October 02, 2008 Matrix/Linear Algebra Library? | |
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Does anyone have a recommendation for a linear algebra library in D? I need to do a singular value decomposition on large sparse matrices (approx 100,000 x 100,000). I've glanced at the Blade library, on DSource, but my linear algebra is a bit rusty, and I can't tell whether the library simply lacks the ability to do an SVD or whether it can be done, but only by composing other operations. Thanks! --benji |

October 02, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Benji Smith | ```
You need something like ARPACK to do SVD on large sparse matrices.
I have implemented a wrapper for Python before. And I could use one
for D right now too, but I haven't done it yet.
I have a bunch of other linear algebra wrappers in my MultiArray
project on dsource, including LAPACK which can do SVD on dense
matrices.
There's also GSL wrappers someone contributed in the bindings project.
I don't know much about it, but supposedly it at least contains BLAS
wrappers. I don't know if it has anything much beyond that though.
If I needed something like this today, I'd put an Arpack wrapper into
multiarray, following the pattern used by the Blas, Lapack, SuperLU,
Umfpack, and Taucs wrappers I've already written. Arpack isn't
exactly easy to call directly, so then I'd follow up by looking into
what SciPy has got for Arpack wrappers these days and try porting that
to D.
--bb
On Fri, Oct 3, 2008 at 6:50 AM, Benji Smith <dlanguage@benjismith.net> wrote:
> Does anyone have a recommendation for a linear algebra library in D?
>
> I need to do a singular value decomposition on large sparse matrices (approx
> 100,000 x 100,000).
>
> I've glanced at the Blade library, on DSource, but my linear algebra is a
> bit rusty, and I can't tell whether the library simply lacks the ability to
> do an SVD or whether it can be done, but only by composing other operations.
>
> Thanks!
>
> --benji
>
``` |

October 02, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Benji Smith | ```
Oh, and Blade is a very low-level library aimed at optimizing the very
simplest linear algebra expressions like vector+vector. Last I
checked it didn't contain any matrix ops at all. And it seems like
Don is frying different fish these days (like Tango BigInt).
--bb
On Fri, Oct 3, 2008 at 6:50 AM, Benji Smith <dlanguage@benjismith.net> wrote:
> Does anyone have a recommendation for a linear algebra library in D?
>
> I need to do a singular value decomposition on large sparse matrices (approx
> 100,000 x 100,000).
>
> I've glanced at the Blade library, on DSource, but my linear algebra is a
> bit rusty, and I can't tell whether the library simply lacks the ability to
> do an SVD or whether it can be done, but only by composing other operations.
>
> Thanks!
>
> --benji
>
``` |

October 02, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Benji Smith | I used LinAlg of the Shark-Project for SVD but is has no sparse matrix support and is C++. http://shark-project.sourceforge.net/ GNU Scientific Library http://www.gnu.org/software/gsl/ http://www.gnu.org/software/gsl/manual/html_node/Singular-Value-Decomposition.html It seem to have no sparse matrix support but there are bindings in http://www.dsource.org/projects/bindings/browser/trunk/gsl SVDLIBC http://tedlab.mit.edu/~dr/SVDLIBC/ It has sparse matrix support but you have to make bindings yourself or try bcd for that http://www.dsource.org/projects/bcd NumPy http://www.scipy.org/doc/numpy_api_docs/numpy.linalg.linalg.html#svd I've never used Python but there is Kirks well known pyd for interfacing between Python and D. Sure you need SVD? Often it is used for least squares fitting or pseudoinverse. So depending on what you are doing there may be weaker alternatives like Moore-Penrose pseudoinverse. |

October 03, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Oliver Dathe | ```
Oliver Dathe wrote:
> Sure you need SVD? Often it is used for least squares fitting or
> pseudoinverse. So depending on what you are doing there may be weaker
> alternatives like Moore-Penrose pseudoinverse.
Yeah, actually, I definitely need SVD. I'm putting together an LSA
algorithm for a machine-learning project.
My first instinct was to use Colt & JAMA (both Java libs) since the rest
of the project is in Java. But I thought it would be interesting to
compare the Java implementation with one in D, both performance-wise and
API-wise.
Thanks, everybody, for your quick responses!
--benji
``` |

October 03, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Bill Baxter | Bill Baxter wrote: > Oh, and Blade is a very low-level library aimed at optimizing the very > simplest linear algebra expressions like vector+vector. Last I > checked it didn't contain any matrix ops at all. And it seems like > Don is frying different fish these days (like Tango BigInt). It's pretty much obselete now that array ops are in the language. That always happens to my most interesting, sophisticated code -- Walter turns it into a one-liner. BTW BigInt will eventually get to Phobos, too. > > --bb > > On Fri, Oct 3, 2008 at 6:50 AM, Benji Smith <dlanguage@benjismith.net> wrote: >> Does anyone have a recommendation for a linear algebra library in D? >> >> I need to do a singular value decomposition on large sparse matrices (approx >> 100,000 x 100,000). >> >> I've glanced at the Blade library, on DSource, but my linear algebra is a >> bit rusty, and I can't tell whether the library simply lacks the ability to >> do an SVD or whether it can be done, but only by composing other operations. >> >> Thanks! >> >> --benji >> |

October 03, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Don Clugston | On 2008-10-03 10:27:27 +0200, Don Clugston <nospam@nospam.com> said: > Bill Baxter wrote: >> Oh, and Blade is a very low-level library aimed at optimizing the very >> simplest linear algebra expressions like vector+vector. Last I >> checked it didn't contain any matrix ops at all. And it seems like >> Don is frying different fish these days (like Tango BigInt). > > It's pretty much obselete now that array ops are in the language. That > always happens to my most interesting, sophisticated code -- Walter > turns it into a one-liner. > > BTW BigInt will eventually get to Phobos, too. > > >> >> --bb >> >> On Fri, Oct 3, 2008 at 6:50 AM, Benji Smith <dlanguage@benjismith.net> wrote: >>> Does anyone have a recommendation for a linear algebra library in D? >>> >>> I need to do a singular value decomposition on large sparse matrices (approx >>> 100,000 x 100,000). >>> >>> I've glanced at the Blade library, on DSource, but my linear algebra is a >>> bit rusty, and I can't tell whether the library simply lacks the ability to >>> do an SVD or whether it can be done, but only by composing other operations. >>> >>> Thanks! >>> >>> --benji I have written dense multidimensional arrays in D. They provide some wrapper to various Lapack functions (through Bill's wrappers). The library is available at http://github.com/fawzi SVD is also there, but just for *dense* matrixes. Bill's wrappers and his dflat also work with sparse matrixes. Actually I think that you should think more about your problem If you need full SVD U and V matrixes are *full* even if A is sparse. 100'000x100'000 double matrix ~74GB, floats is half of it, but you have at least two matrixes. Either you have really big resources, or you switch to a cluster and scalapack, or (better) you reformulate your problem so that you either need just a partial decomposition, or you can solve it iteratively. Fawzi |

October 03, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Fawzi Mohamed | ```
On 2008-10-03 11:46:11 +0200, Fawzi Mohamed <fmohamed@mac.com> said:
> On 2008-10-03 10:27:27 +0200, Don Clugston <nospam@nospam.com> said:
>
>> Bill Baxter wrote:
>>> Oh, and Blade is a very low-level library aimed at optimizing the very
>>> simplest linear algebra expressions like vector+vector. Last I
>>> checked it didn't contain any matrix ops at all. And it seems like
>>> Don is frying different fish these days (like Tango BigInt).
>>
>> It's pretty much obselete now that array ops are in the language. That
>> always happens to my most interesting, sophisticated code -- Walter
>> turns it into a one-liner.
>>
>> BTW BigInt will eventually get to Phobos, too.
>>
>>
>>>
>>> --bb
>>>
>>> On Fri, Oct 3, 2008 at 6:50 AM, Benji Smith <dlanguage@benjismith.net> wrote:
>>>> Does anyone have a recommendation for a linear algebra library in D?
>>>>
>>>> I need to do a singular value decomposition on large sparse matrices (approx
>>>> 100,000 x 100,000).
>>>>
>>>> I've glanced at the Blade library, on DSource, but my linear algebra is a
>>>> bit rusty, and I can't tell whether the library simply lacks the ability to
>>>> do an SVD or whether it can be done, but only by composing other operations.
>>>>
>>>> Thanks!
>>>>
>>>> --benji
>
> I have written dense multidimensional arrays in D.
> They provide some wrapper to various Lapack functions (through Bill's
> wrappers).
> The library is available at
> http://github.com/fawzi
> SVD is also there, but just for *dense* matrixes.
> Bill's wrappers and his dflat also work with sparse matrixes.
>
> Actually I think that you should think more about your problem
> If you need full SVD U and V matrixes are *full* even if A is sparse.
> 100'000x100'000 double matrix ~74GB, floats is half of it, but you have
> at least two matrixes.
>
> Either you have really big resources, or you switch to a cluster and
> scalapack, or (better) you reformulate your problem so that you either
> need just a partial decomposition, or you can solve it iteratively.
>
> Fawzi
Probably if you want least square approximation (that is what you meant
with LSA?) some kind of direct minimizer is the way to go (but be
careful the problem might ill conditioned).
Fawzi
``` |

October 03, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Fawzi Mohamed | ```
Fawzi Mohamed Wrote:
[...]
> Probably if you want least square approximation (that is what you meant
> with LSA?) some kind of direct minimizer is the way to go (but be
> careful the problem might ill conditioned).
> Fawzi
>
You normally use SVD only if the system is ill conditioned. Otherwise check
for a conjugate gradient method (if the matrix is symmetric), or do some
sort of pre-conditioning. But then again, the last time I did CFD was some
10 years ago.
Ciao
Tom
``` |

October 03, 2008 Re: Matrix/Linear Algebra Library? | |
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Posted in reply to Fawzi Mohamed | ```
Fawzi Mohamed wrote:
> Probably if you want least square approximation (that is what you meant
> with LSA?) some kind of direct minimizer is the way to go (but be
> careful the problem might ill conditioned).
> Fawzi
Sorry. I meant "Latent Semantic Analysis". I'm building a table of
synonyms from a large document repository.
There are about 100,000 documents in the repository, and the total
corpus has about 100,000 unique words (after stemming). The LSA
algorithm uses a matrix, where each row represents a single term, and
each column represents a single document. Each cell contains the TF-IDF
(Term Frequency / Inverse Document Frequency).
Performing an SVD on the matrix yields a collelation matrix,
representing the synonymy of all terms, in all documents.
--benji
``` |

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