# thomasjungblut/tjungblut-math

thomasjungblut Merge pull request #3 from alterdego/master
`Fixed typos in README.md`
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src/de/jungblut/math Apr 10, 2016
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This is my own Math package. It features some daily math operations on sparse/dense vectors and matrices.

## Features

• Basic linear algebra primitives and operations
• Sparse (Ordered, Unordered, Bit, Named, OneDimensional and Keyed) and Dense vector
• Sparse and Dense matrix (row-wise sharding, column major ordering)
• Tuples (two and three dimensional)
• Functions on all primitives for lambdas in Java 8

• Byte code optimizer (read further below)
• Tensors
• More operations and implementations of the interfaces

## Trivia

Parts of this library are also featured in Apache Hama's ML module and power several algorithms there.

## Chain Calling

My library was intentionally build to easily translate octave/matlab code from MOOC's to Java. For example the following octave code (simple gradient descent):

theta = theta - alpha * gradient;

Is written in Java as:

```double alpha = 0.1;
DoubleVector theta = new DenseDoubleVector(new double[] {x, y});
DoubleVector gradient = new DenseDoubleVector(new double[] {1, 1});

You see that this is a bit more expressive and verbose, but since you can't overload operators this is the only way to solve it.

### Also note:

Since this method chaining requires multiple iterations on the internal datastructure, this might be slower than hand-optimized code. Take the simple euclidian distance for example:

Math.sqrt(vec2.subtract(vec1).pow(2).sum());

This will need to iterate three times over your whole vector size of size N (subtract, pow and sum). So you have a quite high constant opposed to a single loop from 0 to N:

```double sum = 0;
for (int i = 0; i < vec1.getLength(); i++) {
double diff = vec2[i] - vec1[i];
sum += (diff * diff);
}```

Currently I have an idea to write a bytecode optimizer that will unchain such calls to minimize the performance penalty. This optimizer would be hooked into a classloader and optimize the bytecode at load-time or at build time as part of maven.

## Benchmarks

You may want to see a Caliper benchmark result of comparing matrix multiplications of square matrices using GPU (JCUDA)/ JBLAS (lapack lite)/ Java implementations on windows:

``````   n    type          us linear runtime
10     GPU      238,18 =
10   JBLAS        5,14 =
10 TJ_MATH        4,88 =
20     GPU      694,48 =
20   JBLAS       15,70 =
20 TJ_MATH       15,74 =
40     GPU      257,27 =
40   JBLAS       74,38 =
40 TJ_MATH       86,26 =
60     GPU      650,83 =
60   JBLAS      224,14 =
60 TJ_MATH      277,91 =
80     GPU      684,96 =
80   JBLAS      542,27 =
80 TJ_MATH      645,70 =
100     GPU      858,59 =
100   JBLAS     1019,58 =
100 TJ_MATH     1245,27 =
500     GPU    10996,48 =
500   JBLAS   116263,36 =
500 TJ_MATH   152830,94 =
1000     GPU    71822,50 =
1000   JBLAS   953681,51 ==
1000 TJ_MATH  1358882,88 ===
2000     GPU   395683,94 =
2000   JBLAS  9465452,45 ======================
2000 TJ_MATH 12386527,91 ==============================

Hardware: Intel i7 920, Nvidia GTX580, Java7
``````

Until ~50x50 there is no benefit in using JBLAS and even later on there is little benefit. This is largely due to the overhead of copying the matrix representations from heap to native memory and the slowness of lapack lite. The GPU gives great improvements when matrices get very large > 500x500 and copy costs (main to device memory) start to amortize itself.

On Linux this looks a bit more in favor of JBLAS (take care, this is comparing different hardware):

``````   n    type          us linear runtime
10     GPU       82,86 =
10   JBLAS        4,09 =
10 TJ_MATH        3,27 =
20     GPU      204,50 =
20   JBLAS        7,91 =
20 TJ_MATH        9,55 =
40     GPU      103,20 =
40   JBLAS       34,71 =
40 TJ_MATH       53,18 =
60     GPU      267,69 =
60   JBLAS       63,40 =
60 TJ_MATH      163,84 =
80     GPU      324,13 =
80   JBLAS      143,65 =
80 TJ_MATH      358,85 =
100     GPU      475,00 =
100   JBLAS      295,71 =
100 TJ_MATH      675,14 =
500     GPU    18507,11 =
500   JBLAS    24072,70 =
500 TJ_MATH    84433,83 =
1000     GPU   139407,39 =
1000   JBLAS   183385,59 =
1000 TJ_MATH   842254,72 ===
2000     GPU   961625,41 ===
2000   JBLAS  1320723,49 =====
2000 TJ_MATH  7436553,82 ==============================

Hardware: Intel i7-3740QM, Nvidia GeForce GT 650M (mobile)
``````

ATLAS does in fact better from 10x10 matrices. The GPU outperforms the Java code earlier on 100x100 matrices, and outperforms ATLAS from 500x500. The difference isn't extreme between ATLAS and the GPU, because I benchmarked on a laptop and the memory interface width is much more narrow than on the desktop (128 bit vs. at least 384 bit).

The benchmark code can be found here.

Since I am Apache committer, I consider everything inside of this repository licensed by Apache 2.0 license, although I haven't put the usual header into the source files.

If something is not licensed via Apache 2.0, there is a reference or an additional licence header included in the specific source file.

## Maven

If you use maven, you can get the latest release using the following dependency:

`````` <dependency>
<groupId>de.jungblut.math</groupId>
<artifactId>tjungblut-math</artifactId>
<version>1.3</version>
</dependency>
``````

## Build

To build locally, you will need at least Java 8 to build this library.

You can simply build with:

mvn clean package install

The created jars contains debuggable code + sources + javadocs.

If you want to skip testcases you can use:

mvn clean package install -DskipTests

If you want to skip the signing process you can do:

mvn clean package install -Dgpg.skip=true

You can’t perform that action at this time.