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LazyArrays

Lazy arrays and linear algebra in Julia

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LazyArrays.jl

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Lazy arrays and linear algebra in Julia

This package supports lazy analogues of array operations like vcat, hcat, and multiplication. This helps with the implementation of matrix-free methods for iterative solvers.

The package has been designed with high-performance in mind, so should outperform the non-lazy analogues from Base for many operations like copyto! and broadcasting. Some operations will be inherently slower due to extra computation, like getindex. Please file an issue for any examples that are significantly slower than their the analogue in Base.

Lazy operations

To construct a lazy representation of a function call f(x,y,z...), use the command applied(f, x, y, z...). This will return an unmaterialized object typically of type Applied that represents the operation. To realize that object, call materialize, which will typically be equivalent to calling f(x,y,z...). A macro @~ is available as a shorthand:

julia> using LazyArrays, LinearAlgebra

julia> applied(exp, 1)
Applied(exp,1)

julia> materialize(applied(exp, 1))
2.718281828459045

julia> materialize(@~ exp(1))
2.718281828459045

julia> exp(1)
2.718281828459045

The benefit of lazy operations is that they can be materialized in-place, possible using simplifications. For example, it is possible to do BLAS-like Matrix-Vector operations of the form α*A*x + β*y as implemented in BLAS.gemv! using a lazy applied object:

julia> A = randn(5,5); b = randn(5); c = randn(5); d = similar(c);

julia> d .= @~ 2.0 * A * b + 3.0 * c # Calls gemv!
5-element Array{Float64,1}:
 -2.5366335879717514
 -5.305097174484744  
 -9.818431932350942  
  2.421562605495651  
  0.26792916096572983

julia> 2*(A*b) + 3c
5-element Array{Float64,1}:
 -2.5366335879717514
 -5.305097174484744  
 -9.818431932350942  
  2.421562605495651  
  0.26792916096572983

julia> function mymul(A, b, c, d) # need to put in function for benchmarking
       d .= @~ 2.0 * A * b + 3.0 * c
       end
mymul (generic function with 1 method)

julia> @btime mymul(A, b, c, d) # calls gemv!
  77.444 ns (0 allocations: 0 bytes)
5-element Array{Float64,1}:
 -2.5366335879717514
 -5.305097174484744  
 -9.818431932350942  
  2.421562605495651  
  0.26792916096572983

julia> @btime 2*(A*b) + 3c; # does not call gemv!
  241.659 ns (4 allocations: 512 bytes)

This also works for inverses, which lower to BLAS calls whenever possible:

julia> A = randn(5,5); b = randn(5); c = similar(b);

julia> c .= @~ A \ b
5-element Array{Float64,1}:
 -2.5366335879717514
 -5.305097174484744  
 -9.818431932350942  
  2.421562605495651  
  0.26792916096572983

Lazy arrays

Often we want lazy realizations of matrices, which are supported via ApplyArray. For example, the following creates a lazy matrix exponential:

julia> E = ApplyArray(exp, [1 2; 3 4])
2×2 ApplyArray{Float64,2,typeof(exp),Tuple{Array{Int64,2}}}:
  51.969   74.7366
 112.105  164.074 

A lazy matrix exponential is useful for, say, in-place matrix-exponetial*vector:

julia> b = Vector{Float64}(undef, 2); b .= @~ E*[4,4]
2-element Array{Float64,1}:
  506.8220830628333
 1104.7145995988594

While this works, it is not actually optimised (yet).

Other options do have special implementations that make them fast. We now give some examples.

Concatenation

Lazy vcat and hcat allow for representing the concatenation of vectors without actually allocating memory, and support a fast copyto! for allocation-free population of a vector.

julia> using BenchmarkTools

julia> A = ApplyArray(vcat,1:5,2:3) # allocation-free
7-element ApplyArray{Int64,1,typeof(vcat),Tuple{UnitRange{Int64},UnitRange{Int64}}}:
 1
 2
 3
 4
 5
 2
 3

julia> Vector(A) == vcat(1:5, 2:3)
true

julia> b = Array{Int}(undef, length(A)); @btime copyto!(b, A);
  26.670 ns (0 allocations: 0 bytes)

julia> @btime vcat(1:5, 2:3); # takes twice as long due to memory creation
  43.336 ns (1 allocation: 144 bytes)

Similar is the lazy analogue of hcat:

julia> A = ApplyArray(hcat, 1:3, randn(3,10))
3×11 ApplyArray{Float64,2,typeof(hcat),Tuple{UnitRange{Int64},Array{Float64,2}}}:
 1.0   1.16561    0.224871  -1.36416   -0.30675    0.103714    0.590141   0.982382  -1.50045    0.323747  -1.28173  
 2.0   1.04648    1.35506   -0.147157   0.995657  -0.616321   -0.128672  -0.671445  -0.563587  -0.268389  -1.71004  
 3.0  -0.433093  -0.325207  -1.38496   -0.391113  -0.0568739  -1.55796   -1.00747    0.473686  -1.2113     0.0119156

julia> Matrix(A) == hcat(A.args...)
true

julia> B = Array{Float64}(undef, size(A)...); @btime copyto!(B, A);
  109.625 ns (1 allocation: 32 bytes)

julia> @btime hcat(A.args...); # takes twice as long due to memory creation
  274.620 ns (6 allocations: 560 bytes)

Kronecker products

We can represent Kronecker products of arrays without constructing the full array:

julia> A = randn(2,2); B = randn(3,3);

julia> K = ApplyArray(kron,A,B)
6×6 ApplyArray{Float64,2,typeof(kron),Tuple{Array{Float64,2},Array{Float64,2}}}:
 -1.08736   -0.19547   -0.132824   1.60531    0.288579    0.196093 
  0.353898   0.445557  -0.257776  -0.522472  -0.657791    0.380564 
 -0.723707   0.911737  -0.710378   1.06843   -1.34603     1.04876  
  1.40606    0.252761   0.171754  -0.403809  -0.0725908  -0.0493262
 -0.457623  -0.576146   0.333329   0.131426   0.165464   -0.0957293
  0.935821  -1.17896    0.918584  -0.26876    0.338588   -0.26381  

julia> C = Matrix{Float64}(undef, 6, 6); @btime copyto!(C, K);
  61.528 ns (0 allocations: 0 bytes)

julia> C == kron(A,B)
true

Broadcasting

Base includes a lazy broadcast object called Broadcasting, but this is not a subtype of AbstractArray. Here we have BroadcastArray which replicates the functionality of Broadcasting while supporting the array interface.

julia> A = randn(6,6);

julia> B = BroadcastArray(exp, A);

julia> Matrix(B) == exp.(A)
true

julia> B = BroadcastArray(+, A, 2);

julia> B == A .+ 2
true

Such arrays can also be created using the macro @~ which acts on ordinary broadcasting expressions combined with LazyArray:

julia> C = rand(1000)';

julia> D = LazyArray(@~ exp.(C))

julia> E = LazyArray(@~ @. 2 + log(C))

julia> @btime sum(LazyArray(@~ C .* C'); dims=1) # without `@~`, 1.438 ms (5 allocations: 7.64 MiB)
  74.425 μs (7 allocations: 8.08 KiB)

First Commit

06/06/2018

Last Touched

2 days ago

Commits

221 commits