QCaml/Utils/Matrix.ml

open Lacaml.D

type sparse_matrix =
  {
    m: int;
    n: int;
    v: Vector.t array;
  }

type computed = 
  {
    m: int;
    n: int;
    f: int -> int -> float;
  }

type t =
| Dense  of Mat.t
| Sparse of sparse_matrix
| Computed of computed

let epsilon = Constants.epsilon

let is_computed = function
  | Computed _ -> true
  | _ -> false

let is_sparse = function
  | Sparse _ -> true
  | _ -> false

let is_dense = function
  | Dense  _ -> true
  | _ -> false


let dim1 = function
  | Dense  m -> Mat.dim1 m
  | Sparse {m ; _} -> m
  | Computed {m ; _} -> m


let dim2 = function
  | Dense  m -> Mat.dim2 m
  | Sparse {n ; _} -> n
  | Computed {n ; _} -> n


let check_bounds m n i j =
  if (i <= 0 || i > m || j <= 0 || j > n) then
     raise (Invalid_argument "Index out of bounds")

let get = function
  | Dense  m -> (fun i j -> m.{i,j})
  | Sparse { m ; n ; v } -> (fun i j -> Vector.get v.(j-1) i)
  | Computed { m ; n ; f } -> (fun i j -> check_bounds m n i j ; f i j)


let sparse_of_dense ?(threshold=epsilon) = function
  | Dense m' ->
    let m = Mat.dim1 m'
    and n = Mat.dim2 m'
    and v = 
      Mat.to_col_vecs m'
      |> Array.map (fun v -> Vector.sparse_of_vec ~threshold v)
    in Sparse {m ; n ; v}
  | _ -> invalid_arg "Expected a dense matrix"


let dense_of_sparse = function
  | Sparse {m ; n ; v} -> 
    let m' =
      Array.map (fun v -> Vector.to_vec v) v
      |> Mat.of_col_vecs
    in Dense m'
  | _ -> invalid_arg "Expected a sparse matrix"


let sparse_of_computed ?(threshold=epsilon) = function
  | Computed {m ; n ; f} ->
    Sparse { m ; n ; v=Array.init n (fun j ->
        Util.list_range 1 m
        |> List.rev_map (fun i ->
            let x = f i (j+1) in
            if abs_float x > threshold then Some (i, x)
            else None)
        |> Util.list_some
        |> List.rev
        |> Vector.sparse_of_assoc_list m
      ) }
  | _ -> invalid_arg "Expected a computed matrix"

let dense_of_computed x = dense_of_sparse @@ sparse_of_computed x

let dense_of_mat m = Dense m

let of_fun m n f = Computed {m ; n ; f}

let rec to_vector_array ?(threshold=epsilon) = function
  | Sparse {m ; n ; v} -> v
  | Dense m -> to_vector_array (sparse_of_dense ~threshold (Dense m))
  | Computed m -> to_vector_array (sparse_of_computed ~threshold (Computed m))


let identity n = 
 Sparse { n ; m=n ;
   v = Array.init n (fun i -> Vector.sparse_of_assoc_list n [(i+1,1.0)])
 }

let sparse_of_mat ?(threshold=epsilon) m =
  dense_of_mat m
  |> sparse_of_dense ~threshold


let sparse_of_vector_array v = 
  let m =
    Array.fold_left (fun accu v' -> 
        if Vector.dim v' <> accu then
          invalid_arg "Inconsistent dimension"
        else accu) (Vector.dim v.(0)) v
  and n = Array.length v
  in
  Sparse {m ; n ; v}


let rec to_mat = function
  | Dense  m -> m
  | Sparse m -> 
    dense_of_sparse (Sparse m)
    |> to_mat 
  | Computed m -> sparse_of_computed (Computed m) |> dense_of_sparse |> to_mat

let transpose = function
  | Dense  m -> Dense (Mat.transpose_copy m)
  | Sparse {m ; n ; v} -> 
    begin
      let v' = Array.init m (fun i -> ref []) in
      Array.iteri (fun j v_j -> 
          Vector.to_assoc_list v_j
          |> List.iter (fun (i, v_ij) ->
              v'.(i-1) := (j+1, v_ij) :: !(v'.(i-1))
          )
        ) v;
      let v' = 
        Array.map (fun x -> Vector.sparse_of_assoc_list n (List.rev !x) ) v' 
      in
      Sparse {m=n ; n=m ; v=v'}
    end
  | Computed {m ; n ; f} ->
     let f' i j = f j i in
     Computed { m=n ; n=m ; f=f' }


let outer_product ?(threshold=epsilon) v1 v2 = 
  match Vector.(is_dense v1, is_dense v2) with
  | (true, true) -> 
    let v1 = Vector.to_vec v1
    and v2 = Vector.to_vec v2
    in
    let a = Mat.make0 (Vec.dim v1) (Vec.dim v2) in
    ger v1 v2 a;
    Dense a
  | (true, false) -> 
    let v  = Vector.to_vec v1
    and v' = Vector.to_vec v2
    in
    let v = 
      Array.init (Vector.dim v2) (fun j -> 
          Vec.map (fun x -> x *. v'.{j+1}) v
          |> Vector.sparse_of_vec)
    in
    Sparse {m=Vector.dim v1 ; n=Vector.dim v2 ; v}
  | (false, true) 
  | (false, false) -> 
    let v = Vector.to_assoc_list v1
    and v' = Vector.to_vec v2
    in
    let v = 
      Array.init (Vector.dim v2) (fun j -> 
          List.rev_map (fun (i, x) -> 
              let z = x *. v'.{j+1} in
              if abs_float z < threshold then
                None
              else
                Some (i, z)
            ) v
          |> Util.list_some
          |> List.rev
          |> Vector.sparse_of_assoc_list (Vector.dim v1)
        )
    in
    Sparse {m=Vector.dim v1 ; n=Vector.dim v2 ; v}



let rec mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b = 

  let f, f' = 
    match transa, transb with
    | `N, `N -> dim2, dim1
    | `T, `N -> dim1, dim1
    | `T, `T -> dim1, dim2
    | `N, `T -> dim2, dim2
  in
  if f a <> f' b then
      Printf.sprintf "%d %d : Inconsistent dimensions" (f a) (f' b)
      |> invalid_arg;

  (* Dense x sparse *)
  let mmsp transa transb a b =
    let a =
      match transa with
      | `N -> Mat.transpose_copy a
      | `T -> a
    in
    let m' = Mat.dim2 a in
    let a = 
      Mat.to_col_vecs a
      |> Array.map (fun v -> Vector.dense_of_vec v)
    in
    let {m ; n ; v} = 
      if transb = `T then
        match transpose (Sparse b) with
        | Sparse x -> x
        | _ -> assert false
      else
        b
    in
    let v' =
      Array.map (fun b_j ->
        Array.map (fun a_i ->
          Vector.dot a_i b_j) a
        |> Vec.of_array
        |> Vector.sparse_of_vec
      ) v 
    in
    Sparse {m=m' ; n ; v=v'}
  in

  (* Sparse x dense *)
  let spmm transa transb a b =
    let b =
      match transb with
      | `N -> b
      | `T -> Mat.transpose_copy b
    in
    let n' = Mat.dim2 b in
    let b = 
      Mat.to_col_vecs b
      |> Array.map (fun v -> Vector.dense_of_vec v)
    in
    let m, n, v =
      if transa = `N then
        match transpose (Sparse a) with
        | Sparse {m ; n ; v} -> n, m, v
        | _ -> assert false
      else
        match Sparse a with
        | Sparse {m ; n ; v} -> n, m, v
        | _ -> assert false
    in
    let v' =
      Array.map (fun b_j ->
        Array.map (fun a_i ->
          Vector.dot a_i b_j) v
        |> Vec.of_array
        |> Vector.sparse_of_vec
      ) b 
    in
    Sparse {m ; n=n' ; v=v'}
  in

  (* Sparse x Sparse *)
  let mmspmm transa transb a b = 
    let {m ; n ; v} = 
      if transb = `T then
        match transpose (Sparse b) with
        | Sparse x -> x
        | _ -> assert false
      else
        b
    in
    let m', n', v' =
      if transa = `N then
        match transpose (Sparse a) with
        | Sparse {m ; n ; v} -> n, m, v
        | _ -> assert false
      else
        match Sparse a with
        | Sparse {m ; n ; v} -> n, m, v
        | _ -> assert false
    in
    let v'' =
      Array.map (fun b_j ->
        Array.map (fun a_i ->
          Vector.dot a_i b_j) v'
        |> Vec.of_array
        |> Vector.sparse_of_vec
      ) v 
    in
    Sparse {m=m' ; n=n ; v=v''}
  in

  let mmcc transa transb a b =
    let {m ; n ; f} =
      if transb = `T then
        match transpose (Computed b) with
        | Computed x -> x
        | _ -> assert false
      else
        b
    in
    let m', n', f' =
      if transa = `T then
        match transpose (Computed a) with
        | Computed {m ; n ; f} -> m, n, f
        | _ -> assert false
      else
        let {m ; n ; f} = a in
        m, n, f
    in
    if n' <> m then
      invalid_arg "Inconsistent dimensions";
    let g i j =
      let result = ref 0. in
      for k=1 to m do
        let  a = f k j in
        if a <> 0. then
          result := !result +. (f' i k) *. a ;
      done;
      !result
    in
    Computed {m=m' ; n=n ; f=g}
  in
      
  let mmccde transa transb a b =
    let m', n', f' =
      if transa = `T then
        match transpose (Computed a) with
        | Computed {m ; n ; f} -> m, n, f
        | _ -> assert false
      else
        let {m ; n ; f} = a in
        m, n, f
    in
    let m, n =
      match transb with
      | `N -> Mat.dim1 b , Mat.dim2 b
      | `T -> Mat.dim2 b , Mat.dim1 b
    in
    if n' <> m then
      invalid_arg "Inconsistent dimensions";

    let matrix = 
      Array.init n (fun j ->
        let bj =
          if transb = `T then
            (Mat.copy_row b (j+1))
          else
            (Mat.to_col_vecs b).(j)
        in
        let accu = Vec.make0 m' in
        let v = Vec.make0 m' in
        let bj = Vec.to_array bj in
        Array.iteri (fun k a ->
            if a <> 0. then
              begin
                for i = 1 to m' do
                  v.{i} <- (f' i (k+1));
                done;
                axpy ~alpha:a v accu
              end
          ) bj;
        accu
      )
      |> Mat.of_col_vecs 
    in
    Dense matrix
  in
  match a, b with
  | (Dense  a), (Dense  b) -> Dense (gemm ~transa ~transb a b)
  | (Sparse a), (Dense  b) -> spmm transa transb a b
  | (Dense  a), (Sparse b) -> mmsp transa transb a b
  | (Sparse a), (Sparse b) -> mmspmm transa transb a b
  | (Computed a), (Computed b) -> mmcc transa transb a b
  | (Computed a), (Dense    b) -> mmccde transa transb a b
  | (Computed a), (Sparse   _) ->
      let b = { m = dim1 b ; n = dim2 b ; f = get b } in
      mmcc transa transb a b
      |> sparse_of_computed ~threshold
  | _, (Computed _) ->
     begin
       match transa, transb with
       | `N, `N -> mm ~transa:`T ~transb:`T ~threshold b a
       | `N, `T -> mm ~transa:`N ~transb:`T ~threshold b a
       | `T, `N -> mm ~transa:`T ~transb:`N ~threshold b a
       | `T, `T -> mm ~transa:`N ~transb:`N ~threshold b a
     end |> transpose


let mv ?(sparse=false) ?(trans=`N) ?(threshold=epsilon) a b =

  let f = 
    match trans with
    | `N -> dim2
    | `T -> dim1
  in
  if f a <> Vector.dim b then
    invalid_arg "Inconsistent dimensions";

  let spmv a b =
    let {m ; n ; v} = 
      if trans = `N then
        match transpose (Sparse a) with
        | Sparse x -> x
        | _ -> assert false
      else
        a
    in
    Array.map  (fun row_a -> Vector.dot row_a b) v
    |> Vec.of_array
  in

  let mv a b =
    let f_a = 
      match trans with
      | `N -> (fun i -> Mat.copy_row a i)
      | `T -> (fun i -> Mat.col a i)
    in
    Vec.init (Mat.dim1 a) (fun i ->
        Vector.dense_of_vec (f_a i)
        |> Vector.dot b )
  in

  let cmv a b =
    match trans with
    | `N -> Vec.init a.m (fun i -> 
         let accu = ref 0. in
         for j=1 to a.n do
           accu := !accu +. a.f i j *. Vector.get b j
         done;
         !accu)
    | `T -> Vec.init a.m (fun i -> 
         let accu = ref 0. in
         for j=1 to a.n do
           accu := !accu +. a.f j i *. Vector.get b j
         done;
         !accu)
  in

  let dense_result =
    match a, Vector.is_dense b with
    | Dense  a, true   -> gemv ~trans a (Vector.to_vec b)
    | Dense  a, false  -> mv a b
    | Sparse a, _ -> spmv a b
    | Computed a, _ -> cmv a b
  in

  if sparse then
    Vector.sparse_of_vec dense_result
  else
    Vector.dense_of_vec  dense_result


let rec op2 dense_op sparse_op a b =
  if dim1 a <> dim1 b || dim2 a <> dim2 b then
    failwith "Inconsistent dimensions";

  match a, b with
  | (Dense  a), (Dense  b) -> Dense (dense_op a b)
  | (Dense  _), (Sparse _) -> op2 dense_op sparse_op (sparse_of_dense a) b
  | (Sparse _), (Dense  _) -> op2 dense_op sparse_op a (sparse_of_dense b)
  | (Sparse a), (Sparse b) -> Sparse
                                { m=a.m ; n=a.n ;
                                  v = Array.map2 sparse_op a.v b.v
                                }
  | _ -> failwith "Not implemented"

let add = op2 (fun a b -> Mat.add a b) (fun a b -> Vector.add a b)
let sub = op2 (fun a b -> Mat.sub a b) (fun a b -> Vector.sub a b)

let scale f = function
  | Dense  a -> let b = lacpy a in (Mat.scal f b ; Dense b)
  | Sparse a -> Sparse
                  { a with
                    v = if f = 1.0 then a.v
                      else Array.map (fun v -> Vector.scale f v) a.v }
  | _ -> failwith "Not implemented"

let frobenius_norm = function
  | Dense  a -> lange ~norm:`F a
  | Sparse a -> 
    Array.fold_left (fun accu v -> accu +. Vector.dot v v) 0. a.v
    |> sqrt
  | _ -> failwith "Not implemented"



let split_cols nrows = function
  | Dense a ->
    begin
      Mat.to_col_vecs a
      |> Array.to_list
      |> Util.list_pack nrows
      |> List.rev_map (fun l ->
            Dense (Mat.of_col_vecs @@ Array.of_list l) )
      |> List.rev
    end
  | Sparse a -> 
    begin
      Array.to_list a.v 
      |> Util.list_pack nrows
      |> List.rev_map Array.of_list
      |> List.rev_map (fun v -> Sparse { m=a.m ; n= Array.length v ; v })
    end
  | Computed a -> 
    begin
      Util.list_range 0 (a.n-1)
      |> Util.list_pack nrows
      |> List.rev_map Array.of_list
      |> List.rev_map (fun v -> Computed { m=a.m ; n= Array.length v ; f = (fun i j -> a.f i (j+v.(0)) ) })
    end
  

let join_cols l =
  let rec aux_dense accu = function
    | [] -> Dense (Mat.of_col_vecs_list (List.concat accu))
    | (Dense a) :: rest -> aux_dense ((Mat.to_col_vecs_list a) :: accu) rest
    | _ -> assert false

  and aux_sparse m n accu = function
    | [] -> Sparse { m ; n ; v=Array.of_list (List.concat accu) }
    | (Sparse a) :: rest -> aux_sparse a.m (n+a.n) ((Array.to_list a.v)::accu) rest
    | _ -> assert false

  and aux = function
    | [] -> Sparse { m=0 ; n=0 ; v=[| |] }
    | (Dense    a) :: rest -> aux_dense  [] ((Dense  a) :: rest)
    | (Sparse   a) :: rest -> aux_sparse 0 0 [] ((Sparse a) :: rest)
    | (Computed a) :: rest -> aux_sparse 0 0 []
        (List.rev_map sparse_of_computed ( (Computed a) :: rest )
         |> List.rev)

  in aux (List.rev l)





let ax_eq_b_conj_grad ?x a b =
  (* /!\ : A needs to be positive definite and symmetric *)
  let x = 
    match x with
    | Some x0 -> x0
    | None -> b
  in
  let r = Vector.sub b (mv a x) in
  let p = r in
  let rsold = Vector.dot r r in
  let rec aux rsold r p x = function
  | 0 -> x
  | i ->
      let ap = mv a p in
      let alpha = rsold /. (Vector.dot p ap) in
      let x = Vector.add x (Vector.scale alpha p) in
      let r = Vector.sub r (Vector.scale alpha ap) in
      let rsnew = Vector.dot r r in
      if rsnew < Constants.epsilon then
        x
      else
        let p =
          Vector.add r (Vector.scale (rsnew /. (rsold +. 1.e-12) ) p)
        in
        (aux [@tailcall]) rsnew r p x (i-1)
  in
  aux rsold r p x (Vector.dim b *2)



let rec ax_eq_b ?(trans=`N) a b =
  match a, b with 
  | (Dense  a), (Dense  b) ->
    let a = lacpy a in
    let x = lacpy b in
    (getrs ~trans a x; Dense x)
  | (Dense  _), (Sparse _) -> 
    let b = dense_of_sparse b in
    ax_eq_b ~trans a b
  | _ ->
    let ata, atb =
      if trans = `N then
        mm ~transa:`T a a, mm ~transa:`T a b 
      else
        mm ~transa:`N a a, mm ~transa:`N a b 
    in
    Sparse { m=dim1 b ; n=dim2 b ;
      v=Array.map (fun v -> ax_eq_b_conj_grad ata v) (to_vector_array atb)
    }


(* ------- Parallel routines ---------- *)

let rec parallel_mm ?(transa=`N) ?(transb=`N) ?(threshold=epsilon) a b = 

  let m = 
    match transa with
    | `N -> dim2 a
    | `T -> dim1 a
  in
  let b = 
    match transb with
    | `T -> transpose b
    | `N -> b
  in
  assert (m = dim1 b);
  let n = 1 + (m / (Parallel.size * 7)) in
  let chunks = 
    split_cols n b
  in
  
  let result = 
    Stream.of_list chunks
    |> Farm.run ~ordered:true ~f:(fun b ->
              match a, b with
                | Computed _, Computed _ -> 
                    mm ~transa ~threshold a b
                    |> sparse_of_computed ~threshold
                | _ ->
                    mm ~transa ~threshold a b
              )
    |> Util.stream_to_list
    |> join_cols
  in

  result


(* ------------ Printers ------------ *)

let rec pp ppf = function
  | Dense    m -> Util.pp_matrix ppf m
  | Sparse   m -> pp ppf @@ dense_of_sparse (Sparse m)
  | Computed m -> pp ppf @@ dense_of_computed (Computed m)






(* ---------- Unit tests ------------ *)

let test_case () =

  let d1 = 30
  and d2 = 40
  and d3 = 50
  in

  let x1 = Mat.map (fun x -> if abs_float x < 0.6 then 0. else x) (Mat.random d1 d2)
  and x2 = Mat.map (fun x -> if abs_float x < 0.3 then 0. else x) (Mat.random d2 d3)
  in

  let m1 = dense_of_mat x1
  and m2 = dense_of_mat x2
  in

  let m1_s = sparse_of_mat x1
  and m2_s = sparse_of_mat x2
  in

  let norm_diff m1 m2 =
    (Mat.sub (to_mat m1) (to_mat m2)
    |> Mat.syrk_trace)
  in

  let test_dimensions () =
    Alcotest.(check int) "dim1 1" d1 (dim1 m1  );
    Alcotest.(check int) "dim1 2" d1 (dim1 m1_s);
    Alcotest.(check int) "dim2 3" d2 (dim2 m1  );
    Alcotest.(check int) "dim2 4" d2 (dim2 m1_s);
    Alcotest.(check int) "dim1 5" d2 (dim1 m2  );
    Alcotest.(check int) "dim1 6" d2 (dim1 m2_s);
    Alcotest.(check int) "dim2 7" d3 (dim2 m2  );
    Alcotest.(check int) "dim2 8" d3 (dim2 m2_s);
  in

  let test_conversion () =
    Alcotest.(check bool) "sparse -> dense  1" true (dense_of_sparse m1_s = m1  );
    Alcotest.(check bool) "sparse -> dense  2" true (dense_of_sparse m2_s = m2  );
    Alcotest.(check bool) "dense  -> sparse 1" true (sparse_of_dense m1   = m1_s);
    Alcotest.(check bool) "dense  -> sparse 3" true (sparse_of_dense m2   = m2_s);
  in

  let test_transpose () =
    let m1t = Mat.transpose_copy x1 |> dense_of_mat
    and m2t = Mat.transpose_copy x2 |> dense_of_mat
    in
    Alcotest.(check bool) "dense  1" true (transpose m1 = m1t);
    Alcotest.(check bool) "dense  2" true (transpose m2 = m2t);
    Alcotest.(check bool) "sparse 1" true (transpose m1_s = sparse_of_dense m1t);
    Alcotest.(check bool) "sparse 2" true (transpose m2_s = sparse_of_dense m2t);
  in

  let test_outer () =
    let x1 = Vec.init d1 (fun i -> float_of_int i)
    and x2 = Vec.init d2 (fun i -> float_of_int i -. 0.3)
    in
    let v1 = Vector.dense_of_vec x1
    and v2 = Vector.dense_of_vec x2
    in
    let v1_s = Vector.sparse_of_vec x1
    and v2_s = Vector.sparse_of_vec x2
    in
    let m1 =
      Dense (Mat.init_cols d1 d2 (fun i j -> (float_of_int i) *. (float_of_int j -. 0.3)))
    in
    let m1_s = 
      sparse_of_dense m1
    in
    Alcotest.(check (float 1.e-10)) "dense  dense " 0. (norm_diff m1   (outer_product v1   v2));
    Alcotest.(check (float 1.e-10)) "sparse dense " 0. (norm_diff m1_s (outer_product v1_s v2));
    Alcotest.(check (float 1.e-10)) "dense  sparse" 0. (norm_diff m1_s (outer_product v1   v2_s));
    Alcotest.(check (float 1.e-10)) "sparse sparse" 0. (norm_diff m1_s (outer_product v1_s v2_s));
  in

  let test_add_sub () =
    let x2 = Mat.map (fun x -> if abs_float x < 0.3 then 0. else x) (Mat.random d1 d2) in
    let m2 = dense_of_mat x2 in
    let m3 = Mat.add x1 x2 |> dense_of_mat in
    let m4 = Mat.sub x1 x2 |> dense_of_mat in
    let m2_s = sparse_of_mat x2 in
    let m3_s = Mat.add x1 x2 |> sparse_of_mat in
    let m4_s = Mat.sub x1 x2 |> sparse_of_mat in
    Alcotest.(check (float 1.e-10)) "dense  dense   1" 0. (norm_diff (add m1 m2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   2" 0. (norm_diff (sub m1 m2) m4);
    Alcotest.(check (float 1.e-10)) "dense  sparse  3" 0. (norm_diff (add m1 m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  4" 0. (norm_diff (sub m1 m2_s) m4_s);
    Alcotest.(check (float 1.e-10)) "sparse dense   5" 0. (norm_diff (add m1_s m2) m3);
    Alcotest.(check (float 1.e-10)) "sparse dense   6" 0. (norm_diff (sub m1_s m2) m4);
    Alcotest.(check (float 1.e-10)) "dense  sparse  7" 0. (norm_diff (add m1_s m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  8" 0. (norm_diff (sub m1_s m2_s) m4_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  9" (frobenius_norm m1_s) (frobenius_norm m1);
  in

  let test_mv () =
    let y    = Vec.random d2 in
    let z    = Vec.random d1 in
    let x3   = gemv x1 y in
    let x4   = gemv ~trans:`T x1 z in
    let v    = Vector.dense_of_vec  y in
    let v2   = Vector.dense_of_vec  z in
    let v3   = Vector.dense_of_vec  x3 in
    let v4   = Vector.dense_of_vec  x4 in
    let v_s  = Vector.sparse_of_vec y in
    let v2_s = Vector.sparse_of_vec z in
    let norm_diff v1 v2 =
      Vec.sub (Vector.to_vec v1) (Vector.to_vec v2)
      |> nrm2
    in
    Alcotest.(check (float 1.e-10)) "dense  dense   1" 0. (norm_diff (mv m1 v) v3);
    Alcotest.(check (float 1.e-10)) "dense  dense   2" 0. (norm_diff (mv ~trans:`T m1 v2) v4);
                                                   
    Alcotest.(check (float 1.e-10)) "dense  sparse  3" 0. (norm_diff (mv m1 v_s) v3);
    Alcotest.(check (float 1.e-10)) "dense  sparse  4" 0. (norm_diff (mv ~trans:`T m1 v2_s) v4);
                                                   
    Alcotest.(check (float 1.e-10)) "sparse  dense  5" 0. (norm_diff (mv m1_s v) v3);
    Alcotest.(check (float 1.e-10)) "sparse  dense  6" 0. (norm_diff (mv ~trans:`T m1_s v2) v4);
                                                   
    Alcotest.(check (float 1.e-10)) "sparse  sparse 7" 0. (norm_diff (mv m1_s v_s) v3);
    Alcotest.(check (float 1.e-10)) "sparse  sparse 8" 0. (norm_diff (mv ~trans:`T m1_s v2_s) v4);
  in

  let test_mm () =
    let x3   = gemm x1 x2 in
    let m3   = dense_of_mat  x3
    and m3_s = sparse_of_mat x3
    and m4   = dense_of_mat  x1 |> transpose
    and m4_s = sparse_of_mat x1 |> transpose
    and m5   = dense_of_mat  x2 |> transpose
    and m5_s = sparse_of_mat x2 |> transpose
    in
    let c1 = of_fun (Mat.dim1 x1) (Mat.dim2 x1) (fun i j -> x1.{i,j}) in
    let c2 = of_fun (Mat.dim1 x2) (Mat.dim2 x2) (fun i j -> x2.{i,j}) in
    let c3 = of_fun (Mat.dim1 x3) (Mat.dim2 x3) (fun i j -> x3.{i,j}) in
    let c4 = of_fun (dim1 m4) (dim2 m4) (fun i j -> get m4 i j ) in
    let c5 = of_fun (dim1 m5) (dim2 m5) (fun i j -> get m5 i j ) in
    Alcotest.(check (float 1.e-10)) "dense  dense   0" 0. (norm_diff m3 c3);
    Alcotest.(check (float 1.e-10)) "dense  dense   1" 0. (norm_diff (mm m1 m2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   2" 0. (norm_diff (mm c1 c2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   3" 0. (norm_diff (mm c1 m2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   4" 0. (norm_diff (mm c1 m2_s) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   5" 0. (norm_diff (mm m1 c2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   6" 0. (norm_diff (mm m1_s c2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   7" 0. (norm_diff (mm ~transa:`T m4 m2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   8" 0. (norm_diff (mm ~transa:`T c4 m2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   9" 0. (norm_diff (mm ~transb:`T m1 m5) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   10" 0. (norm_diff (mm ~transb:`T m1 c5) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   11" 0. (norm_diff (mm ~transa:`T ~transb:`T m2 m1) (transpose m3));
                                                   
    Alcotest.(check (float 1.e-10)) "dense  sparse  12" 0. (norm_diff (mm m1 m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  13" 0. (norm_diff (mm ~transa:`T m4 m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  14" 0. (norm_diff (mm ~transa:`T c4 m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  15" 0. (norm_diff (mm ~transb:`T m1 m5_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  16" 0. (norm_diff (transpose (mm m2 m1_s ~transa:`T ~transb:`T)) m3_s);

    Alcotest.(check (float 1.e-10)) "sparse dense   17" 0. (norm_diff (mm m1_s m2) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense   18" 0. (norm_diff (mm ~transa:`T m4_s m2) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense   19" 0. (norm_diff (mm ~transb:`T m1_s m5) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense   20" 0. (norm_diff (mm ~transb:`T m1_s c5) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense   21" 0. (norm_diff (transpose (mm m2_s m1 ~transa:`T ~transb:`T)) m3_s);

    Alcotest.(check (float 1.e-10)) "sparse sparse  22" 0. (norm_diff (mm m1_s m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse sparse  23" 0. (norm_diff (mm ~transa:`T m4_s m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse sparse  24" 0. (norm_diff (mm ~transb:`T m1_s m5_s) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse sparse  25" 0. (norm_diff (transpose (mm m2_s m1_s ~transa:`T ~transb:`T)) m3_s);
  in

  let test_solve () = 
    let x1 = Mat.map (fun x -> if abs_float x < 0.6 then 0. else x) (Mat.random 30 30)
    and x2 = Mat.map (fun x -> if abs_float x < 0.3 then 0. else x) (Mat.random 30 5)
    in

    let m1 = dense_of_mat x1
    and m2 = dense_of_mat x2
    in

    let m1_s = sparse_of_mat x1
    and m2_s = sparse_of_mat x2
    in

    let a = m1 and b = m2 in
    let x = ax_eq_b a b in
    Alcotest.(check (float 1.e-10)) "dense  dense  1" 0. (norm_diff (mm a x) b);

    let a = m1 and b = m2_s in
    let x = ax_eq_b a b in
    Alcotest.(check (float 1.e-10)) "dense  sparse 2" 0. (norm_diff (mm a x) b);

    let a = m1_s and b = m2 in
    let x = ax_eq_b a b in
    Alcotest.(check (float 1.e-10)) "sparse dense  3" 0. (norm_diff (mm a x) b);

    let a = m1_s and b = m2_s in
    let x = ax_eq_b a b in
    Alcotest.(check (float 1.e-10)) "sparse sparse 4" 0. (norm_diff (mm a x) b);
  in

  let test_split_join () = 
    let   m1_split = split_cols 7 m1 in
    let m1_s_split = split_cols 7 m1_s in
    let m2 = join_cols m1_split in
    let m2_s = join_cols m1_s_split in
    Alcotest.(check int) "length" 6 (List.length m1_split);
    Alcotest.(check int) "length" 6 (List.length m1_s_split);
    Alcotest.(check bool) "join" true (m1 = m2);
    Alcotest.(check bool) "join" true (m1_s = m2_s);
  in
  [
    "Conversion", `Quick, test_conversion;
    "Dimensions", `Quick, test_dimensions;
    "Transposition", `Quick, test_transpose;
    "Outer product", `Quick, test_outer;
    "Add sub", `Quick, test_add_sub;
    "Matrix Vector", `Quick, test_mv;
    "Matrix Matrix", `Quick, test_mm;
    "Linear solve",  `Quick, test_solve;
    "split_join",  `Quick, test_split_join;
  ]