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Add fast path for _colorediteration! with sparse J #124

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Merged
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Jul 19, 2021
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Add fast path for _colorediteration! with sparse J #124

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c31eec3
Add fast path for _colorediteration! with sparse J
Jul 18, 2021
96670eb
sparse fast path only if J, sparsity share same sparsity pattern
Jul 19, 2021
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17 changes: 17 additions & 0 deletions src/iteration_utils.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -16,10 +16,27 @@ end
end
end

# fast version for the case where J and sparsity have the same sparsity pattern
@inline function _colorediteration!(Jsparsity::SparseMatrixCSC,vfx,colorvec,color_i,ncols)
@inbounds for col_index in 1:ncols
if colorvec[col_index] == color_i
@inbounds for spidx in nzrange(Jsparsity, col_index)
row_index = Jsparsity.rowval[spidx]
Jsparsity.nzval[spidx]=vfx[row_index]
end
end
end
end

#override default setting of using findstructralnz
_use_findstructralnz(sparsity) = ArrayInterface.has_sparsestruct(sparsity)
_use_findstructralnz(::SparseMatrixCSC) = false

# test if J, sparsity are both SparseMatrixCSC and have the same sparsity pattern of stored values
_use_sparseCSC_common_sparsity(J, sparsity) = false
_use_sparseCSC_common_sparsity(J::SparseMatrixCSC, sparsity::SparseMatrixCSC) =
((J.colptr == sparsity.colptr) && (J.rowval == sparsity.rowval))

function __init__()
@require BlockBandedMatrices="ffab5731-97b5-5995-9138-79e8c1846df0" begin
@require BlockArrays="8e7c35d0-a365-5155-bbbb-fb81a777f24e" begin
Expand Down
25 changes: 20 additions & 5 deletions src/jacobians.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -348,6 +348,9 @@ function finite_difference_jacobian!(
fill!(J,false)
end

# fast path if J and sparsity are both SparseMatrixCSC and have the same sparsity pattern
sparseCSC_common_sparsity = _use_sparseCSC_common_sparsity(J, sparsity)

if fdtype == Val(:forward)
vfx1 = _vec(fx1)

Expand Down Expand Up @@ -378,7 +381,11 @@ function finite_difference_jacobian!(
# J is a sparse matrix, so decompress on the fly
@. vfx1 = (vfx1 - vfx) / epsilon
if ArrayInterface.fast_scalar_indexing(x1)
_colorediteration!(J,sparsity,rows_index,cols_index,vfx1,colorvec,color_i,n)
if sparseCSC_common_sparsity
_colorediteration!(J,vfx1,colorvec,color_i,n)
else
_colorediteration!(J,sparsity,rows_index,cols_index,vfx1,colorvec,color_i,n)
end
else
#=
J.nzval[rows_index] .+= (colorvec[cols_index] .== color_i) .* vfx1[rows_index]
Expand Down Expand Up @@ -417,8 +424,12 @@ function finite_difference_jacobian!(
f(fx1, x1)
f(fx, x)
@. vfx1 = (vfx1 - vfx) / 2epsilon
if ArrayInterface.fast_scalar_indexing(x1)
_colorediteration!(J,sparsity,rows_index,cols_index,vfx1,colorvec,color_i,n)
if ArrayInterface.fast_scalar_indexing(x1)
if sparseCSC_common_sparsity
_colorediteration!(J,vfx1,colorvec,color_i,n)
else
_colorediteration!(J,sparsity,rows_index,cols_index,vfx1,colorvec,color_i,n)
end
else
if J isa SparseMatrixCSC
@. void_setindex!((J.nzval,), getindex((J.nzval,), rows_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx1,), rows_index), rows_index)
Expand All @@ -443,8 +454,12 @@ function finite_difference_jacobian!(
@. x1 = x1 + im * epsilon * (_color == color_i)
f(fx,x1)
@. vfx = imag(vfx) / epsilon
if ArrayInterface.fast_scalar_indexing(x1)
_colorediteration!(J,sparsity,rows_index,cols_index,vfx,colorvec,color_i,n)
if ArrayInterface.fast_scalar_indexing(x1)
if sparseCSC_common_sparsity
_colorediteration!(J,vfx,colorvec,color_i,n)
else
_colorediteration!(J,sparsity,rows_index,cols_index,vfx,colorvec,color_i,n)
end
else
if J isa SparseMatrixCSC
@. void_setindex!((J.nzval,), getindex((J.nzval,), rows_index) + (getindex((_color,), cols_index) == color_i) * getindex((vfx,),rows_index), rows_index)
Expand Down