QCaml/Utils/Matrix.ml

open Lacaml.D

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

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

let epsilon = Constants.epsilon

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


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


let dim1 = function
  | Dense  m -> Mat.dim1 m
  | Sparse {m ; n ; v} -> m


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


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


let sparse_of_dense ?(threshold=epsilon) = function
  | Sparse _ -> invalid_arg "Expected a dense matrix"
  | 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}


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


let dense_of_mat m = Dense m


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 

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


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.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
          |> Vector.sparse_of_assoc_list (Vector.dim v1)
        )
    in
    Sparse {m=Vector.dim v1 ; n=Vector.dim v2 ; v}



let 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
      invalid_arg "Inconsistent dimensions";

  (* 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

  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


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 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, true   -> spmv a b
    | Sparse a, false  -> spmv a b
  in

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


let rec pp_matrix ppf = function
  | Dense  m -> Util.pp_matrix ppf m
  | Sparse m -> pp_matrix ppf @@ dense_of_sparse (Sparse 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_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
    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 ~transa:`T m4 m2) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   3" 0. (norm_diff (mm ~transb:`T m1 m5) m3);
    Alcotest.(check (float 1.e-10)) "dense  dense   4" 0. (norm_diff (mm ~transa:`T ~transb:`T m2 m1) (transpose m3));
                                                   
    Alcotest.(check (float 1.e-10)) "dense  sparse  5" 0. (norm_diff (mm m1 m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  6" 0. (norm_diff (mm ~transa:`T m4 m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  7" 0. (norm_diff (mm ~transb:`T m1 m5_s) m3_s);
    Alcotest.(check (float 1.e-10)) "dense  sparse  8" 0. (norm_diff (transpose (mm m2 m1_s ~transa:`T ~transb:`T)) m3_s);

    Alcotest.(check (float 1.e-10)) "sparse dense   9" 0. (norm_diff (mm m1_s m2) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense  10" 0. (norm_diff (mm ~transa:`T m4_s m2) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense  11" 0. (norm_diff (mm ~transb:`T m1_s m5) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse dense  12" 0. (norm_diff (transpose (mm m2_s m1 ~transa:`T ~transb:`T)) m3_s);

    Alcotest.(check (float 1.e-10)) "sparse sparse 13" 0. (norm_diff (mm m1_s m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse sparse 14" 0. (norm_diff (mm ~transa:`T m4_s m2_s) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse sparse 15" 0. (norm_diff (mm ~transb:`T m1_s m5_s) m3_s);
    Alcotest.(check (float 1.e-10)) "sparse sparse 16" 0. (norm_diff (transpose (mm m2_s m1_s ~transa:`T ~transb:`T)) m3_s);
  in
  [
    "Conversion", `Quick, test_conversion;
    "Dimensions", `Quick, test_dimensions;
    "Transposition", `Quick, test_transpose;
    "Outer product", `Quick, test_outer;
    "Matrix Vector", `Quick, test_mv;
    "Matrix Matrix", `Quick, test_mm;
  ]