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Practical Sparse Matrices in C++ with Hybrid Storage and Template-Based Expression Optimisation
Despite the importance of sparse matrices in numerous fields of science,
software implementations remain difficult to use for non-expert users,
generally requiring the understanding of underlying details of the chosen
sparse matrix storage format. In addition, to achieve good performance, several
formats may need to be used in one program, requiring explicit selection and
conversion between the formats. This can be both tedious and error-prone,
especially for non-expert users. Motivated by these issues, we present a
user-friendly and open-source sparse matrix class for the C++ language, with a
high-level application programming interface deliberately similar to the widely
used MATLAB language. This facilitates prototyping directly in C++ and aids the
conversion of research code into production environments. The class internally
uses two main approaches to achieve efficient execution: (i) a hybrid storage
framework, which automatically and seamlessly switches between three underlying
storage formats (compressed sparse column, Red-Black tree, coordinate list)
depending on which format is best suited and/or available for specific
operations, and (ii) a template-based meta-programming framework to
automatically detect and optimise execution of common expression patterns.
Empirical evaluations on large sparse matrices with various densities of
non-zero elements demonstrate the advantages of the hybrid storage framework
and the expression optimisation mechanism.Comment: extended and revised version of an earlier conference paper
arXiv:1805.0338
Practical Sparse Matrices in C++ with Hybrid Storage and Template-Based Expression Optimisation
Despite the importance of sparse matrices in numerous fields of science,
software implementations remain difficult to use for non-expert users,
generally requiring the understanding of underlying details of the chosen
sparse matrix storage format. In addition, to achieve good performance, several
formats may need to be used in one program, requiring explicit selection and
conversion between the formats. This can be both tedious and error-prone,
especially for non-expert users. Motivated by these issues, we present a
user-friendly and open-source sparse matrix class for the C++ language, with a
high-level application programming interface deliberately similar to the widely
used MATLAB language. This facilitates prototyping directly in C++ and aids the
conversion of research code into production environments. The class internally
uses two main approaches to achieve efficient execution: (i) a hybrid storage
framework, which automatically and seamlessly switches between three underlying
storage formats (compressed sparse column, Red-Black tree, coordinate list)
depending on which format is best suited and/or available for specific
operations, and (ii) a template-based meta-programming framework to
automatically detect and optimise execution of common expression patterns.
Empirical evaluations on large sparse matrices with various densities of
non-zero elements demonstrate the advantages of the hybrid storage framework
and the expression optimisation mechanism.Comment: extended and revised version of an earlier conference paper
arXiv:1805.0338
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