Sparse Matrix
Sparse matrices are frequently involved in solving linear systems in science and engineering. Taichi provides useful APIs for sparse matrices on the CPU and CUDA backends.
To use sparse matrices in Taichi programs, follow these three steps:
- Create a
builderusingti.linalg.SparseMatrixBuilder(). - Call
ti.kernelto fill thebuilderwith your matrices' data. - Build sparse matrices from the
builder.
WARNING
The sparse matrix feature is still under development. There are some limitations:
- The sparse matrix data type on the CPU backend only supports
f32andf64. - The sparse matrix data type on the CUDA backend only supports
f32.
Here's an example:
import taichi as ti
arch = ti.cpu # or ti.cuda
ti.init(arch=arch)
n = 4
# step 1: create sparse matrix builder
K = ti.linalg.SparseMatrixBuilder(n, n, max_num_triplets=100)
@ti.kernel
def fill(A: ti.types.sparse_matrix_builder()):
for i in range(n):
A[i, i] += 1 # Only += and -= operators are supported for now.
# step 2: fill the builder with data.
fill(K)
print(">>>> K.print_triplets()")
K.print_triplets()
# outputs:
# >>>> K.print_triplets()
# n=4, m=4, num_triplets=4 (max=100)(0, 0) val=1.0(1, 1) val=1.0(2, 2) val=1.0(3, 3) val=1.0
# step 3: create a sparse matrix from the builder.
A = K.build()
print(">>>> A = K.build()")
print(A)
# outputs:
# >>>> A = K.build()
# [1, 0, 0, 0]
# [0, 1, 0, 0]
# [0, 0, 1, 0]
# [0, 0, 0, 1]
The basic operations like +, -, *, @ and transpose of sparse matrices are supported now.
print(">>>> Summation: C = A + A")
C = A + A
print(C)
# outputs:
# >>>> Summation: C = A + A
# [2, 0, 0, 0]
# [0, 2, 0, 0]
# [0, 0, 2, 0]
# [0, 0, 0, 2]
print(">>>> Subtraction: D = A - A")
D = A - A
print(D)
# outputs:
# >>>> Subtraction: D = A - A
# [0, 0, 0, 0]
# [0, 0, 0, 0]
# [0, 0, 0, 0]
# [0, 0, 0, 0]
print(">>>> Multiplication with a scalar on the right: E = A * 3.0")
E = A * 3.0
print(E)
# outputs:
# >>>> Multiplication with a scalar on the right: E = A * 3.0
# [3, 0, 0, 0]
# [0, 3, 0, 0]
# [0, 0, 3, 0]
# [0, 0, 0, 3]
print(">>>> Multiplication with a scalar on the left: E = 3.0 * A")
E = 3.0 * A
print(E)
# outputs:
# >>>> Multiplication with a scalar on the left: E = 3.0 * A
# [3, 0, 0, 0]
# [0, 3, 0, 0]
# [0, 0, 3, 0]
# [0, 0, 0, 3]
print(">>>> Transpose: F = A.transpose()")
F = A.transpose()
print(F)
# outputs:
# >>>> Transpose: F = A.transpose()
# [1, 0, 0, 0]
# [0, 1, 0, 0]
# [0, 0, 1, 0]
# [0, 0, 0, 1]
print(">>>> Matrix multiplication: G = E @ A")
G = E @ A
print(G)
# outputs:
# >>>> Matrix multiplication: G = E @ A
# [3, 0, 0, 0]
# [0, 3, 0, 0]
# [0, 0, 3, 0]
# [0, 0, 0, 3]
print(">>>> Element-wise multiplication: H = E * A")
H = E * A
print(H)
# outputs:
# >>>> Element-wise multiplication: H = E * A
# [3, 0, 0, 0]
# [0, 3, 0, 0]
# [0, 0, 3, 0]
# [0, 0, 0, 3]
print(f">>>> Element Access: A[0,0] = {A[0,0]}")
# outputs:
# >>>> Element Access: A[0,0] = 1.0
Sparse linear solver
You may want to solve some linear equations using sparse matrices. Then, the following steps could help:
- Create a
solverusingti.linalg.SparseSolver(solver_type, ordering). Currently, the factorization types supported on CPU backends areLLT,LDLT, andLU, and supported orderings includeAMDandCOLAMD. The sparse solver on CUDA supports theLLTfactorization type only. - Analyze and factorize the sparse matrix you want to solve using
solver.analyze_pattern(sparse_matrix)andsolver.factorize(sparse_matrix) - Call
x = solver.solve(b), wherexis the solution andbis the right-hand side of the linear system. On CPU backends,xandbcan be NumPy arrays, Taichi Ndarrays, or Taichi fields. On the CUDA backend,xandbmust be Taichi Ndarrays. - Call
solver.info()to check if the solving process succeeds.
Here's a full example.
import taichi as ti
arch = ti.cpu # or ti.cuda
ti.init(arch=arch)
n = 4
K = ti.linalg.SparseMatrixBuilder(n, n, max_num_triplets=100)
b = ti.ndarray(ti.f32, shape=n)
@ti.kernel
def fill(A: ti.types.sparse_matrix_builder(), b: ti.template(), interval: ti.i32):
for i in range(n):
A[i, i] += 2.0
if i % interval == 0:
b[i] += 1.0
fill(K, b, 3)
A = K.build()
print(">>>> Matrix A:")
print(A)
print(">>>> Vector b:")
print(b)
# outputs:
# >>>> Matrix A:
# [2, 0, 0, 0]
# [0, 2, 0, 0]
# [0, 0, 2, 0]
# [0, 0, 0, 2]
# >>>> Vector b:
# [1. 0. 0. 1.]
solver = ti.linalg.SparseSolver(solver_type="LLT")
solver.analyze_pattern(A)
solver.factorize(A)
x = solver.solve(b)
isSuccess = solver.info()
print(">>>> Solve sparse linear systems Ax = b with the solution x:")
print(x)
print(f">>>> Computation was successful?: {isSuccess}")
# outputs:
# >>>> Solve sparse linear systems Ax = b with the solution x:
# [0.5 0. 0. 0.5]
# >>>> Computation was successful?: True
Examples
Please have a look at our two demos for more information:
- Stable fluid: A 2D fluid simulation using a sparse Laplacian matrix to solve Poisson's pressure equation.
- Implicit mass spring: A 2D cloth simulation demo using sparse matrices to solve the linear systems.