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[SPARK-17721][MLlib][ML] Fix for multiplying transposed SparseMatrix with SparseVector #15296

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[SPARK-17721][MLlib][ML] Fix for multiplying transposed SparseMatrix with SparseVector #15296

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276591c
fix gemv
bwahlgreen Sep 29, 2016
60bc8a4
additional tests for gemv
bwahlgreen Sep 29, 2016
334a830
style
bwahlgreen Sep 29, 2016
cdc3642
adds tests validating the (working) non-transpose case
bwahlgreen Sep 29, 2016
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8 changes: 6 additions & 2 deletions mllib-local/src/main/scala/org/apache/spark/ml/linalg/BLAS.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -638,12 +638,16 @@ private[spark] object BLAS extends Serializable {
val indEnd = Arows(rowCounter + 1)
var sum = 0.0
var k = 0
while (k < xNnz && i < indEnd) {
while (i < indEnd && k < xNnz) {
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nit: an unnecessary change?

if (xIndices(k) == Acols(i)) {
sum += Avals(i) * xValues(k)
k += 1
i += 1
} else if (xIndices(k) < Acols(i)) {
k += 1
} else {
i += 1
}
k += 1
}
yValues(rowCounter) = sum * alpha + beta * yValues(rowCounter)
rowCounter += 1
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17 changes: 17 additions & 0 deletions mllib-local/src/test/scala/org/apache/spark/ml/linalg/BLASSuite.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -392,6 +392,23 @@ class BLASSuite extends SparkMLFunSuite {
}
}

val y17 = new DenseVector(Array(0.0, 0.0))
val y18 = y17.copy

val sA3 = new SparseMatrix(3, 2, Array(0, 2, 4), Array(1, 2, 0, 1), Array(2.0, 1.0, 1.0, 2.0))
.transpose
val sA4 =
new SparseMatrix(2, 3, Array(0, 1, 3, 4), Array(1, 0, 1, 0), Array(1.0, 2.0, 2.0, 1.0))
val sx3 = new SparseVector(3, Array(1, 2), Array(2.0, 1.0))

val expected4 = new DenseVector(Array(5.0, 4.0))

gemv(1.0, sA3, sx3, 0.0, y17)
gemv(1.0, sA4, sx3, 0.0, y18)

assert(y17 ~== expected4 absTol 1e-15)
assert(y18 ~== expected4 absTol 1e-15)

val dAT =
new DenseMatrix(3, 4, Array(0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 3.0))
val sAT =
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8 changes: 6 additions & 2 deletions mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -637,12 +637,16 @@ private[spark] object BLAS extends Serializable with Logging {
val indEnd = Arows(rowCounter + 1)
var sum = 0.0
var k = 0
while (k < xNnz && i < indEnd) {
while (i < indEnd && k < xNnz) {
if (xIndices(k) == Acols(i)) {
sum += Avals(i) * xValues(k)
k += 1
i += 1
} else if (xIndices(k) < Acols(i)) {
k += 1
} else {
i += 1
}
k += 1
}
yValues(rowCounter) = sum * alpha + beta * yValues(rowCounter)
rowCounter += 1
Expand Down
17 changes: 17 additions & 0 deletions mllib/src/test/scala/org/apache/spark/mllib/linalg/BLASSuite.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -392,6 +392,23 @@ class BLASSuite extends SparkFunSuite {
}
}

val y17 = new DenseVector(Array(0.0, 0.0))
val y18 = y17.copy

val sA3 = new SparseMatrix(3, 2, Array(0, 2, 4), Array(1, 2, 0, 1), Array(2.0, 1.0, 1.0, 2.0))
.transpose
val sA4 =
new SparseMatrix(2, 3, Array(0, 1, 3, 4), Array(1, 0, 1, 0), Array(1.0, 2.0, 2.0, 1.0))
val sx3 = new SparseVector(3, Array(1, 2), Array(2.0, 1.0))

val expected4 = new DenseVector(Array(5.0, 4.0))

gemv(1.0, sA3, sx3, 0.0, y17)
gemv(1.0, sA4, sx3, 0.0, y18)

assert(y17 ~== expected4 absTol 1e-15)
assert(y18 ~== expected4 absTol 1e-15)

val dAT =
new DenseMatrix(3, 4, Array(0.0, 2.0, 0.0, 1.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 3.0))
val sAT =
Expand Down