[SPARK-10491] [MLLIB] move RowMatrix.dspr to BLAS

jira: https://issues.apache.org/jira/browse/SPARK-10491

We implemented dspr with sparse vector support in `RowMatrix`. This method is also used in WeightedLeastSquares and other places. It would be useful to move it to `linalg.BLAS`.

Let me know if new UT needed.

Author: Yuhao Yang <[email protected]>

Closes #8663 from hhbyyh/movedspr.

Author: hhbyyh

mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala

@@ -88,7 +88,7 @@ private[ml] class WeightedLeastSquares(
     if (fitIntercept) {
       // shift centers
       // A^T A - aBar aBar^T
-      RowMatrix.dspr(-1.0, aBar, aaValues)
+      BLAS.spr(-1.0, aBar, aaValues)
       // A^T b - bBar aBar
       BLAS.axpy(-bBar, aBar, abBar)
     }
@@ -203,7 +203,7 @@ private[ml] object WeightedLeastSquares {
       bbSum += w * b * b
       BLAS.axpy(w, a, aSum)
       BLAS.axpy(w * b, a, abSum)
-      RowMatrix.dspr(w, a, aaSum.values)
+      BLAS.spr(w, a, aaSum)
       this
     }
 

mllib/src/main/scala/org/apache/spark/mllib/linalg/BLAS.scala

@@ -236,6 +236,50 @@ private[spark] object BLAS extends Serializable with Logging {
     _nativeBLAS
   }
 
+  /**
+   * Adds alpha * x * x.t to a matrix in-place. This is the same as BLAS's ?SPR.
+   *
+   * @param U the upper triangular part of the matrix in a [[DenseVector]](column major)
+   */
+  def spr(alpha: Double, v: Vector, U: DenseVector): Unit = {
+    spr(alpha, v, U.values)
+  }
+
+  /**
+   * Adds alpha * x * x.t to a matrix in-place. This is the same as BLAS's ?SPR.
+   *
+   * @param U the upper triangular part of the matrix packed in an array (column major)
+   */
+  def spr(alpha: Double, v: Vector, U: Array[Double]): Unit = {
+    val n = v.size
+    v match {
+      case DenseVector(values) =>
+        NativeBLAS.dspr("U", n, alpha, values, 1, U)
+      case SparseVector(size, indices, values) =>
+        val nnz = indices.length
+        var colStartIdx = 0
+        var prevCol = 0
+        var col = 0
+        var j = 0
+        var i = 0
+        var av = 0.0
+        while (j < nnz) {
+          col = indices(j)
+          // Skip empty columns.
+          colStartIdx += (col - prevCol) * (col + prevCol + 1) / 2
+          col = indices(j)
+          av = alpha * values(j)
+          i = 0
+          while (i <= j) {
+            U(colStartIdx + indices(i)) += av * values(i)
+            i += 1
+          }
+          j += 1
+          prevCol = col
+        }
+    }
+  }
+
   /**
    * A := alpha * x * x^T^ + A
    * @param alpha a real scalar that will be multiplied to x * x^T^.

mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala

@@ -24,7 +24,6 @@ import scala.collection.mutable.ListBuffer
 import breeze.linalg.{DenseMatrix => BDM, DenseVector => BDV, SparseVector => BSV, axpy => brzAxpy,
   svd => brzSvd, MatrixSingularException, inv}
 import breeze.numerics.{sqrt => brzSqrt}
-import com.github.fommil.netlib.BLAS.{getInstance => blas}
 
 import org.apache.spark.Logging
 import org.apache.spark.SparkContext._
@@ -123,7 +122,7 @@ class RowMatrix @Since("1.0.0") (
     // Compute the upper triangular part of the gram matrix.
     val GU = rows.treeAggregate(new BDV[Double](new Array[Double](nt)))(
       seqOp = (U, v) => {
-        RowMatrix.dspr(1.0, v, U.data)
+        BLAS.spr(1.0, v, U.data)
         U
       }, combOp = (U1, U2) => U1 += U2)
 
@@ -673,43 +672,6 @@ class RowMatrix @Since("1.0.0") (
 @Experimental
 object RowMatrix {
 
-  /**
-   * Adds alpha * x * x.t to a matrix in-place. This is the same as BLAS's DSPR.
-   *
-   * @param U the upper triangular part of the matrix packed in an array (column major)
-   */
-  // TODO: SPARK-10491 - move this method to linalg.BLAS
-  private[spark] def dspr(alpha: Double, v: Vector, U: Array[Double]): Unit = {
-    // TODO: Find a better home (breeze?) for this method.
-    val n = v.size
-    v match {
-      case DenseVector(values) =>
-        blas.dspr("U", n, alpha, values, 1, U)
-      case SparseVector(size, indices, values) =>
-        val nnz = indices.length
-        var colStartIdx = 0
-        var prevCol = 0
-        var col = 0
-        var j = 0
-        var i = 0
-        var av = 0.0
-        while (j < nnz) {
-          col = indices(j)
-          // Skip empty columns.
-          colStartIdx += (col - prevCol) * (col + prevCol + 1) / 2
-          col = indices(j)
-          av = alpha * values(j)
-          i = 0
-          while (i <= j) {
-            U(colStartIdx + indices(i)) += av * values(i)
-            i += 1
-          }
-          j += 1
-          prevCol = col
-        }
-    }
-  }
-
   /**
    * Fills a full square matrix from its upper triangular part.
    */

mllib/src/test/scala/org/apache/spark/mllib/linalg/BLASSuite.scala

@@ -126,6 +126,31 @@ class BLASSuite extends SparkFunSuite {
     }
   }
 
+  test("spr") {
+    // test dense vector
+    val alpha = 0.1
+    val x = new DenseVector(Array(1.0, 2, 2.1, 4))
+    val U = new DenseVector(Array(1.0, 2, 2, 3, 3, 3, 4, 4, 4, 4))
+    val expected = new DenseVector(Array(1.1, 2.2, 2.4, 3.21, 3.42, 3.441, 4.4, 4.8, 4.84, 5.6))
+
+    spr(alpha, x, U)
+    assert(U ~== expected absTol 1e-9)
+
+    val matrix33 = new DenseVector(Array(1.0, 2, 3, 4, 5))
+    withClue("Size of vector must match the rank of matrix") {
+      intercept[Exception] {
+        spr(alpha, x, matrix33)
+      }
+    }
+
+    // test sparse vector
+    val sv = new SparseVector(4, Array(0, 3), Array(1.0, 2))
+    val U2 = new DenseVector(Array(1.0, 2, 2, 3, 3, 3, 4, 4, 4, 4))
+    spr(0.1, sv, U2)
+    val expectedSparse = new DenseVector(Array(1.1, 2.0, 2.0, 3.0, 3.0, 3.0, 4.2, 4.0, 4.0, 4.4))
+    assert(U2 ~== expectedSparse absTol 1e-15)
+  }
+
   test("syr") {
     val dA = new DenseMatrix(4, 4,
       Array(0.0, 1.2, 2.2, 3.1, 1.2, 3.2, 5.3, 4.6, 2.2, 5.3, 1.8, 3.0, 3.1, 4.6, 3.0, 0.8))