Rewrite spdiagm with pairs #23757

fredrikekre · 2017-09-18T18:24:56Z

I think this is nicer than the previous spdiagm(tuple_of_vectors, tuple_of_diags) API. And the same should also be implemented for diagm. See #23320 and specifically #23320 (comment)

This also deals with #23320 (comment) such that we always return a square matrix.

Some things to decide:

Should the pair be vector => diagonal or diagonal => vector? I think vector => diagonal is nicer.
Should we have a convenience constructor for the single vector case? spdiagm(v::AbstractVector) = spdiagm(0 => v). I imagine that case being quite common and it might be nice to have that?

Still need to implement proper deprecations and such.

fredrikekre · 2017-09-19T06:43:04Z

Actually, the single vector case could better be written as sparse(Diagonal(v)), that should also be faster.

fredrikekre · 2017-09-28T20:48:34Z

Here are some datapoints that support the changes here, specifically the removal of the option to supply m, n as the final size. In all registered packages there are ≈120 uses of spdiagm as follows:

69 % are simply spdiagm(x::AbstractVector)

21 % are calls to spdiagm(x::AbstractVector, k, m, n) where m, n are needed to obtain a square matrix.

julia> spdiagm(rand(2), -1)
3×2 SparseMatrixCSC{Float64,Int64} with 2 stored entries:
  [2, 1]  =  0.0960447
  [3, 2]  =  0.190498

julia> spdiagm(rand(2), -1, 3, 3) # 3, 3 needed to obtain a square matrix
3×3 SparseMatrixCSC{Float64,Int64} with 2 stored entries:
  [2, 1]  =  0.64661
  [3, 2]  =  0.119494

5.9% are calls with multiple diagonals that will be unaffected of the removal of m, n arguments
4.2 % are calls where m != n, e.g. requesting a non-square matrix.

Sacha0 · 2017-10-01T03:58:33Z

base/deprecated.jl

+@deprecate spdiagm(x::AbstractVector) sparse(Diagonal(x))
+@deprecate spdiagm(x::AbstractVector, d::Number) spdiagm(x => d)
+@deprecate spdiagm(x, d) spdiagm((x[i] => d[i] for i in 1:length(x))...)
+@deprecate spdiagm(x, d, m::Integer, n::Integer) spdiagm((x[i] => d[i] for i in 1:length(x))...)


IIUC, the latter now always yields a square matrix whereas the former yields an m-by-n matrix?

Yea. I should rewrite these deprecations such that this change won't be breaking.

Sacha0 · 2017-10-01T04:11:30Z

base/sparse/sparsematrix.jl

        i += numel
    end
-
-    return (I,J,V)
+    return I, J, V
 end


The former descriptive variable names made this code a bit easier to follow :).

Sacha0 · 2017-10-01T04:12:10Z

base/sparse/sparsematrix.jl

-one diagonal, `B` can be a vector (instead of a tuple) and `d` can be the diagonal position
-(instead of a tuple), defaulting to 0 (diagonal). Optionally, `m` and `n` specify the size
-of the resulting sparse matrix.
+Construct a sparse diagonal matrix from pairs of vectors and diagonals.


"pairs" -> "Pairs"?

ViralBShah · 2017-10-01T19:21:06Z

Off topic, I also wish there was a better way to name this and similar functions. It is really annoying to have the sp prefixes.

StefanKarpinski · 2017-10-02T17:32:46Z

It is really annoying to have the sp prefixes.

The obvious solution would be something like diagm(SparseMatrixCSC, ...).

ViralBShah · 2017-10-02T18:53:51Z

diagm(SparseMatrixCSC, ...) is what I thought of too, but it feels too verbose. One other possibility is using the Sparse module and calling Sparse.diagm.

fredrikekre · 2017-10-02T19:30:04Z

That's what I proposed in #23320 and also what we should probably do, see #11557 and #16740. There is currently no API to extend for user arrays for this kind of thing, e.g. zeros, ones, rand etc. But this is unrelated to the current PR.

Sacha0 · 2017-10-06T17:09:28Z

base/deprecated.jl

+@deprecate spdiagm(x::AbstractVector) sparse(Diagonal(x))
+function spdiagm(x::AbstractVector, d::Number)
+    depwarn(string("spdiagm(x::AbstractVector, d::Number) is deprecated, use ",
+        "spdiagm(x => d) instead, which now return a square matrix. To preserve the old ",


"return" -> "returns"?

Sacha0 · 2017-10-06T17:11:27Z

base/deprecated.jl

+end
+function spdiagm(x, d)
+    depwarn(string("spdiagm((x1, x2, ...), (d1, d2, ...)) is deprecated, use ",
+        "spdiagm(x1 => d1, x2 => d2, ...) instead, which now return a square matrix. ",


"return" => "returns"?

Sacha0 · 2017-10-06T17:12:40Z

base/deprecated.jl

+end
+function spdiagm(x, d, m::Integer, n::Integer)
+    depwarn(string("spdiagm((x1, x2, ...), (d1, d2, ...), m, n) is deprecated, use ",
+        "spdiagm(x1 => d1, x2 => d2, ...) instead, which now return a square matrix. ",


"return" -> "returns"?

Sacha0

These changes strike me as a step forward, independent of where diagm and friends go eventually. Much thanks for thinking through the design here and in upstream threads @fredrikekre! :)

A minor, subjective point: I find k => v more natural than v => k, particularly with the pairs consistently identified as kv. But I'm sure this impression varies, and practically the difference is likely negligible :).

fredrikekre · 2017-10-07T09:15:56Z

A minor, subjective point: I find k => v more natural than v => k, particularly with the pairs consistently identified as kv. But I'm sure this impression varies, and practically the difference is likely negligible :).

I read v => k as "assign vector v to diagonal k" which I feel is more natural compared to "assign diagonal k to vector v" for k => v.
The reason it is currently called kv is that I implemented as k => v first and then changed. We should definitely change this to match whatever we decide.

Sacha0 · 2017-10-07T16:36:16Z

Either orientation sounds good on this end :).

fredrikekre · 2017-10-07T21:43:56Z

Either orientation sounds good on this end :).

I don't particularly care either. Perhaps other people have some opinions?

mschauer · 2017-10-08T08:33:39Z

A matrix can be viewed as an association mapping a number (the k in kth diagonal) to a vector (the kth diagonal). In this light, diagm(k =>d) would be more natural.

martinholters · 2017-10-10T10:38:14Z

Also, the same vector might be used for different diagonals, but not vice versa.

instead of using one tuple with diagonals and one tuple with vectors

fredrikekre · 2017-10-10T10:51:45Z

Should be ready now. Wanna take another look @Sacha0 ?

Sacha0

lgtm from a rapid skim of this iteration! :)

stevengj · 2019-03-22T02:35:16Z

Do we still have to call SparseArrays.spdiagm_internal in order to get a non-square matrix?

kshyatt added the domain:arrays:sparse Sparse arrays label Sep 19, 2017

kshyatt requested a review from Sacha0 September 19, 2017 16:41

fredrikekre force-pushed the fe/spdiagm-pair branch from 2be114e to 6e0d456 Compare September 22, 2017 21:52

Sacha0 reviewed Oct 1, 2017

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fredrikekre force-pushed the fe/spdiagm-pair branch from 6e0d456 to 3b107ae Compare October 3, 2017 20:27

fredrikekre changed the title ~~[WIP] Rewrite spdiagm with pairs~~ Rewrite spdiagm with pairs Oct 3, 2017

fredrikekre requested a review from Sacha0 October 3, 2017 20:27

fredrikekre mentioned this pull request Oct 3, 2017

diagm and spdiagm #23320

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Sacha0 reviewed Oct 6, 2017

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fredrikekre mentioned this pull request Oct 8, 2017

rewrite diagm with Pair's #24047

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rewrite spdiagm with Pair API

f07157b

instead of using one tuple with diagonals and one tuple with vectors

fredrikekre force-pushed the fe/spdiagm-pair branch from 3b107ae to f07157b Compare October 10, 2017 10:51

fredrikekre requested a review from Sacha0 October 10, 2017 10:52

Sacha0 approved these changes Oct 10, 2017

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KristofferC approved these changes Oct 11, 2017

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KristofferC merged commit 5295feb into master Oct 11, 2017

KristofferC deleted the fe/spdiagm-pair branch October 11, 2017 07:35

cormullion mentioned this pull request Mar 18, 2018

NEWS.md is getting a bit untidy #26508

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stevengj mentioned this pull request Apr 9, 2019

diagm for non-square matrices #31654

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Rewrite spdiagm with pairs #23757

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Rewrite spdiagm with pairs #23757

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