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A parallel, block-matrix multiply for dense and sparse R matrices.
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| require(foreach) | |
| require(itertools) | |
| # block matrix multiplication | |
| bmm <- function(x, y, chunkSize=max(1, floor(nrow(x)/6)), verbose=FALSE, | |
| writeBlock=FALSE, returnResult=TRUE, filePrefix="block.", writeDir="", | |
| projectionBlocks=FALSE) { | |
| if (ncol(x) != nrow(y)) | |
| stop("Non-conformable matrices") | |
| if (verbose) { | |
| cat(ceiling(nrow(x)/chunkSize)^2, "block computations to perform.\n") | |
| } | |
| foreach(i=isplitVector(1:nrow(x), chunkSize=chunkSize), ic=icount(), | |
| .combine=rbind) %do% { | |
| ret <- foreach (j=isplitVector(1:ncol(y), chunkSize=chunkSize), | |
| jc=icount(), .combine=cbind ) %dopar% { | |
| if (projectionBlocks) { | |
| blockMult <- foreach(k=isplitVector(1:ncol(x), chunkSize=chunkSize), | |
| .combine="+") %do% { | |
| x[i,k, drop=FALSE] %*% y[k,j, drop=FALSE] | |
| } | |
| } else { | |
| blockMult <- x[i,, drop=FALSE] %*% y[,j,drop=FALSE] | |
| } | |
| if (writeBlock) { | |
| saveRDS(blockMult, | |
| paste(writeDir, filePrefix, ic, ".", jc, ".rds", sep="")) | |
| } | |
| if (!returnResult) | |
| blockMult <- 1 | |
| } | |
| ret | |
| } | |
| } |
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