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High Performance Graph Processing with Postgres and GraphBLAS
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README.md

summary

pggraphblas is a postgres extension that bridges The GraphBLAS API with the PostgreSQL object relational database.

GraphBLAS is a sparse linear algebra API optimized for processing graphs encoded as sparse matrices and vectors. In addition to common real/integer matrix algebra operations, GraphBLAS supports up to 960 different "semiring" algebra operations, that can be used as basic building blocks to implement a wide variety of graph algorithms.

pggraphblas leverages the expertise in the field of sparse matrix programming by The GraphBLAS Forum and uses the SuiteSparse:GraphBLAS API implementation. SuiteSparse:GraphBLAS is brought to us by the work of Dr. Tim Davis, professor in the Department of Computer Science and Engineering at Texas A&M University. News and information can provide you with a lot more background information, in addition to the references below.

intro

For a long time, mathematicians have known that matrices are powerful representations of graphs, as described in this mathmatical introduction to GraphBLAS by Dr. Jermey Kepner head and founder of MIT Lincoln Laboratory Supercomputing Center.

As Kepner's paper describes, there are two useful matrix representations of graphs: Adjacency Matrices and Incidence Matrices. For this introduction we will focus on the adjacency type as they are simpler, but the same ideas apply to both, and it is easy to switch back and forth between them.

Alt text

(Image Credit: Dr. Jermey Kepner)

On the left is a directed graph, and on the right, the adjacency matrix that represents it. The matrix has a row and column for every vertex. If there is an going from node A to B, then there will be a value present in the intersection of As row with Bs column. For example, vertex 1 connects to 4, so there is a value (dot) at the intersction of the first row and the fourth column. 4 also connects back to 1 so there are two values in the matrix to represent these two edges, the one at the (1, 4) position and the other at the (4,1) position.

One practical problem with matrix-encoding graphs is that most real-world graphs tend to be sparse, as above, only 12 of 49 possible elements have a value. Those that have values tend to be scattered uniformally across the matrix (for "typical" graphs), so dense linear algebra libraries like BLAS or numpy do not encode or operate on them efficiently, as the relevant data is mostly empty memory with actual data elements spaced far apart. This wastes memory and cpu resources, and defeats CPU caching mechanisms.

For example, suppose a fictional social network has 1 billion users, and each user has about 100 friends, which means there are about 100 billion (1e+11) connections in the graph. A dense matrix large enough to hold this graph would need (1 billion)^2 or (1,000,000,000,000,000,000), a "quintillion" elements, but only 1e+11 of them would have meaningful values, leaving only 0.0000001 of the matrix being utilized.

By using a sparse matrix instead of dense, only the elements used are actually stored in the matrix. The parts of the matrix with no value are interpreted as an "algebraic zero" value, which might not be the actual number zero, but other values like positive or negative infinity depending on the particular semiring operations applied to the matrix. The math used with sparse matrices is exactly the same as dense, the sparsity of the data doesn't matter to the math, but it does matter to how efficiently the matrix is implemented internally.

pggraphblas is a postgres extension that provides access to two new types: matrix and vector, as well as the GraphBLAS api to manipulate these types. Aggregate functions are provided to build matrices from SQL queries, and set-returning functions are also provided to turn graphs back into relational sets. From a PostgreSQL point of view, matrices look a little bit like arrays, being stored as variable length column values.

matrix multplication

They key operation of GraphBLAS is the matrix multiply as provided by the mxm (matrix times matrix), mxv (matrix times vector), and vxm (vector times matrix) functions. Matrix multplication has a remarkable property of being useful for finding the neighbors of any node in a graph algorithm. By using different combinations of operations (semiring) different graph algorithms can step and accumulate different results, interpreting the data in unique ways, even over the same graphs.

Alt text

(Image Credit: Dr. Jermey Kepner)

Above is the same graph and matrix from before, shown here as A. Next to it we see a vector v. When you multiply the transpose of A and v, the result vector contains all of the neighboring nodes for the nodes specified in v. In this case, v contains a value for node 4, shown in red. By multiplying the matrix by the input vector, the result is the output vector with the 4's two neighboring nodes, 1 and 3. Interating this multiplication process produces the most common graph operation: breadth-first search.

create function bfs(A matrix, source bigint) returns vector as $$
declare
    n bigint := nrows(A);                          -- The number of result rows.
    v vector := vector_integer(n);                 -- int32 result vector of vertex levels.
    q vector := assign(vector_bool(n), false);     -- bool mask of completed vertices.
    level integer := 0;                            -- Start at level 1.
    not_done bool := true;                         -- Flag to indicate still work to do.
begin
    q := set_element(q, source, true);             -- Set the source element to done.

    while not_done and level <= n loop             -- While still work to do.
        v := assign(v, level, mask=>q);            -- Assign the current level to all

        q := mxv(transpose(A), q, q,               -- Multiply q<mask> = T(A)q,
            semiring=>'lor_land_bool',             -- using LOR_LAND_BOOL semiring
            mask=>v,                               -- only those *not* masked
            dmask=>'scmp',                         -- by complementing the mask
            doutp=>'replace');                     -- clearing results in q first

        not_done := reduce_bool(q);                -- are there more neighbors?

        level := level + 1;                        -- increment the level
    end loop;
    return v;
end;
$$ language plpgsql;

The above code is written in plpgsql which is postgres' procedural query language. This language works well with pggraphblas algorithmic approach.

postgres=# create table t (m matrix);
CREATE TABLE

postgres=# create table f (i bigint, j bigint);
CREATE TABLE

postgres=# create index on f (i) include (j);
CREATE INDEX

postgres=# insert into t (m) values (matrix_random_bool(10000,10000,1000000));
INSERT 0 1
Time: 1464.482 ms (00:01.464)

postgres=# insert into f select row, col from matrix_elements_bool((select m from t));
INSERT 0 994944
Time: 11110.765 ms (00:11.111)

postgres=# select count(*) from plbfs(100);
 count
-------
  9999
(1 row)

Time: 4329.555 ms (00:04.330)

postgres=# select print(bfs(m, 100), 1) from t;
                                   print
---------------------------------------------------------------------------
                                                                          +
 GraphBLAS vector: A->V                                                   +
 nrows: 10000 ncols: 1 max # entries: 15000                               +
 format: standard CSC vlen: 10000 nvec_nonempty: 1 nvec: 1 plen: 1 vdim: 1+
 hyper_ratio 0.0625                                                       +
 GraphBLAS type:  int32_t size: 4                                         +
 number of entries: 9999                                                  +

(1 row)

Time: 364.490 ms

In the above simple benchmark, the GraphBLAS version of BFS can be seen to be almost 12x faster than the plpgsql procedural version.

references

One page poster summary of GraphBLAS

GraphBLAS: A Programming Specification for Graph Analysis

Lower Latency Graph Queries in Cypher with Redis GraphRoi Lipman, Redis LabsTim Davis, Texas A&M U

A good introduction to semirings Part I Part II

A good introduction to abstract algebra

Graph algorithms via SuiteSparse:GraphBLAS: triangle counting and K-truss

development

If you have docker installed, run ./test.sh psql to build a docker container with postgres:11 and GraphBLAS compiled with debug symbols on. This will eventually drop you into a psql interpreter. You can run the tests from that point with \i /tests/test.sql There are many tests, in general one for each integrated feature.

types

GraphBLAS has an extremely rich type system that encompases not only common artithmetic algegbraic operations like addition and multiplication, but also many other operations using algebraic structures called semirings. The combinations of 7 matrix types and 960 semiring operations offer a huge number of building blocks for solving graph problems.

PostgreSQL is a strongly typed language that comes with many built-in data types, the following types map from GraphBLAS to PostgreSQL:

- GrB_BOOL maps to bool
- GrB_INT8 maps to char (aka character(1))
- GrB_INT16 maps to smallint
- GrB_INT32 maps to integer
- GrB_INT64 maps to bigint
- GrB_FP32 maps to real
- GrB_FP64 maps to float (aka "double precision")

Postgres does not support unsigned integers like GraphBLAS (is there a workaround? support the uint extension?)

pggraphblas matrix and vector objects have an intrinsic type of data that they store. So, a matrix can store booleans, and various sized integers and floats. Once a matrix is created with a specific type it cannot be changed.

When combining matrices (and vectors) it is possible to not only use the common arithmetic plus and multiply operators on any given type, it is also possible to mix various semiring operations on any supported type. Put example here of {R,min,+,0,+inf}.

API

Pggraphblas tries to adhere closely to the spirit of the GraphBLAS C API. This documentation focused on the specific of interfacing with postgres. For a more complete introduction see the SuiteSparse:GraphBLAS User Guide.

masks and descriptors

GraphBLAS operations all take an optional mask argument. Check the GraphBLAS Users Guide for more information on masking operations. GraphBLAS operations can also take a descriptor argument, which in pggraphblas is broken out into four optional arguments supported by every function:

  • doutp text default null
  • dmask text default null
  • dinp0 text default null
  • dinp1 text default null

The arguments effect the way the operation is performed, for example, if dmask=>'scmp' then the structured complement of the mask is used. See the GraphBLAS Users Guide for more info.

printing

At the moment, there is no human parsable text representation for vectors or matrices, so pggraphblas provides a print function that can give a text description of vectors or matrices:

postgres=# select print(vector(array[1,2,3]));
                                 print
-----------------------------------------------------------------------
                                                                      +
 GraphBLAS vector: A->V                                               +
 nrows: 3 ncols: 1 max # entries: 3                                   +
 format: standard CSC vlen: 3 nvec_nonempty: 1 nvec: 1 plen: 1 vdim: 1+
 hyper_ratio 0.0625                                                   +
 GraphBLAS type:  int32_t size: 4                                     +
 number of entries: 3                                                 +
 column: 0 : 3 entries [0:2]                                          +
     row 0: int32 1                                                   +
     row 1: int32 2                                                   +
     row 2: int32 3                                                   +

(1 row)

As shown above, dense vectors can be constructed from arrays by calling vector(array[]) or casting from an array.

Vectors and matrices can be compared for equality:

postgres=# select vector(array[1,2,3]) = array[1,2,3]::vector;
 t

As this vector is dense its size and number of values are the same:

postgres=# select size(vector(array[1,2,3])) = nvals(array[1,2,3]::vector);
t

The supported types are bigint (64 bit), integer (32 bit), smallint (16 bit), bool (t/f), real (32 bit single precision) and float (64 bit double precision). While GraphBLAS supports unsigned types, all currently supported types are signed but unsigned may be supported in the future.

Sparse vectors can be constructed by calling vector with two array arguments, the first array are the indexes, and must be coercible to bigint, and the second array are the values, and can be any supported type:

postgres=# select print(vector(array[1,4,9], array[1,2,3]));
                                 print
-----------------------------------------------------------------------
                                                                      +
 GraphBLAS vector: A->V                                               +
 nrows: 3 ncols: 1 max # entries: 3                                   +
 format: standard CSC vlen: 3 nvec_nonempty: 1 nvec: 1 plen: 1 vdim: 1+
 hyper_ratio 0.0625                                                   +
 GraphBLAS type:  int32_t size: 4                                     +
 number of entries: 3                                                 +
 column: 0 : 3 entries [0:2]                                          +
     row 1: int32 1                                                   +
     row 4: int32 2                                                   +
     row 9: int32 3                                                   +

(1 row)

Both arrays must be the exact same length. The size of the vector will be the maximum element from the first list, but the vector will only store the values that are defined. This is the "sparse" nature of the object, it can be efficiently used in matrix math involving millions of elements, when only a few actual values are in play.

If you need to create a spare vector whose size is larger than the maximum index element, an optional size parameter can be passed to the constructor:

postgres=# select print(vector(array[0,1,2], array[1,2,3], 20));
                                 print
------------------------------------------------------------------------
                                                                       +
 GraphBLAS vector: A->V                                                +
 nrows: 20 ncols: 1 max # entries: 3                                   +
 format: standard CSC vlen: 20 nvec_nonempty: 1 nvec: 1 plen: 1 vdim: 1+
 hyper_ratio 0.0625                                                    +
 GraphBLAS type:  int32_t size: 4                                      +
 number of entries: 3                                                  +
 column: 0 : 3 entries [0:2]                                           +
     row 0: int32 1                                                    +
     row 1: int32 2                                                    +
     row 2: int32 3                                                    +

(1 row)

Vectors can be added and multiplied in element-wise fashion using either operator or functional notation:

postgres=# select vector(array[1,2,3]) + vector(array[1,2,3]) = vector(array[2,4,6]);
 t

postgres=# select vector(array[1,2,3]) * vector(array[1,2,3]) = vector(array[1,4,9]);
 t

postgres=# select ewise_add(vector(array[1,2,3]), vector(array[1,2,3])) = vector(array[2,4,6]);
 t

postgres=# select ewise_mult(vector(array[1,2,3]) * vector(array[1,2,3])) = vector(array[1,4,9]);
 t

Element wise operations also have another important property, elementwise addition takes the union of all the vector positions of both operands, whereas elementwise multiplication takes only the common intersection of it's operand's indexes.

matrix

Matrices can be constructed with matrix(bigint[], bigint[], array[]) where the first array are the row indexes, the second array the column indexes, and the third array the values. Matrices support all the same types as vectors. A useful way to construct matrices is with array aggregate functions to build them from tables, for example:

postgres=# create table test (
    i integer,
    j integer
    );
CREATE TABLE

postgres=# insert into test (i, j) values
    (1, 4),
    (1, 2),
    (2, 7),
    (2, 5),
    (3, 6),
    (4, 3),
    (4, 1),
    (5, 6),
    (6, 3),
    (7, 3);
INSERT 0 10

postgres=# select print(matrix(array_agg(i), array_agg(j), array_agg(true))) from test;
                                   print
---------------------------------------------------------------------------
                                                                          +
 GraphBLAS matrix: A->M                                                   +
 nrows: 10 ncols: 10 max # entries: 10                                    +
 format: standard CSR vlen: 10 nvec_nonempty: 7 nvec: 10 plen: 10 vdim: 10+
 hyper_ratio 0.0625                                                       +
 GraphBLAS type:  bool size: 1                                            +
 number of entries: 10                                                    +
 row: 1 : 2 entries [0:1]                                                 +
     column 2: bool 1                                                     +
     column 4: bool 1                                                     +
 row: 2 : 2 entries [2:3]                                                 +
     column 5: bool 1                                                     +
     column 7: bool 1                                                     +
 row: 3 : 1 entries [4:4]                                                 +
     column 6: bool 1                                                     +
 row: 4 : 2 entries [5:6]                                                 +
     column 1: bool 1                                                     +
     column 3: bool 1                                                     +
 row: 5 : 1 entries [7:7]                                                 +
     column 6: bool 1                                                     +
 row: 6 : 1 entries [8:8]                                                 +
     column 3: bool 1                                                     +
 row: 7 : 1 entries [9:9]                                                 +
     column 3: bool 1                                                     +

(1 row)

Matrices can also be turned back into relational tuples using matrix_elements_<type>:

postgres=# select * from matrix_elements_bool((select matrix(array_agg(i), array_agg(j), array_agg(true)) from test));
 row | col | value
-----+-----+-------
   1 |   2 | t
   1 |   4 | t
   2 |   5 | t
   2 |   7 | t
   3 |   6 | t
   4 |   1 | t
   4 |   3 | t
   5 |   6 | t
   6 |   3 | t
   7 |   3 | t
(10 rows)

Empty matrices can be constructed with bigint arguments:

postgres=# select print(matrix_integer(10, 10));
                                   print
----------------------------------------------------------------------------
                                                                           +
 GraphBLAS matrix: A->M                                                    +
 nrows: 10 ncols: 10 max # entries: 0                                      +
 format: hypersparse CSR vlen: 10 nvec_nonempty: 0 nvec: 0 plen: 1 vdim: 10+
 hyper_ratio 0.0625                                                        +
 GraphBLAS type:  int32_t size: 4                                          +
 empty                                                                     +
 number of entries: 0                                                      +

(1 row)

mxm

Matrices can be multiplied using a default "plus/times" semiring via the '*' operator, or called explicity using functional notation so that different semirings can be used to carry out the operation. Functional notation also allows passing other graphblas options like a masking matrix, an accumulator operation, and a graphblas descriptor object which can specify replacement and transposition rules for inputs and outputs.

postgres=# \e
select print(matrix(array[0,1,2], array[1,2,0], array[1,2,3]) *
             matrix(array[0,1,2], array[1,2,0], array[2,3,4]));
                                 print                                 
-----------------------------------------------------------------------
                                                                      +
 GraphBLAS matrix: A->M                                               +
 nrows: 3 ncols: 3 max # entries: 3                                   +
 format: standard CSR vlen: 3 nvec_nonempty: 3 nvec: 3 plen: 3 vdim: 3+
 hyper_ratio 0.0625                                                   +
 GraphBLAS type:  int32_t size: 4                                     +
 last method used for GrB_mxm, vxm, or mxv: heap                      +
 number of entries: 3                                                 +
 row: 0 : 1 entries [0:0]                                             +
     column 2: int32 3                                                +
 row: 1 : 1 entries [1:1]                                             +
     column 0: int32 8                                                +
 row: 2 : 1 entries [2:2]                                             +
     column 1: int32 6                                                +

(1 row)

mxv

Matrix-vector multiplication.

vxm

Vector-matrix multiplication.

ewise_add

Elementwise matrix addition can be done with the || operator or the ewise_add(matrix, matrix, ...) function. The || is relevant in that matrix elementwise adding takes the union ("OR") of the two operands indexes.

ewise_mul

Elementwise matrix multiplication can be done with the && operator or the ewise_mul(matrix, matrix, ...) function. The && is relevant in that matrix elementwise adding takes the intersection ("AND") of the two operands indexes.

xtract

Extracting subgraphs.

assign

Assigning subgraphs.

postgres=# select print(assign(matrix_real(3,3), 3.14));
                                  print                                   
--------------------------------------------------------------------------
                                                                         +
 GraphBLAS matrix: A->M                                                  +
 nrows: 3 ncols: 3 max # entries: 0                                      +
 format: hypersparse CSR vlen: 3 nvec_nonempty: 0 nvec: 0 plen: 1 vdim: 3+
 hyper_ratio 0.0625                                                      +
 GraphBLAS type:  float size: 4                                          +
 empty                                                                   +
 number of entries: 0                                                    +
 pending tuples: 9 max pending: 256 zombies: 0                           +
 pending tuples:                                                         +
 GraphBLAS type:  double size: 8                                         +
 row: 0 col: 0 double 3.14                                               +
 row: 0 col: 1 double 3.14                                               +
 row: 0 col: 2 double 3.14                                               +
 row: 1 col: 0 double 3.14                                               +
 row: 1 col: 1 double 3.14                                               +
 row: 1 col: 2 double 3.14                                               +
 row: 2 col: 0 double 3.14                                               +
 row: 2 col: 1 double 3.14                                               +
 row: 2 col: 2 double 3.14                                               +
 pending operator: implicit 2nd                                          +
(1 row)

apply

TODO. Applying functions to a graph.

select

TODO. Selecting elements of a matrix.

reduce

Matrix reduce to scalar:

postgres=# select reduce_integer(assign(matrix_integer(10,10), 1));
 reduce_integer 
----------------
            100
(1 row)

transpose

Matrix transpose.

kron

postgres=# select print(kron(matrix_random_integer(3,3,3), matrix_random_integer(3,3,3)));
                                 print                                 
-----------------------------------------------------------------------
                                                                      +
 GraphBLAS matrix: A->M                                               +
 nrows: 9 ncols: 9 max # entries: 6                                   +
 format: standard CSR vlen: 9 nvec_nonempty: 4 nvec: 9 plen: 9 vdim: 9+
 hyper_ratio 0.0625                                                   +
 GraphBLAS type:  int32_t size: 4                                     +
 number of entries: 6                                                 +
 row: 1 : 2 entries [0:1]                                             +
     column 2: int32 -1504114166                                      +
     column 8: int32 125696432                                        +
 row: 2 : 2 entries [2:3]                                             +
     column 0: int32 933498562                                        +
     column 6: int32 40209392                                         +
 row: 4 : 1 entries [4:4]                                             +
     column 5: int32 -75496048                                        +
 row: 5 : 1 entries [5:5]                                             +
     column 3: int32 1903866448                                       +

(1 row)

random_graph

The matrix_random_graph function will create a random graph with the specified number of rows, columns, and values.

postgres=# select print(matrix_random_smallint(10,10,10));
                                   print                                    
----------------------------------------------------------------------------
                                                                           +
 GraphBLAS matrix: A->M                                                    +
 nrows: 10 ncols: 10 max # entries: 0                                      +
 format: hypersparse CSR vlen: 10 nvec_nonempty: 0 nvec: 0 plen: 1 vdim: 10+
 hyper_ratio 0.0625                                                        +
 GraphBLAS type:  int16_t size: 2                                          +
 empty                                                                     +
 number of entries: 0                                                      +
 pending tuples: 10 max pending: 256 zombies: 0                            +
 pending tuples:                                                           +
 GraphBLAS type:  int16_t size: 2                                          +
 row: 6 col: 2 int16 -19635                                                +
 row: 7 col: 9 int16 -27251                                                +
 row: 2 col: 1 int16 -22892                                                +
 row: 1 col: 7 int16 -2874                                                 +
 row: 0 col: 3 int16 19031                                                 +
 row: 1 col: 0 int16 -27991                                                +
 row: 6 col: 4 int16 21838                                                 +
 row: 8 col: 4 int16 -4275                                                 +
 row: 6 col: 5 int16 30101                                                 +
 row: 6 col: 9 int16 14151                                                 +
 pending operator: implicit 2nd                                            +

(1 row)

todo

- more docs and better examples

- typmod for matrix storage type (CSR, CSC, hyper...)

- human/machine parsable text representation

- more LAGraph integration

- pg_bench demos

- apply/select

- more tests!
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