Creating Sparse Finite-Element Matrices in MATLAB Loren On The Art of MATLAB

7/1/2016
CreatingSparseFiniteElementMatricesinMATLABLorenontheArtofMATLAB
PostedbyLorenShure,March1,2007
I'mpleasedtointroduceTimDavisasthisweek'sguestblogger.TimisaprofessorattheUniversityofFlorida,andistheauthororcoauthorofmany
ofoursparsematrixfunctions(lu,chol,muchofsparsebackslash,orderingmethodssuchasamdandcolamd,andotherfunctionssuchasetree
andsymbfact).Heisalsotheauthorofarecentbook,DirectMethodsforSparseLinearSystems,publishedbySIAM,wheremoredetailsofMATLAB
sparsematricesarediscussed(http://www.cise.ufl.edu/~davis).
Contents
MATLABisSlow?OnlyIfYouUseItIncorrectly
HowNottoCreateaFiniteElementMatrix
What'sWrongwithIt?
HowMATLABStoresSparseMatrices
ABetterWaytoCreateaFiniteElementMatrix
Moral:DoNotAbuseA(i,j)=...forSparseAUsesparseInstead
TryaFasterSparseFunction
WhenFastisNotFastEnough...
MATLABisSlow?OnlyIfYouUseItIncorrectly
Fromtimetotime,Ihearcommentssuchas"MATLABisslowforlargefiniteelementproblems."WhenIlookatthedetails,theproblemistypically
duetoanoveruseofA(i,j)= ...whencreatingthesparsematrix(assemblingthefiniteelements).Thiscanbeseenintypicaluser'scode,
MATLABcodeinbooksonthetopic,andeveninMATLABitself.Theproblemiswidespread.MATLABcanbeveryfastforfiniteelementproblems,
butnotifit'susedincorrectly.
HowNottoCreateaFiniteElementMatrix
Agoodexampleofwhatnottodocanbefoundinthewathen.mfunction,inMATLAB.A=gallery('wathen',200,200)takesahugeamountof
timeaveryminormodificationcutstheruntimedrastically.I'mnotintendingtosingleoutthisonefunctionforcritiquethisisaverycommonissue
thatIseeoverandoveragain.ThisfunctionisbuiltintoMATLAB,whichmakesitanaccessibleexample.ItwasfirstwrittenwhenMATLABdidnot
supportsparsematrices,andwasmodifiedonlyslightlytoexploitsparsity.Itwasnevermeantforgeneratinglargesparsefiniteelementmatrices.
Youcanseetheentirefunctionwiththecommand:
typeprivate/wathen.m
Belowisanexcerptoftherelevantpartsofwathen.m.Thefunctionwathen1.mcreatesafiniteelementmatrixofannxbynymesh.Eachiloop
createsasingle8by8finiteelementmatrix,andaddsitintoA.
typewathen1
tic
A=wathen1(200,200)
toc
http://blogs.mathworks.com/loren/2007/03/01/creatingsparsefiniteelementmatricesinmatlab/
1/8
7/1/2016
functionA=wathen1(nx,ny)
rand('state',0)
e1=[66286326202666820632]
e2=[38268168202838620816]
e=[e1e2e2'e1]/45
n=3*nx*ny+2*nx+2*ny+1
A=sparse(n,n)
RHO=100*rand(nx,ny)
nn=zeros(8,1)
forj=1:ny
fori=1:nx
nn(1)=3*j*nx+2*i+2*j+1
nn(2)=nn(1)1
nn(3)=nn(2)1
nn(4)=(3*j1)*nx+2*j+i1
nn(5)=3*(j1)*nx+2*i+2*j3
nn(6)=nn(5)+1
nn(7)=nn(6)+1
nn(8)=nn(4)+1
em=e*RHO(i,j)
forkrow=1:8
forkcol=1:8
A(nn(krow),nn(kcol))=A(nn(krow),nn(kcol))+em(krow,kcol)
end
end
end
end
Elapsedtimeis305.832709seconds.
What'sWrongwithIt?
Theabovecodeisfineforgeneratingamodestsizedmatrix,buttheA(i,j) = ...statementisquiteslowwhenAislargeandsparse,particularly
wheniandjarealsoscalars.Theinnertwoforloopscanbevectorizedsothatiandjarevectorsoflength8.EachA(i,j) = ...statementis
assemblinganentirefiniteelementmatrixintoA.However,thisleadstoveryminimalimprovementinruntime.
typewathen1b
tic
A1b=wathen1b(200,200)
toc
2/8
7/1/2016
functionA=wathen1b(nx,ny)
rand('state',0)
e1=[66286326202666820632]
e2=[38268168202838620816]
e=[e1e2e2'e1]/45
A=sparse(n,n)
RHO=100*rand(nx,ny)
nn=zeros(8,1)
forj=1:ny
fori=1:nx
nn(1)=3*j*nx+2*i+2*j+1
nn(2)=nn(1)1
nn(3)=nn(2)1
nn(4)=(3*j1)*nx+2*j+i1
nn(5)=3*(j1)*nx+2*i+2*j3
nn(6)=nn(5)+1
nn(7)=nn(6)+1
nn(8)=nn(4)+1
em=e*RHO(i,j)
A(nn,nn)=A(nn,nn)+em
end
end
disp(norm(AA1b,1))
HowMATLABStoresSparseMatrices
Tounderstandwhytheaboveexamplesaresoslow,youneedtounderstandhowMATLABstoresitssparsematrices.AnnbynMATLABsparse
matrixisstoredasthreearraysI'llcallthemp,i,andx.ThesethreearraysarenotdirectlyaccessiblefromM,buttheycanbeaccessedbya
mexFunction.Thenonzeroentriesincolumnjarestoredini(p(j):p(j+1)-1)andx(p(j):p(j+1)-1),wherexholdsthenumericalvaluesand
iholdsthecorrespondingrowindices.Belowisaverysmallexample.First,Icreateafullmatrixandconvertitintoasparseone.Thisisonlysothat
youcaneasilyseethematrixCandhowit'sstoredinsparseform.Youshouldnevercreateasparsematrixthisway,exceptfortinyexamples.
C=[
4.50.03.20.0
3.12.90.00.9
0.01.73.00.0
3.50.40.01.0]
C=sparse(C)
3/8
7/1/2016
C=
(1,1)4.5000
(2,1)3.1000
(4,1)3.5000
(2,2)2.9000
(3,2)1.7000
(4,2)0.4000
(1,3)3.2000
(3,3)3.0000
(2,4)0.9000
(4,4)1.0000
NoticethatthenonzeroentriesinCarestoredincolumnorder,withsortedrowindices.Theinternalp,i,andxarrayscanbereconstructedas
follows.Thefind(C)statementreturnsalistof"triplets,"wherethekthtripletisi(k),j(k),andx(k).ThisspecifiesthatC(i(k),j(k))isequalto
x(k).Next,find(diff(...))constructsthecolumnpointerarrayp(thisonlyworksiftherearenoallzerocolumnsinthematrix).
[ijx]=find(C)
n=size(C,2)
p=find(diff([0jn+1]))
forcol=1:n
fprintf('column%d:\nkrowindexvalue\n',col)
disp([(p(col):p(col+1)1)'i(p(col):p(col+1)1)x(p(col):p(col+1)1)])
end
column1:
krowindexvalue
1.00001.00004.5000
2.00002.00003.1000
3.00004.00003.5000
column2:
krowindexvalue
4.00002.00002.9000
5.00003.00001.7000
6.00004.00000.4000
column3:
krowindexvalue
7.00001.00003.2000
8.00003.00003.0000
column4:
krowindexvalue
9.00002.00000.9000
10.00004.00001.0000
NowconsiderwhathappenswhenoneentryisaddedtoC:
4/8
7/1/2016
C(3,1)=42
[ijx]=find(C)
n=size(C,2)
p=find(diff([0jn+1]))
forcol=1:n
fprintf('column%d:\nkrowindexvalue\n',col)
disp([(p(col):p(col+1)1)'i(p(col):p(col+1)1)x(p(col):p(col+1)1)])
end
column1:
krowindexvalue
1.00001.00004.5000
2.00002.00003.1000
3.00003.000042.0000
4.00004.00003.5000
column2:
krowindexvalue
5.00002.00002.9000
6.00003.00001.7000
7.00004.00000.4000
column3:
krowindexvalue
8.00001.00003.2000
9.00003.00003.0000
column4:
krowindexvalue
10.00002.00000.9000
11.00004.00001.0000
andyoucanseethatnearlyeveryentryinChasbeenmoveddownbyoneintheiandxarrays.Ingeneral,thesinglestatementC(3,1)=42takes
timeproportionaltothenumberofentriesinmatrix.Thus,loopingnnz(A)timesoverthestatementA(i,j)=A(i,j)+...takestimeproportionalto
nnz(A)^2.
ABetterWaytoCreateaFiniteElementMatrix
Theversionbelowisonlyslightlydifferent.Itcouldbeimproved,butIleftitnearlythesametoillustratehowsimpleitistowritefastMATLABcodeto
solvethisproblem,viaaminortweak.Theideaistocreatealistoftriplets,andletMATLABconvertthemintoasparsematrixallatonce.Ifthereare
duplicates(whichafiniteelementmatrixalwayshas)theduplicatesaresummed,whichisexactlywhatyouwantwhenassemblingafiniteelement
matrix.InMATLAB7.3(R2006b),sparseusesquicksort,whichtakesnnz(A)*log(nnz(A))time.Thisisslowerthanitcouldbe(alineartime
bucketsortcanbeused,takingessentiallynnz(A)time).However,it'sstillmuchfasterthannnz(A)^2.Forthismatrix,nnz(A)isabout1.9million.
typewathen2.m
tic
A2=wathen2(200,200)
toc
5/8
7/1/2016
functionA=wathen2(nx,ny)
rand('state',0)
e1=[66286326202666820632]
e2=[38268168202838620816]
e=[e1e2e2'e1]/45
ntriplets=nx*ny*64
I=zeros(ntriplets,1)
J=zeros(ntriplets,1)
X=zeros(ntriplets,1)
ntriplets=0
RHO=100*rand(nx,ny)
nn=zeros(8,1)
forj=1:ny
fori=1:nx
nn(1)=3*j*nx+2*i+2*j+1
nn(2)=nn(1)1
nn(3)=nn(2)1
nn(4)=(3*j1)*nx+2*j+i1
nn(5)=3*(j1)*nx+2*i+2*j3
nn(6)=nn(5)+1
nn(7)=nn(6)+1
nn(8)=nn(4)+1
em=e*RHO(i,j)
forkrow=1:8
forkcol=1:8
ntriplets=ntriplets+1
I(ntriplets)=nn(krow)
J(ntriplets)=nn(kcol)
X(ntriplets)=em(krow,kcol)
end
end
end
end
A=sparse(I,J,X,n,n)
disp(norm(AA2,1))
1.4211e014
Ifyoudonotknowhowmanyentriesyourmatrixwillhave,youmaynotbeabletopreallocatetheI,J,andXarrays,asdoneinwathen2.m.Inthat
case,startthematareasonablesize(anythinglargerthanzerowilldo)andaddthiscodetotheinnermostloop,justafterntripletsis
incremented:
6/8
7/1/2016
len=length(X)
if(ntriplets>len)
I(2*len)=0
J(2*len)=0
X(2*len)=0
end
andwhendone,usesparse(I(1:ntriplets),J(1:ntriplets),X(1:ntriplets),n,n).
Moral:DoNotAbuseA(i,j)=...forSparseAUsesparseInstead
Avoidstatementssuchas
C(4,2)=C(4,2)+42
inaloop.Createalistoftriplets(i,j,x)andusesparseinstead.Thisadviceholdsforanysparsematrix,notjustfiniteelementones.
TryaFasterSparseFunction
CHOLMODincludesasparse2mexFunctionwhichisareplacementforsparse.Itusesalineartimebucketsort.TheMATLAB7.3(R2006b)
sparseaccountsforabout3/4thsthetotalruntimeofwathen2.m.Forthismatrixsparse2inCHOLMODisabout10timesfasterthantheMATLAB
sparse.CHOLMODcanbefoundintheSuiteSparsepackage,inMATLABCentral.
IfyouwouldliketoseeashortandconciseCmexFunctionimplementationofthemethodusedbysparse2,takealookatCSparse,whichwas
writtenforaconcisetextbookstylepresentation.Thecs_sparsemexFunctionusescs_compress.c,toconvertthetripletstoacompressedcolumn
formofA',cs_dupl.ctosumupduplicateentries,andthencs_transpose.ctotransposetheresult(whichalsosortsthecolumns).
WhenFastisNotFastEnough...
EvenwiththisdramaticimprovementinconstructingthematrixA,MATLABcouldstilluseadditionalfeaturesforfasterconstructionofsparsefinite
elementmatrices.Constructingthematrixshouldbemuchfasterthanx=A\b,sincecholisdoingabout700timesmoreworkassparseforthis
matrix(1.3billionflops,vs1.9millionnonzerosinA).Theruntimesarenotthatdifferent,however:
tic
A=wathen2(200,200)
toc
b=rand(size(A,1),1)
tic
x=A\b
toc
GettheMATLABcode
PublishedwithMATLAB7.4
7/8
7/1/2016
8/8

Creating Sparse Finite-Element Matrices in MATLAB Loren On The Art of MATLAB

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Creating Sparse Finite-Element Matrices in MATLAB Loren On The Art of MATLAB

Uploaded by

Copyright:

Available Formats

7/1/2016

You might also like