On fast multiplication of a matrix by its transpose

We present a non-commutative algorithm for the multiplication of a 2x2-block-matrix by its transpose using 5 block products (3 recursive calls and 2 general products) over C or any finite field.We use geometric considerations on the space of bilinear forms describing 2x2 matrix products to obtain this algorithm and we show how to reduce the number of involved additions.The resulting algorithm for arbitrary dimensions is a reduction of multiplication of a matrix by its transpose to general matrix product, improving by a constant factor previously known reductions.Finally we propose schedules with low memory footprint that support a fast and memory efficient practical implementation over a finite field.To conclude, we show how to use our result in LDLT factorization.Comment: ISSAC 2020, Jul 2020, Kalamata, Greec

On fast multiplication of a matrix by its transpose

We present a non-commutative algorithm for the multiplication of a block-matrix by its transpose over C or any finite field using 5 recursive products. We use geometric considerations on the space of bilinear forms describing 2×2 matrix products to obtain this algorithm and we show how to reduce the number of involved additions. The resulting algorithm for arbitrary dimensions is a reduction of multiplication of a matrix by its transpose to general matrix product, improving by a constant factor previously known reductions. Finally we propose space and time efficient schedules that enable us to provide fast practical implementations for higher-dimensional matrix products

Tensor Transpose and Its Properties

Tensor transpose is a higher order generalization of matrix transpose. In this paper, we use permutations and symmetry group to define? the tensor transpose. Then we discuss the classification and composition of tensor transposes. Properties of tensor transpose are studied in relation to tensor multiplication, tensor eigenvalues, tensor decompositions and tensor rank

A pseudospectral matrix method for time-dependent tensor fields on a spherical shell

We construct a pseudospectral method for the solution of time-dependent, non-linear partial differential equations on a three-dimensional spherical shell. The problem we address is the treatment of tensor fields on the sphere. As a test case we consider the evolution of a single black hole in numerical general relativity. A natural strategy would be the expansion in tensor spherical harmonics in spherical coordinates. Instead, we consider the simpler and potentially more efficient possibility of a double Fourier expansion on the sphere for tensors in Cartesian coordinates. As usual for the double Fourier method, we employ a filter to address time-step limitations and certain stability issues. We find that a tensor filter based on spin-weighted spherical harmonics is successful, while two simplified, non-spin-weighted filters do not lead to stable evolutions. The derivatives and the filter are implemented by matrix multiplication for efficiency. A key technical point is the construction of a matrix multiplication method for the spin-weighted spherical harmonic filter. As example for the efficient parallelization of the double Fourier, spin-weighted filter method we discuss an implementation on a GPU, which achieves a speed-up of up to a factor of 20 compared to a single core CPU implementation.Comment: 33 pages, 9 figure

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