Bringing linear algebra objects to life in a column-oriented in-memory database

Abstract

Large numeric matrices and multidimensional data arrays appear in many science domains, as well as in applications of financial and business warehousing. Common applications include eigenvalue determination of large matrices, which decompose into a set of linear algebra operations. With the rise of in-memory databases it is now feasible to execute these complex analytical queries directly in a relational database system without the need of transfering data out of the system and being restricted by hard disc latencies for random accesses. In this paper, we present a way to integrate linear algebra operations and large matrices as first class citizens into an in-memory database following a two-layered architectural model. The architecture consists of a logical component receiving manipulation statements and linear algebra expressions, and of a physical layer, which autonomously administrates multiple matrix storage representations. A cost-based hybrid storage representation is presented and an experimental implementation is evaluated for matrix-vector multiplications.