[Rcpp-devel] Sparse matrices with RcppArmadillo

On Sat, Dec 8, 2012 at 10:35 AM, c s <conradsand.arma at gmail.com
<mailto:conradsand.arma at gmail.com>> wrote:

    Armadillo sparse matrices are stored in Compressed Sparse Column format:

    http://en.wikipedia.org/wiki/Sparse_matrix#Compressed_sparse_column_.28CSC_or_CCS.29

    This layout is used by a majority of external solvers.

    It would be far more efficient to take this layout into account when
    copying matrices, instead of blindly (and slowly) copying element by
    element.


dgCMatrix objects also use compressed sparse column format with
zero-based indices so it is likely that it would only be necessary to
copy the contents of the arrays of column pointers (the "p" slot), row
indices (the "i" slot) and values of the non-zeros (the "x" slot).  It
may even be possible to just map the pointers for a read-only sparse matrix.

Romain:
  In general it is very slow to insert non-zero elements into this
format.  In the worst case the entire structure must be copied and
extended for each insertion.  We have to keep telling people about this
when they tell us that sparse matrices in R are so slow to work with.

  You have seen what the layout of a dgCMatrix is so it is only
necessary to find the desired components of a arma::sp_mat object.  I'll
take a look once I get some things installed.  If it is desirable the as
and wrap methods for the Eigen::SparseMatrix<T> and
Eigen::MappedSparseMatrix<T> classes should be fairly easy to adapt for
arma::sp_mat class.

    On Sunday, December 9, 2012, Romain Francois
    <romain at r-enthusiasts.com <mailto:romain at r-enthusiasts.com>> wrote:

     > Le 08/12/12 09:45, S?ren H?jsgaard a ?crit :

     >>
     >> Dear all,
     >>
     >> I want to use a matrix (of type "dgCMatrix" from the Matrix

    package) in RcppArmadillo, so I do:

     >>
     >> library(inline)
     >> src <- '
     >> using namespace arma;
     >> using namespace Rcpp;
     >> SpMat<double> X = as<SpMat<double> >(XX_);
     >> '
     >> foo <- cxxfunction(signature(XX_=""), body=src,

    plugin="RcppArmadillo")

     >>
     >> - but this fails. It seems to me (browsing the web) that SpMat

    are supported, but I might be wrong here. I have no indication that
    dgCMatrix matrices can be "converted" to SpMat's. I know that I can
    work with dgCMatrix matrices with RcppEigen, but what I need is to
    extract submatrices and that is very easy to do with RcppArmadillo.

     >>
     >> Any thoughts? Thanks in advance.
     >> Regards
     >> S?ren

     >
     > Doug might know better about the internals of Matrix types. This

    is just following the recipee from how these are handled in RcppEigen:

     >
     > #include <RcppArmadillo.h>
     > // [[Rcpp::depends(RcppArmadillo)]]
     > using namespace Rcpp ;
     >
     > // [[Rcpp::export]]
     > void convert(S4 mat){
     >     IntegerVector dims = mat.slot( "Dim" ) ;
     >     IntegerVector i = mat.slot( "i" ) ;
     >     IntegerVector p = mat.slot( "p" ) ;
     >     NumericVector x = mat.slot( "x" ) ;
     >
     >     int nrow = dims[0], ncol = dims[1] ;
     >     arma::sp_mat res( nrow, ncol) ;
     >     for(int j = 0; j < ncol; ++j) {
     >         for (int k = p[j]; k < p[j + 1]; ++k) res( i[k], j ) = x[k];
     >     }
     >     std::cout << res << std::endl ;
     >
     > }
     >
     >
     > /*** R
     >     require(Matrix)
     >     i <- c(1,3:8); j <- c(2,9,6:10); x <- 7 * (1:7)
     >     ( A <- sparseMatrix(i, j, x = x) )
     >
     >     convert(A)
     > ***/
     >
     > I don't think there is a better way to fill multiple values ina

    SpMat, maybe Conrad has insights.

     >
     > Romain