Finding row-wise maximum values in a sparse matrix using Rcpp

Danny Morris

2019/07/01

This document demonstrates how to extract maximum values for each row in a sparse matrix using RcppArmadillo for speed and efficiency.

library(Matrix)
library(Rcpp)
library(RcppArmadillo)
library(magrittr)

A sample sparse matrix implemented in the Matrix pacakge.

i <- c(1,3:8) 
j <- c(2,9,6:10)
x <- 7 * (1:7)
sparse_matrix <- sparseMatrix(i, j, x = x)

Using Inline Functions

# locate maximum value
rowwise_max <- Rcpp::cppFunction(
  "arma::sp_mat sp_row_max(arma::sp_mat X) {
   return arma::max(X, 1);
  }", depends= "RcppArmadillo"
)

# locate position of maximum value
rowwise_max_idx <- Rcpp::cppFunction(
  "arma::urowvec sp_row_max_id(arma::sp_mat X) {
   return arma::index_max(X.t(), 0);
  }", depends= "RcppArmadillo"
)
rowwise_max(sparse_matrix) %>% as.vector()
rowwise_max_idx(sparse_matrix) %>% as.vector()

Sourcing a .cpp File

rowwise_max.cpp

# include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]
using namespace Rcpp;
using namespace arma;
// [[Rcpp::export]]
arma::urowvec rowwise_max(arma::sp_mat X) {
  return arma::index_max(X, 1);
}
// [[Rcpp::export]]
arma::sp_mat rowwise_max_idx(arma::sp_mat X) {
  return arma::max(X.t(), 0);
}
source("rowwise_max.cpp")
rowwise_max(sparse_matrix) %>% as.vector()
rowwise_max_idx(sparse_matrix) %>% as.vector()