alpha, x, matrix33)
+ }
+ }
+
+ // test sparse vector
+ val sv = new SparseVector(4, Array(0, 3), Array(1.0, 2))
+ val U2 = new DenseVector(Array(1.0, 2, 2, 3, 3, 3, 4, 4, 4, 4))
+ spr(0.1, sv, U2)
+ val expectedSparse = new DenseVector(Array(1.1, 2.0, 2.0, 3.0, 3.0, 3.0, 4.2, 4.0, 4.0, 4.4))
+ assert(U2 ~== expectedSparse absTol 1e-15)
+ }
+
test("syr") {
val dA = new DenseMatrix(4, 4,
Array(0.0, 1.2, 2.2, 3.1, 1.2, 3.2, 5.3, 4.6, 2.2, 5.3, 1.8, 3.0, 3.1, 4.6, 3.0, 0.8))
--
GitLab