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Bug 694 - Handling unordered sparse matrices (as in SparseQR::matrixR)
Handling unordered sparse matrices (as in SparseQR::matrixR)
Product: Eigen
Classification: Unclassified
Component: Sparse
All All
: High API Change
Assigned To: Nobody
Depends on:
Blocks: 3.4
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Reported: 2013-10-29 08:31 UTC by Joel
Modified: 2016-02-01 15:46 UTC (History)
2 users (show)


Description Joel 2013-10-29 08:31:31 UTC
The inner indices in the matrix returned by SparseQR::matrixR are unsorted.  This makes any componentwise binary operation (e.g. +) fail as it iterates over the indices.  

This appears to be trivially reproducible: construct a sparse matrix; calculate it's QR; look at the inner indices.  If it's not, I'm happy to put together an example.
Comment 1 Gael Guennebaud 2016-02-01 15:44:57 UTC
I made it clear in the doc:
Summary:     Bug 694: document that SparseQR::matrixR is not sorted.

Now, we need a proper fix to handle unordered sparse matrices. To this end, we need:

1 - a way to tell Eigen that a matrix has unordered entries: runtime flag (like the compressed state), or compile-time via the Option template parameter of SparseMatrix, or even via a decorator

2 - an easy and efficient way to a turn an unordered matrix into an ordered one: in-place sort, or via two transpositions.

3 - decide whether this conversion should be implicitly done on demand, e.g.: when evaluating A+B, if B is unordered, copy it to an ordered one.

Questions (1) and (3) are kind of related. For instance, if we go for a compile-time flag for (1), then it would be possible and ok to trigger a static assertion for (3), similar to the case of storage-order mismatch. On the other hand, if we go with with a runtime flag for (1), then we should probably go with implicit conversion for (3), similar to what we do regarding the compressed flag (some matrix decompositions require compressed entries). Indeed, a runtime assertion would not be welcome because a might easily missed that a matrix is unordered if not warned at compile-time.

We should come up with a solution for 3.4.

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