public static void CompareDokCsrMultiplication()
{
int numRows = 100000;
int numCols = 10000;
DokRowMajor dok = RandomUtilities.CreateRandomSparseMatrix(numRows, numCols, 0.15);
Vector lhs = RandomUtilities.CreateRandomVector(numCols);
var watch = new Stopwatch();
watch.Start();
Vector dokTimesLhs = dok.MultiplyRight(lhs);
watch.Stop();
long dokTime = watch.ElapsedMilliseconds;
LibrarySettings.LinearAlgebraProviders = LinearAlgebraProviderChoice.Managed;
watch.Restart();
Vector csrUnsortedTimesLhs = dok.BuildCsrMatrix(false).Multiply(lhs, false);
watch.Stop();
long csrUnsortedTime = watch.ElapsedMilliseconds;
watch.Restart();
Vector csrSortedTimesLhs = dok.BuildCsrMatrix(true).Multiply(lhs, false);
watch.Stop();
long csrSortedTime = watch.ElapsedMilliseconds;
LibrarySettings.LinearAlgebraProviders = LinearAlgebraProviderChoice.MKL;
watch.Restart();
Vector csrUnsortedMklTimesLhs = dok.BuildCsrMatrix(false).Multiply(lhs, false);
watch.Stop();
long csrUnsortedMklTime = watch.ElapsedMilliseconds;
watch.Restart();
Vector csrSortedMklTimesLhs = dok.BuildCsrMatrix(true).Multiply(lhs, false);
watch.Stop();
long csrSortedMklTime = watch.ElapsedMilliseconds;
Console.WriteLine("Checking correctness and performance of DOK, sorted and unsorted CSR * vector:");
Console.WriteLine($"DOK * vector: time = {dokTime} ms");
Console.WriteLine($"Unsorted CSR * vector (C#): time = {csrUnsortedTime} ms");
Console.WriteLine($"Sorted CSR * vector (C#): time = {csrSortedTime} ms");
Console.WriteLine($"Unsorted CSR * vector (MKL): time = {csrUnsortedMklTime} ms");
Console.WriteLine($"Sorted CSR * vector (MKL): time = {csrSortedMklTime} ms");
var comparer = new ValueComparer(1e-12);
double errorUnsorted = (csrUnsortedTimesLhs - dokTimesLhs).Norm2() / dokTimesLhs.Norm2();
double errorSorted = (csrSortedTimesLhs - dokTimesLhs).Norm2() / dokTimesLhs.Norm2();
double errorUnsortedMkl = (csrUnsortedMklTimesLhs - dokTimesLhs).Norm2() / dokTimesLhs.Norm2();
double errorSortedMkl = (csrSortedMklTimesLhs - dokTimesLhs).Norm2() / dokTimesLhs.Norm2();
Console.WriteLine("Multiplication DOK - unsorted CSR (C#): normalized error = " + errorUnsorted);
Console.WriteLine("Multiplication DOK - sorted CSR (C#): normalized error = " + errorSorted);
Console.WriteLine("Multiplication DOK - unsorted CSR (MKL): normalized error = " + errorUnsortedMkl);
Console.WriteLine("Multiplication DOK - sorted CSR (MKL): normalized error = " + errorSortedMkl);
}
private static void TestBuildCSR()
{
var dense = Matrix.CreateFromArray(SparseRectangular10by5.Matrix);
DokRowMajor dok = CreateDok(SparseRectangular10by5.Matrix);
// CSR with sorted col indices of each row
CsrMatrix csrSorted = dok.BuildCsrMatrix(true);
comparer.AssertEqual(dense, csrSorted);
// CSR without sorting
CsrMatrix csrUnsorted = dok.BuildCsrMatrix(false);
comparer.AssertEqual(dense, csrUnsorted);
}
internal (CsrMatrix matrixConstrFree, CsrMatrix matrixConstrConstr) BuildMatrices()
{
// Also free the memory used by each builders, as soon as it is no longer used.
CsrMatrix matrixConstrFree = dokConstrFree.BuildCsrMatrix(true);
dokConstrFree = null;
CsrMatrix matrixConstrConstr = dokConstrConstr.BuildCsrMatrix(true);
dokConstrConstr = null;
return(matrixConstrFree, matrixConstrConstr);
}