[R] Sparse matrix performance question
Douglas Bates
bates at stat.wisc.edu
Tue Dec 7 15:21:32 CET 2010
On Mon, Dec 6, 2010 at 1:11 PM, scott white <distributedintel at gmail.com> wrote:
> Btw, forgot to mention I am using the standard Matrix package and I am
> running version 2.10.1 of R.
>
> On Mon, Dec 6, 2010 at 11:04 AM, scott white <distributedintel at gmail.com>wrote:
>
>> I have a very sparse square matrix which is < 20K rows & columns and I am
>> trying to row standardize the matrix for the rows that have non-missing
>> value as follows:
>>
>> row_sums <- rowSums(M,na.rm=TRUE)
>> nonzero_idxs <- which(row_sums>0)
>> nonzero_M <- M[nonzero_idxs,]/row_sums[nonzero_idxs]
>> M[nonzero_idxs,] <- nonzero_M
Assignment of submatrices in a sparse matrix can be slow because there
is so much checking that needs to be done. It is probably easier to
do the calculation directly on the data component of the matrix and
generate a new one. The tricky bit to remember is that the indices in
the sparse matrix representation are 0-based so you need to add 1 when
using them in R.
I enclose a transcript.
>>
>> Each line completes well under a second except the last line which takes
>> well over 10 seconds which is simply assigning the sub-matrix of rows that
>> have non-missing values to the complete matrix. I am curious to know why it
>> is so slow and how to speed it up. Should I be doing this differently or try
>> a different sparse matrix library?
>>
>> Any feedback is appreciated.
>>
>> thanks,
>> Scott
>>
>>
>
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> library(Matrix)
Loading required package: lattice
Attaching package: 'Matrix'
The following object(s) are masked from 'package:base':
det
> set.seed(1234)
> M <- sparseMatrix(i=sample(5000, 1000, replace=TRUE),
+ j=sample(5000, 1000, replace=TRUE),
+ x=rnorm(1000), dims=c(5000, 5000))
> str(M)
Formal class 'dgCMatrix' [package "Matrix"] with 6 slots
..@ i : int [1:1000] 2014 549 1098 3137 130 1523 2198 3921 4323 931 ...
..@ p : int [1:5001] 0 0 0 0 0 0 0 0 0 0 ...
..@ Dim : int [1:2] 5000 5000
..@ Dimnames:List of 2
.. ..$ : NULL
.. ..$ : NULL
..@ x : num [1:1000] -0.4236 -0.5322 0.0675 -0.4105 -2.3708 ...
..@ factors : list()
> range(M at i)
[1] 1 4996
> str(rs <- rowSums(M, na.rm=TRUE))
num [1:5000] 0 0.501 0 0.598 -0.957 ...
> res <- sparseMatrix(i=M at i, p=M at p, dims=M at Dim,
+ x=M at x/rs[M at i + 1L], index1=FALSE)
> str(res)
Formal class 'dgCMatrix' [package "Matrix"] with 6 slots
..@ i : int [1:1000] 2014 549 1098 3137 130 1523 2198 3921 4323 931 ...
..@ p : int [1:5001] 0 0 0 0 0 0 0 0 0 0 ...
..@ Dim : int [1:2] 5000 5000
..@ Dimnames:List of 2
.. ..$ : NULL
.. ..$ : NULL
..@ x : num [1:1000] 1 1 1 -0.655 1 ...
..@ factors : list()
> table(rowSums(res))
0 1
4082 918
>
> proc.time()
user system elapsed
3.010 0.120 3.612
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