[SciPy-Dev] scipy.sparse vs. pysparse

Tony Stillfjord tony@maths.lth...
Mon Oct 3 04:11:07 CDT 2011


Hello,

I apologize for not responding earlier. Thanks for taking the time to work
on this, Pauli. I took the liberty of sending this to the mailing list since
I
believe that's where you meant to send your previous email, instead of
directly to me.

I managed to apply the patch (first time doing that :) ) and ran the same
test script you supplied. I get similar speed-ups, but on my system pysparse
seems to be faster than on your system, while scipy.sparse is slower. I'm
inclined to believe that that has something to do with how I built scipy,
though
I can't think of any reason straight away. I was even a little less kind
towards
pysparse in my test, in that I used the high-level matrix class and A*b
rather
than the low-level A.matvec(b, x) - see below.

Results of Pauli's test script on my Ubuntu system:

After:

% N       scipy.sparse        pysparse
32           9.585e-06       4.476e-07
64           1.021e-05       6.214e-07
128          1.054e-05       1.009e-06
256          1.158e-05       1.651e-06
512          1.328e-05       3.177e-06
1024         1.619e-05       6.085e-06
2048         2.251e-05        1.18e-05
4096         3.483e-05       2.314e-05
8192         5.997e-05       4.585e-05
16384        0.0001373       9.185e-05
32768        0.0002084       0.0001839

Before:

% N       scipy.sparse        pysparse
32           5.375e-05        4.51e-07
64            5.47e-05       6.221e-07
128          5.563e-05       9.973e-07
256          5.579e-05       1.681e-06
512          5.723e-05       3.166e-06
1024         6.057e-05       6.074e-06
2048         6.736e-05       1.177e-05
4096         7.966e-05       3.063e-05
8192         0.0001047       4.587e-05
16384        0.0001538       9.193e-05
32768        0.0002546       0.0001832


I also tried my own benchmark that you can get here:
http://dl.dropbox.com/u/2349184/pysparse_vs_scipy_dev.py
The results (in micro-seconds):

1D:

     N  SciPy   pysparse
    50 1.60e+01 5.99e+00
   100 1.01e+01 6.31e+00
   200 1.10e+01 7.39e+00
   300 1.16e+01 8.25e+00
   500 1.29e+01 1.02e+01
  1000 1.71e+01 1.36e+01
  2500 2.51e+01 2.47e+01
  5000 4.03e+01 4.26e+01
 10000 7.07e+01 8.15e+01
 25000 1.62e+02 1.90e+02
 50000 3.67e+02 4.90e+02
100000 1.14e+03 1.37e+03


2D:

 N=M^2   SciPy   pysparse
    100 1.05e+01 6.86e+00
    625 1.58e+01 1.42e+01
   2500 3.21e+01 3.82e+01
  10000 9.81e+01 1.36e+02
  40000 5.15e+02 9.93e+02
  90000 1.40e+03 2.56e+03
 250000 3.99e+03 7.79e+03
1000000 1.55e+04 3.36e+04

Comparing to my original email one can see that the 2D results are even
more satisfying. The same factor-5 speedup at the smallest size and a
significant decrease also at N=10000 (almost 50%).

When I get around to it I will try this out with some more "realistic"
matrices.

Regards,
Tony Stillfjord

On Sat, Oct 1, 2011 at 5:37 PM, Pauli Virtanen <pav@iki.fi> wrote:

> Hi,
>
> Here is some optimization reducing the runtime overhead of scipy.sparse
> matrix-vector multiplication by a factor of 5.
>
>    https://github.com/pv/scipy-**work/compare/master...enh/**
> sparse-speedup<https://github.com/pv/scipy-work/compare/master...enh/sparse-speedup>
>
> And a patch against Scipy 0.9.0 (@Tony: maybe you want to try it out?):
>
> https://github.com/pv/scipy-**work/compare/v0.9.0...enh/**
> sparse-speedup-0.9.patch<https://github.com/pv/scipy-work/compare/v0.9.0...enh/sparse-speedup-0.9.patch>
>
>    ***
>
> Quick benchmark: http://dl.dropbox.com/u/**5453551/bench_sparse.py<http://dl.dropbox.com/u/5453551/bench_sparse.py>
> (Multiply vector with 1-D CSR Laplacian operator.)
>
> After:
>
> % N       scipy.sparse        pysparse
> 32           7.169e-06       1.048e-06
> 64           7.367e-06       1.787e-06
> 128          7.814e-06       3.284e-06
> 256          8.633e-06       6.336e-06
> 512          1.025e-05       1.241e-05
> 1024         1.435e-05       2.455e-05
> 2048         1.989e-05       4.882e-05
> 4096         3.384e-05       9.798e-05
> 8192         6.098e-05       0.0001959
>
> Before:
>
> % N       scipy.sparse        pysparse
> 32           3.708e-05       1.032e-06
> 64           3.736e-05       1.803e-06
> 128          3.777e-05       3.368e-06
> 256           3.95e-05       6.324e-06
> 512          4.116e-05       1.267e-05
> 1024         4.661e-05       2.455e-05
> 2048          5.38e-05       4.873e-05
> 4096         6.946e-05       9.763e-05
> 8192         9.563e-05       0.0001959
>
> The cross-over occurs around N ~ 300 instead of around N ~ 3000. The main
> reason for the overhead is that multiplication with a sparse Laplacian is a
> pretty lightweight operation, so the fact that some of scipy.sparse is
> written in pure Python starts to matter.
>
> --
> Pauli Virtanen
>
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