[Octave-bug-tracker] [bug #54183] Cache NaN/Inf status of matrix for performance?

[Rik]

URL:
  <http://savannah.gnu.org/bugs/?54183>

                 Summary: Cache NaN/Inf status of matrix for performance?
                 Project: GNU Octave
            Submitted by: rik5
            Submitted on: Mon 25 Jun 2018 11:11:33 AM PDT
                Category: Performance
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Feature Request
                  Status: Confirmed
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: Any

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Details:

Low-level Octave code in liboctave often calculates the 1-norm of a matrix
before calling BLAS/LAPACK routines.  This was originally done to prevent
segfaults and other unhandled exceptions in the external library code.

However, this is obviously a lot of work, even for the 1-norm.  Now that bug
#39000 has been resolved for Windows (XERBLA handler override for external
BLAS libraries) there is no longer a pressing need to inspect the matrix so
thoroughly before handing it over to the library.

Architecturally, it would be useful to consider the locations in liboctave
where we calculate the 1-norm and determine if they could be removed, and
instead catch any error from the external library and modify the return value
as necessary.  In pseudocode


[retval, info] = BLAS_fcn (A, ...);
if (info)
  if (any (isnan (A(:))))
    retval = NaN (size (A));
  elseif (any (isinf (A(:))))
    retval = Inf (size (A));  # this wouldn't get the sign right, but its
close
  endif
endif


This has the advantage of only bothering to inspect the matrix if there is a
problem with the calculation.

Alternatively, there is already a caching system in place for Octave matrices
that records any special properties abouth them (diagonal, banded, symmetric,
etc.).  This caching system could be extended so that any NaN or Inf status of
a matrix was calculated only once.

The first solution is preferrable, since most of the time there is no reason
to check a matrix as most will be valid.  But at least the second solution
would restrict the calculation to once per matrix.






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