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Support Matrix Multiplication #291

Description

@CGMossa

Benchmarking an R+deSolve code against the equivalent odin code yielded a surprising result:

# A tibble: 2 × 13
  expression      min   median `itr/sec` mem_alloc `gc/sec` n_itr  n_gc total_time result memory     time      
  <bch:expr> <bch:tm> <bch:tm>     <dbl> <bch:byt>    <dbl> <int> <dbl>   <bch:tm> <list> <list>     <list>    
1 odin_c        303ms    305ms      3.28    8.59MB      0       2     0      610ms <NULL> <Rprofmem> <bench_tm>
2 deSolve_r     121ms    121ms      8.23   38.04MB     24.7     1     3      121ms <NULL> <Rprofmem> <bench_tm>
# ℹ 1 more variable: gc <list>

I suspect the culprit is the lack of matrix multiplication in odin (or maybe I don't know how to invoke it).
In the deSolve part:

between_sites <- transmission_rate * S * (foi_matrix %*% I)

However, in the odin part I do:

foi[, ] <- transmission_rate * foi_mat[i, j] * I[j]
delta_transmission[] <- transmission_rate * S[i] * I[i] + transmission_rate * S[i] * sum(foi[i,])
  deriv(S[]) <- -delta_transmission[i]
  deriv(I[]) <- +delta_transmission[i] - delta_recovery[i]

Here I've omitted the parts I don't think are necessary.

  • Is matrix multiplication supported?
    Unfortunately, R's C-facilities have a weird way of doing matrix multiplication, so it might not be supported yet.

I'll work on a minimal testcase to check if this is indeed the problem.

Under details, I have more complete excerpts of my code:

Details

odin::odin({
  foi[, ] <- foi_mat[i, j] * I[j]
  delta_transmission[] <- transmission_rate * S[i] * I[i] + transmission_rate * S[i] * sum(foi[i,])
  delta_recovery[] <- recovery_rate * I[i]
  deriv(S[]) <- -delta_transmission[i]
  deriv(I[]) <- +delta_transmission[i] - delta_recovery[i]
  deriv(R[]) <- delta_recovery[i]

  source_id <- user()
  target_id <- user()
  Total[] <- S[i] + I[i] + R[i]
  output(source_prevalence) <- I[as.integer(source_id)] / Total[as.integer(source_id)]
  output(target_prevalence) <- I[as.integer(target_id)] / Total[as.integer(target_id)]

  transmission_rate <- user(0.05)
  recovery_rate <- user(0.01)
  S0[] <- user()
  I0[] <- user()
  foi_mat[,] <- user()
  initial(S[]) <- S0[i]
  initial(I[]) <- I0[i]
  initial(R[]) <- Total[i] - S0[i] - I0[i]
  dim(S0) <- user()
  dim(S) <- N
  dim(I) <- N
  dim(R) <- N
  dim(I0) <- N
  dim(foi_mat) <- c(N, N)
  dim(foi) <- c(N, N)
  dim(Total) <- N
  dim(delta_transmission) <- N
  dim(delta_recovery) <- N
  N <- length(S0)
},
verbose = TRUE, validate = TRUE, target = "c", pretty = TRUE,
skip_cache = FALSE) ->
  model_generator

model <-
  model_generator$new(S0 = site_S,
                      I0 = site_I,
                      foi_mat = foi_matrix,
                      source_id = as.integer(source_site_id),
                      target_id = as.integer(target_site_id))
model$set_user(transmission_rate = 0.05, recovery_rate = 0.01)

Benchmarking:

bench::mark(
  odin_c = model$run(0:100),
  deSolve_r = {
    
    site_R <- site_S
    site_R[] <- 0
    deSolve::ode(
      y = c(S = site_S, I = site_I, R = site_R),
      times = 0:100,
      func = function(time, state, parms) {
        with(parms, {
          S <- state[1:N]
          I <- state[(N + 1):(2 * N)]
          R <- state[(2 * N + 1):(3 * N)]
          
          Total <- S + I + R
          
          between_sites <- transmission_rate * S * (foi_matrix %*% I)
          
          
          source_prevalence <- I[[source_id]] / Total[[source_id]]
          target_prevalence <- I[[target_id]] / Total[[target_id]]
          
          list(c(
            dS = -transmission_rate * S * I - between_sites,
            dI = +transmission_rate * S * I + between_sites - recovery_rate * I,
            dR = recovery_rate * I
          ),
          source_prevalence = source_prevalence,
          target_prevalence = target_prevalence)
        })
      },
      parms = list(
        transmission_rate = 0.05,
        recovery_rate = 0.01,
        source_id = as.integer(source_site_id),
        target_id = as.integer(target_site_id),
        N = length(site_S)
      )
    )
  },
  check = FALSE
) %>% 
  print()

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