more efficient sparse matrix multiplies
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feature
- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
Description
Replace the uses of Eigen::SparseMatrix (e.g., in CSR multiply) with more efficient custom code. As an example, @blackwer wrote faster code than Eigen for a project we did here on kmers for biome models (https://github.com/bob-carpenter/kmers) and I'm guessing it should be easy to use that code.
Current Version:
v4.8.1
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the CSR multiply entry point and every use of Eigen::SparseMatrix in the Stan Math codebase. Review the faster custom implementation referenced from the kmers project and compare it with the current operations; done means replacing the relevant sparse multiplies with custom code and demonstrating improved efficiency.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- performance
- Issue type
- Refactor
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100