dynare/dynare++/tl/cc/sparse_tensor.cweb

@q $Id: sparse_tensor.cweb 1258 2007-05-11 13:59:10Z kamenik $ @>
@q Copyright 2004, Ondra Kamenik @>

@ Start of {\tt sparse\_tensor.cpp} file.

@c
#include "sparse_tensor.h"
#include "fs_tensor.h"
#include "tl_exception.h"

#include <cmath>

@<|SparseTensor::insert| code@>;
@<|SparseTensor::isFinite| code@>;
@<|SparseTensor::getFoldIndexFillFactor| code@>;
@<|SparseTensor::getUnfoldIndexFillFactor| code@>;
@<|SparseTensor::print| code@>;
@<|FSSparseTensor| constructor code@>;
@<|FSSparseTensor| copy constructor code@>;
@<|FSSparseTensor::insert| code@>;
@<|FSSparseTensor::multColumnAndAdd| code@>;
@<|FSSparseTensor::print| code@>;
@<|GSSparseTensor| slicing constructor@>;
@<|GSSparseTensor::insert| code@>;
@<|GSSparseTensor::print| code@>;

@ This is straightforward. Before we insert anything, we do a few
checks. Then we reset |first_nz_row| and |last_nz_row| if necessary.

@<|SparseTensor::insert| code@>=
void SparseTensor::insert(const IntSequence& key, int r, double c)
{
	TL_RAISE_IF(r < 0 || r >= nr,
				"Row number out of dimension of tensor in SparseTensor::insert");
	TL_RAISE_IF(key.size() != dimen(),
				"Wrong length of key in SparseTensor::insert");
	TL_RAISE_IF(! std::isfinite(c),
				"Insertion of non-finite value in SparseTensor::insert");

	iterator first_pos = m.lower_bound(key);
	@<check that pair |key| and |r| is unique@>;
	m.insert(first_pos, Map::value_type(key, Item(r,c)));
	if (first_nz_row > r)
		first_nz_row = r;
	if (last_nz_row < r)
		last_nz_row = r;
}

@ 
@<check that pair |key| and |r| is unique@>=
	iterator last_pos = m.upper_bound(key);
	for (iterator it = first_pos; it != last_pos; ++it)
		if ((*it).second.first == r) {
			TL_RAISE("Duplicate <key, r> insertion in SparseTensor::insert");
			return;
		}

@ This returns true if all items are finite (not Nan nor Inf).
@<|SparseTensor::isFinite| code@>=
bool SparseTensor::isFinite() const
{
	bool res = true;
	const_iterator run = m.begin();
	while (res && run != m.end()) {
		if (! std::isfinite((*run).second.second))
			res = false;
		++run;
	}
	return res;
}

@ This returns a ratio of a number of non-zero columns in folded
tensor to the total number of columns.

@<|SparseTensor::getFoldIndexFillFactor| code@>=
double SparseTensor::getFoldIndexFillFactor() const
{
	int cnt = 0;
	const_iterator start_col = m.begin();
	while (start_col != m.end()) {
		cnt++;
		const IntSequence& key = (*start_col).first;
		start_col = m.upper_bound(key);
	}

	return ((double)cnt)/ncols();
}

@ This returns a ratio of a number of non-zero columns in unfolded
tensor to the total number of columns.

@<|SparseTensor::getUnfoldIndexFillFactor| code@>=
double SparseTensor::getUnfoldIndexFillFactor() const
{
	int cnt = 0;
	const_iterator start_col = m.begin();
	while (start_col != m.end()) {
		const IntSequence& key = (*start_col).first;
		Symmetry s(key);
		cnt += Tensor::noverseq(s);
		start_col = m.upper_bound(key);
	}

	return ((double)cnt)/ncols();
}



@ This prints the fill factor and all items.
@<|SparseTensor::print| code@>=
void SparseTensor::print() const
{
	printf("Fill: %3.2f %%\n", 100*getFillFactor());
	const_iterator start_col = m.begin();
	while (start_col != m.end()) {
		const IntSequence& key = (*start_col).first;
		printf("Column: ");key.print();
		const_iterator end_col = m.upper_bound(key);
		int cnt = 1;
		for (const_iterator run = start_col; run != end_col; ++run, cnt++) {
			if ((cnt/7)*7 == cnt)
				printf("\n");
			printf("%d(%6.2g)  ", (*run).second.first, (*run).second.second);
		}
		printf("\n");
		start_col = end_col;
	}
}



@ 
@<|FSSparseTensor| constructor code@>=
FSSparseTensor::FSSparseTensor(int d, int nvar, int r)
	: SparseTensor(d, r, FFSTensor::calcMaxOffset(nvar, d)),
	  nv(nvar), sym(d)
{}

@ 
@<|FSSparseTensor| copy constructor code@>=
FSSparseTensor::FSSparseTensor(const FSSparseTensor& t)
	: SparseTensor(t),
	  nv(t.nvar()), sym(t.sym)
{}

@ 
@<|FSSparseTensor::insert| code@>=
void FSSparseTensor::insert(const IntSequence& key, int r, double c)
{
	TL_RAISE_IF(!key.isSorted(),
				"Key is not sorted in FSSparseTensor::insert");
	TL_RAISE_IF(key[key.size()-1] >= nv || key[0] < 0,
				"Wrong value of the key in FSSparseTensor::insert"); 
	SparseTensor::insert(key, r, c);
}

@ We go through the tensor |t| which is supposed to have single
column. If the item of |t| is nonzero, we make a key by sorting the
index, and then we go through all items having the same key (it is its
column), obtain the row number and the element, and do the
multiplication.

The test for non-zero is |a != 0.0|, since there will be items which
are exact zeros.

I have also tried to make the loop through the sparse tensor outer, and
find index of tensor |t| within the loop. Surprisingly, it is little
slower (for monomial tests with probability of zeros equal 0.3). But
everything depends how filled is the sparse tensor.

@<|FSSparseTensor::multColumnAndAdd| code@>=
void FSSparseTensor::multColumnAndAdd(const Tensor& t, Vector& v) const
{
	@<check compatibility of input parameters@>;
	for (Tensor::index it = t.begin(); it != t.end(); ++it) {
		int ind = *it;
		double a = t.get(ind, 0); 
		if (a != 0.0) {
			IntSequence key(it.getCoor());
			key.sort();
			@<check that |key| is within the range@>;
			const_iterator first_pos = m.lower_bound(key);
			const_iterator last_pos = m.upper_bound(key);
			for (const_iterator cit = first_pos; cit != last_pos; ++cit) {
				int r = (*cit).second.first;
				double c = (*cit).second.second;
				v[r] += c * a;
			}
		}
	}
}


@ 
@<check compatibility of input parameters@>=
	TL_RAISE_IF(v.length() != nrows(),
				"Wrong size of output vector in FSSparseTensor::multColumnAndAdd");
	TL_RAISE_IF(t.dimen() != dimen(),
				"Wrong dimension of tensor in FSSparseTensor::multColumnAndAdd");
	TL_RAISE_IF(t.ncols() != 1,
				"The input tensor is not single-column in FSSparseTensor::multColumnAndAdd");


@ 
@<check that |key| is within the range@>=
	TL_RAISE_IF(key[0] < 0 || key[key.size()-1] >= nv,
				"Wrong coordinates of index in FSSparseTensor::multColumnAndAdd");

@ 
@<|FSSparseTensor::print| code@>=
void FSSparseTensor::print() const
{
	printf("FS Sparse tensor: dim=%d, nv=%d, (%dx%d)\n", dim, nv, nr, nc);
	SparseTensor::print();
}

@ This is the same as |@<|FGSTensor| slicing from |FSSparseTensor|@>|. 
@<|GSSparseTensor| slicing constructor@>=
GSSparseTensor::GSSparseTensor(const FSSparseTensor& t, const IntSequence& ss,
							   const IntSequence& coor, const TensorDimens& td)
	: SparseTensor(td.dimen(), t.nrows(), td.calcFoldMaxOffset()),
	  tdims(td)
{
	@<set |lb| and |ub| to lower and upper bounds of slice indices@>;

	FSSparseTensor::const_iterator lbi = t.getMap().lower_bound(lb);
	FSSparseTensor::const_iterator ubi = t.getMap().upper_bound(ub);
	for (FSSparseTensor::const_iterator run = lbi; run != ubi; ++run) {
		if (lb.lessEq((*run).first) && (*run).first.lessEq(ub)) {
			IntSequence c((*run).first);
			c.add(-1, lb);
			insert(c, (*run).second.first, (*run).second.second);
		}
	}

}

@ This is the same as |@<set |lb| and |ub| to lower and upper bounds
of indices@>| in {\tt gs\_tensor.cpp}, see that file for details.

@<set |lb| and |ub| to lower and upper bounds of slice indices@>=
	IntSequence s_offsets(ss.size(), 0);
	for (int i = 1; i < ss.size(); i++)
		s_offsets[i] = s_offsets[i-1] + ss[i-1];

	IntSequence lb(coor.size());
	IntSequence ub(coor.size());
	for (int i = 0; i < coor.size(); i++) {
		lb[i] = s_offsets[coor[i]];
		ub[i] = s_offsets[coor[i]] + ss[coor[i]] - 1;
	}


@ 
@<|GSSparseTensor::insert| code@>=
void GSSparseTensor::insert(const IntSequence& s, int r, double c)
{
	TL_RAISE_IF(! s.less(tdims.getNVX()),
				"Wrong coordinates of index in GSSparseTensor::insert");
	SparseTensor::insert(s, r, c);
}

@ 
@<|GSSparseTensor::print| code@>=
void GSSparseTensor::print() const
{
	printf("GS Sparse tensor: (%dx%d)\nSymmetry: ", nr, nc);
	tdims.getSym().print();
	printf("NVS: ");
	tdims.getNVS().print();
	SparseTensor::print();
}

@ End of {\tt sparse\_tensor.cpp} file.