From: Olivier Saut <osaut@...>
Date: 2012-09-09T03:00:32+09:00
Subject: Re: Using ruby for scientific computing


Le 8 sept. 2012 à 19:39, Panagiotis Atmatzidis <ml@convalesco.org> a écrit :

> Hello,
> 
> On 8 Σεπ 2012, at 18:06 , Olivier Saut <osaut@airpost.net> wrote:
> 
>> Hi all,
>> 
>> For pedagogic purposes, I am trying to solve simple partial differential
>> equations (say a diffusion equation on a regular mesh in 2D) with Ruby.
>> Using the NArray gem, I have built a satisfactory tool from an interface
>> (and ease of use) point of view but the performance are suboptimal. 
> 
> Is the code available on a public repo?

Not yet, but I plan to share it as soon as I am convinced it is usable for my students. 

> 
>> I am now wondering what is the right way to improve my code
>> performance-wise. I am doing a lot of matrix-vector and vector-vector
>> products. 
>> 
>> From 2 2D NArrays describing two scalar fields, dot-product is implemented as :
>> 
>> def dot_product(vec_a, vec_b) 
>>       dot_product=(vec_a*vec_b">vec_a*vec_b).sum 
>> end

The definition above is wrong, the right ones

def dot_product(vec_a, vec_b)
	(vec_a*vec_b).sum
end


>> 
>> and as I am working with sparse matrices, (for the time being) a matrix
>> is an Array of Hashes. Each key of the hash contains the index of the
>> non-vanishing coefficients (the value of this coefficient is the value
>> of the Hash) of the matrix. For the identity matrix it gives
>> 
>> def identity(sizeX, sizeY)
>>       mat=[]
>>       (0..sizeX*sizeY">sizeX*sizeY).each { |ind|
>>           mat << {ind=>1.0}
>>       }
>>       mat
>> end
>> 
>> 
>> Matrix vector product is then defined as
>> 
>> def matrix_vector_product(mat, vector) 
>>       ff=NArray.float(100,100)
>>       (0..100*100).each { |ind|
>>           matrix[ind].each do |key,value|
>>               ff[[ind]]+=value*vector[[key]][0]
>>           end
>>       }
>>       ff
>> end
>> 
>> I am wondering what is the best way to tackle this performance problem :
>> 1. Improve the ruby code (and how? :) Should I avoid using hashes?
>> 2. Write an extension to perform these operations in C. BTW is there a
>> way to access directly NArray data (without copy) from a C extension?
>> 3. Use a wrapper like Ruby-lapack
>> (
>> https://rubyforge.org/projects/ruby-lapack/
>> ).
>> 
>> What do you think? 
>> 
>> Thanks for your help !



Best regards,
						       	                	- Olivier