Merge pull request #18 from fslaborg/perf/optimize-outer-product-1760211579-b72b5d54-e75939c77af8ef4c

Perfect! The fix looks good. I will later add some additional manual test to be on the save side.

Author: muehlhaus

src/FsMath/SpanMath.fs

@@ -318,8 +318,9 @@ type SpanMath =
 
 
 // outer product #######
-    
+
     /// Computes the outer product of two spans.
+    /// Result[i,j] = u[i] * v[j]
     static member inline outerProduct<'T
         when 'T :> Numerics.INumber<'T>
          and 'T : struct
@@ -335,19 +336,36 @@ type SpanMath =
         let cols = v.Length
         let data = Array.zeroCreate<'T> (rows * cols)
 
-        for i = 0 to rows - 1 do
-            let ui = u[i]
-            for j = 0 to cols - 1 do
-                let vSpan = v
-                let simdCols = Numerics.Vector<'T>.Count
-                let simdCount = cols / simdCols
-                let ceiling = simdCount * simdCols
+        if Numerics.Vector.IsHardwareAccelerated && cols >= Numerics.Vector<'T>.Count then
+            // SIMD-accelerated path
+            let simdWidth = Numerics.Vector<'T>.Count
+            let simdCount = cols / simdWidth
+            let scalarStart = simdCount * simdWidth
+
+            // Cast v to SIMD vectors once
+            let vVec = MemoryMarshal.Cast<'T, Numerics.Vector<'T>>(v)
 
-                let vVec = MemoryMarshal.Cast<'T, Numerics.Vector<'T>>(v)
+            for i = 0 to rows - 1 do
+                let rowOffset = i * cols
+                let rowSpan = data.AsSpan(rowOffset, cols)
+                let rowVec = MemoryMarshal.Cast<'T, Numerics.Vector<'T>>(rowSpan)
 
+                // Broadcast u[i] to a SIMD vector
+                let uBroadcast = Numerics.Vector<'T>(u[i])
+
+                // Process SIMD chunks
                 for k = 0 to simdCount - 1 do
-                    let vi = Numerics.Vector<'T>(ui)
-                    let res = vi * vVec[k]
-                    res.CopyTo(MemoryMarshal.CreateSpan(&data.[i * cols + k * simdCols], simdCols))
+                    rowVec[k] <- uBroadcast * vVec[k]
+
+                // Process scalar tail
+                for j = scalarStart to cols - 1 do
+                    data[rowOffset + j] <- u[i] * v[j]
+        else
+            // Scalar fallback
+            for i = 0 to rows - 1 do
+                let ui = u[i]
+                let rowOffset = i * cols
+                for j = 0 to cols - 1 do
+                    data[rowOffset + j] <- ui * v[j]
 
         (rows, cols, data)

tests/FsMath.Tests/FsMath.Tests.fsproj

@@ -25,6 +25,7 @@
     <Compile Include="VectorOpsCoverageTests.fs" />
     <Compile Include="AlgTypesTopLevelOpsCoverageTests.fs" />
     <Compile Include="MatrixFloatTests.fs" />
+    <Compile Include="MatrixOuterProductTests.fs" />
     <Compile Include="MatrixFormattingTests.fs" />
     <Compile Include="MatrixAdditionalTests.fs" />
     <Compile Include="MatrixEdgeCaseTests.fs" />

tests/FsMath.Tests/MatrixOuterProductTests.fs

@@ -0,0 +1,66 @@
+module MatrixOuterProductTests
+
+open Xunit
+open FsMath
+
+[<Fact>]
+let ``Outer product produces correct dimensions`` () =
+    let u = [| 1.0; 2.0; 3.0 |]
+    let v = [| 4.0; 5.0 |]
+    let result = Matrix.outerProduct u v
+    Assert.Equal(3, result.NumRows)
+    Assert.Equal(2, result.NumCols)
+
+[<Fact>]
+let ``Outer product computes correct values`` () =
+    let u = [| 1.0; 2.0; 3.0 |]
+    let v = [| 4.0; 5.0 |]
+    let result = Matrix.outerProduct u v
+    // Expected: [[1*4, 1*5], [2*4, 2*5], [3*4, 3*5]]
+    //         = [[4, 5], [8, 10], [12, 15]]
+    Assert.Equal(4.0, result.[0, 0])
+    Assert.Equal(5.0, result.[0, 1])
+    Assert.Equal(8.0, result.[1, 0])
+    Assert.Equal(10.0, result.[1, 1])
+    Assert.Equal(12.0, result.[2, 0])
+    Assert.Equal(15.0, result.[2, 1])
+
+[<Fact>]
+let ``Outer product works with single element vectors`` () =
+    let u = [| 3.0 |]
+    let v = [| 7.0 |]
+    let result = Matrix.outerProduct u v
+    Assert.Equal(1, result.NumRows)
+    Assert.Equal(1, result.NumCols)
+    Assert.Equal(21.0, result.[0, 0])
+
+[<Fact>]
+let ``Outer product works with larger vectors`` () =
+    let u = [| 1.0; 2.0; 3.0; 4.0 |]
+    let v = [| 10.0; 20.0; 30.0 |]
+    let result = Matrix.outerProduct u v
+    Assert.Equal(4, result.NumRows)
+    Assert.Equal(3, result.NumCols)
+    // Check a few values
+    Assert.Equal(10.0, result.[0, 0])  // 1 * 10
+    Assert.Equal(20.0, result.[0, 1])  // 1 * 20
+    Assert.Equal(30.0, result.[0, 2])  // 1 * 30
+    Assert.Equal(30.0, result.[2, 0])  // 3 * 10
+    Assert.Equal(80.0, result.[3, 1])  // 4 * 20
+    Assert.Equal(120.0, result.[3, 2]) // 4 * 30
+
+[<Fact>]
+let ``Outer product with SIMD-friendly size`` () =
+    // Size 16 ensures we use SIMD path on most systems (Vector<float>.Count is usually 4 or 8)
+    let u = Array.init 10 (fun i -> float (i + 1))
+    let v = Array.init 16 (fun i -> float (i + 1))
+    let result = Matrix.outerProduct u v
+
+    Assert.Equal(10, result.NumRows)
+    Assert.Equal(16, result.NumCols)
+
+    // Verify a few values
+    Assert.Equal(1.0, result.[0, 0])   // 1 * 1
+    Assert.Equal(16.0, result.[0, 15]) // 1 * 16
+    Assert.Equal(50.0, result.[4, 9])  // 5 * 10
+    Assert.Equal(160.0, result.[9, 15]) // 10 * 16