Python中的大型矩阵乘法 - 最佳选择是什么？

Question

I have two boolean sparse square matrices of c. 80,000 x 80,000 generated from 12BM of data (and am likely to have orders of magnitude larger matrices when I use GBs of data).

I want to multiply them (which produces a triangular matrix - however I dont get this since I don't limit the dot product to yield a triangular matrix).

I am wondering what the best way of multiplying them is (memory-wise and speed-wise) - I am going to do the computation on a m2.4xlarge AWS instance which has >60GB of RAM. I would prefer to keep the calc in RAM for speed reasons.

I appreciate that SciPy has sparse matrices and so does h5py, but have no experience in either.

Whats the best option to go for?

Thanks in advance

UPDATE: sparsity of the boolean matrices is <0.6%

Answer 1

If your matrices are relatively empty it might be worthwhile encoding them as a data structure of the non-False values. Say a list of tuples describing the location of the non-False values. Or a dictionary with the tuples as the keys.

If you use eg a list of tuples you could use a list comprehension to find the items in the second list that can be multiplied with an element from the first list.

a = [(0,0), (3,7), (5,2)] # et cetera
b = ... # idem

for r, c in a:
    res = [(r, k) for j, k in b if k == j]

Answer 2

-- EDITED TO SATISFY BELOW COMMENT / DOWNVOTER --

You're asking how to multiply matrices fast and easy.

SOLUTION 1 : This is a solved problem: use numpy. All these operations are easy in numpy, and since they are implemented in C, are rather blazingly fast.

• http://www.numpy.org/
• http://www.scipy.org

also see:

• Very large matrices using Python and NumPy
• http://docs.scipy.org/doc/scipy/reference/sparse.html

SciPy and Numpy have sparse matrices and matrix multiplication. It doesn't use much memory since (at least if I wrote it in C) it probably uses linked lists, and thus will only use the memory required for the sum of the datapoints, plus some overhead. And, it will almost certainly be blazingly fast compared to pure python solution.

SOLUTION 2

Another answer here suggests storing values as tuples of (x, y), presuming value is False unless it exists, then it's true. Alternate to this is a numeric matrix with (x, y, value) tuples.

REGARDLESS: Multiplying these would be Nasty time-wise: find element one, decide which other array element to multiply by, then search the entire dataset for that specific tuple, and if it exists, multiply and insert the result into the result matrix.

SOLUTION 3 ( PREFERRED vs. Solution 2, IMHO )

I would prefer this because it's simpler / faster.

Represent your sparse matrix with a set of dictionaries. Matrix one is a dict with the element at (x, y) and value v being (with x1,y1, x2,y2, etc.):

matrixDictOne = { 'x1:y1' : v1, 'x2:y2': v2, ... }
matrixDictTwo = { 'x1:y1' : v1, 'x2:y2': v2, ... }

Since a Python dict lookup is O(1) (okay, not really, probably closer to log(n)), it's fast. This does not require searching the entire second matrix's data for element presence before multiplication. So, it's fast. It's easy to write the multiply and easy to understand the representations.

SOLUTION 4 (if you are a glutton for punishment)

Code this solution by using a memory-mapped file of the required size. Initialize a file with null values of the required size. Compute the offsets yourself and write to the appropriate locations in the file as you do the multiplication. Linux has a VMM which will page in and out for you with little overhead or work on your part. This is a solution for very, very large matrices that are NOT SPARSE and thus won't fit in memory.

Note this solves the complaint of the below complainer that it won't fit in memory. However, the OP did say sparse , which implies very few actual datapoints spread out in giant arrays, and Numpy / SciPy handle this natively and thus nicely (lots of people at Fermilab use Numpy / SciPy regularly, I'm confident the sparse matrix code is well tested).