Comments (4)
Partial fix in PR #146
This adds a fast path that avoids slow sparse indexing if J and sparsity are both SparseMatrixCSC with the same sparsity pattern.
Updated timing (Julia 1.6.2)
SparseDiffTools.jl v1.14.0:
julia> @btime forwarddiff_color_jacobian!($jac, $f!, $x, $cache);
107.003 ms (4 allocations: 160 bytes)
With PR #146:
julia> @btime forwarddiff_color_jacobian!($jac, $f!, $x, $cache);
10.153 ms (4 allocations: 160 bytes)
and @profview forwarddiff_color_jacobian!(jac, f!, x, cache);
shows that the specialized
SparseDiffTools. _colorediteration!
is now approx 1/4 the total.
from sparsedifftools.jl.
Here are some thoughts on optimizing FiniteDiff._colorediteration!
. Currently, our iteration order is to linearly traverse the compressed Jacobian and to find the appropriate column in the uncompressed Jacobian to copy to. This could bad for cache locality because when the matrix is large and sparse, we want to minimize the number of times that we traverse the large uncompressed Jacobian. So, I suggest to linearly traverse the uncompressed Jacobian and to find the appropriate in compressed Jacobian to copy from.
from sparsedifftools.jl.
But isn't traversing the compressed Jacobian slower than traversing the uncompressed?
I have no sense how cache locality works for sparse matrices, but to find an element in the sparse matrix a heuristic may be good before starting to traverse the rowval
: the next element in the compressed Jacobian is likely to be the next element in the uncompressed, at least for the sparsity pattern I have.
from sparsedifftools.jl.
I read a comment from @j-fu on this post. His ExtendableSparse.jl and the way he uses it to extract the Jacobian out of ForwardDiff into a sparse matrix may be relevant for this issue.
from sparsedifftools.jl.
Related Issues (20)
- `autoback_hesvec` fails with `SparseMatrixCSC` HOT 4
- In-place `*_jacvec!` assumes square jacobian HOT 5
- Readme uses deprecated package SparsityDetection HOT 1
- Support for structured sparsity in sparse hessian
- `BandedMatrix` sparsity computes only diagonal elements HOT 2
- Unable to compute sparse jacobian for reaction system (UndefVarError: m not defined) HOT 2
- tril
- Documentation offline HOT 2
- Todos for v2 HOT 4
- Doc badge leads to 403 Forbidden HOT 1
- needs comprehensive testing HOT 1
- ForwardColorJacCache error using partition by rows coloration HOT 4
- Release v2 HOT 2
- Typo in VecJac opnorm argument
- Invalid test group specified in CI
- Test failure related to StaticArrays and ArrayInterface HOT 2
- Code cleanup after #232
- Docs currently failing to load HOT 2
- Extend JacVec to have a speedy solution also for matrix multiplication?
- SparseDiffTools broken w/ Julia 1.8.5
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from sparsedifftools.jl.