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CSR matrix-vector multiplication returns the represented product

Statement

Let F be a field, let m,n∈N, let a valid CSR record represent A∈Mm×n(F), and let x=(xj)j<n∈Fn. Let X∈Mn×1(F) be the column matrix with Xj0=xj for j<n, and define Ax∈Fm by (Ax)i:=(AX)i0=∑j<nAijxj(i<m), using Rectangular matrix multiplication and the identity matrix In, including zero-sized shapes. Then the algorithm Validated compressed sparse row matrix-vector product returns ok with output Ax in exact field arithmetic.

Facts & Assumptions

Given: A field F, m,n∈N, a valid CSR record representing A, and x∈Fn.

[L1]

Compressed sparse row matrices with stored-entry semantics: Aij=∑ri≤t<ri+11ct=jvt, with an empty sum equal to 0F.

[L2]

Validated compressed sparse row matrix-vector product: each row starts at 0F and accumulates vtxct once for every t=ri,…,ri+1−1.

[L3]

Rectangular matrix multiplication and the identity matrix In, including zero-sized shapes: for the column matrix X with Xj0=xj, (AX)i0=∑j<nAijxj.

[L4]

A finite sum in a commutative monoid indexed by an arbitrary finite set: a finite sum is independent of its enumeration and an empty sum is its identity element.

[L5]

Field: multiplication distributes over addition.

[L6]

The vector space FX of all functions X→F with pointwise operations, and Fn as the case X=n={0,1,…,n−1}: Fm is the set of functions m→F; when m=0 it has exactly one element, the empty function.

[L7]

Multiplication by zero: 0⋅a=0: in a field, 0⋅a=0 for every a.

[L8]

Field: multiplication is commutative on all of F, and x⋅1=x for every x∈F; hence 1Fx=x.

Proof

1.1L2inductionalgebra

Fix a row i. Initially its output coordinate is 0F, the empty partial sum. After q entries of that row have been visited, induction on q gives yi=∑t=riri+q−1vtxct: the next algorithmic update adds exactly the next summand. Taking q=ri+1−ri yields yi=∑ri≤t<ri+1vtxct.

2.1L1L3L4L5L7L8step 1.1algebra

By [L1] and [L3], (Ax)i=∑j<n∑ri≤t<ri+11ct=jvtxj. Repeated application of [L5], by induction on the finite number of summands, distributes the products over these sums. Re-enumerating the resulting finite sum over pairs (j,t) as (t,j) is permitted by [L4]. For each fixed t, exactly the term j=ct survives, so the result is ∑ri≤t<ri+1vtxct. By step 1.1 this equals yi.

3.1L6step 2.1algebra∎

If m=0, both y and Ax are the unique empty vector by [L6]. If m>0, step 2.1 gives equality in every coordinate i<m, hence y=Ax.

Depends on

Used by

Dependency tree · two levels

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Sources