Rcpp

Using RcppParallel to aggregate to a vector

Mark Padgham — written Nov 5, 2019 — source

This article demonstrates using the RcppParallel package to aggregate to an output vector. It extends directly from previous demonstrations of single-valued aggregation, through providing necessary details to enable aggregation to a vector, or by extension, to any arbitrary form.

The General Problem

Many tasks require aggregation to a vector result, and many such tasks can be made more efficient by performing such aggregation in parallel. The general problem is that the vector in which results are to be aggregated has to be shared among the parallel threads. This is a parallelReduce task - we need to split the singular task into effectively independent, parallel tasks, perform our aggregation operation on each of those tasks, yielding as many instances of our aggregate result vector as there are parallel tasks, and then finally join all of those resultant vectors from the parallel tasks into our desired singular result vector. The general structure of the code demonstrated here extends from the previous Gallery article on parallel vector sums, through extending to summation to a vector result, along with the passing of additional variables to the parallel worker. The following code demonstrates aggregation to a vector result that holds the row sums of a matrix, noting at the output that is not intended to represent efficient code, rather it is written to explicitly emphasise the principles of using RcppParallel to aggregate over a vector result.

The parallelReduce Worker

The following code defines our parallel worker, in which the input is presumed for demonstration purposes to be a matrix stored as a single vector, and so has of total length nrow * ncol. The demonstration includes a few notable features:

  1. The main input simply provides an integer index into the rows of the matrix, with the parallel job splitting the task among elements of that index. This explicit specification of an index vector is not necessary, but serves here to clarify what the worker is actually doing. An alternative would be for input to be the_matrix, and subsequently call the parallel worker only over [0 ... nrow] of that vector which has a total length of nrow * ncol.

  2. We are passing two additional variables specifying nrow and ncol. Although one of these could be inferred at run time, we pass them simply to demonstrate how this is done. Note in particular the form in the second constructor, called for each Split job, which accepts as input the variables as defined by the main constructor, and so all variable definitions are of the form, nrow(oneJob.nrow). The initial constructor also has input variables explicitly defined with _in suffices, to clarify exactly how such variable passing works.

  3. No initial values for the output are passed to the constructors. Rather, output must be resized to the desired size by each of those constructors, and so each repeats the line output.resize(nrow, 0.0), which also initialises the values. (This is more readily done using a std::vector than an Rcpp vector, with final conversion to an Rcpp vector result achieved through a simple Rcpp::wrap call.)

#include <Rcpp.h>
// [[Rcpp::depends(RcppParallel)]]
#include <RcppParallel.h>
using namespace Rcpp;
using namespace RcppParallel;

struct OneJob : public Worker
{
    RVector<int> input;

    const NumericVector the_matrix;
    const size_t nrow;
    const size_t ncol;

    std::vector<double> output;

    // Constructor 1: The main constructor
    OneJob (
            const IntegerVector input_in,
            const NumericVector the_matrix_in,
            const size_t nrow_in,
            const size_t ncol_in) :
        input(input_in), the_matrix(the_matrix_in),
        nrow(nrow_in), ncol(ncol_in), output()
    {
        output.resize(nrow, 0.0);
    }

    // Constructor 2: Called for each split job
    OneJob (
            const OneJob &oneJob,
            Split) :
        input(oneJob.input), the_matrix(oneJob.the_matrix),
        nrow(oneJob.nrow), ncol(oneJob.ncol), output()
    {
        output.resize(nrow, 0.0);
    }

    // Parallel function operator
    void operator() (std::size_t begin, std::size_t end)
    {
        for (size_t i = begin; i < end; i++)
        {
            // Very inefficient yet explicit way to calculate row sums:
            for (size_t j = 0; j < ncol; j++) {
                // static_cast becuase (i,j,nrow) are size_t, aka unsigned long,
                // but Rcpp vectors require `R_xlen_t`, aka long.
                output[i] += the_matrix[static_cast<R_xlen_t>(i + j * nrow)];
            }
        }
    } // end parallel function operator

    void join (const OneJob &rhs)
    {
        for (size_t i = 0; i < nrow; i++) {
            output[i] += rhs.output[i];
        }
    }
};

The worker can then be called via parallelReduce with the following code, in which static_casts are necessary because .size() applied to Rcpp objects returns an R_xlen_t or long value, but we need to pass unsigned long or size_t values to the worker to use as indices into standard C++ vectors. The output of oneJob is a std::vector<double>, which is converted to an Rcpp::NumericVector through a simple call to Rcpp::wrap.

// [[Rcpp::export]]
NumericVector vector_aggregator (IntegerVector index, NumericVector x)
{
    const size_t nrow = static_cast <size_t> (index.size ());
    const size_t ncol = static_cast <size_t> (x.size ()) / nrow;
    OneJob oneJob (index, x, nrow, ncol);
    parallelReduce (0, nrow, oneJob);
    return wrap (oneJob.output);
}

Demonstration

Finally, the following code demonstrates that this parallel worker correctly returns the row sums of the input matrix.

# allocate a vector
nrow <- 1e5
ncol <- 10
x <- runif (nrow * ncol) # input matrix
res <- vector_aggregator (seq(nrow), x)

# confirm that this equals rowsums of the matrix:
xmat <- matrix(x, ncol = ncol)
identical(res, rowSums(xmat))
[1] TRUE

You can learn more about using RcppParallel at https://rcppcore.github.com/RcppParallel.

tags: parallel 

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