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Parallelization of fast_csr_mv #67

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Parallelization of fast_csr_mv #67

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Parallelization of fast_csr_mv
GeoffNN Jun 18, 2020
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Merge branch 'master' into geoff/parallelize_mv
GeoffNN Jun 19, 2020
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11 changes: 7 additions & 4 deletions copt/utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -106,7 +106,7 @@ def fast_csr_vm(x, data, indptr, indices, d, idx):
return res


@njit(nogil=True)
@njit(parallel=True)
def fast_csr_mv(data, indptr, indices, x, idx):
"""
Returns the matrix vector product M[idx] * x. M is described
Expand All @@ -120,10 +120,13 @@ def fast_csr_mv(data, indptr, indices, x, idx):
"""

res = np.zeros(len(idx))
for i, row_idx in np.ndenumerate(idx):
for k, j in enumerate(range(indptr[row_idx], indptr[row_idx+1])):
for i in prange(len(idx)):
row_idx = idx[i]
res_i = 0.0
for j in range(indptr[row_idx], indptr[row_idx+1]):
j_idx = indices[j]
res[i] += x[j_idx] * data[j]
res_i += x[j_idx] * data[j]
res[i] = res_i
return res


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