Numpy dot too clever about symmetric multiplications
This behaviour is the result of a change introduced for NumPy 1.11.0, in pull request #6932. From the release notes for 1.11.0:
Previously, gemm BLAS operations were used for all matrix products. Now, if the matrix product is between a matrix and its transpose, it will use syrk BLAS operations for a performance boost. This optimization has been extended to @, numpy.dot, numpy.inner, and numpy.matmul.
In the changes for that PR, one finds this comment:
/* * Use syrk if we have a case of a matrix times its transpose. * Otherwise, use gemm for all other cases. */
So NumPy is making an explicit check for the case of a matrix times its transpose, and calling a different underlying BLAS function in that case. As @hpaulj notes in a comment, such a check is cheap for NumPy, since a transposed 2d array is simply a view on the original array, with inverted shape and strides, so it suffices to check a few pieces of metadata on the arrays (rather than having to compare the actual array data).
Here's a slightly simpler case that shows the discrepancy. Note that using a .copy
on one of the arguments to dot
is enough to defeat NumPy's special-casing.
import numpy as nprandom = np.random.RandomState(12345)A = random.uniform(size=(10, 5))Sym1 = A.dot(A.T)Sym2 = A.dot(A.T.copy())print(abs(Sym1 - Sym2).max())
I guess one advantage of this special-casing, beyond the obvious potential for speed-up, is that you're guaranteed (I'd hope, but in practice it'll depend on the BLAS implementation) to get a perfectly symmetric result when syrk
is used, rather than a matrix which is merely symmetric up to numerical error. As an (admittedly not very good) test for this, I tried:
import numpy as nprandom = np.random.RandomState(12345)A = random.uniform(size=(100, 50))Sym1 = A.dot(A.T)Sym2 = A.dot(A.T.copy())print("Sym1 symmetric: ", (Sym1 == Sym1.T).all())print("Sym2 symmetric: ", (Sym2 == Sym2.T).all())
Results on my machine:
Sym1 symmetric: TrueSym2 symmetric: False
I suspect this is to do with promotion of intermediate floating point registers to 80 bit precision. Somewhat confirming this hypothesis is that if we use fewer floats we consistently get 0 in our results, ala
A = np.random.uniform(0,1,(4,2))w = np.ones(2)Aw = A*wSym1 = Aw.dot(Aw.T)Sym2 = (A*w).dot((A*w).T)diff = Sym1 - Sym2# diff is all 0's (ymmv)