Random lookups in large sparse arrays? - sparse-matrix

Im using HDF5 to store massive sparse arrays in Coordinate format (basically, an M x 3 array which stores the value, x index and y index for each non-zero element).
This is great for processing the whole dataset in an iterative manner, but I am struggling with random lookups based on index values.
E.g, given a 100x100 matrix, I might store then non sparse elements like so:
[[1,2,3,4,5], // Data values
[13, 14, 55, 67, 80], // X-indices
[45, 12, 43, 55, 12]] // Y-indices
I then wish to get all the data values between 10<x<32 and 10<y<32, for example. With the current format, all I can do is iterate through the x and y index arrays looking for matching indices. This is very very slow, with multiple reads from disk (my real data typically has as size of 200000x200000 with perhaps 10000000 non-sparse elements).
Is there a better way to store large (larger than RAM) sparse matrices and support rapid index-based lookups?
I'm using HDF5, but happy to be pointed in other directions

First, let's suppose that, as your example hints but you don't state conclusively, you store the elements in order sorted by x first and by y second.
One easy technique for more rapid lookup would be to store an x-index-index, a vector of tuples (following your example this might be [(10,1),(20,null),(30,null),(40,null),(50,3),...]) pointing to locations in the x-index vector at which runs of elements start. If this index-index fits comfortably in RAM you could get away with reading it from disk only once at the start of your computation.
Of course, this only supports rapid location of x indices, and then a scan for the y. If you need to support rapid location of both you're into the realm of spatial indexing, and HDF5 might not be the best on-disk storage you could choose.
One thought that does occur, though, would be to define a z-order curve across your array and to store the elements in your HDF5 file in that order. To supplement that you'd want to define a z-index which would identify the location of the start of the elements in each 'tile' of the array. This all begins to get a bit hairy, I suggest you look at the Wikipedia article on z-order curves and do some head scratching.
Finally, in case it's not crystal clear, I've looked at this only from the point of view of reading values out of the file. All the suggestions I've made make creating and updating the file more difficult.
Finally, finally, you're not the first person to think about effective and efficient indexing for sparse arrays and your favourite search engine will throw up some useful resources for your study.

Related

how to write order preserving minimal perfect hash for integer keys?

I have searched stackoverflow and google and cant find exactly what im looking for which is this:
I have a set of 4 byte unsigned integers keys, up to a million or so, that I need to use as an index into a table. The easiest would be to simply use the keys as an array index but I dont want to have a 4gb array when Im only going to use a couple of million entries! The table entries and keys are sequential so I need a hash function that preserves order.
e.g.
keys = {56, 69, 3493, 49956, 345678, 345679,....etc}
I want to translate the keys into {0, 1, 2, 3, 4, 5,....etc}
The keys could potentially be any integer but there wont be more than 2 million in total. The number will vary as keys (and corresponding array entries) will be deleted but new keys will always be higher numbered than the previous highest numbered key.
In the above example, if key 69 was deleted, then the hash integer returned on hashing 3493 should be 1 (rather than 2) as it then becomes the 2nd lowest number.
I hope I'm explaining this right. Is the above possible with any fast efficient hashing solution? I need the translation to take in the low 100s of nS though deletion I expect to take longer. I looked at CMPH but couldn't find any usage examples that didn't involved getting the data from a file. It needs to run under linux and compiled with gcc using pure C.
Actually, I don't know if I understand what exactly you want to do.
It seems you are trying to obtain the index number in the "array" (or "list") of sequentialy ordered integers that you have stored somewhere.
If you have stored these integer values in an array, then the algorithm that returns the index integer in optimal time is Binary Search.
Binary Search Algorithm
Since your list is known to be in order, then binary search works in O(log(N)) time, which is very fast.
If you delete an element in the list of "keys", the Binary Search Algorithm works anyway, without extra effort or space (however, the operation of removing one element in the list enforces to you, naturally, to move all the elements being at the right of the deleted element).
You only have to provide three data to the Ninary Search Algorithm: the array, the size of the array, and the desired key, of course.
There is a full Python implementation here. See also the materials available here. If you only need to decode the dictionary, the simplest way to go is to modify the Python code to make it spit out a C file defining the necessary array, and reimplement only the lookup function.
It could be solved by using two dynamic allocated arrays: One for the "keys" and one for the data for the keys.
To get the data for a specific key, you first find in in the key-array, and its index in the key-array is the index into the data array.
When you remove a key-data pair, or want to insert a new item, you reallocate the arrays, and copy over the keys/data to the correct places.
I don't claim this to be the best or most effective solution, but it is one solution to your problem anyway.
You don't need an order preserving minimal perfect hash, because any old hash would do. You don't want to use a 4GB array, but with 2 MB of items, you wouldn't mind using 3 MB of lookup entries.
A standard implementation of a hash map will do the job. It will allow you to delete and add entries and assign any value to entries as you add them.
This leaves you with the question "What hash function might I use on integers?" The usual answer is to take the remainder when dividing by a prime. The prime is chosen to be a bit larger than your expected data. For example, if you expect 2M of items, then choose a prime around 3M.

Data Structure to do lookup on large number

I have a requirement to do a lookup based on a large number. The number could fall in the range 1 - 2^32. Based on the input, i need to return some other data structure. My question is that what data structure should i use to effectively hold this?
I would have used an array giving me O(1) lookup if the numbers were in the range say, 1 to 5000. But when my input number goes large, it becomes unrealistic to use an array as the memory requirements would be huge.
I am hence trying to look at a data structure that yields the result fast and is not very heavy.
Any clues anybody?
EDIT:
It would not make sense to use an array since i may have only 100 or 200 indices to store.
Abhishek
unordered_map or map, depending on what version of C++ you are using.
http://www.cplusplus.com/reference/unordered_map/unordered_map/
http://www.cplusplus.com/reference/map/map/
A simple solution in C, given you've stated at most 200 elements is just an array of structs with an index and a data pointer (or two arrays, one of indices and one of data pointers, where index[i] corresponds to data[i]). Linearly search the array looking for the index you want. With a small number of elements, (200), that will be very fast.
One possibility is a Judy Array, which is a sparse associative array. There is a C Implementation available. I don't have any direct experience of these, although they look interesting and could be worth experimenting with if you have the time.
Another (probably more orthodox) choice is a hash table. Hash tables are data structures which map keys to values, and provide fast lookup and insertion times (provided a good hash function is chosen). One thing they do not provide, however, is ordered traversal.
There are many C implementations. A quick Google search turned up uthash which appears to be suitable, particularly because it allows you to use any value type as the key (many implementations assume a string as the key). In your case you want to use an integer as the key.

Sorting n sets of data into one

I have n arrays of data, each of these arrays is sorted by the same criteria.
The number of arrays will, in almost all cases, not exceed 10, so it is a relatively small number. In each array, however, can be a large number of objects, that should be treated as infinite for the algorithm I am looking for.
I now want to treat these arrays as if they are one array. However, I do need a way, to retrieve objects in a given range as fast as possible and without touching all objects before the range and/or all objects after the range. Therefore it is not an option to iterate over all objects and store them in one single array. Fetches with low start values are also more likely than fetches with a high start value. So e.g. fetching objects [20,40) is much more likely than fetching objects [1000,1020), but it could happen.
The range itself will be pretty small, around 20 objects, or can be increased, if relevant for the performance, as long as this does not hit the limits of memory. So I would guess a couple of hundred objects would be fine as well.
Example:
3 arrays, each containing a couple of thousand entires. I now want to get the overall objects in the range [60, 80) without touching either the upper 60 objects in each set nor all the objets that are after object 80 in the array.
I am thinking about some sort of combined, modified binary search. My current idea is something like the following (note, that this is not fully thought through yet, it is just an idea):
get object 60 of each array - the beginning of the range can not be after that, as every single array would already meet the requirements
use these objects as the maximum value for the binary search in every array
from one of the arrays, get the centered object (e.g. 30)
with a binary search in all the other arrays, try to find the object in each array, that would be before, but as close as possible to the picked object.
we now have 3 objects, e.g. object 15, 10 and 20. The sum of these objects would be 45. So there are 42 objects in front, which is more than the beginning of the range we are looking for (30). We continue our binary search in the remaining left half of one of the arrays
if we instead get a value where the sum is smaller than the beginning of the range we are looking for, we continue our search on the right.
at some point we will hit object 30. From there on, we can simply add the objects from each array, one by one, with an insertion sort until we hit the range length.
My questions are:
Is there any name for this kind of algorithm I described here?
Are there other algorithms or ideas for this problem, that might be better suited for this issue?
Thans in advance for any idea or help!
People usually call this problem something like "selection in the union of multiple sorted arrays". One of the questions in the sidebar is about the special case of two sorted arrays, and this question is about the general case. Several comparison-based approaches appear in the combined answers; they more or less have to determine where the lower endpoint in each individual array is. Your binary search answer is one of the better approaches; there's an asymptotically faster algorithm due to Frederickson and Johnson, but it's complicated and not obviously an improvement for small ranks.

How to implement a huge matrix in C

I'm writing a program for a numerical simulation in C. Part of the simulation are spatially fixed nodes that have some float value to each other node. It is like a directed graph. However, if two nodes are too far away, (farther than some cut-off length a) this value is 0.
To represent all these "correlations" or float values, I tried to use a 2D array, but since I have 100.000 and more nodes, that would correspond to 40GB memory or so.
Now, I am trying to think of different solustions for that problem. I don't want to save all these values on the harddisk. I also don't want to calculate them on the fly. One idea was some sort of sparse matrix, like the one one can use in Matlab.
Do you have any other ideas, how to store these values?
I am new to C, so please don't expect too much experience.
Thanks and best regards,
Jan Oliver
How many nodes, on average, are within the cutoff distance for a given node determines your memory requirement and tells you whether you need to page to disk. The solution taking the least memory is probably a hash table that maps a pair of nodes to a distance. Since the distance is the same each way, you only need to enter it into the hash table once for the pair -- put the two node numbers in numerical order and then combine them to form a hash key. You could use the Posix hsearch/hcreate/hdestroy functions for the hash table, although they are less than ideal.
A sparse matrix approach sounds ideal for this. The Wikipedia article on sparse matrices discusses several approaches to implementation.
A sparse adjacency matrix is one idea, or you could use an adjacency list, allowing your to only store the edges which are closer than your cutoff value.
You could also hold a list for each node, which contains the other nodes this node is related to. You would then have an overall number of list entries of 2*k, where k is the number of non-zero values in the virtual matrix.
Implementing the whole system as a combination of hashes/sets/maps is still expected to be acceptable with regard to speed/performance compared to a "real" matrix allowing random access.
edit: This solution is one possible form of an implementation of a sparse matrix. (See also Jim Balter's note below. Thank you, Jim.)
You should indeed use sparse matrices if possible. In scipy, we have support for sparse matrices, so that you can play in python, although to be honest sparse support still has rough edges.
If you have access to matlab, it will definitely be better ATM.
Without using sparse matrix, you could think about using memap-based arrays so that you don't need 40 Gb of RAM, but it will still be slow, and only really make sense if you have a low degree of sparsity (say if 10-20 % of your 100000x100000 matrix has items in it, then full arrays will actually be faster and maybe even take less space than sparse matrices).

Matrices and databases

I went through the topic and found out this link quite useful and simple at the same time.
Storing matrices in a relational database
But can you please let me know if the way mentioned as
A B C D
E F G H
I J K L
[A B C D E F G H I J K L]
is the best and simple or even reliable way of storing the matrix elements in the database. Moreover I need to multiply two matrices and make the operation dynamic. So will the storage of data this create any problems for the task?
In postgresql you can actually have multidimensional arrays, define your own types and define your own functions on those types. For instance one could simply do:
CREATE TABLE tictactoe (
squares integer[3][3]
);
See The PostgreSQL manual for info on how to create your own types.
I think it pretty much depends on how you want to use the matrices in your application.
Is the DB only for persistence for the same application, speed is important, and sizes cannot be known in advance? Make your own serialization scheme, and save the binary blob.
Is the DB for sharing in between applications, with the size not known in advance? Use the comma delimited list.
Are you concerned with data integrity, type safety, and would like to query individual cells? Then use the (row, col, cell value) schema.
Do you know that your matrices are of fixed size and relatively small, for example 4X4 transformation matrices, and will have a 1 to 1 relationship to whatever element you have in the DB? Then you could actually have 16 rows in your table, layed out in line.
Think about your use cases, and experiment!
is the best and simple or even reliable way of storing the matrix elements in the database. Moreover I need to multiply two matrices and make the operation dynamic. So will the storage of data this create any problems for the task?
I'll start by saying both approaches are valid, but the second one is not sufficient as written by you. You have to have some other information, like the length of the rows or the (row, col) indexes of each element to store a matrix as a 1D array. This is commonly done for sparse matricies, where there are lots of zeros surrounding values clustered on either side of the diagonal.
Persisting the matrix in a database and operating on it in memory are two separate things.
Tasks like multiplying require (row, col) indexes. Storing the matrix as a 2D array means that you'll have them, so no other info is needed. The 1D array needs this info too, so you'll have to supply it.
The advantage swings to the 1D array for sparse matricies. You don't have to store zero values outside the bandwidth in that case, but your operations like addition and multiplication become more complex to code.

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