Lightweight linear algebra library based on lazy matrices
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README.md

lazyten

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A lightweight linear algebra wrapper library adding support for lazy matrices and lazy matrix evaluation to existing linear algebra libraries. This library used to be called linalgwrap and was just recently renamed to lazyten (for lazy tensor library). Right now we are only able to deal with lazy matrices, but we intend to add support for lazy tensor evaluation as well in the future.

Note that we are still at a very early development stage. In other words interfaces will very likely change in the future in incompatible ways to what is currently implemented. We try to make sure that this does, however, not go unnoticed, i.e. that existing code breaks loudly at compile time.

Dependencies

lazyten depends on the following libraries:

  • krims for many basic utilities (GenMap, Exception handling, Subscription pointers)
  • A BLAS implementation, e.g. OpenBLAS
  • A LAPACK compatible library, e.g. LAPACK in order to use the LAPACK eigensolvers
  • armadillo for the armadillo eigensolvers and linear solvers as well as the only linear-algebra backend (so far)
  • (optional) ARPACK in order to use lazyten with the ARPACK eigensolver.

Testing lazyten further requires

lazyten comes with a couple of tools to automatically download and build some of these dependencies during the manual build process. To avoid the potential hassle all together we do, however, recommend using Spack to build lazyten.

Building via Spack (recommended)

The Spack package manager allows to easily install scientific software. Both lazyten as well as krims are available in spack. Installing lazyten via spack is therefore as simple as

# Clone and setup spack
git clone https://github.com/llnl/spack.git
export SPACK_ROOT="$PWD/spack"
. $SPACK_ROOT/share/spack/setup-env.sh

# Install lazyten (and all required dependencies)
spack install lazyten

Once this has happened you can add all relevant environment variables (LD_LIBRARY_PATH, PATH, CPATH, ...) to the current shell via the commands

spack module loads -r lazyten > /tmp/lazyten.modules
. /tmp/lazyten.modules

which will generate a list of all spack modules lazyten needs and loades them thereafter. Running the above two lines of code gets you ready for linking lazyten to your project.

Other than that Spack makes it very easy to customise the installation, too. For example to influence which features of lazyten are to be built, one can add specifiers to the spack install command.
If you prefer to build lazyten without ARPACK for example, run

spack install lazyten~arpack

instead of the command mentioned initially.

For more information about how to use Spack see the great Spack documentation.

Building manually (without Spack)

For configuring the build we need at least cmake 3.0.0.
All compilers starting from clang-3.5 and gcc-4.8 should be able to build the code. C++11 support is required and enables all basic functionality of the library. A couple of things require C++14, however.

If you choose to build with the flag AUTOCHECKOUT_MISSING_REPOS set to ON most required dependencies (except armadillo, LAPACK and BLAS) will be automatically downloaded and compiled alongside lazyten, so you really need to have only armadillo, LAPACK and BLAS on your system at build time.

In order to build lazyten with tests (recommended) run

mkdir build && cd build
cmake -DAUTOCHECKOUT_MISSING_REPOS=ON ..
cmake --build .
ctest

In order to build without tests run

mkdir build && cd build
cmake -DAUTOCHECKOUT_MISSING_REPOS=ON -DLAZYTEN_ENABLE_TESTS=OFF -DKRIMS_ENABLE_TESTS=OFF ..
cmake --build .

Short description of lazyten

This section gives a very short description of the features of lazyten. We hope to produce some more detailed documentation at some point.

Some of the design concepts and ideas that lead to the development of the present version of lazyten can also be found in the material on michael-herbst.com, most notably the presentation at the Niels Bohr Institute HPC Day 2017 as well as parts of the Design of molsturm talk.

BaseInterfaces

  • The classes in BaseInterfaces define the vector interface which is used inside lazyten.
  • Fallback implementations for many important operations are provided in case a particular linear-algebra backend does not support these. This also minimises the effort to get a first working link to a new linear algebra backend.
  • Implementations of backends (e.g. Armadillo) use this interface and specialise the default implementations such that the backend library performs the actual work.
  • Our goal is to forward as much of the performance optimisations of the backend libraries to the interface, without depending on only one backend.

Builtin

  • Builtin contains a builtin vector class, which is used as fallback.

Lazy matrices

  • Lazy matrices are a generalisation of "normal" matrices.
  • They offer a matrix-like interface (addition, multiplication, application to vectors), but their elements do not need to be placed in a stride of memory.
  • In other words lazy matrix elements may be computed by arbitrary computation on-the-fly while performing a matrix operation.
  • The matrix may have state, which may be altered (updated).
  • This (generally) makes obtaining individual matrix elements computationally less favourable than the application to a vector.
  • Lazy matrices are subject to lazy (delayed) evaluation. Lazy matrix expressions are only evaluated if a vector-apply is performed or if the user explicitly asks for it.
  • Currently the DiagonalMatrix is available as an example of a builtin lazy matrix.
  • Another example is the class DiagonalUpdatable of the diagonal example program. This class also shows that custom lazy matrices can be created by simply inheriting from LazyMatrix_i.

Matrix operations

As Matrix member functions

All matrices support the following member functions:

  • apply: Generalised matrix-vector product (like the gemv BLAS call). Allows to multiply a matrix with a number of vectors and add (or set) the result to a different set of vectors.
  • mmult: Generalised matrix-matrix product (similar to BLAS' gemm). Allows to multiply two matrices and add or set the result to a third.
  • extract_block: Extract a block of matrix values and add or set them to some pre-allocated storage

Matrix operators and global scope

On global scope we have:

  • as_stored(mat): Either return a reference to the current object (in case it already is a stored matrix) or return a stored representation (i.e. a copy) of the matrix mat.
  • trans(mat): Return an object which represents the transpose of a matrix.
  • conjtrans(mat): Return an object which represents the conjugate transpose of a matrix.
  • operator*: Multiplication between matrices and matrix and vector. Internally calls the apply and mmult methods above.
  • All kinds of matrix norms: norm_linf, norm_l1, norm_frobenius, norm_frobenius_squared.

Solvers

  • In order to solve an eigenproblem the methods eigensystem and eigensystem_hermitian in the file eigensystem.hh are available as high-level routines. These are the recommended routines to solve eigenproblems, since their interface is designed to be easy to use and it easy to enforce a particular eigensolver explicitly (using the parameter key method).
  • For linear problems the file solve.hh similarly contains the method solve.
  • The folder Base/Solvers holds all the lower interfaces and some utilities the actual solvers use.
  • Currently only ArpackEigensolver and some eigensolvers from Lapack (either indirectly via ArmadilloEigensolver or directy via LapackEigensolver) are implemented as eigensolver backends.
  • ARPACK is enabled if it is found on the system.
  • Linear problems are always solved with LAPACK via armadillo right now.

TestingUtils

This class contains utilities for performing numerics-aware property-based testing. This includes:

  • An extension of krims::NumComp for comparing Matrices within error bounds (in file TestingUtils/krims_NumComp.hh)
  • Generators for scalar values, vectors and matrices which are not too difficult to deal with, such that tests do not fail due to accumulation of numeric errors (in folder TestingUtils/gen)