Source code for hail.linalg.blockmatrix

import os

import itertools
import math
import re
import numpy as np
import scipy.linalg as spla

import hail as hl
import hail.expr.aggregators as agg
from hail.expr import construct_expr, construct_variable
from hail.expr.expressions import expr_float64, matrix_table_source, check_entry_indexed, \
    expr_tuple, expr_array, expr_int32, expr_int64
from hail.ir import BlockMatrixWrite, BlockMatrixMap2, ApplyBinaryPrimOp, F64, \
    BlockMatrixBroadcast, ValueToBlockMatrix, BlockMatrixRead, JavaBlockMatrix, BlockMatrixMap, \
    ApplyUnaryPrimOp, BlockMatrixDot, tensor_shape_to_matrix_shape, BlockMatrixAgg, BlockMatrixRandom, \
    BlockMatrixToValueApply, BlockMatrixToTable, BlockMatrixFilter, TableFromBlockMatrixNativeReader, TableRead, \
    BlockMatrixSlice, BlockMatrixSparsify, BlockMatrixDensify, RectangleSparsifier, \
    RowIntervalSparsifier, BandSparsifier, PerBlockSparsifier, UnpersistBlockMatrix
from hail.ir.blockmatrix_reader import BlockMatrixNativeReader, BlockMatrixBinaryReader, BlockMatrixPersistReader
from hail.ir.blockmatrix_writer import BlockMatrixBinaryWriter, BlockMatrixNativeWriter, BlockMatrixRectanglesWriter, BlockMatrixPersistWriter
from hail.ir import ExportType
from hail.table import Table
from hail.typecheck import typecheck, typecheck_method, nullable, oneof, \
    sliceof, sequenceof, lazy, enumeration, numeric, tupleof, func_spec, sized_tupleof
from hail.utils import new_temp_file, new_local_temp_file, local_path_uri, storage_level
from hail.utils.java import Env

block_matrix_type = lazy()


[docs]class BlockMatrix(object): """Hail's block-distributed matrix of :py:data:`.tfloat64` elements. .. include:: ../_templates/experimental.rst A block matrix is a distributed analogue of a two-dimensional `NumPy ndarray <https://docs.scipy.org/doc/numpy/reference/arrays.ndarray.html>`__ with shape ``(n_rows, n_cols)`` and NumPy dtype ``float64``. Import the class with: >>> from hail.linalg import BlockMatrix Under the hood, block matrices are partitioned like a checkerboard into square blocks with side length a common block size. Blocks in the final row or column of blocks may be truncated, so block size need not evenly divide the matrix dimensions. Block size defaults to the value given by :meth:`default_block_size`. **Operations and broadcasting** The core operations are consistent with NumPy: ``+``, ``-``, ``*``, and ``/`` for element-wise addition, subtraction, multiplication, and division; ``@`` for matrix multiplication; ``T`` for transpose; and ``**`` for element-wise exponentiation to a scalar power. For element-wise binary operations, each operand may be a block matrix, an ndarray, or a scalar (:obj:`int` or :obj:`float`). For matrix multiplication, each operand may be a block matrix or an ndarray. If either operand is a block matrix, the result is a block matrix. Binary operations between block matrices require that both operands have the same block size. To interoperate with block matrices, ndarray operands must be one or two dimensional with dtype convertible to ``float64``. One-dimensional ndarrays of shape ``(n)`` are promoted to two-dimensional ndarrays of shape ``(1, n)``, i.e. a single row. Block matrices support broadcasting of ``+``, ``-``, ``*``, and ``/`` between matrices of different shapes, consistent with the NumPy `broadcasting rules <https://docs.scipy.org/doc/numpy/user/basics.broadcasting.html>`__. There is one exception: block matrices do not currently support element-wise "outer product" of a single row and a single column, although the same effect can be achieved for ``*`` by using ``@``. Warning ------- For binary operations, if the first operand is an ndarray and the second operand is a block matrix, the result will be a ndarray of block matrices. To achieve the desired behavior for ``+`` and ``*``, place the block matrix operand first; for ``-``, ``/``, and ``@``, first convert the ndarray to a block matrix using :meth:`.from_numpy`. Warning ------- Block matrix multiplication requires special care due to each block of each operand being a dependency of multiple blocks in the product. The :math:`(i, j)`-block in the product ``a @ b`` is computed by summing the products of corresponding blocks in block row :math:`i` of ``a`` and block column :math:`j` of ``b``. So overall, in addition to this multiplication and addition, the evaluation of ``a @ b`` realizes each block of ``a`` as many times as the number of block columns of ``b`` and realizes each block of ``b`` as many times as the number of block rows of ``a``. This becomes a performance and resilience issue whenever ``a`` or ``b`` is defined in terms of pending transformations (such as linear algebra operations). For example, evaluating ``a @ (c @ d)`` will effectively evaluate ``c @ d`` as many times as the number of block rows in ``a``. To limit re-computation, write or cache transformed block matrix operands before feeding them into matrix multiplication: >>> c = BlockMatrix.read('c.bm') # doctest: +SKIP >>> d = BlockMatrix.read('d.bm') # doctest: +SKIP >>> (c @ d).write('cd.bm') # doctest: +SKIP >>> a = BlockMatrix.read('a.bm') # doctest: +SKIP >>> e = a @ BlockMatrix.read('cd.bm') # doctest: +SKIP **Indexing and slicing** Block matrices also support NumPy-style 2-dimensional `indexing and slicing <https://docs.scipy.org/doc/numpy/user/basics.indexing.html>`__, with two differences. First, slices ``start:stop:step`` must be non-empty with positive ``step``. Second, even if only one index is a slice, the resulting block matrix is still 2-dimensional. For example, for a block matrix ``bm`` with 10 rows and 10 columns: - ``bm[0, 0]`` is the element in row 0 and column 0 of ``bm``. - ``bm[0:1, 0]`` is a block matrix with 1 row, 1 column, and element ``bm[0, 0]``. - ``bm[2, :]`` is a block matrix with 1 row, 10 columns, and elements from row 2 of ``bm``. - ``bm[:3, -1]`` is a block matrix with 3 rows, 1 column, and the first 3 elements of the last column of ``bm``. - ``bm[::2, ::2]`` is a block matrix with 5 rows, 5 columns, and all evenly-indexed elements of ``bm``. Use :meth:`filter`, :meth:`filter_rows`, and :meth:`filter_cols` to subset to non-slice subsets of rows and columns, e.g. to rows ``[0, 2, 5]``. **Block-sparse representation** By default, block matrices compute and store all blocks explicitly. However, some applications involve block matrices in which: - some blocks consist entirely of zeroes. - some blocks are not of interest. For example, statistical geneticists often want to compute and manipulate a banded correlation matrix capturing "linkage disequilibrium" between nearby variants along the genome. In this case, working with the full correlation matrix for tens of millions of variants would be prohibitively expensive, and in any case, entries far from the diagonal are either not of interest or ought to be zeroed out before downstream linear algebra. To enable such computations, block matrices do not require that all blocks be realized explicitly. Implicit (dropped) blocks behave as blocks of zeroes, so we refer to a block matrix in which at least one block is implicitly zero as a **block-sparse matrix**. Otherwise, we say the matrix is block-dense. The property :meth:`is_sparse` encodes this state. Dropped blocks are not stored in memory or on :meth:`write`. In fact, blocks that are dropped prior to an action like :meth:`export` or :meth:`to_numpy` are never computed in the first place, nor are any blocks of upstream operands on which only dropped blocks depend! In addition, linear algebra is accelerated by avoiding, for example, explicit addition of or multiplication by blocks of zeroes. Block-sparse matrices may be created with :meth:`sparsify_band`, :meth:`sparsify_rectangles`, :meth:`sparsify_row_intervals`, and :meth:`sparsify_triangle`. The following methods naturally propagate block-sparsity: - Addition and subtraction "union" realized blocks. - Element-wise multiplication "intersects" realized blocks. - Transpose "transposes" realized blocks. - :meth:`abs` and :meth:`sqrt` preserve the realized blocks. - :meth:`sum` along an axis realizes those blocks for which at least one block summand is realized. - Matrix slicing, and more generally :meth:`filter`, :meth:`filter_rows`, and :meth:`filter_cols`. These following methods always result in a block-dense matrix: - :meth:`fill` - Addition or subtraction of a scalar or broadcasted vector. - Matrix multiplication, ``@``. The following methods fail if any operand is block-sparse, but can be forced by first applying :meth:`densify`. - Element-wise division between two block matrices. - Multiplication by a scalar or broadcasted vector which includes an infinite or ``nan`` value. - Division by a scalar or broadcasted vector which includes a zero, infinite or ``nan`` value. - Division of a scalar or broadcasted vector by a block matrix. - Element-wise exponentiation by a negative exponent. - Natural logarithm, :meth:`log`. """ @staticmethod def _from_java(jbm): return BlockMatrix(JavaBlockMatrix(jbm)) def __init__(self, bmir): self._bmir = bmir
[docs] @classmethod @typecheck_method(path=str) def read(cls, path): """Reads a block matrix. Parameters ---------- path: :obj:`str` Path to input file. Returns ------- :class:`.BlockMatrix` """ return cls(BlockMatrixRead(BlockMatrixNativeReader(path)))
[docs] @classmethod @typecheck_method(uri=str, n_rows=int, n_cols=int, block_size=nullable(int)) def fromfile(cls, uri, n_rows, n_cols, block_size=None): """Creates a block matrix from a binary file. Examples -------- >>> import numpy as np >>> a = np.random.rand(10, 20) >>> a.tofile('/local/file') # doctest: +SKIP To create a block matrix of the same dimensions: >>> bm = BlockMatrix.fromfile('file:///local/file', 10, 20) # doctest: +SKIP Notes ----- This method, analogous to `numpy.fromfile <https://docs.scipy.org/doc/numpy/reference/generated/numpy.fromfile.html>`__, reads a binary file of float64 values in row-major order, such as that produced by `numpy.tofile <https://docs.scipy.org/doc/numpy/reference/generated/numpy.ndarray.tofile.html>`__ or :meth:`BlockMatrix.tofile`. Binary files produced and consumed by :meth:`.tofile` and :meth:`.fromfile` are not platform independent, so should only be used for inter-operating with NumPy, not storage. Use :meth:`BlockMatrix.write` and :meth:`BlockMatrix.read` to save and load block matrices, since these methods write and read blocks in parallel and are platform independent. A NumPy ndarray must have type float64 for the output of func:`numpy.tofile` to be a valid binary input to :meth:`.fromfile`. This is not checked. The number of entries must be less than :math:`2^{31}`. Parameters ---------- uri: :obj:`str`, optional URI of binary input file. n_rows: :obj:`int` Number of rows. n_cols: :obj:`int` Number of columns. block_size: :obj:`int`, optional Block size. Default given by :meth:`default_block_size`. See Also -------- :meth:`.from_numpy` """ if not block_size: block_size = BlockMatrix.default_block_size() return cls(BlockMatrixRead(BlockMatrixBinaryReader(uri, [n_rows, n_cols], block_size)))
[docs] @classmethod @typecheck_method(ndarray=np.ndarray, block_size=nullable(int)) def from_numpy(cls, ndarray, block_size=None): """Distributes a `NumPy ndarray <https://docs.scipy.org/doc/numpy/reference/generated/numpy.ndarray.html>`__ as a block matrix. Examples -------- >>> import numpy as np >>> a = np.random.rand(10, 20) >>> bm = BlockMatrix.from_numpy(a) Notes ----- The ndarray must have two dimensions, each of non-zero size. The number of entries must be less than :math:`2^{31}`. Parameters ---------- ndarray: :class:`numpy.ndarray` ndarray with two dimensions, each of non-zero size. block_size: :obj:`int`, optional Block size. Default given by :meth:`default_block_size`. Returns ------- :class:`.BlockMatrix` """ if not block_size: block_size = BlockMatrix.default_block_size() if any(i == 0 for i in ndarray.shape): raise ValueError(f'from_numpy: ndarray dimensions must be non-zero, found shape {ndarray.shape}') nd = _ndarray_as_2d(ndarray) nd = _ndarray_as_float64(nd) n_rows, n_cols = nd.shape path = new_local_temp_file() uri = local_path_uri(path) nd.tofile(path) return cls.fromfile(uri, n_rows, n_cols, block_size)
[docs] @classmethod @typecheck_method(entry_expr=expr_float64, mean_impute=bool, center=bool, normalize=bool, axis=nullable(enumeration('rows', 'cols')), block_size=nullable(int)) def from_entry_expr(cls, entry_expr, mean_impute=False, center=False, normalize=False, axis='rows', block_size=None): """Creates a block matrix using a matrix table entry expression. Examples -------- >>> mt = hl.balding_nichols_model(3, 25, 50) >>> bm = BlockMatrix.from_entry_expr(mt.GT.n_alt_alleles()) Notes ----- This convenience method writes the block matrix to a temporary file on persistent disk and then reads the file. If you want to store the resulting block matrix, use :meth:`write_from_entry_expr` directly to avoid writing the result twice. See :meth:`write_from_entry_expr` for further documentation. Warning ------- If the rows of the matrix table have been filtered to a small fraction, then :meth:`.MatrixTable.repartition` before this method to improve performance. If you encounter a Hadoop write/replication error, increase the number of persistent workers or the disk size per persistent worker, or use :meth:`write_from_entry_expr` to write to external storage. This method opens ``n_cols / block_size`` files concurrently per task. To not blow out memory when the number of columns is very large, limit the Hadoop write buffer size; e.g. on GCP, set this property on cluster startup (the default is 64MB): ``--properties 'core:fs.gs.io.buffersize.write=1048576``. Parameters ---------- entry_expr: :class:`.Float64Expression` Entry expression for numeric matrix entries. mean_impute: :obj:`bool` If true, set missing values to the row mean before centering or normalizing. If false, missing values will raise an error. center: :obj:`bool` If true, subtract the row mean. normalize: :obj:`bool` If true and ``center=False``, divide by the row magnitude. If true and ``center=True``, divide the centered value by the centered row magnitude. axis: :obj:`str` One of "rows" or "cols": axis by which to normalize or center. block_size: :obj:`int`, optional Block size. Default given by :meth:`.BlockMatrix.default_block_size`. """ path = new_temp_file() cls.write_from_entry_expr(entry_expr, path, overwrite=False, mean_impute=mean_impute, center=center, normalize=normalize, axis=axis, block_size=block_size) return cls.read(path)
[docs] @classmethod @typecheck_method(n_rows=int, n_cols=int, block_size=nullable(int), seed=nullable(int), gaussian=bool) def random(cls, n_rows, n_cols, block_size=None, seed=None, gaussian=True) -> 'BlockMatrix': """Creates a block matrix with standard normal or uniform random entries. Examples -------- Create a block matrix with 10 rows, 20 columns, and standard normal entries: >>> bm = BlockMatrix.random(10, 20) Parameters ---------- n_rows: :obj:`int` Number of rows. n_cols: :obj:`int` Number of columns. block_size: :obj:`int`, optional Block size. Default given by :meth:`default_block_size`. seed: :obj:`int` Random seed. gaussian: :obj:`bool` If ``True``, entries are drawn from the standard normal distribution. If ``False``, entries are drawn from the uniform distribution on [0,1]. Returns ------- :class:`.BlockMatrix` """ if not block_size: block_size = BlockMatrix.default_block_size() seed = seed if seed is not None else Env.next_seed() rand = BlockMatrixRandom(seed, gaussian, [n_rows, n_cols], block_size) return BlockMatrix(rand)
[docs] @classmethod @typecheck_method(n_rows=int, n_cols=int, value=numeric, block_size=nullable(int)) def fill(cls, n_rows, n_cols, value, block_size=None): """Creates a block matrix with all elements the same value. Examples -------- Create a block matrix with 10 rows, 20 columns, and all elements equal to ``1.0``: >>> bm = BlockMatrix.fill(10, 20, 1.0) Parameters ---------- n_rows: :obj:`int` Number of rows. n_cols: :obj:`int` Number of columns. value: :obj:`float` Value of all elements. block_size: :obj:`int`, optional Block size. Default given by :meth:`default_block_size`. Returns ------- :class:`.BlockMatrix` """ if not block_size: block_size = BlockMatrix.default_block_size() bmir = BlockMatrixBroadcast(_to_bmir(value, block_size), [], [n_rows, n_cols], block_size) return BlockMatrix(bmir)
@classmethod @typecheck_method(n_rows=int, n_cols=int, data=sequenceof(float), block_size=nullable(int)) def _create(cls, n_rows, n_cols, data, block_size=None): """Private method for creating small test matrices.""" if block_size is None: block_size = BlockMatrix.default_block_size() return BlockMatrix(ValueToBlockMatrix(hl.literal(data)._ir, [n_rows, n_cols], block_size))
[docs] @staticmethod def default_block_size(): """Default block side length.""" # This should match BlockMatrix.defaultBlockSize in the Scala backend. return 4096 # 32 * 1024 bytes
@property def element_type(self): return self._bmir.typ.element_type @property def n_rows(self): """Number of rows. Returns ------- :obj:`int` """ return self.shape[0] @property def n_cols(self): """Number of columns. Returns ------- :obj:`int` """ return self.shape[1] @property def _n_block_rows(self): return (self.n_rows + self.block_size - 1) // self.block_size @property def _n_block_cols(self): return (self.n_cols + self.block_size - 1) // self.block_size @property def shape(self): """Shape of matrix. Returns ------- (:obj:`int`, :obj:`int`) Number of rows and number of columns. """ return tensor_shape_to_matrix_shape(self._bmir) @property def block_size(self): """Block size. Returns ------- :obj:`int` """ return self._bmir.typ.block_size @property def _last_col_block_width(self): remainder = self.n_cols % self.block_size return remainder if remainder != 0 else self.block_size @property def _last_row_block_height(self): remainder = self.n_rows % self.block_size return remainder if remainder != 0 else self.block_size
[docs] @typecheck_method(path=str, overwrite=bool, force_row_major=bool, stage_locally=bool) def write(self, path, overwrite=False, force_row_major=False, stage_locally=False): """Writes the block matrix. .. include:: ../_templates/write_warning.rst Parameters ---------- path: :obj:`str` Path for output file. overwrite : :obj:`bool` If ``True``, overwrite an existing file at the destination. force_row_major: :obj:`bool` If ``True``, transform blocks in column-major format to row-major format before writing. If ``False``, write blocks in their current format. stage_locally: :obj:`bool` If ``True``, major output will be written to temporary local storage before being copied to ``output``. """ writer = BlockMatrixNativeWriter(path, overwrite, force_row_major, stage_locally) Env.backend().execute(BlockMatrixWrite(self._bmir, writer))
[docs] @typecheck_method(path=str, overwrite=bool, force_row_major=bool, stage_locally=bool) def checkpoint(self, path, overwrite=False, force_row_major=False, stage_locally=False): """Checkpoint the block matrix. .. include:: ../_templates/write_warning.rst Parameters ---------- path: :obj:`str` Path for output file. overwrite : :obj:`bool` If ``True``, overwrite an existing file at the destination. force_row_major: :obj:`bool` If ``True``, transform blocks in column-major format to row-major format before checkpointing. If ``False``, checkpoint blocks in their current format. stage_locally: :obj:`bool` If ``True``, major output will be written to temporary local storage before being copied to ``output``. """ self.write(path, overwrite, force_row_major, stage_locally) return BlockMatrix.read(path)
[docs] @staticmethod @typecheck(entry_expr=expr_float64, path=str, overwrite=bool, mean_impute=bool, center=bool, normalize=bool, axis=nullable(enumeration('rows', 'cols')), block_size=nullable(int)) def write_from_entry_expr(entry_expr, path, overwrite=False, mean_impute=False, center=False, normalize=False, axis='rows', block_size=None): """Writes a block matrix from a matrix table entry expression. Examples -------- >>> mt = hl.balding_nichols_model(3, 25, 50) >>> BlockMatrix.write_from_entry_expr(mt.GT.n_alt_alleles(), ... 'output/model.bm') Notes ----- The resulting file can be loaded with :meth:`BlockMatrix.read`. Blocks are stored row-major. If a pipelined transformation significantly downsamples the rows of the underlying matrix table, then repartitioning the matrix table ahead of this method will greatly improve its performance. By default, this method will fail if any values are missing (to be clear, special float values like ``nan`` are not missing values). - Set `mean_impute` to replace missing values with the row mean before possibly centering or normalizing. If all values are missing, the row mean is ``nan``. - Set `center` to shift each row to have mean zero before possibly normalizing. - Set `normalize` to normalize each row to have unit length. To standardize each row, regarded as an empirical distribution, to have mean 0 and variance 1, set `center` and `normalize` and then multiply the result by ``sqrt(n_cols)``. Warning ------- If the rows of the matrix table have been filtered to a small fraction, then :meth:`.MatrixTable.repartition` before this method to improve performance. This method opens ``n_cols / block_size`` files concurrently per task. To not blow out memory when the number of columns is very large, limit the Hadoop write buffer size; e.g. on GCP, set this property on cluster startup (the default is 64MB): ``--properties 'core:fs.gs.io.buffersize.write=1048576``. Parameters ---------- entry_expr: :class:`.Float64Expression` Entry expression for numeric matrix entries. path: :obj:`str` Path for output. overwrite : :obj:`bool` If ``True``, overwrite an existing file at the destination. mean_impute: :obj:`bool` If true, set missing values to the row mean before centering or normalizing. If false, missing values will raise an error. center: :obj:`bool` If true, subtract the row mean. normalize: :obj:`bool` If true and ``center=False``, divide by the row magnitude. If true and ``center=True``, divide the centered value by the centered row magnitude. axis: :obj:`str` One of "rows" or "cols": axis by which to normalize or center. block_size: :obj:`int`, optional Block size. Default given by :meth:`.BlockMatrix.default_block_size`. """ if not block_size: block_size = BlockMatrix.default_block_size() check_entry_indexed('BlockMatrix.write_from_entry_expr', entry_expr) mt = matrix_table_source('BlockMatrix.write_from_entry_expr', entry_expr) if not (mean_impute or center or normalize): if entry_expr in mt._fields_inverse: field = mt._fields_inverse[entry_expr] mt.select_entries(field)._write_block_matrix(path, overwrite, field, block_size) else: field = Env.get_uid() mt.select_entries(**{field: entry_expr})._write_block_matrix(path, overwrite, field, block_size) else: mt = mt.select_entries(__x=entry_expr).unfilter_entries() compute = { '__count': agg.count_where(hl.is_defined(mt['__x'])), '__sum': agg.sum(mt['__x']), '__sum_sq': agg.sum(mt['__x'] * mt['__x']) } if axis == 'rows': n_elements = mt.count_cols() mt = mt.select_rows(**compute) else: n_elements = mt.count_rows() mt = mt.select_cols(**compute) compute = { '__mean': mt['__sum'] / mt['__count'], '__centered_length': hl.sqrt(mt['__sum_sq'] - (mt['__sum'] ** 2) / mt['__count']), '__length': hl.sqrt(mt['__sum_sq'] + (n_elements - mt['__count']) * ((mt['__sum'] / mt['__count']) ** 2)) } if axis == 'rows': mt = mt.select_rows(**compute) else: mt = mt.select_cols(**compute) expr = mt['__x'] if normalize: if center: expr = (expr - mt['__mean']) / mt['__centered_length'] if mean_impute: expr = hl.or_else(expr, 0.0) else: if mean_impute: expr = hl.or_else(expr, mt['__mean']) expr = expr / mt['__length'] else: if center: expr = expr - mt['__mean'] if mean_impute: expr = hl.or_else(expr, 0.0) else: if mean_impute: expr = hl.or_else(expr, mt['__mean']) field = Env.get_uid() mt.select_entries(**{field: expr})._write_block_matrix(path, overwrite, field, block_size)
@staticmethod def _check_indices(indices, size): if len(indices) == 0: raise ValueError('index list must be non-empty') elif not all(x < y for x, y in zip(indices, indices[1:])): raise ValueError('index list must be strictly increasing') elif indices[0] < 0: raise ValueError(f'index list values must be in range [0, {size}), found {indices[0]}') elif indices[-1] >= size: raise ValueError(f'index list values must be in range [0, {size}), found {indices[-1]}')
[docs] @typecheck_method(rows_to_keep=sequenceof(int)) def filter_rows(self, rows_to_keep): """Filters matrix rows. Parameters ---------- rows_to_keep: :obj:`list` of :obj:`int` Indices of rows to keep. Must be non-empty and increasing. Returns ------- :class:`.BlockMatrix` """ BlockMatrix._check_indices(rows_to_keep, self.n_rows) return BlockMatrix(BlockMatrixFilter(self._bmir, [rows_to_keep, []]))
[docs] @typecheck_method(cols_to_keep=sequenceof(int)) def filter_cols(self, cols_to_keep): """Filters matrix columns. Parameters ---------- cols_to_keep: :obj:`list` of :obj:`int` Indices of columns to keep. Must be non-empty and increasing. Returns ------- :class:`.BlockMatrix` """ BlockMatrix._check_indices(cols_to_keep, self.n_cols) return BlockMatrix(BlockMatrixFilter(self._bmir, [[], cols_to_keep]))
[docs] @typecheck_method(rows_to_keep=sequenceof(int), cols_to_keep=sequenceof(int)) def filter(self, rows_to_keep, cols_to_keep): """Filters matrix rows and columns. Notes ----- This method has the same effect as :meth:`BlockMatrix.filter_cols` followed by :meth:`BlockMatrix.filter_rows` (or vice versa), but filters the block matrix in a single pass which may be more efficient. Parameters ---------- rows_to_keep: :obj:`list` of :obj:`int` Indices of rows to keep. Must be non-empty and increasing. cols_to_keep: :obj:`list` of :obj:`int` Indices of columns to keep. Must be non-empty and increasing. Returns ------- :class:`.BlockMatrix` """ BlockMatrix._check_indices(rows_to_keep, self.n_rows) BlockMatrix._check_indices(cols_to_keep, self.n_cols) return BlockMatrix(BlockMatrixFilter(self._bmir, [rows_to_keep, cols_to_keep]))
@staticmethod def _pos_index(i, size, name, allow_size=False): if 0 <= i < size or (i == size and allow_size): return i elif 0 <= i + size < size: return i + size else: raise ValueError(f'invalid {name} {i} for axis of size {size}') @staticmethod def _range_to_keep(idx, size): if isinstance(idx, int): pos_idx = BlockMatrix._pos_index(idx, size, 'index') return slice(pos_idx, pos_idx + 1, 1) assert isinstance(idx, slice) if idx.step and idx.step <= 0: raise ValueError(f'slice step must be positive, found {idx.step}') start = 0 if idx.start is None else BlockMatrix._pos_index(idx.start, size, 'start index') stop = size if idx.stop is None else BlockMatrix._pos_index(idx.stop, size, 'stop index', allow_size=True) step = 1 if idx.step is None else idx.step if start < stop: return slice(start, stop, step) else: raise ValueError(f'slice {start}:{stop}:{step} is empty') @typecheck_method(indices=tupleof(oneof(int, sliceof(nullable(int), nullable(int), nullable(int))))) def __getitem__(self, indices): if len(indices) != 2: raise ValueError(f'tuple of indices or slices must have length two, found {len(indices)}') row_idx, col_idx = indices if isinstance(row_idx, int) and isinstance(col_idx, int): i = BlockMatrix._pos_index(row_idx, self.n_rows, 'row index') j = BlockMatrix._pos_index(col_idx, self.n_cols, 'col index') return Env.backend().execute(BlockMatrixToValueApply(self._bmir, {'name': 'GetElement', 'index': [i, j]})) rows_to_keep = BlockMatrix._range_to_keep(row_idx, self.n_rows) cols_to_keep = BlockMatrix._range_to_keep(col_idx, self.n_cols) return BlockMatrix(BlockMatrixSlice(self._bmir, [rows_to_keep, cols_to_keep]))
[docs] @typecheck_method(lower=int, upper=int, blocks_only=bool) def sparsify_band(self, lower=0, upper=0, blocks_only=False): r"""Filter to a diagonal band. Examples -------- Consider the following block matrix: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0, 4.0], ... [ 5.0, 6.0, 7.0, 8.0], ... [ 9.0, 10.0, 11.0, 12.0], ... [13.0, 14.0, 15.0, 16.0]]) >>> bm = BlockMatrix.from_numpy(nd, block_size=2) Filter to a band from one below the diagonal to two above the diagonal and collect to NumPy: >>> bm.sparsify_band(lower=-1, upper=2).to_numpy() # doctest: +SKIP_OUTPUT_CHECK array([[ 1., 2., 3., 0.], [ 5., 6., 7., 8.], [ 0., 10., 11., 12.], [ 0., 0., 15., 16.]]) Set all blocks fully outside the diagonal to zero and collect to NumPy: >>> bm.sparsify_band(lower=0, upper=0, blocks_only=True).to_numpy() # doctest: +SKIP_OUTPUT_CHECK array([[ 1., 2., 0., 0.], [ 5., 6., 0., 0.], [ 0., 0., 11., 12.], [ 0., 0., 15., 16.]]) Notes ----- This method creates a block-sparse matrix by zeroing out all blocks which are disjoint from a diagonal band. By default, all elements outside the band but inside blocks that overlap the band are set to zero as well. The band is defined in terms of inclusive `lower` and `upper` indices relative to the diagonal. For example, the indices -1, 0, and 1 correspond to the sub-diagonal, diagonal, and super-diagonal, respectively. The diagonal band contains the elements at positions :math:`(i, j)` such that .. math:: \mathrm{lower} \leq j - i \leq \mathrm{upper}. `lower` must be less than or equal to `upper`, but their values may exceed the dimensions of the matrix, the band need not include the diagonal, and the matrix need not be square. Parameters ---------- lower: :obj:`int` Index of lowest band relative to the diagonal. upper: :obj:`int` Index of highest band relative to the diagonal. blocks_only: :obj:`bool` If ``False``, set all elements outside the band to zero. If ``True``, only set all blocks outside the band to blocks of zeros; this is more efficient. Returns ------- :class:`.BlockMatrix` Sparse block matrix. """ if lower > upper: raise ValueError(f'sparsify_band: lower={lower} is greater than upper={upper}') bounds = hl.literal((lower, upper), hl.ttuple(hl.tint64, hl.tint64)) return BlockMatrix(BlockMatrixSparsify(self._bmir, bounds._ir, BandSparsifier(blocks_only)))
[docs] @typecheck_method(lower=bool, blocks_only=bool) def sparsify_triangle(self, lower=False, blocks_only=False): """Filter to the upper or lower triangle. Examples -------- Consider the following block matrix: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0, 4.0], ... [ 5.0, 6.0, 7.0, 8.0], ... [ 9.0, 10.0, 11.0, 12.0], ... [13.0, 14.0, 15.0, 16.0]]) >>> bm = BlockMatrix.from_numpy(nd, block_size=2) Filter to the upper triangle and collect to NumPy: >>> bm.sparsify_triangle().to_numpy() # doctest: +SKIP_OUTPUT_CHECK array([[ 1., 2., 3., 4.], [ 0., 6., 7., 8.], [ 0., 0., 11., 12.], [ 0., 0., 0., 16.]]) Set all blocks fully outside the upper triangle to zero and collect to NumPy: >>> bm.sparsify_triangle(blocks_only=True).to_numpy() # doctest: +SKIP_OUTPUT_CHECK array([[ 1., 2., 3., 4.], [ 5., 6., 7., 8.], [ 0., 0., 11., 12.], [ 0., 0., 15., 16.]]) Notes ----- This method creates a block-sparse matrix by zeroing out all blocks which are disjoint from the (non-strict) upper or lower triangle. By default, all elements outside the triangle but inside blocks that overlap the triangle are set to zero as well. Parameters ---------- lower: :obj:`bool` If ``False``, keep the upper triangle. If ``True``, keep the lower triangle. blocks_only: :obj:`bool` If ``False``, set all elements outside the triangle to zero. If ``True``, only set all blocks outside the triangle to blocks of zeros; this is more efficient. Returns ------- :class:`.BlockMatrix` Sparse block matrix. """ if lower: lower_band = 1 - self.n_rows upper_band = 0 else: lower_band = 0 upper_band = self.n_cols - 1 return self.sparsify_band(lower_band, upper_band, blocks_only)
@typecheck_method(intervals=expr_tuple([expr_array(expr_int64), expr_array(expr_int64)]), blocks_only=bool) def _sparsify_row_intervals_expr(self, intervals, blocks_only=False): return BlockMatrix( BlockMatrixSparsify(self._bmir, intervals._ir, RowIntervalSparsifier(blocks_only))) @typecheck_method(indices=expr_array(expr_int32)) def _sparsify_blocks(self, indices): return BlockMatrix( BlockMatrixSparsify(self._bmir, indices._ir, PerBlockSparsifier()))
[docs] @typecheck_method(starts=oneof(sequenceof(int), np.ndarray), stops=oneof(sequenceof(int), np.ndarray), blocks_only=bool) def sparsify_row_intervals(self, starts, stops, blocks_only=False): """Creates a block-sparse matrix by filtering to an interval for each row. Examples -------- Consider the following block matrix: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0, 4.0], ... [ 5.0, 6.0, 7.0, 8.0], ... [ 9.0, 10.0, 11.0, 12.0], ... [13.0, 14.0, 15.0, 16.0]]) >>> bm = BlockMatrix.from_numpy(nd, block_size=2) Set all elements outside the given row intervals to zero and collect to NumPy: >>> (bm.sparsify_row_intervals(starts=[1, 0, 2, 2], ... stops= [2, 0, 3, 4]) ... .to_numpy()) # doctest: +SKIP_OUTPUT_CHECK array([[ 0., 2., 0., 0.], [ 0., 0., 0., 0.], [ 0., 0., 11., 0.], [ 0., 0., 15., 16.]]) Set all blocks fully outside the given row intervals to blocks of zeros and collect to NumPy: >>> (bm.sparsify_row_intervals(starts=[1, 0, 2, 2], ... stops= [2, 0, 3, 4], ... blocks_only=True) ... .to_numpy()) # doctest: +SKIP_OUTPUT_CHECK array([[ 1., 2., 0., 0.], [ 5., 6., 0., 0.], [ 0., 0., 11., 12.], [ 0., 0., 15., 16.]]) Notes ----- This method creates a block-sparse matrix by zeroing out all blocks which are disjoint from all row intervals. By default, all elements outside the row intervals but inside blocks that overlap the row intervals are set to zero as well. `starts` and `stops` must both have length equal to the number of rows. The interval for row ``i`` is ``[starts[i], stops[i])``. In particular, ``0 <= starts[i] <= stops[i] <= n_cols`` is required for all ``i``. This method requires the number of rows to be less than :math:`2^{31}`. Parameters ---------- starts: :obj:`list` of :obj:`int`, or :class:`ndarray` of :obj:`int32` or :obj:`int64` Start indices for each row (inclusive). stops: :obj:`list` of :obj:`int`, or :class:`ndarray` of :obj:`int32` or :obj:`int64` Stop indices for each row (exclusive). blocks_only: :obj:`bool` If ``False``, set all elements outside row intervals to zero. If ``True``, only set all blocks outside row intervals to blocks of zeros; this is more efficient. Returns ------- :class:`.BlockMatrix` Sparse block matrix. """ if isinstance(starts, np.ndarray): if not (starts.dtype == np.int32 or starts.dtype == np.int64): raise ValueError("sparsify_row_intervals: starts ndarray must have dtype 'int32' or 'int64'") starts = [int(s) for s in starts] if isinstance(stops, np.ndarray): if not (stops.dtype == np.int32 or stops.dtype == np.int64): raise ValueError("sparsify_row_intervals: stops ndarray must have dtype 'int32' or 'int64'") stops = [int(s) for s in stops] n_rows = self.n_rows n_cols = self.n_cols if n_rows >= (1 << 31): raise ValueError(f'n_rows must be less than 2^31, found {n_rows}') if len(starts) != n_rows or len(stops) != n_rows: raise ValueError(f'starts and stops must both have length {n_rows} (the number of rows)') if any([start < 0 for start in starts]): raise ValueError('all start values must be non-negative') if any([stop > self.n_cols for stop in stops]): raise ValueError(f'all stop values must be less than or equal to {n_cols} (the number of columns)') if any([starts[i] > stops[i] for i in range(0, n_rows)]): raise ValueError('every start value must be less than or equal to the corresponding stop value') return self._sparsify_row_intervals_expr((starts, stops), blocks_only)
[docs] @typecheck_method(uri=str) def tofile(self, uri): """Collects and writes data to a binary file. Examples -------- >>> import numpy as np >>> bm = BlockMatrix.random(10, 20) >>> bm.tofile('file:///local/file') # doctest: +SKIP To create a :class:`numpy.ndarray` of the same dimensions: >>> a = np.fromfile('/local/file').reshape((10, 20)) # doctest: +SKIP Notes ----- This method, analogous to `numpy.tofile <https://docs.scipy.org/doc/numpy/reference/generated/numpy.ndarray.tofile.html>`__, produces a binary file of float64 values in row-major order, which can be read by functions such as `numpy.fromfile <https://docs.scipy.org/doc/numpy/reference/generated/numpy.fromfile.html>`__ (if a local file) and :meth:`BlockMatrix.fromfile`. Binary files produced and consumed by :meth:`.tofile` and :meth:`.fromfile` are not platform independent, so should only be used for inter-operating with NumPy, not storage. Use :meth:`BlockMatrix.write` and :meth:`BlockMatrix.read` to save and load block matrices, since these methods write and read blocks in parallel and are platform independent. The number of entries must be less than :math:`2^{31}`. Parameters ---------- uri: :obj:`str`, optional URI of binary output file. See Also -------- :meth:`.to_numpy` """ _check_entries_size(self.n_rows, self.n_cols) writer = BlockMatrixBinaryWriter(uri) Env.backend().execute(BlockMatrixWrite(self._bmir, writer))
[docs] @typecheck_method(_force_blocking=bool) def to_numpy(self, _force_blocking=False): """Collects the block matrix into a `NumPy ndarray <https://docs.scipy.org/doc/numpy/reference/generated/numpy.ndarray.html>`__. Examples -------- >>> bm = BlockMatrix.random(10, 20) >>> a = bm.to_numpy() Notes ----- The resulting ndarray will have the same shape as the block matrix. Returns ------- :class:`numpy.ndarray` """ if self.n_rows * self.n_cols > 1 << 31 or _force_blocking: path = new_temp_file() self.export_blocks(path, binary=True) return BlockMatrix.rectangles_to_numpy(path, binary=True) path = new_local_temp_file() uri = local_path_uri(path) self.tofile(uri) return np.fromfile(path).reshape((self.n_rows, self.n_cols))
@property def is_sparse(self): """Returns ``True`` if block-sparse. Notes ----- A block matrix is block-sparse if at least of its blocks is dropped, i.e. implicitly a block of zeros. Returns ------- :obj:`bool` """ return Env.backend()._to_java_blockmatrix_ir(self._bmir).typ().isSparse() @property def T(self): """Matrix transpose. Returns ------- :class:`.BlockMatrix` """ if self.n_rows == 1 and self.n_cols == 1: return self if self.n_rows == 1: index_expr = [0] elif self.n_cols == 1: index_expr = [1] else: index_expr = [1, 0] return BlockMatrix(BlockMatrixBroadcast(self._bmir, index_expr, [self.n_cols, self.n_rows], self.block_size))
[docs] def densify(self): """Restore all dropped blocks as explicit blocks of zeros. Returns ------- :class:`.BlockMatrix` """ return BlockMatrix(BlockMatrixDensify(self._bmir))
[docs] def cache(self): """Persist this block matrix in memory. Notes ----- This method is an alias for :meth:`persist("MEMORY_ONLY") <hail.linalg.BlockMatrix.persist>`. Returns ------- :class:`.BlockMatrix` Cached block matrix. """ return self.persist('MEMORY_ONLY')
[docs] @typecheck_method(storage_level=storage_level) def persist(self, storage_level='MEMORY_AND_DISK'): """Persists this block matrix in memory or on disk. Notes ----- The :meth:`.BlockMatrix.persist` and :meth:`.BlockMatrix.cache` methods store the current block matrix on disk or in memory temporarily to avoid redundant computation and improve the performance of Hail pipelines. This method is not a substitution for :meth:`.BlockMatrix.write`, which stores a permanent file. Most users should use the "MEMORY_AND_DISK" storage level. See the `Spark documentation <http://spark.apache.org/docs/latest/programming-guide.html#rdd-persistence>`__ for a more in-depth discussion of persisting data. Parameters ---------- storage_level : str Storage level. One of: NONE, DISK_ONLY, DISK_ONLY_2, MEMORY_ONLY, MEMORY_ONLY_2, MEMORY_ONLY_SER, MEMORY_ONLY_SER_2, MEMORY_AND_DISK, MEMORY_AND_DISK_2, MEMORY_AND_DISK_SER, MEMORY_AND_DISK_SER_2, OFF_HEAP Returns ------- :class:`.BlockMatrix` Persisted block matrix. """ id = Env.get_uid() Env.backend().execute(BlockMatrixWrite(self._bmir, BlockMatrixPersistWriter(id, storage_level))) return BlockMatrix(BlockMatrixRead(BlockMatrixPersistReader(id, self._bmir)))
[docs] def unpersist(self): """Unpersists this block matrix from memory/disk. Notes ----- This function will have no effect on a block matrix that was not previously persisted. Returns ------- :class:`.BlockMatrix` Unpersisted block matrix. """ Env.backend().execute(UnpersistBlockMatrix(self._bmir)) return BlockMatrix(self._bmir.unpersisted())
def __pos__(self): return self def __neg__(self): """Negation: -a. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(lambda x: construct_expr(ApplyUnaryPrimOp('-', x._ir), hl.tfloat64), needs_dense=False) @staticmethod def _binary_op(op): return lambda l, r: construct_expr(ApplyBinaryPrimOp(op, l._ir, r._ir), hl.tfloat64) @typecheck_method(f=func_spec(1, expr_float64), needs_dense=bool) def _apply_map(self, f, needs_dense): uid = Env.get_uid() bmir = self._bmir if needs_dense: bmir = BlockMatrixDensify(bmir) return BlockMatrix(BlockMatrixMap(bmir, uid, f(construct_variable(uid, hl.tfloat64))._ir, needs_dense)) @typecheck_method(f=func_spec(2, expr_float64), other=oneof(numeric, np.ndarray, block_matrix_type), sparsity_strategy=str, reverse=bool) def _apply_map2(self, f, other, sparsity_strategy, reverse=False): if not isinstance(other, BlockMatrix): other = BlockMatrix(_to_bmir(other, self.block_size)) self_shape, other_shape = list(self.shape), list(other.shape) result_shape = _shape_after_broadcast(self_shape, other_shape) self_bmir = self._bmir if self_shape == result_shape else _broadcast_to_shape(self._bmir, result_shape) other_bmir = other._bmir if other_shape == result_shape else _broadcast_to_shape(other._bmir, result_shape) if reverse: left, right = other_bmir, self_bmir else: left, right = self_bmir, other_bmir lv = Env.get_uid() rv = Env.get_uid() f_ir = f(construct_variable(lv, hl.tfloat64), construct_variable(rv, hl.tfloat64))._ir return BlockMatrix(BlockMatrixMap2(left, right, lv, rv, f_ir, sparsity_strategy)) @typecheck_method(b=oneof(numeric, np.ndarray, block_matrix_type)) def __add__(self, b): """Addition: a + b. Parameters ---------- b: :obj:`int` or :obj:`float` or :class:`numpy.ndarray` or :class:`BlockMatrix` Returns ------- :class:`.BlockMatrix` """ return self._apply_map2(BlockMatrix._binary_op('+'), b, sparsity_strategy="Union") @typecheck_method(b=oneof(numeric, np.ndarray, block_matrix_type)) def __sub__(self, b): """Subtraction: a - b. Parameters ---------- b: :obj:`int` or :obj:`float` or :class:`numpy.ndarray` or :class:`BlockMatrix` Returns ------- :class:`.BlockMatrix` """ return self._apply_map2(BlockMatrix._binary_op('-'), b, sparsity_strategy="Union") @typecheck_method(b=oneof(numeric, np.ndarray, block_matrix_type)) def __mul__(self, b): """Element-wise multiplication: a * b. Parameters ---------- b: :obj:`int` or :obj:`float` or :class:`numpy.ndarray` or :class:`BlockMatrix` Returns ------- :class:`.BlockMatrix` """ return self._apply_map2(BlockMatrix._binary_op('*'), b, sparsity_strategy="Intersection") @typecheck_method(b=oneof(numeric, np.ndarray, block_matrix_type)) def __truediv__(self, b): """Element-wise division: a / b. Parameters ---------- b: :obj:`int` or :obj:`float` or :class:`numpy.ndarray` or :class:`BlockMatrix` Returns ------- :class:`.BlockMatrix` """ return self._apply_map2(BlockMatrix._binary_op('/'), b, sparsity_strategy="NeedsDense") @typecheck_method(b=numeric) def __radd__(self, b): return self._apply_map2(BlockMatrix._binary_op('+'), b, sparsity_strategy="Union", reverse=True) @typecheck_method(b=numeric) def __rsub__(self, b): return self._apply_map2(BlockMatrix._binary_op('-'), b, sparsity_strategy="Union", reverse=True) @typecheck_method(b=numeric) def __rmul__(self, b): return self._apply_map2(BlockMatrix._binary_op('*'), b, sparsity_strategy="Intersection", reverse=True) @typecheck_method(b=numeric) def __rtruediv__(self, b): return self._apply_map2(BlockMatrix._binary_op('/'), b, sparsity_strategy="NeedsDense", reverse=True) @typecheck_method(block_row_range=sized_tupleof(int, int), block_col_range=sized_tupleof(int, int)) def _select_blocks(self, block_row_range, block_col_range): start_brow, stop_brow = block_row_range start_bcol, stop_bcol = block_col_range start_row = start_brow * self.block_size stop_row = (stop_brow - 1) * self.block_size + (self._last_row_block_height if stop_brow == self._n_block_rows else self.block_size) start_col = start_bcol * self.block_size stop_col = (stop_bcol - 1) * self.block_size + (self._last_col_block_width if stop_bcol == self._n_block_cols else self.block_size) return self[start_row:stop_row, start_col:stop_col] @typecheck_method(b=oneof(np.ndarray, block_matrix_type)) def __matmul__(self, b): """Matrix multiplication: a @ b. Parameters ---------- b: :class:`numpy.ndarray` or :class:`BlockMatrix` Returns ------- :class:`.BlockMatrix` """ if isinstance(b, np.ndarray): b = BlockMatrix(_to_bmir(b, self.block_size)) if self.n_cols != b.n_rows: raise ValueError(f'incompatible shapes for matrix multiplication: {self.shape} and {b.shape}') return BlockMatrix(BlockMatrixDot(self._bmir, b._bmir))
[docs] @typecheck_method(b=oneof(np.ndarray, block_matrix_type), splits=int, path_prefix=nullable(str)) def tree_matmul(self, b, *, splits, path_prefix=None): """Matrix multiplication in situations with large inner dimension. This function splits a single matrix multiplication into `split_on_inner` smaller matrix multiplications, does the smaller multiplications, checkpoints them with names defined by `file_name_prefix`, and adds them together. This is useful in cases when the multiplication of two large matrices results in a much smaller matrix. Parameters ---------- b: :class:`numpy.ndarray` or :class:`BlockMatrix` splits: :obj:`int` (keyword only argument) The number of smaller multiplications to do. path_prefix: :obj:`str` (keyword only argument) The prefix of the path to write the block matrices to. If unspecified, writes to a tmpdir. Returns ------- :class:`.BlockMatrix` """ if isinstance(b, np.ndarray): b = BlockMatrix(_to_bmir(b, self.block_size)) if self.n_cols != b.n_rows: raise ValueError(f'incompatible shapes for matrix multiplication: {self.shape} and {b.shape}') if path_prefix is None: path_prefix = new_temp_file("tree_matmul_tmp") if splits != 1: inner_brange_size = int(math.ceil(self._n_block_cols / splits)) split_points = list(range(0, self._n_block_cols, inner_brange_size)) + [self._n_block_cols] inner_ranges = list(zip(split_points[:-1], split_points[1:])) blocks_to_multiply = [(self._select_blocks((0, self._n_block_rows), (start, stop)), b._select_blocks((start, stop), (0, b._n_block_cols))) for start, stop in inner_ranges] intermediate_multiply_exprs = [b1 @ b2 for b1, b2 in blocks_to_multiply] hl.experimental.write_block_matrices(intermediate_multiply_exprs, path_prefix) read_intermediates = [BlockMatrix.read(f"{path_prefix}_{i}") for i in range(0, len(intermediate_multiply_exprs))] return sum(read_intermediates) return BlockMatrix(BlockMatrixDot(self._bmir, b._bmir))
@typecheck_method(x=numeric) def __pow__(self, x): """Element-wise exponentiation: a ** x. Parameters ---------- x: :obj:`int` or :obj:`float` Exponent. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(lambda i: i ** x, needs_dense=False)
[docs] def sqrt(self): """Element-wise square root. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(hl.sqrt, needs_dense=False)
[docs] def ceil(self): """Element-wise ceiling. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(hl.ceil, needs_dense=False)
[docs] def floor(self): """Element-wise floor. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(hl.floor, needs_dense=False)
[docs] def abs(self): """Element-wise absolute value. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(hl.abs, needs_dense=False)
[docs] def log(self): """Element-wise natural logarithm. Returns ------- :class:`.BlockMatrix` """ return self._apply_map(lambda x: hl.log(x), needs_dense=True)
[docs] def diagonal(self): """Extracts diagonal elements as a row vector. Returns ------- :class:`.BlockMatrix` """ diag_bmir = BlockMatrixBroadcast(self._bmir, [0, 0], [1, min(self.n_rows, self.n_cols)], self.block_size) return BlockMatrix(diag_bmir)
[docs] @typecheck_method(axis=nullable(int)) def sum(self, axis=None): """Sums array elements over one or both axes. Examples -------- >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0], ... [ 4.0, 5.0, 6.0]]) >>> bm = BlockMatrix.from_numpy(nd) >>> bm.sum() 21.0 >>> bm.sum(axis=0).to_numpy() array([[5., 7., 9.]]) >>> bm.sum(axis=1).to_numpy() array([[ 6.], [15.]]) Parameters ---------- axis: :obj:`int`, optional Axis over which to sum. By default, sum all elements. If ``0``, sum over rows. If ``1``, sum over columns. Returns ------- :obj:`float` or :class:`BlockMatrix` If None, returns a float. If ``0``, returns a block matrix with a single row. If ``1``, returns a block matrix with a single column. """ if axis is None: bmir = BlockMatrixAgg(self._bmir, []) return BlockMatrix(bmir)[0, 0] elif axis == 0 or axis == 1: out_index_expr = [dim for dim in range(len(self.shape)) if dim != axis] bmir = BlockMatrixAgg(self._bmir, out_index_expr) return BlockMatrix(bmir) else: raise ValueError(f'axis must be None, 0, or 1: found {axis}')
[docs] def entries(self, keyed=True): """Returns a table with the indices and value of each block matrix entry. Examples -------- >>> import numpy as np >>> block_matrix = BlockMatrix.from_numpy(np.array([[5, 7], [2, 8]]), 2) >>> entries_table = block_matrix.entries() >>> entries_table.show() +-------+-------+----------+ | i | j | entry | +-------+-------+----------+ | int64 | int64 | float64 | +-------+-------+----------+ | 0 | 0 | 5.00e+00 | | 0 | 1 | 7.00e+00 | | 1 | 0 | 2.00e+00 | | 1 | 1 | 8.00e+00 | +-------+-------+----------+ Notes ----- The resulting table may be filtered, aggregated, and queried, but should only be directly exported to disk if the block matrix is very small. For block-sparse matrices, only realized blocks are included. To force inclusion of zeroes in dropped blocks, apply :meth:`densify` first. The resulting table has the following fields: - **i** (:py:data:`.tint64`, key field) -- Row index. - **j** (:py:data:`.tint64`, key field) -- Column index. - **entry** (:py:data:`.tfloat64`) -- Value of entry. Returns ------- :class:`.Table` Table with a row for each entry. """ t = Table(BlockMatrixToTable(self._bmir)) if keyed: t = t.key_by('i', 'j') return t
[docs] @typecheck_method(n_partitions=nullable(int)) def to_table_row_major(self, n_partitions=None): """Returns a table where each row represents a row in the block matrix. The resulting table has the following fields: - **row_idx** (:py:data.`tint64`, key field) -- Row index - **entries** (:py:data:`.tarray<tfloat64>`) -- Entries for the row Examples -------- >>> import numpy as np >>> block_matrix = BlockMatrix.from_numpy(np.array([[1, 2], [3, 4], [5, 6]]), 2) >>> t = block_matrix.to_table_row_major() >>> t.show() +---------+---------------------+ | row_idx | entries | +---------+---------------------+ | int64 | array<float64> | +---------+---------------------+ | 0 | [1.00e+00,2.00e+00] | | 1 | [3.00e+00,4.00e+00] | | 2 | [5.00e+00,6.00e+00] | +---------+---------------------+ Parameters ---------- n_partitions : int or None Number of partitions of the table. Notes ----- Does not support block-sparse matrices. Returns ------- :class:`.Table` Table where each row corresponds to a row in the block matrix. """ path = new_temp_file() self.write(path, overwrite=True, force_row_major=True) reader = TableFromBlockMatrixNativeReader(path, n_partitions) return Table(TableRead(reader))
[docs] @typecheck_method(n_partitions=nullable(int)) def to_matrix_table_row_major(self, n_partitions=None): """Returns a matrix table with row key of `row_idx` and col key `col_idx`, whose entries are structs of a single field `element`. Parameters ---------- n_partitions : int or None Number of partitions of the matrix table. Notes ----- Does not support block-sparse matrices. Returns ------- :class:`.MatrixTable` Matrix table where each entry corresponds to an entry in the block matrix. """ t = self.to_table_row_major(n_partitions) t = t.transmute(entries=t.entries.map(lambda i: hl.struct(element=i))) t = t.annotate_globals(cols=hl.array([hl.struct(col_idx=hl.int64(i)) for i in range(self.n_cols)])) return t._unlocalize_entries('entries', 'cols', ['col_idx'])
[docs] @staticmethod @typecheck(path_in=str, path_out=str, delimiter=str, header=nullable(str), add_index=bool, parallel=nullable(ExportType.checker), partition_size=nullable(int), entries=enumeration('full', 'lower', 'strict_lower', 'upper', 'strict_upper')) def export(path_in, path_out, delimiter='\t', header=None, add_index=False, parallel=None, partition_size=None, entries='full'): """Exports a stored block matrix as a delimited text file. Examples -------- Consider the following matrix. >>> import numpy as np >>> nd = np.array([[1.0, 0.8, 0.7], ... [0.8, 1.0 ,0.3], ... [0.7, 0.3, 1.0]]) >>> BlockMatrix.from_numpy(nd).write('output/example.bm', overwrite=True, force_row_major=True) Export the full matrix as a file with tab-separated values: >>> BlockMatrix.export('output/example.bm', 'output/example.tsv') Export the upper-triangle of the matrix as a block gzipped file of comma-separated values. >>> BlockMatrix.export(path_in='output/example.bm', ... path_out='output/example.csv.bgz', ... delimiter=',', ... entries='upper') Export the full matrix with row indices in parallel as a folder of gzipped files, each with a header line for columns ``idx``, ``A``, ``B``, and ``C``. >>> BlockMatrix.export(path_in='output/example.bm', ... path_out='output/example.gz', ... header='\t'.join(['idx', 'A', 'B', 'C']), ... add_index=True, ... parallel='header_per_shard', ... partition_size=2) This produces two compressed files which uncompress to: .. code-block:: text idx A B C 0 1.0 0.8 0.7 1 0.8 1.0 0.3 .. code-block:: text idx A B C 2 0.7 0.3 1.0 Warning ------- The block matrix must be stored in row-major format, as results from :meth:`.BlockMatrix.write` with ``force_row_major=True`` and from :meth:`.BlockMatrix.write_from_entry_expr`. Otherwise, :meth:`export` will fail. Notes ----- The five options for `entries` are illustrated below. Full: .. code-block:: text 1.0 0.8 0.7 0.8 1.0 0.3 0.7 0.3 1.0 Lower triangle: .. code-block:: text 1.0 0.8 1.0 0.7 0.3 1.0 Strict lower triangle: .. code-block:: text 0.8 0.7 0.3 Upper triangle: .. code-block:: text 1.0 0.8 0.7 1.0 0.3 1.0 Strict upper triangle: .. code-block:: text 0.8 0.7 0.3 The number of columns must be less than :math:`2^{31}`. The number of partitions (file shards) exported equals the ceiling of ``n_rows / partition_size``. By default, there is one partition per row of blocks in the block matrix. The number of partitions should be at least the number of cores for efficient parallelism. Setting the partition size to an exact (rather than approximate) divisor or multiple of the block size reduces superfluous shuffling of data. If `parallel` is ``None``, these file shards are then serially concatenated by one core into one file, a slow process. See other options below. It is highly recommended to export large files with a ``.bgz`` extension, which will use a block gzipped compression codec. These files can be read natively with Python's ``gzip.open`` and R's ``read.table``. Parameters ---------- path_in: :obj:`str` Path to input block matrix, stored row-major on disk. path_out: :obj:`str` Path for export. Use extension ``.gz`` for gzip or ``.bgz`` for block gzip. delimiter: :obj:`str` Column delimiter. header: :obj:`str`, optional If provided, `header` is prepended before the first row of data. add_index: :obj:`bool` If ``True``, add an initial column with the absolute row index. parallel: :obj:`str`, optional If ``'header_per_shard'``, create a folder with one file per partition, each with a header if provided. If ``'separate_header'``, create a folder with one file per partition without a header; write the header, if provided, in a separate file. If ``None``, serially concatenate the header and all partitions into one file; export will be slower. If `header` is ``None`` then ``'header_per_shard'`` and ``'separate_header'`` are equivalent. partition_size: :obj:`int`, optional Number of rows to group per partition for export. Default given by block size of the block matrix. entries: :obj:`str Describes which entries to export. One of: ``'full'``, ``'lower'``, ``'strict_lower'``, ``'upper'``, ``'strict_upper'``. """ export_type = ExportType.default(parallel) Env.spark_backend('BlockMatrix.export')._jbackend.pyExportBlockMatrix( path_in, path_out, delimiter, header, add_index, export_type, partition_size, entries)
[docs] @typecheck_method(rectangles=sequenceof(sequenceof(int))) def sparsify_rectangles(self, rectangles): """Filter to blocks overlapping the union of rectangular regions. Examples -------- Consider the following block matrix: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0, 4.0], ... [ 5.0, 6.0, 7.0, 8.0], ... [ 9.0, 10.0, 11.0, 12.0], ... [13.0, 14.0, 15.0, 16.0]]) >>> bm = BlockMatrix.from_numpy(nd, block_size=2) Filter to blocks covering three rectangles and collect to NumPy: >>> bm.sparsify_rectangles([[0, 1, 0, 1], [0, 3, 0, 2], [1, 2, 0, 4]]).to_numpy() # doctest: +SKIP_OUTPUT_CHECK array([[ 1., 2., 3., 4.], [ 5., 6., 7., 8.], [ 9., 10., 0., 0.], [13., 14., 0., 0.]]) Notes ----- This method creates a block-sparse matrix by zeroing out (dropping) all blocks which are disjoint from the union of a set of rectangular regions. Partially overlapping blocks are *not* modified. Each rectangle is encoded as a list of length four of the form ``[row_start, row_stop, col_start, col_stop]``, where starts are inclusive and stops are exclusive. These must satisfy ``0 <= row_start <= row_stop <= n_rows`` and ``0 <= col_start <= col_stop <= n_cols``. For example ``[0, 2, 1, 3]`` corresponds to the row-index range ``[0, 2)`` and column-index range ``[1, 3)``, i.e. the elements at positions ``(0, 1)``, ``(0, 2)``, ``(1, 1)``, and ``(1, 2)``. The number of rectangles must be less than :math:`2^{29}`. Parameters ---------- rectangles: :obj:`list` of :obj:`list` of :obj:`int` List of rectangles of the form ``[row_start, row_stop, col_start, col_stop]``. Returns ------- :class:`.BlockMatrix` Sparse block matrix. """ n_rectangles = len(rectangles) if n_rectangles >= (1 << 29): raise ValueError(f'number of rectangles must be less than 2^29, found {n_rectangles}') n_rows = self.n_rows n_cols = self.n_cols for r in rectangles: if len(r) != 4: raise ValueError(f'rectangle {r} does not have length 4') if not (0 <= r[0] <= r[1] <= n_rows and 0 <= r[2] <= r[3] <= n_cols): raise ValueError(f'rectangle {r} does not satisfy ' f'0 <= r[0] <= r[1] <= n_rows and 0 <= r[2] <= r[3] <= n_cols') rectangles = hl.literal(list(itertools.chain(*rectangles)), hl.tarray(hl.tint64)) return BlockMatrix( BlockMatrixSparsify(self._bmir, rectangles._ir, RectangleSparsifier))
[docs] @typecheck_method(path_out=str, rectangles=sequenceof(sequenceof(int)), delimiter=str, binary=bool) def export_rectangles(self, path_out, rectangles, delimiter='\t', binary=False): """Export rectangular regions from a block matrix to delimited text or binary files. Examples -------- Consider the following block matrix: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0, 4.0], ... [ 5.0, 6.0, 7.0, 8.0], ... [ 9.0, 10.0, 11.0, 12.0], ... [13.0, 14.0, 15.0, 16.0]]) Filter to the three rectangles and export as TSV files. >>> rectangles = [[0, 1, 0, 1], [0, 3, 0, 2], [1, 2, 0, 4]] >>> >>> (BlockMatrix.from_numpy(nd) ... .export_rectangles('output/example.bm', rectangles)) This produces three files in the example folder. The first file is ``rect-0_0-1-0-1``: .. code-block:: text 1.0 The second file is ``rect-1_0-3-0-2``: .. code-block:: text 1.0 2.0 5.0 6.0 9.0 10.0 The third file is ``rect-2_1-2-0-4``: .. code-block:: text 5.0 6.0 7.0 8.0 Notes ----- This method exports rectangular regions of a stored block matrix to delimited text or binary files, in parallel by region. Each rectangle is encoded as a list of length four of the form ``[row_start, row_stop, col_start, col_stop]``, where starts are inclusive and stops are exclusive. These must satisfy ``0 <= row_start <= row_stop <= n_rows`` and ``0 <= col_start <= col_stop <= n_cols``. For example ``[0, 2, 1, 3]`` corresponds to the row-index range ``[0, 2)`` and column-index range ``[1, 3)``, i.e. the elements at positions ``(0, 1)``, ``(0, 2)``, ``(1, 1)``, and ``(1, 2)``. Each file name encodes the index of the rectangle in `rectangles` and the bounds as formatted in the example. The block matrix can be sparse provided all blocks overlapping the rectangles are present, i.e. this method does not currently support implicit zeros. If `binary` is true, each element is exported as 8 bytes, in row major order with no delimiting, new lines, or shape information. Such files can instantiate, for example, NumPy ndarrays using `fromfile <https://docs.scipy.org/doc/numpy/reference/generated/numpy.fromfile.html>`__ and `reshape <https://docs.scipy.org/doc/numpy/reference/generated/numpy.reshape.html>`__. Note however that these binary files are not platform independent; in particular, no byte-order or data-type information is saved. The number of rectangles must be less than :math:`2^{29}`. Parameters ---------- path_out: :obj:`str` Path for folder of exported files. rectangles: :obj:`list` of :obj:`list` of :obj:`int` List of rectangles of the form ``[row_start, row_stop, col_start, col_stop]``. delimiter: :obj:`str` Column delimiter. binary: :obj:`bool` If true, export elements as raw bytes in row major order. """ n_rectangles = len(rectangles) if n_rectangles == 0: raise ValueError('no rectangles provided') if n_rectangles >= (1 << 29): raise ValueError(f'number of rectangles must be less than 2^29, found {n_rectangles}') for r in rectangles: if len(r) != 4: raise ValueError(f'rectangle {r} does not have length 4') if not (0 <= r[0] <= r[1] <= self.n_rows and 0 <= r[2] <= r[3] <= self.n_cols): raise ValueError(f'rectangle {r} does not satisfy ' f'0 <= r[0] <= r[1] <= n_rows and 0 <= r[2] <= r[3] <= n_cols') writer = BlockMatrixRectanglesWriter(path_out, rectangles, delimiter, binary) Env.backend().execute(BlockMatrixWrite(self._bmir, writer))
[docs] @typecheck_method(path_out=str, delimiter=str, binary=bool) def export_blocks(self, path_out, delimiter='\t', binary=False): """Export each block of the block matrix as its own delimited text or binary file. This is a special case of :meth:`.export_rectangles` Examples -------- Consider the following block matrix: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0], ... [ 4.0, 5.0, 6.0], ... [ 7.0, 8.0, 9.0]]) >>> BlockMatrix.from_numpy(nd, block_size=2).export_blocks('output/example') This produces four files in the example folder. The first file is ``rect-0_0-2-0-2``: .. code-block:: text 1.0 2.0 4.0 5.0 The second file is ``rect-1_0-2-2-3``: .. code-block:: text 3.0 6.0 The third file is ``rect-2_2-3-0-2``: .. code-block:: text 7.0 8.0 And the fourth file is ``rect-3_3-4-3-4``: .. code-block:: text 9.0 Notes ----- This method does not have any matrix size limitations. If exporting to binary files, note that they are not platform independent. No byte-order or data-type information is saved. See Also -------- :meth:`.rectangles_to_numpy` Parameters ---------- path_out: :obj:`str` Path for folder of exported files. delimiter: :obj:`str` Column delimiter. binary: :obj:`bool` If true, export elements as raw bytes in row major order. """ def rows_in_block(block_row): if block_row == self._n_block_rows - 1: return self.n_rows - block_row * self.block_size return self.block_size def cols_in_block(block_col): if block_col == self._n_block_cols - 1: return self.n_cols - block_col * self.block_size return self.block_size def bounds(block_row, block_col): start_row = block_row * self.block_size start_col = block_col * self.block_size end_row = start_row + rows_in_block(block_row) end_col = start_col + cols_in_block(block_col) return [start_row, end_row, start_col, end_col] block_indices = itertools.product(range(self._n_block_rows), range(self._n_block_cols)) rectangles = [bounds(block_row, block_col) for (block_row, block_col) in block_indices] self.export_rectangles(path_out, rectangles, delimiter, binary)
[docs] @staticmethod @typecheck(path=str, binary=bool) def rectangles_to_numpy(path, binary=False): """Instantiates a NumPy ndarray from files of rectangles written out using :meth:`.export_rectangles` or :meth:`.export_blocks`. For any given dimension, the ndarray will have length equal to the upper bound of that dimension across the union of the rectangles. Entries not covered by any rectangle will be initialized to 0. Examples -------- Consider the following: >>> import numpy as np >>> nd = np.array([[ 1.0, 2.0, 3.0], ... [ 4.0, 5.0, 6.0], ... [ 7.0, 8.0, 9.0]]) >>> BlockMatrix.from_numpy(nd).export_rectangles('output/example', [[0, 3, 0, 1], [1, 2, 0, 2]]) >>> BlockMatrix.rectangles_to_numpy('output/example') This would produce the following NumPy ndarray: .. code-block:: text 1.0 0.0 4.0 5.0 7.0 0.0 Notes ----- If exporting to binary files, note that they are not platform independent. No byte-order or data-type information is saved. See Also -------- :meth:`.export_rectangles` :meth:`.export_blocks` Parameters ---------- path: :obj:`str` Path to directory where rectangles were written. binary: :obj:`bool` If true, reads the files as binary, otherwise as text delimited. Returns ------- :class:`numpy.ndarray` """ def parse_rects(fname): rect_idx_and_bounds = [int(i) for i in re.findall(r'\d+', fname)] if len(rect_idx_and_bounds) != 5: raise ValueError(f'Invalid rectangle file name: {fname}') return rect_idx_and_bounds rect_files = [file['path'] for file in hl.utils.hadoop_ls(path) if not re.match(r'.*\.crc', file['path'])] rects = [parse_rects(os.path.basename(file_path)) for file_path in rect_files] n_rows = max(rects, key=lambda r: r[2])[2] n_cols = max(rects, key=lambda r: r[4])[4] nd = np.zeros(shape=(n_rows, n_cols)) f = new_local_temp_file() uri = local_path_uri(f) for rect, file_path in zip(rects, rect_files): hl.utils.hadoop_copy(file_path, uri) if binary: rect_data = np.reshape(np.fromfile(f), (rect[2] - rect[1], rect[4] - rect[3])) else: rect_data = np.loadtxt(f, ndmin=2) nd[rect[1]:rect[2], rect[3]:rect[4]] = rect_data return nd
[docs] @typecheck_method(compute_uv=bool, complexity_bound=int) def svd(self, compute_uv=True, complexity_bound=8192): r"""Computes the reduced singular value decomposition. Examples -------- >>> x = BlockMatrix.from_numpy(np.array([[-2.0, 0.0, 3.0], ... [-1.0, 2.0, 4.0]])) >>> x.svd() (array([[-0.60219551, -0.79834865], [-0.79834865, 0.60219551]]), array([5.61784832, 1.56197958]), array([[ 0.35649586, -0.28421866, -0.89001711], [ 0.6366932 , 0.77106707, 0.00879404]])) Notes ----- This method leverages distributed matrix multiplication to compute reduced `singular value decomposition <https://en.wikipedia.org/wiki/Singular-value_decomposition>`__ (SVD) for matrices that would otherwise be too large to work with locally, provided that at least one dimension is less than or equal to 46300. Let :math:`X` be an :math:`n \times m` matrix and let :math:`r = \min(n, m)`. In particular, :math:`X` can have at most :math:`r` non-zero singular values. The reduced SVD of :math:`X` has the form .. math:: X = U \Sigma V^T where - :math:`U` is an :math:`n \times r` matrix whose columns are (orthonormal) left singular vectors, - :math:`\Sigma` is an :math:`r \times r` diagonal matrix of non-negative singular values in descending order, - :math:`V^T` is an :math:`r \times m` matrix whose rows are (orthonormal) right singular vectors. If the singular values in :math:`\Sigma` are distinct, then the decomposition is unique up to multiplication of corresponding left and right singular vectors by -1. The computational complexity of SVD is roughly :math:`nmr`. We now describe the implementation in more detail. If :math:`\sqrt[3]{nmr}` is less than or equal to `complexity_bound`, then :math:`X` is localized to an ndarray on which :func:`scipy.linalg.svd` is called. In this case, all components are returned as ndarrays. If :math:`\sqrt[3]{nmr}` is greater than `complexity_bound`, then the reduced SVD is computed via the smaller gramian matrix of :math:`X`. For :math:`n > m`, the three stages are: 1. Compute (and localize) the gramian matrix :math:`X^T X`, 2. Compute the eigenvalues and right singular vectors via the symmetric eigendecomposition :math:`X^T X = V S V^T` with :func:`numpy.linalg.eigh` or :func:`scipy.linalg.eigh`, 3. Compute the singular values as :math:`\Sigma = S^\frac{1}{2}` and the the left singular vectors as the block matrix :math:`U = X V \Sigma^{-1}`. In this case, since block matrix multiplication is lazy, it is efficient to subsequently slice :math:`U` (e.g. based on the singular values), or discard :math:`U` entirely. If :math:`n \leq m`, the three stages instead use the gramian :math:`X X^T = U S U^T` and return :math:`V^T` as the block matrix :math:`\Sigma^{-1} U^T X`. Warning ------- Computing reduced SVD via the gramian presents an added wrinkle when :math:`X` is not full rank, as the block-matrix-side null-basis is not computable by the formula in the third stage. Furthermore, due to finite precision, the zero eigenvalues of :math:`X^T X` or :math:`X X^T` will only be approximately zero. If the rank is not known ahead, examining the relative sizes of the trailing singular values should reveal where the spectrum switches from non-zero to "zero" eigenvalues. With 64-bit floating point, zero eigenvalues are typically about 1e-16 times the largest eigenvalue. The corresponding singular vectors should be sliced away **before** an action which realizes the block-matrix-side singular vectors. :meth:`svd` sets the singular values corresponding to negative eigenvalues to exactly ``0.0``. Warning ------- The first and third stages invoke distributed matrix multiplication with parallelism bounded by the number of resulting blocks, whereas the second stage is executed on the leader (master) node. For matrices of large minimum dimension, it may be preferable to run these stages separately. The performance of the second stage depends critically on the number of leader (master) cores and the NumPy / SciPy configuration, viewable with ``np.show_config()``. For Intel machines, we recommend installing the `MKL <https://anaconda.org/anaconda/mkl>`__ package for Anaconda. Consequently, the optimal value of `complexity_bound` is highly configuration-dependent. Parameters ---------- compute_uv: :obj:`bool` If False, only compute the singular values (or eigenvalues). complexity_bound: :obj:`int` Maximum value of :math:`\sqrt[3]{nmr}` for which :func:`scipy.linalg.svd` is used. Returns ------- u: :class:`ndarray` or :class:`BlockMatrix` Left singular vectors :math:`U`, as a block matrix if :math:`n > m` and :math:`\sqrt[3]{nmr}` exceeds `complexity_bound`. Only returned if `compute_uv` is True. s: :class:`ndarray` Singular values from :math:`\Sigma` in descending order. vt: :class:`ndarray` or :class:`BlockMatrix` Right singular vectors :math:`V^T``, as a block matrix if :math:`n \leq m` and :math:`\sqrt[3]{nmr}` exceeds `complexity_bound`. Only returned if `compute_uv` is True. """ n, m = self.shape if n * m * min(n, m) <= complexity_bound ** 3: return _svd(self.to_numpy(), full_matrices=False, compute_uv=compute_uv, overwrite_a=True) else: return self._svd_gramian(compute_uv)
@typecheck_method(compute_uv=bool) def _svd_gramian(self, compute_uv): x = self n, m = x.shape min_dim = min(n, m) if min_dim > 46300: # limit due to localizing through Java array raise ValueError(f'svd: dimensions {n} and {m} both exceed 46300') left_gramian = n <= m a = ((x @ x.T if left_gramian else x.T @ x) .sparsify_triangle(lower=True, blocks_only=True) .to_numpy()) if compute_uv: e, w = _eigh(a) for i in range(np.searchsorted(e, 0.0)): e[i] = 0 # flip singular values to descending order s = np.flip(np.sqrt(e), axis=0) w = np.fliplr(w) if left_gramian: u = w vt = BlockMatrix.from_numpy((w / s).T) @ x else: u = x @ (w / s) vt = w.T return u, s, vt else: e = np.linalg.eigvalsh(a) for i in range(np.searchsorted(e, 0.0)): e[i] = 0 return np.flip(np.sqrt(e), axis=0)
block_matrix_type.set(BlockMatrix) def _is_scalar(x): return isinstance(x, float) or isinstance(x, int) def _shape_after_broadcast(left, right): """ Follows numpy's strategy of broadcasting through right-align shapes and compare corresponding dimensions. See: https://docs.scipy.org/doc/numpy-1.15.0/user/basics.broadcasting.html#general-broadcasting-rules """ def join_dim(l_size, r_size): if not (l_size == r_size or l_size == 1 or r_size == 1): raise ValueError(f'Incompatible shapes for broadcasting: {left}, {right}') return max(l_size, r_size) def pad(arr, n): return [1 for _ in range(n)] + arr diff_len = len(left) - len(right) if diff_len < 0: left = pad(left, -diff_len) elif diff_len > 0: right = pad(right, diff_len) return [join_dim(lx, rx) for lx, rx in zip(left, right)] @typecheck(x=oneof(numeric, np.ndarray), block_size=int) def _to_bmir(x, block_size): if _is_scalar(x): return ValueToBlockMatrix(F64(x), [1, 1], block_size) else: data = list(_ndarray_as_float64(x).flat) return ValueToBlockMatrix(hl.literal(data)._ir, list(_ndarray_as_2d(x).shape), block_size) def _broadcast_to_shape(bmir, result_shape): in_index_expr = _broadcast_index_expr(bmir.typ.shape, bmir.typ.is_row_vector) return BlockMatrixBroadcast(bmir, in_index_expr, result_shape, bmir.typ.block_size) def _broadcast_index_expr(bmir_shape, is_row_vector): if len(bmir_shape) == 0: return [] elif len(bmir_shape) == 1: return [1] if is_row_vector else [0] else: raise ValueError(f'Cannot broadcast shape: ${bmir_shape}') def _ndarray_as_2d(nd): if nd.ndim == 1: nd = nd.reshape(1, nd.shape[0]) elif nd.ndim > 2: raise ValueError(f'ndarray must have one or two axes, found shape {nd.shape}') return nd def _ndarray_as_float64(nd): if nd.dtype != np.float64: try: nd = nd.astype(np.float64) except ValueError as e: raise TypeError(f"ndarray elements of dtype {nd.dtype} cannot be converted to type 'float64'") from e return nd def _jarray_from_ndarray(nd): if nd.size >= (1 << 31): raise ValueError(f'size of ndarray must be less than 2^31, found {nd.size}') nd = _ndarray_as_float64(nd) path = new_local_temp_file() uri = local_path_uri(path) nd.tofile(path) return Env.hail().utils.richUtils.RichArray.importFromDoubles(Env.spark_backend('_jarray_from_ndarray').fs._jfs, uri, nd.size) def _ndarray_from_jarray(ja): path = new_local_temp_file() uri = local_path_uri(path) Env.hail().utils.richUtils.RichArray.exportToDoubles(Env.spark_backend('_ndarray_from_jarray').fs._jfs, uri, ja) return np.fromfile(path) def _breeze_fromfile(uri, n_rows, n_cols): _check_entries_size(n_rows, n_cols) return Env.hail().utils.richUtils.RichDenseMatrixDouble.importFromDoubles(Env.spark_backend('_breeze_fromfile').fs._jfs, uri, n_rows, n_cols, True) def _check_entries_size(n_rows, n_cols): n_entries = n_rows * n_cols if n_entries >= 1 << 31: raise ValueError(f'number of entries must be less than 2^31, found {n_entries}') def _breeze_from_ndarray(nd): if any(i == 0 for i in nd.shape): raise ValueError(f'from_numpy: ndarray dimensions must be non-zero, found shape {nd.shape}') nd = _ndarray_as_2d(nd) nd = _ndarray_as_float64(nd) n_rows, n_cols = nd.shape path = new_local_temp_file() uri = local_path_uri(path) nd.tofile(path) return _breeze_fromfile(uri, n_rows, n_cols) def _svd(a, full_matrices=True, compute_uv=True, overwrite_a=False, check_finite=True): """ SciPy supports two Lapack algorithms: DC: https://software.intel.com/en-us/mkl-developer-reference-fortran-gesdd GR: https://software.intel.com/en-us/mkl-developer-reference-fortran-gesvd DC (gesdd) is faster but uses O(elements) memory; lwork may overflow int32 """ try: return spla.svd(a, full_matrices=full_matrices, compute_uv=compute_uv, overwrite_a=overwrite_a, check_finite=check_finite, lapack_driver='gesdd') except ValueError as e: if 'Too large work array required' in str(e): return spla.svd(a, full_matrices=full_matrices, compute_uv=compute_uv, overwrite_a=overwrite_a, check_finite=check_finite, lapack_driver='gesvd') else: raise def _eigh(a): """ Only the lower triangle is used. Returns eigenvalues, eigenvectors. NumPy and SciPy apply different Lapack algorithms: NumPy uses DC: https://software.intel.com/en-us/mkl-developer-reference-fortran-syevd SciPy uses RRR: https://software.intel.com/en-us/mkl-developer-reference-fortran-syevr DC (syevd) is faster but uses O(elements) memory; lwork overflows int32 for dim_a > 32766 """ return np.linalg.eigh(a) if a.shape[0] <= 32766 else spla.eigh(a)