MutableArithmetics.jl

Interface for arithmetics on mutable types in Julia
Author jump-dev
Popularity
16 Stars
Updated Last
4 Months Ago
Started In
July 2019

MutableArithmetics.jl

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MutableArithmetics (MA for short) is a Julia package which allows:

  • for mutable types to implement mutable arithmetics;
  • for algorithms that could exploit mutable arithmetics to exploit them while still being completely generic.

While in some cases, similar features have been included in packages idiosyncratically, the goal of this package is to provide a generic interface to allow anyone to make use of mutability when desired.

The package allows a given type to declare itself mutable through the MA.mutability trait. Then the user can use the MA.operate! function to write generic code that works for arbitrary type while exploiting mutability of the type if possible. More precisely:

  • The MA.operate!(op::Function, x, args...) redirects to op(x, args...) if x is not mutable or if the result of the operation cannot be stored in x. Otherwise, it redirects to MA.mutable_operate!(op, x, args...).
  • MA.mutable_operate!(op::Function, x, args...) stores the result of the operation in x. It is a MethodError if x is not mutable or if the result of the operation cannot be stored in x.

So from a generic code, MA.operate! can be used when the value of x is not used anywhere else to recycle it if possible. This allows the code to both work for mutable and for non-mutable type.

When the type is known to be mutable, MA.mutable_operate! can be used to make sure the operation is done in-place. If it is not possible, the MethodError allows to easily fix the issue while MA.operate! would have silently fallen back to the non-mutating function.

In conclusion, the distinction between MA.operate! and MA.mutable_operate! allows to cover all use case while having an universal convention accross all operations.

The following types implement the MutableArithmetics API:

  • The API is implemented for Base.BigInt in src/bigint.jl.
  • The API is implemented for Base.BigFloat in src/bigfloat.jl.
  • The API is implemented for Base.Array in src/linear_algebra.jl.
  • The interface for multivariate polynomials MultivariatePolynomials as well as its two implementations DynamicPolynomials and TypedPolynomials.
  • The scalar and quadratic functions used to define an Optimization Program in MathOptInterface.
  • The scalar and quadratic expressions used to model optimization in JuMP.

The algorithms from the following libraries use the MutableArithmetics API to exploit the mutability of the type when possible:

In addition, the implementation of the following functionalities available from Base are reimplemented on top of the MA API:

  • Matrix-matrix, matrix-vector and array-scalar multiplication including SparseArrays.AbstractSparseArray, LinearAlgebra.Adjoint, LinearAlgebra.Transpose, LinearAlgebra.Symmetric.
  • Base.sum, LinearAlgebra.dot and LinearAlgebra.diagm.

These methods are reimplemented in this package for several reasons:

  • The implementation in Base does not exploit the mutability of the type (except for sum(::Vector{BigInt}) which has a specialized method) and are hence much slower.
  • Some implementations in Base assume the following for the types S, T used satisfy:
    • typeof(zero(T)) == T, typeof(one(T)) == T, typeof(S + T) == promote_type(S, T) or typeof(S * T) == promote_type(S, T) which is not true for instance if T is a polynomial variable or the decision variable of an optimization model.
    • The multiplication between elements of type S and T is commutative which is not true for matrices or non-commutative polynomial variables.

The trait defined in this package cannot make the methods for the functions defined in Base to be dispatched to the implementations of this package. For these to be used for a given type, it needs to inherit from MA.AbstractMutable. Not that subtypes of MA.AbstractMutable are not necessarily mutable, for instance, polynomial variables and the decision variable of an optimization model are subtypes of MA.AbstractMutable but are not mutable. The only purpose of this abstract type is to have Base methods to be dispatched to the implementations of this package. See src/dispatch.jl for more details.

Documentation

  • STABLEmost recently tagged version of the documentation.
  • LATESTin-development version of the documentation.

Quick Example & Benchmark

using BenchmarkTools
using MutableArithmetics
const MA = MutableArithmetics

n = 200
A = rand(-10:10, n, n)
b = rand(-10:10, n)
c = rand(-10:10, n)

# MA.mul works for arbitrary types
MA.mul(A, b)

A2 = big.(A)
b2 = big.(b)
c2 = big.(c)

The default implementation LinearAlgebra.generic_matvecmul! does not exploit the mutability of BigInt is quite slow and allocates a lot:

using LinearAlgebra
trial = @benchmark LinearAlgebra.mul!($c2, $A2, $b2)
display(trial)

# output

BenchmarkTools.Trial:
  memory estimate:  3.67 MiB
  allocs estimate:  238775
  --------------
  minimum time:     6.116 ms (0.00% GC)
  median time:      6.263 ms (0.00% GC)
  mean time:        11.711 ms (27.72% GC)
  maximum time:     122.627 ms (70.45% GC)
  --------------
  samples:          429
  evals/sample:     1

In MA.mutable_operate_to(::Vector, ::typeof(*), ::Matrix, ::Vector), we exploit the mutability of BigInt through the MutableArithmetics API. This provides a significant speedup and a drastic reduction of memory usage:

trial2 = @benchmark MA.mul_to!($c2, $A2, $b2)
display(trial2)

BenchmarkTools.Trial:
  memory estimate:  48 bytes
  allocs estimate:  3
  --------------
  minimum time:     917.819 μs (0.00% GC)
  median time:      999.239 μs (0.00% GC)
  mean time:        1.042 ms (0.00% GC)
  maximum time:     2.319 ms (0.00% GC)
  --------------
  samples:          4791
  evals/sample:     1

This package started out as a GSoC '19 project.