diff options
author | Gael Guennebaud <g.gael@free.fr> | 2009-07-10 10:41:26 +0200 |
---|---|---|
committer | Gael Guennebaud <g.gael@free.fr> | 2009-07-10 10:41:26 +0200 |
commit | 1a1b2e9f27db619303e7f212f9bf5c58a2dd988c (patch) | |
tree | 7b89bee276ce87a11514650abe45b709c1fbb966 | |
parent | 8885d56928e45b3beda91e529845e369a17d0a91 (diff) |
finally directly calling the low-level products is faster
-rw-r--r-- | Eigen/src/Core/GenericPacketMath.h | 10 | ||||
-rw-r--r-- | Eigen/src/Core/Product.h | 3 | ||||
-rw-r--r-- | Eigen/src/Core/SolveTriangular.h | 81 | ||||
-rw-r--r-- | Eigen/src/Core/arch/SSE/PacketMath.h | 2 | ||||
-rw-r--r-- | Eigen/src/Core/products/GeneralMatrixMatrix.h | 6 | ||||
-rw-r--r-- | Eigen/src/Core/products/SelfadjointMatrixVector.h | 8 | ||||
-rw-r--r-- | Eigen/src/Core/util/Macros.h | 7 | ||||
-rw-r--r-- | Eigen/src/Core/util/Meta.h | 12 | ||||
-rw-r--r-- | test/cholesky.cpp | 20 | ||||
-rw-r--r-- | test/main.h | 1 | ||||
-rw-r--r-- | test/product_extra.cpp | 55 | ||||
-rw-r--r-- | test/triangular.cpp | 54 |
12 files changed, 112 insertions, 147 deletions
diff --git a/Eigen/src/Core/GenericPacketMath.h b/Eigen/src/Core/GenericPacketMath.h index 693e53f11..77e5641ff 100644 --- a/Eigen/src/Core/GenericPacketMath.h +++ b/Eigen/src/Core/GenericPacketMath.h @@ -245,5 +245,15 @@ inline void ei_palign(PacketType& first, const PacketType& second) ei_palign_impl<Offset,PacketType>::run(first,second); } +/*************************************************************************** +* Fast complex products (GCC generates a function call which is very slow) +***************************************************************************/ + +template<> inline std::complex<float> ei_pmul(const std::complex<float>& a, const std::complex<float>& b) +{ return std::complex<float>(ei_real(a)*ei_real(b) - ei_imag(a)*ei_imag(b), ei_imag(a)*ei_real(b) + ei_real(a)*ei_imag(b)); } + +template<> inline std::complex<double> ei_pmul(const std::complex<double>& a, const std::complex<double>& b) +{ return std::complex<double>(ei_real(a)*ei_real(b) - ei_imag(a)*ei_imag(b), ei_imag(a)*ei_real(b) + ei_real(a)*ei_imag(b)); } + #endif // EIGEN_GENERIC_PACKET_MATH_H diff --git a/Eigen/src/Core/Product.h b/Eigen/src/Core/Product.h index 8bd6af1b8..bd99bfee8 100644 --- a/Eigen/src/Core/Product.h +++ b/Eigen/src/Core/Product.h @@ -281,8 +281,7 @@ template<typename LhsNested, typename RhsNested, int ProductMode> class Product */ EIGEN_STRONG_INLINE bool _useCacheFriendlyProduct() const { - #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 16 - // TODO do something more accurate here + // TODO do something more accurate here (especially for mat-vec products) return m_lhs.cols()>=EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD && ( rows()>=EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD || cols()>=EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD); diff --git a/Eigen/src/Core/SolveTriangular.h b/Eigen/src/Core/SolveTriangular.h index b28078fa1..452d40a4c 100644 --- a/Eigen/src/Core/SolveTriangular.h +++ b/Eigen/src/Core/SolveTriangular.h @@ -27,7 +27,6 @@ template<typename Lhs, typename Rhs, int Mode, // Upper/Lower | UnitDiag -// bool ConjugateLhs, bool ConjugateRhs, int UpLo = (Mode & LowerTriangularBit) ? LowerTriangular : (Mode & UpperTriangularBit) @@ -38,15 +37,20 @@ template<typename Lhs, typename Rhs, struct ei_triangular_solver_selector; // forward substitution, row-major -template<typename Lhs, typename Rhs, int Mode, /*bool ConjugateLhs, bool ConjugateRhs,*/ int UpLo> -struct ei_triangular_solver_selector<Lhs,Rhs,Mode,/*ConjugateLhs,ConjugateRhs,*/UpLo,RowMajor> +template<typename Lhs, typename Rhs, int Mode, int UpLo> +struct ei_triangular_solver_selector<Lhs,Rhs,Mode,UpLo,RowMajor> { typedef typename Rhs::Scalar Scalar; + typedef ei_product_factor_traits<Lhs> LhsProductTraits; + typedef typename LhsProductTraits::ActualXprType ActualLhsType; + enum { + IsLowerTriangular = (UpLo==LowerTriangular) + }; static void run(const Lhs& lhs, Rhs& other) - {//std::cerr << "row maj " << ConjugateLhs << " , " << ConjugateRhs -// << " " << typeid(Lhs).name() << "\n"; - static const int PanelWidth = 40; // TODO make this a user definable constant - static const bool IsLowerTriangular = (UpLo==LowerTriangular); + {//std::cerr << "row maj " << LhsProductTraits::NeedToConjugate << "\n"; + static const int PanelWidth = EIGEN_TUNE_TRSV_PANEL_WIDTH; + const ActualLhsType& actualLhs = LhsProductTraits::extract(lhs); + const int size = lhs.cols(); for(int c=0 ; c<other.cols() ; ++c) { @@ -61,15 +65,12 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,/*ConjugateLhs,ConjugateRhs,*/ { int startRow = IsLowerTriangular ? pi : pi-actualPanelWidth; int startCol = IsLowerTriangular ? 0 : pi; -// Block<Rhs,Dynamic,1> target(other,startRow,c,actualPanelWidth,1); - -// ei_cache_friendly_product_rowmajor_times_vector<ConjugateLhs,ConjugateRhs>( -// &(lhs.const_cast_derived().coeffRef(startRow,startCol)), lhs.stride(), -// &(other.coeffRef(startCol, c)), r, -// target, Scalar(-1)); - other.col(c).segment(startRow,actualPanelWidth) -= - lhs.block(startRow,startCol,actualPanelWidth,r) - * other.col(c).segment(startCol,r); + Block<Rhs,Dynamic,1> target(other,startRow,c,actualPanelWidth,1); + + ei_cache_friendly_product_rowmajor_times_vector<LhsProductTraits::NeedToConjugate,false>( + &(actualLhs.const_cast_derived().coeffRef(startRow,startCol)), actualLhs.stride(), + &(other.coeffRef(startCol, c)), r, + target, Scalar(-1)); } for(int k=0; k<actualPanelWidth; ++k) @@ -83,7 +84,6 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,/*ConjugateLhs,ConjugateRhs,*/ if(!(Mode & UnitDiagBit)) other.coeffRef(i,c) /= lhs.coeff(i,i); } - } } } @@ -94,17 +94,23 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,/*ConjugateLhs,ConjugateRhs,*/ // - inv(LowerTriangular,UnitDiag,ColMajor) * Column vector // - inv(UpperTriangular, ColMajor) * Column vector // - inv(UpperTriangular,UnitDiag,ColMajor) * Column vector -template<typename Lhs, typename Rhs, int Mode, /*bool ConjugateLhs, bool ConjugateRhs,*/ int UpLo> -struct ei_triangular_solver_selector<Lhs,Rhs,Mode,/*ConjugateLhs,ConjugateRhs,*/UpLo,ColMajor> +template<typename Lhs, typename Rhs, int Mode, int UpLo> +struct ei_triangular_solver_selector<Lhs,Rhs,Mode,UpLo,ColMajor> { typedef typename Rhs::Scalar Scalar; typedef typename ei_packet_traits<Scalar>::type Packet; - enum { PacketSize = ei_packet_traits<Scalar>::size }; + typedef ei_product_factor_traits<Lhs> LhsProductTraits; + typedef typename LhsProductTraits::ActualXprType ActualLhsType; + enum { + PacketSize = ei_packet_traits<Scalar>::size, + IsLowerTriangular = (UpLo==LowerTriangular) + }; static void run(const Lhs& lhs, Rhs& other) - {//std::cerr << "col maj " << ConjugateLhs << " , " << ConjugateRhs << "\n"; - static const int PanelWidth = 4; // TODO make this a user definable constant - static const bool IsLowerTriangular = (UpLo==LowerTriangular); + {//std::cerr << "col maj " << LhsProductTraits::NeedToConjugate << "\n"; + static const int PanelWidth = EIGEN_TUNE_TRSV_PANEL_WIDTH; + const ActualLhsType& actualLhs = LhsProductTraits::extract(lhs); + const int size = lhs.cols(); for(int c=0 ; c<other.cols() ; ++c) { @@ -133,16 +139,15 @@ struct ei_triangular_solver_selector<Lhs,Rhs,Mode,/*ConjugateLhs,ConjugateRhs,*/ int r = IsLowerTriangular ? size - endBlock : startBlock; // remaining size if (r > 0) { -// ei_cache_friendly_product_colmajor_times_vector<ConjugateLhs,ConjugateRhs>( -// r, -// &(lhs.const_cast_derived().coeffRef(endBlock,startBlock)), lhs.stride(), -// other.col(c).segment(startBlock, actualPanelWidth), -// &(other.coeffRef(endBlock, c)), -// Scalar(-1)); - - other.col(c).segment(endBlock,r) -= - lhs.block(endBlock,startBlock,r,actualPanelWidth) - * other.col(c).segment(startBlock,actualPanelWidth); + // let's directly call this function because: + // 1 - it is faster to compile + // 2 - it is slighlty faster at runtime + ei_cache_friendly_product_colmajor_times_vector<LhsProductTraits::NeedToConjugate,false>( + r, + &(actualLhs.const_cast_derived().coeffRef(endBlock,startBlock)), actualLhs.stride(), + other.col(c).segment(startBlock, actualPanelWidth), + &(other.coeffRef(endBlock, c)), + Scalar(-1)); } } } @@ -168,21 +173,13 @@ void TriangularView<MatrixType,Mode>::solveInPlace(const MatrixBase<RhsDerived>& ei_assert(!(Mode & ZeroDiagBit)); ei_assert(Mode & (UpperTriangularBit|LowerTriangularBit)); -// typedef ei_product_factor_traits<MatrixType> LhsProductTraits; -// typedef ei_product_factor_traits<RhsDerived> RhsProductTraits; -// typedef typename LhsProductTraits::ActualXprType ActualLhsType; -// typedef typename RhsProductTraits::ActualXprType ActualRhsType; -// const ActualLhsType& actualLhs = LhsProductTraits::extract(_expression()); -// ActualRhsType& actualRhs = const_cast<ActualRhsType&>(RhsProductTraits::extract(rhs)); - enum { copy = ei_traits<RhsDerived>::Flags & RowMajorBit }; -// std::cerr << typeid(MatrixType).name() << "\n"; typedef typename ei_meta_if<copy, typename ei_plain_matrix_type_column_major<RhsDerived>::type, RhsDerived&>::ret RhsCopy; RhsCopy rhsCopy(rhs); ei_triangular_solver_selector<MatrixType, typename ei_unref<RhsCopy>::type, - Mode/*, LhsProductTraits::NeedToConjugate,RhsProductTraits::NeedToConjugate*/>::run(_expression(), rhsCopy); + Mode>::run(_expression(), rhsCopy); if (copy) rhs = rhsCopy; diff --git a/Eigen/src/Core/arch/SSE/PacketMath.h b/Eigen/src/Core/arch/SSE/PacketMath.h index 287008b3e..3f1fd8ef5 100644 --- a/Eigen/src/Core/arch/SSE/PacketMath.h +++ b/Eigen/src/Core/arch/SSE/PacketMath.h @@ -26,7 +26,7 @@ #define EIGEN_PACKET_MATH_SSE_H #ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD -#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 16 +#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8 #endif typedef __m128 Packet4f; diff --git a/Eigen/src/Core/products/GeneralMatrixMatrix.h b/Eigen/src/Core/products/GeneralMatrixMatrix.h index afd97b340..0036fe390 100644 --- a/Eigen/src/Core/products/GeneralMatrixMatrix.h +++ b/Eigen/src/Core/products/GeneralMatrixMatrix.h @@ -47,8 +47,7 @@ template<> struct ei_conj_helper<false,true> { return c + pmul(x,y); } template<typename T> std::complex<T> pmul(const std::complex<T>& x, const std::complex<T>& y) const - //{ return std::complex<T>(ei_real(x)*ei_real(y) + ei_imag(x)*ei_imag(y), ei_imag(x)*ei_real(y) - ei_real(x)*ei_imag(y)); } - { return x * ei_conj(y); } + { return std::complex<T>(ei_real(x)*ei_real(y) + ei_imag(x)*ei_imag(y), ei_imag(x)*ei_real(y) - ei_real(x)*ei_imag(y)); } }; template<> struct ei_conj_helper<true,false> @@ -68,8 +67,7 @@ template<> struct ei_conj_helper<true,true> { return c + pmul(x,y); } template<typename T> std::complex<T> pmul(const std::complex<T>& x, const std::complex<T>& y) const -// { return std::complex<T>(ei_real(x)*ei_real(y) - ei_imag(x)*ei_imag(y), - ei_real(x)*ei_imag(y) - ei_imag(x)*ei_real(y)); } - { return ei_conj(x) * ei_conj(y); } + { return std::complex<T>(ei_real(x)*ei_real(y) - ei_imag(x)*ei_imag(y), - ei_real(x)*ei_imag(y) - ei_imag(x)*ei_real(y)); } }; #ifndef EIGEN_EXTERN_INSTANTIATIONS diff --git a/Eigen/src/Core/products/SelfadjointMatrixVector.h b/Eigen/src/Core/products/SelfadjointMatrixVector.h index 65210ed33..fbdeb148f 100644 --- a/Eigen/src/Core/products/SelfadjointMatrixVector.h +++ b/Eigen/src/Core/products/SelfadjointMatrixVector.h @@ -25,14 +25,6 @@ #ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_H #define EIGEN_SELFADJOINT_MATRIX_VECTOR_H -template<bool Conjugate> struct ei_conj_if { - template<typename Scalar> Scalar operator() (const Scalar& x) const { return ei_conj(x); } -}; - -template<> struct ei_conj_if<false> { - template<typename Scalar> Scalar& operator() (Scalar& x) const { return x; } -}; - /* Optimized col-major selfadjoint matrix * vector product: * This algorithm processes 2 columns at onces that allows to both reduce * the number of load/stores of the result by a factor 2 and to reduce diff --git a/Eigen/src/Core/util/Macros.h b/Eigen/src/Core/util/Macros.h index 38af7caf3..bb73b03cc 100644 --- a/Eigen/src/Core/util/Macros.h +++ b/Eigen/src/Core/util/Macros.h @@ -94,6 +94,13 @@ #define EIGEN_TUNE_FOR_CPU_CACHE_SIZE (sizeof(float)*256*256) #endif +/** Defines the maximal width of the blocks used in the triangular solver + * for vectors (level 2 blas xTRSV). The default is 8. + */ +#ifndef EIGEN_TUNE_TRSV_PANEL_WIDTH +#define EIGEN_TUNE_TRSV_PANEL_WIDTH 8 +#endif + /** Allows to disable some optimizations which might affect the accuracy of the result. * Such optimization are enabled by default, and set EIGEN_FAST_MATH to 0 to disable them. * They currently include: diff --git a/Eigen/src/Core/util/Meta.h b/Eigen/src/Core/util/Meta.h index 2f5363275..029d966fd 100644 --- a/Eigen/src/Core/util/Meta.h +++ b/Eigen/src/Core/util/Meta.h @@ -198,4 +198,16 @@ template<typename T> struct ei_is_diagonal<DiagonalWrapper<T> > template<typename T, int S> struct ei_is_diagonal<DiagonalMatrix<T,S> > { enum { ret = true }; }; +template<bool Conjugate> struct ei_conj_if; + +template<> struct ei_conj_if<true> { + template<typename T> + inline T operator()(const T& x) { return ei_conj(x); } +}; + +template<> struct ei_conj_if<false> { + template<typename T> + inline const T& operator()(const T& x) { return x; } +}; + #endif // EIGEN_META_H diff --git a/test/cholesky.cpp b/test/cholesky.cpp index 253f67282..4b3952a62 100644 --- a/test/cholesky.cpp +++ b/test/cholesky.cpp @@ -142,18 +142,18 @@ template<typename MatrixType> void cholesky_verify_assert() void test_cholesky() { for(int i = 0; i < g_repeat; i++) { -// CALL_SUBTEST( cholesky(Matrix<double,1,1>()) ); -// CALL_SUBTEST( cholesky(MatrixXd(1,1)) ); -// CALL_SUBTEST( cholesky(Matrix2d()) ); -// CALL_SUBTEST( cholesky(Matrix3f()) ); + CALL_SUBTEST( cholesky(Matrix<double,1,1>()) ); + CALL_SUBTEST( cholesky(MatrixXd(1,1)) ); + CALL_SUBTEST( cholesky(Matrix2d()) ); + CALL_SUBTEST( cholesky(Matrix3f()) ); CALL_SUBTEST( cholesky(Matrix4d()) ); CALL_SUBTEST( cholesky(MatrixXcd(7,7)) ); -// CALL_SUBTEST( cholesky(MatrixXd(17,17)) ); -// CALL_SUBTEST( cholesky(MatrixXf(200,200)) ); + CALL_SUBTEST( cholesky(MatrixXd(17,17)) ); + CALL_SUBTEST( cholesky(MatrixXf(200,200)) ); } -// CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() ); -// CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() ); -// CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() ); -// CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() ); + CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() ); + CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() ); + CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() ); + CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() ); } diff --git a/test/main.h b/test/main.h index a6a780603..76572d9b3 100644 --- a/test/main.h +++ b/test/main.h @@ -28,6 +28,7 @@ #include <iostream> #include <string> #include <vector> +#include <typeinfo> #ifndef EIGEN_TEST_FUNC #error EIGEN_TEST_FUNC must be defined diff --git a/test/product_extra.cpp b/test/product_extra.cpp index d73974886..e750be65e 100644 --- a/test/product_extra.cpp +++ b/test/product_extra.cpp @@ -47,8 +47,6 @@ template<typename MatrixType> void product_extra(const MatrixType& m) square2 = MatrixType::Random(cols, cols), res2 = MatrixType::Random(cols, cols); RowVectorType v1 = RowVectorType::Random(rows), vrres(rows); -// v2 = RowVectorType::Random(rows), -// vzero = RowVectorType::Zero(rows); ColVectorType vc2 = ColVectorType::Random(cols), vcres(cols); OtherMajorMatrixType tm1 = m1; @@ -56,14 +54,14 @@ template<typename MatrixType> void product_extra(const MatrixType& m) s2 = ei_random<Scalar>(), s3 = ei_random<Scalar>(); - int c0 = ei_random<int>(0,cols/2-1), - c1 = ei_random<int>(cols/2,cols), - r0 = ei_random<int>(0,rows/2-1), - r1 = ei_random<int>(rows/2,rows); +// int c0 = ei_random<int>(0,cols/2-1), +// c1 = ei_random<int>(cols/2,cols), +// r0 = ei_random<int>(0,rows/2-1), +// r1 = ei_random<int>(rows/2,rows); // all the expressions in this test should be compiled as a single matrix product // TODO: add internal checks to verify that -/* + VERIFY_IS_APPROX(m1 * m2.adjoint(), m1 * m2.adjoint().eval()); VERIFY_IS_APPROX(m1.adjoint() * square.adjoint(), m1.adjoint().eval() * square.adjoint().eval()); VERIFY_IS_APPROX(m1.adjoint() * m2, m1.adjoint().eval() * m2); @@ -111,49 +109,14 @@ template<typename MatrixType> void product_extra(const MatrixType& m) VERIFY_IS_APPROX((-m1.adjoint() * s2) * (s1 * v1.adjoint()), (-m1.adjoint()*s2).eval() * (s1 * v1.adjoint()).eval()); - */ - // test with sub matrices - m2 = m1; - m3 = m1; - -// std::cerr << (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).rows() << " " << (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).cols() << " == " << vrres.segment(r0,r1-r0).rows() << " " << vrres.segment(r0,r1-r0).cols() << "\n"; -// m2.col(c0).segment(0,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).lazy(); -// m3.col(c0).segment(0,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).eval(); - Matrix<Scalar,Dynamic,1> a = m2.col(c0), b = a; - a.segment(5,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).lazy(); - b.segment(5,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).eval(); - -// m2.col(c0).segment(0,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).lazy(); -// m3.col(c0).segment(0,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).eval(); -// if (!m2.isApprox(m3)) - std::cerr << (a-b).cwise().abs().maxCoeff() << "\n"; - VERIFY_IS_APPROX(a,b); -// VERIFY_IS_APPROX( vrres.segment(0,r1-r0).transpose().eval(), -// v1.segment(0,r1-r0).transpose() + m1.block(r0,c0, r1-r0, c1-c0).eval() * (vc2.segment(c0,c1-c0)).eval()); + } void test_product_extra() { for(int i = 0; i < g_repeat; i++) { - int rows = ei_random<int>(2,10); - int cols = ei_random<int>(2,10); - int c0 = ei_random<int>(0,cols/2-1), - c1 = ei_random<int>(cols/2,cols), - r0 = ei_random<int>(0,rows/2-1), - r1 = ei_random<int>(rows/2,rows); - - MatrixXf m1 = MatrixXf::Random(rows,cols), m2 = m1; - Matrix<float,Dynamic,1> a = m2.col(c0), b = a; - Matrix<float,Dynamic,1> vc2 = Matrix<float,Dynamic,1>::Random(cols); - if (1+r1-r0<rows) { - a.segment(1,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).lazy(); - b.segment(1,r1-r0) += (m1.block(r0,c0, r1-r0, c1-c0) * vc2.segment(c0,c1-c0)).eval(); - VERIFY_IS_APPROX(a,b); - } -// CALL_SUBTEST( product_extra(MatrixXf(ei_random<int>(1,320), ei_random<int>(1,320))) ); -// CALL_SUBTEST( product_extra(MatrixXd(ei_random<int>(1,320), ei_random<int>(1,320))) ); -// CALL_SUBTEST( product(MatrixXi(ei_random<int>(1,320), ei_random<int>(1,320))) ); -// CALL_SUBTEST( product_extra(MatrixXcf(ei_random<int>(50,50), ei_random<int>(50,50))) ); -// CALL_SUBTEST( product(Matrix<float,Dynamic,Dynamic,RowMajor>(ei_random<int>(1,320), ei_random<int>(1,320))) ); + CALL_SUBTEST( product_extra(MatrixXf(ei_random<int>(1,320), ei_random<int>(1,320))) ); + CALL_SUBTEST( product_extra(MatrixXcf(ei_random<int>(50,50), ei_random<int>(50,50))) ); + CALL_SUBTEST( product_extra(Matrix<std::complex<double>,Dynamic,Dynamic,RowMajor>(ei_random<int>(1,50), ei_random<int>(1,50))) ); } } diff --git a/test/triangular.cpp b/test/triangular.cpp index 3550d1a74..0c03e987e 100644 --- a/test/triangular.cpp +++ b/test/triangular.cpp @@ -1,7 +1,7 @@ // This file is triangularView of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@gmail.com> +// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@gmail.com> // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public @@ -81,44 +81,35 @@ template<typename MatrixType> void triangular(const MatrixType& m) m1.template triangularView<Eigen::LowerTriangular>() = (m2.transpose() * m2).lazy(); VERIFY_IS_APPROX(m3.template triangularView<Eigen::LowerTriangular>().toDense(), m1); - // VERIFY_IS_APPROX(m3.template triangularView<DiagonalBits>(), m3.diagonal().asDiagonal()); - m1 = MatrixType::Random(rows, cols); for (int i=0; i<rows; ++i) while (ei_abs2(m1(i,i))<1e-3) m1(i,i) = ei_random<Scalar>(); Transpose<MatrixType> trm4(m4); // test back and forward subsitution + m3 = m1.template triangularView<Eigen::UpperTriangular>(); + VERIFY(m2.isApprox(m3.adjoint() * (m1.adjoint().template triangularView<Eigen::LowerTriangular>().solve(m2)), largerEps)); + m3 = m1.template triangularView<Eigen::LowerTriangular>(); + VERIFY(m2.isApprox(m3.transpose() * (m1.transpose().template triangularView<Eigen::UpperTriangular>().solve(m2)), largerEps)); + m3 = m1.template triangularView<Eigen::UpperTriangular>(); + VERIFY(m2.isApprox(m3 * (m1.template triangularView<Eigen::UpperTriangular>().solve(m2)), largerEps)); m3 = m1.template triangularView<Eigen::LowerTriangular>(); -// VERIFY(m3.template triangularView<Eigen::LowerTriangular>().solve(m3).cwise().abs().isIdentity(test_precision<RealScalar>())); -// VERIFY(m3.transpose().template triangularView<Eigen::UpperTriangular>() -// .solve(m3.transpose()).cwise().abs().isIdentity(test_precision<RealScalar>())); + VERIFY(m2.isApprox(m3.conjugate() * (m1.conjugate().template triangularView<Eigen::LowerTriangular>().solve(m2)), largerEps)); + // check M * inv(L) using in place API m4 = m3; m3.transpose().template triangularView<Eigen::UpperTriangular>().solveInPlace(trm4); -// VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>())); + VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>())); -// m3 = m1.template triangularView<Eigen::UpperTriangular>(); -// VERIFY(m3.template triangularView<Eigen::UpperTriangular>().solve(m3).cwise().abs().isIdentity(test_precision<RealScalar>())); -// VERIFY(m3.transpose().template triangularView<Eigen::LowerTriangular>() -// .solve(m3.transpose()).cwise().abs().isIdentity(test_precision<RealScalar>())); -// // check M * inv(U) using in place API + // check M * inv(U) using in place API + m3 = m1.template triangularView<Eigen::UpperTriangular>(); m4 = m3; m3.transpose().template triangularView<Eigen::LowerTriangular>().solveInPlace(trm4); VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>())); -// m3 = m1.template triangularView<Eigen::UpperTriangular>(); -// VERIFY(m2.isApprox(m3 * (m3.template triangularView<Eigen::UpperTriangular>().solve(m2)), largerEps)); -// m3 = m1.template triangularView<Eigen::LowerTriangular>(); - -// std::cerr << (m2 - -// (m3 * (m3.template triangularView<Eigen::LowerTriangular>().solve(m2)))).cwise().abs() /*.maxCoeff()*/ << "\n\n"; - -// VERIFY(m2.isApprox(m3 * (m3.template triangularView<Eigen::LowerTriangular>().solve(m2)), largerEps)); - // check solve with unit diagonal -// m3 = m1.template triangularView<Eigen::UnitUpperTriangular>(); -// VERIFY(m2.isApprox(m3 * (m1.template triangularView<Eigen::UnitUpperTriangular>().solve(m2)), largerEps)); + m3 = m1.template triangularView<Eigen::UnitUpperTriangular>(); + VERIFY(m2.isApprox(m3 * (m1.template triangularView<Eigen::UnitUpperTriangular>().solve(m2)), largerEps)); // VERIFY(( m1.template triangularView<Eigen::UpperTriangular>() // * m2.template triangularView<Eigen::UpperTriangular>()).isUpperTriangular()); @@ -136,17 +127,12 @@ template<typename MatrixType> void triangular(const MatrixType& m) void test_triangular() { for(int i = 0; i < g_repeat ; i++) { -// CALL_SUBTEST( triangular(Matrix<float, 1, 1>()) ); -// CALL_SUBTEST( triangular(Matrix<float, 2, 2>()) ); -// CALL_SUBTEST( triangular(Matrix3d()) ); -// CALL_SUBTEST( triangular(MatrixXcf(4, 4)) ); -// CALL_SUBTEST( triangular(Matrix<std::complex<float>,8, 8>()) ); -// CALL_SUBTEST( triangular(MatrixXd(1,1)) ); -// CALL_SUBTEST( triangular(MatrixXd(2,2)) ); -// CALL_SUBTEST( triangular(MatrixXd(3,3)) ); -// CALL_SUBTEST( triangular(MatrixXd(5,5)) ); -// CALL_SUBTEST( triangular(MatrixXd(8,8)) ); + CALL_SUBTEST( triangular(Matrix<float, 1, 1>()) ); + CALL_SUBTEST( triangular(Matrix<float, 2, 2>()) ); + CALL_SUBTEST( triangular(Matrix3d()) ); + CALL_SUBTEST( triangular(MatrixXcf(4, 4)) ); + CALL_SUBTEST( triangular(Matrix<std::complex<float>,8, 8>()) ); CALL_SUBTEST( triangular(MatrixXd(17,17)) ); -// CALL_SUBTEST( triangular(Matrix<float,Dynamic,Dynamic,RowMajor>(5, 5)) ); + CALL_SUBTEST( triangular(Matrix<float,Dynamic,Dynamic,RowMajor>(5, 5)) ); } } |