Re: [eigen] Intel (R) MKL IE SpBLAS support in Eigen

[Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx>]

Hi,

I wonder what the overhead of `mkl_sparse_?_create_cs?` and 
`mkl_sparse_destroy` is. Ideally, this should be done on-the-fly using 
some inline functions (have a look, e.g., at `viewAsCholmod` in 
<Eigen/src/CholmodSupport/CholmodSupport.h> )

In general, avoid adding data members to Core types if possible (this 
will break ABI compatibility). And if you call methods which return a 
status, at least check the status and assert that it is successful 
(making the user check that manually is very C-stylish).

Cheers,
Christoph





On 2018-04-03 23:39, Zhukova, Maria wrote:
> Hello Eigen community,
>
> My name is Maria Zhukova and I'm a software development engineer at Intel (r) MKL Sparse team.
>
> My team is interested in contributing into Eigen, so I've investigated our possibilities and so far this is what I have:
> Eigen support different operations for sparse matrices stored in CSR and CSC format which can be implemented on a basis of IE SpBLAS kernels (please, refer to https://software.intel.com/en-us/mkl-developer-reference-c-inspector-executor-sparse-blas-routines for the general idea of interfaces)
> , basically we want to implement calls to our IE SpBLAS into next operations:
>                  SparseMatrix + SparseMatrix (mkl_sparse_?_add)
>                  SparseMatrix * DenseVector  (mkl_sparse_?_mv)
>                  SparseMatrix * DenseMatrix   (mkl_sparse_?_mm)
>                  SparseMatrix * SparseMatrix  (mkl_sparse_spmm),
> and Triangular solve (mkl_sparse_?_trsv).
> I've already started with implementation of sparse_time_dense_impl_mkl kernel which is based on mkl_sparse_?_mv (included in patch).
>
> This is how it will look like for user:
> #include <Eigen/SpBLASSupport>                  <-- NEW: IE SpBLAS include module
>
> void main () {
>    SparseMatrix<double, RowMajor> A;
>   Matrix<double, Dynamic, 1> x, y;
>
>    A.makeCompressed();                           /* Convert matrix A into CSR/CSC format */
>    A.createSparseHandle();                       /* NEW: is used to create handle required for all IE SpBLAS routines */
>
> // support of IE SpBLAS is here
>    y = beta*y + alpha*A*x;                       /* call to mkl_sparse_?_mv with operation = SPARSE_OPERATION_NON_TRANSPOSE */
>    y = beta*y + alpha*A.transpose()*x;           /* call to mkl_sparse_?_mv with operation = SPARSE_OPERATION_TRANSPOSE */
>    y = beta*y + alpha*A.adjoint()*x;             /* call to mkl_sparse_?_mv with operation = SPARSE_OPERATION_CONJUGATE_TRANSPOSE */
>
>    A.destroySparseHandle();                      /* NEW: is used to delete created handle */
> }
>
> I've attached a draft patch including all necessary changes and would like to hear your feedback.
> Please, let me know if you have any questions and comments.
>
> Best regards,
> Maria

--
 Dr.-Ing. Christoph Hertzberg

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