performance - How to speed up a C++ sparse matrix manipulation? -


i have small script manipulating sparse matrix in c++. works fine except taking time. since i'm doing manipulation on , over, critical speed up. appreciate idea.thanks

#include <stdio.h>      /* printf, scanf, puts, null */ #include <stdlib.h>     /* srand, rand */ #include <time.h>       /* time */ #include <iostream>     /* cout, fixed, scientific */ #include <string> #include <cmath> #include <vector> #include <list> #include <string> #include <sstream>      /* sjw 08/09/2010 */ #include <fstream> #include <eigen/dense> #include <eigen/sparse>  using namespace eigen; using namespace std;  sparsematrix<double> matmaker (int n1, int n2, double prob) {    matrixxd = (matrixxd::random(n1, n2) + matrixxd::ones(n1, n2))/2;    = (a.array() > prob).select(0, a);    return a.sparseview(); }  ////////////////this needs optimized///////////////////// int sd_func(sparsematrix<double> &w, vectorxd &stvec, sparsematrix<double>   &wo, int taur, int taud) { w = w + 1/taur*(wo - w);  (int k = 0; k < w.outersize(); ++k)     (sparsematrix<double>::inneriterator it(w, k); it; ++it)         w.coeffref(it.row(),it.col()) = it.value() * (1-stvec(it.col())/taud);  return 1; }   int main () { sparsematrix<double> wo = matmaker(5000, 5000, 0.1); sparsematrix<double> w = matmaker(5000, 5000, 0.1); vectorxd stvec = vectorxd::random(5000);  clock_t tsd1,tsd2; float timesd = 0.0; tsd1 = clock();  ///////////////////////////////// way speed function??????? sd_func(w, stvec, wo, 8000, 50); //////////////////////////////// ??????????  tsd2 = clock(); timesd += (tsd2 - tsd1);  cout<<"sd time: " << timesd / clocks_per_sec << " s" << endl;  return 0; }

the critical performance improvement (imo) can make not use w.coeffref(it.row(),it.col()). performs binary search in w element each time. using sparsematrix<double>::inneriterator it(w, k); simple change function skip binary search:

int sd_func_2(sparsematrix<double> &w, vectorxd &stvec, sparsematrix<double>   &wo, int taur, int taud) {     w = w + 1/taur*(wo - w);     double taudinv = 1./taud;     (int k = 0; k < w.outersize(); ++k)         (sparsematrix<double>::inneriterator it(w, k); it; ++it)             it.valueref() *= (1-stvec(it.col())*taudinv);      return 1; }

this results in x3 speedup. note i've incorporated @dshin's comment multiplying faster division, performance improvement 90% removing binary search, 10% multiplication vs. division.


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