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Optimization for use_dll at 2nd and 3rd order 

When creating the sparse matrix (in MATLAB or C mode), since storage is in
column-major order, output the first column, then the second, then the third.
This gives a significant performance boost in use_dll mode (at both compilation
and runtime), because it facilitates memory accesses and expression reusage.
issue#70
Sébastien Villemot 2018-11-19 15:18:09 +01:00
parent b524e19cde
commit 33994dde03
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 96 additions and 64 deletions
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80
src/DynamicModel.cc
View File

@ -2551,6 +2551,13 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
temporary_terms_idxs,
hessian_tt_output, output_type, tef_terms);
/* When creating the sparse matrix (in MATLAB or C mode), since storage
is in column-major order, output the first column, then the second,
then the third. This gives a significant performance boost in use_dll
mode (at both compilation and runtime), because it facilitates memory
accesses and expression reusage. */
ostringstream col0_output, col1_output, col2_output;
int k = 0; // Keep the line of a 2nd derivative in v2
for (const auto & second_derivative : derivatives[2])
{
@ -2574,16 +2581,16 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
}
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, col0_output, k, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, col1_output, k, 1, output_type);
col1_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
hessian_output << ";" << endl;
sparseHelper(2, col2_output, k, 2, output_type);
col2_output << "=";
d2->writeOutput(col2_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
col2_output << ";" << endl;
k++;
}
@ -2595,20 +2602,23 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
<< for_sym.str() << endl;
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, col0_output, k, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
sparseHelper(2, col1_output, k, 1, output_type);
col1_output << "=" << col_nb_sym + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
sparseHelper(2, hessian_output, k-1, 2, output_type);
hessian_output << ";" << endl;
sparseHelper(2, col2_output, k, 2, output_type);
col2_output << "=";
sparseHelper(2, col2_output, k-1, 2, output_type);
col2_output << ";" << endl;
k++;
}
}
if (output_type != ExprNodeOutputType::juliaDynamicModel)
hessian_output << col0_output.str() << col1_output.str() << col2_output.str();
}
// Writing third derivatives
@ -2619,6 +2629,9 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
temporary_terms_idxs,
third_derivatives_tt_output, output_type, tef_terms);
// See comment above for 2nd order
ostringstream col0_output, col1_output, col2_output;
int k = 0; // Keep the line of a 3rd derivative in v3
for (const auto & third_derivative : derivatives[3])
{
@ -2643,16 +2656,16 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
}
else
{
sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, col0_output, k, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 1, output_type);
third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, col1_output, k, 1, output_type);
col1_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
third_derivatives_output << ";" << endl;
sparseHelper(3, col2_output, k, 2, output_type);
col2_output << "=";
d3->writeOutput(col2_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
col2_output << ";" << endl;
}
// Compute the column numbers for the 5 other permutations of (id1,id2,id3)
@ -2672,21 +2685,24 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
<< for_sym.str() << endl;
else
{
sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, col0_output, k+k2, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
third_derivatives_output << "=" << col + 1 << ";" << endl;
sparseHelper(3, col1_output, k+k2, 1, output_type);
col1_output << "=" << col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << ";" << endl;
sparseHelper(3, col2_output, k+k2, 2, output_type);
col2_output << "=";
sparseHelper(3, col2_output, k, 2, output_type);
col2_output << ";" << endl;
k2++;
}
k += k2;
}
if (output_type != ExprNodeOutputType::juliaDynamicModel)
third_derivatives_output << col0_output.str() << col1_output.str() << col2_output.str();
}
if (output_type == ExprNodeOutputType::matlabDynamicModel)

80
src/StaticModel.cc
View File

@ -1567,6 +1567,13 @@ StaticModel::writeStaticModel(const string &basename,
temporary_terms_idxs,
hessian_tt_output, output_type, tef_terms);
/* When creating the sparse matrix (in MATLAB or C mode), since storage
is in column-major order, output the first column, then the second,
then the third. This gives a significant performance boost in use_dll
mode (at both compilation and runtime), because it facilitates memory
accesses and expression reusage. */
ostringstream col0_output, col1_output, col2_output;
int k = 0; // Keep the line of a 2nd derivative in v2
for (const auto & second_derivative : derivatives[2])
{
@ -1592,16 +1599,16 @@ StaticModel::writeStaticModel(const string &basename,
}
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, col0_output, k, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, col1_output, k, 1, output_type);
col1_output << "=" << col_nb + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
hessian_output << ";" << endl;
sparseHelper(2, col2_output, k, 2, output_type);
col2_output << "=";
d2->writeOutput(col2_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
col2_output << ";" << endl;
k++;
}
@ -1613,20 +1620,23 @@ StaticModel::writeStaticModel(const string &basename,
<< for_sym.str() << endl;
else
{
sparseHelper(2, hessian_output, k, 0, output_type);
hessian_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, col0_output, k, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 1, output_type);
hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
sparseHelper(2, col1_output, k, 1, output_type);
col1_output << "=" << col_nb_sym + 1 << ";" << endl;
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
sparseHelper(2, hessian_output, k-1, 2, output_type);
hessian_output << ";" << endl;
sparseHelper(2, col2_output, k, 2, output_type);
col2_output << "=";
sparseHelper(2, col2_output, k-1, 2, output_type);
col2_output << ";" << endl;
k++;
}
}
if (output_type != ExprNodeOutputType::juliaDynamicModel)
hessian_output << col0_output.str() << col1_output.str() << col2_output.str();
}
// Writing third derivatives
@ -1637,6 +1647,9 @@ StaticModel::writeStaticModel(const string &basename,
temporary_terms_idxs,
third_derivatives_tt_output, output_type, tef_terms);
// See comment above for 2nd order
ostringstream col0_output, col1_output, col2_output;
int k = 0; // Keep the line of a 3rd derivative in v3
for (const auto & third_derivative : derivatives[3])
{
@ -1660,16 +1673,16 @@ StaticModel::writeStaticModel(const string &basename,
}
else
{
sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, col0_output, k, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 1, output_type);
third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, col1_output, k, 1, output_type);
col1_output << "=" << ref_col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
third_derivatives_output << ";" << endl;
sparseHelper(3, col2_output, k, 2, output_type);
col2_output << "=";
d3->writeOutput(col2_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
col2_output << ";" << endl;
}
// Compute the column numbers for the 5 other permutations of (id1,id2,id3)
@ -1689,21 +1702,24 @@ StaticModel::writeStaticModel(const string &basename,
<< for_sym.str() << endl;
else
{
sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, col0_output, k+k2, 0, output_type);
col0_output << "=" << eq + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
third_derivatives_output << "=" << col + 1 << ";" << endl;
sparseHelper(3, col1_output, k+k2, 1, output_type);
col1_output << "=" << col + 1 << ";" << endl;
sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << ";" << endl;
sparseHelper(3, col2_output, k+k2, 2, output_type);
col2_output << "=";
sparseHelper(3, col2_output, k, 2, output_type);
col2_output << ";" << endl;
k2++;
}
k += k2;
}
if (output_type != ExprNodeOutputType::juliaDynamicModel)
third_derivatives_output << col0_output.str() << col1_output.str() << col2_output.str();
}
if (output_type == ExprNodeOutputType::matlabStaticModel)