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authorGravatar Gael Guennebaud <g.gael@free.fr>2008-06-29 21:29:12 +0000
committerGravatar Gael Guennebaud <g.gael@free.fr>2008-06-29 21:29:12 +0000
commit37a50fa5268d6d408c74ab2d380785ce07ec302c (patch)
treecfb51b6dd0a9f89a67cbc5af4f16cbcc7eba7f58
parentfbdecf09e174c0b9bc45695cab8fb9c49656ebfa (diff)
* added an in-place version of inverseProduct which
might be twice faster fot small fixed size matrix * added a sparse triangular solver (sparse version of inverseProduct) * various other improvements in the Sparse module
-rw-r--r--Eigen/Sparse1
-rwxr-xr-xEigen/src/Core/InverseProduct.h71
-rw-r--r--Eigen/src/Core/MatrixBase.h3
-rw-r--r--Eigen/src/Core/util/Constants.h5
-rw-r--r--Eigen/src/Sparse/LinkedVectorMatrix.h63
-rw-r--r--Eigen/src/Sparse/SparseArray.h94
-rw-r--r--Eigen/src/Sparse/SparseMatrix.h132
-rw-r--r--Eigen/src/Sparse/SparseMatrixBase.h20
-rw-r--r--Eigen/src/Sparse/SparseProduct.h3
-rw-r--r--Eigen/src/Sparse/TriangularSolver.h170
-rw-r--r--bench/BenchSparseUtil.h3
-rw-r--r--bench/sparse_trisolver.cpp206
12 files changed, 572 insertions, 199 deletions
diff --git a/Eigen/Sparse b/Eigen/Sparse
index 089a77af5..12ffc0c66 100644
--- a/Eigen/Sparse
+++ b/Eigen/Sparse
@@ -18,6 +18,7 @@ namespace Eigen {
#include "src/Sparse/CoreIterators.h"
#include "src/Sparse/SparseSetter.h"
#include "src/Sparse/SparseProduct.h"
+#include "src/Sparse/TriangularSolver.h"
} // namespace Eigen
diff --git a/Eigen/src/Core/InverseProduct.h b/Eigen/src/Core/InverseProduct.h
index 40496e01d..57dbf7509 100755
--- a/Eigen/src/Core/InverseProduct.h
+++ b/Eigen/src/Core/InverseProduct.h
@@ -25,66 +25,73 @@
#ifndef EIGEN_INVERSEPRODUCT_H
#define EIGEN_INVERSEPRODUCT_H
-/** \returns the product of the inverse of \c *this with \a other.
- *
- * This function computes the inverse-matrix matrix product inverse(\c*this) * \a other
- * It works as a forward (resp. backward) substitution if \c *this is an upper (resp. lower)
- * triangular matrix.
- *
- * It is required that \c *this be marked as either an upper or a lower triangular matrix, as
- * can be done by marked(), and as is automatically the case with expressions such as those returned
- * by extract().
- * Example: \include MatrixBase_marked.cpp
- * Output: \verbinclude MatrixBase_marked.out
+
+/** "in-place" version of MatrixBase::inverseProduct() where the result is written in \a other
*
- * \sa marked(), extract()
+ * \sa inverseProduct()
*/
template<typename Derived>
template<typename OtherDerived>
-typename OtherDerived::Eval MatrixBase<Derived>::inverseProduct(const MatrixBase<OtherDerived>& other) const
+void MatrixBase<Derived>::inverseProductInPlace(MatrixBase<OtherDerived>& other) const
{
- assert(cols() == other.rows());
- assert(!(Flags & ZeroDiagBit));
- assert(Flags & (UpperTriangularBit|LowerTriangularBit));
-
- typename OtherDerived::Eval res(other.rows(), other.cols());
+ ei_assert(cols() == other.rows());
+ ei_assert(!(Flags & ZeroDiagBit));
+ ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
for(int c=0 ; c<other.cols() ; ++c)
{
if(Flags & LowerTriangularBit)
{
// forward substitution
- if(Flags & UnitDiagBit)
- res.coeffRef(0,c) = other.coeff(0,c);
- else
- res.coeffRef(0,c) = other.coeff(0,c)/coeff(0, 0);
+ if(!(Flags & UnitDiagBit))
+ other.coeffRef(0,c) = other.coeff(0,c)/coeff(0, 0);
for(int i=1; i<rows(); ++i)
{
- Scalar tmp = other.coeff(i,c) - ((this->row(i).start(i)) * res.col(c).start(i)).coeff(0,0);
+ Scalar tmp = other.coeff(i,c) - ((this->row(i).start(i)) * other.col(c).start(i)).coeff(0,0);
if (Flags & UnitDiagBit)
- res.coeffRef(i,c) = tmp;
+ other.coeffRef(i,c) = tmp;
else
- res.coeffRef(i,c) = tmp/coeff(i,i);
+ other.coeffRef(i,c) = tmp/coeff(i,i);
}
}
else
{
// backward substitution
- if(Flags & UnitDiagBit)
- res.coeffRef(cols()-1,c) = other.coeff(cols()-1,c);
- else
- res.coeffRef(cols()-1,c) = other.coeff(cols()-1, c)/coeff(rows()-1, cols()-1);
+ if(!(Flags & UnitDiagBit))
+ other.coeffRef(cols()-1,c) = other.coeff(cols()-1, c)/coeff(rows()-1, cols()-1);
for(int i=rows()-2 ; i>=0 ; --i)
{
Scalar tmp = other.coeff(i,c)
- - ((this->row(i).end(cols()-i-1)) * res.col(c).end(cols()-i-1)).coeff(0,0);
+ - ((this->row(i).end(cols()-i-1)) * other.col(c).end(cols()-i-1)).coeff(0,0);
if (Flags & UnitDiagBit)
- res.coeffRef(i,c) = tmp;
+ other.coeffRef(i,c) = tmp;
else
- res.coeffRef(i,c) = tmp/coeff(i,i);
+ other.coeffRef(i,c) = tmp/coeff(i,i);
}
}
}
+}
+
+/** \returns the product of the inverse of \c *this with \a other.
+ *
+ * This function computes the inverse-matrix matrix product inverse(\c*this) * \a other
+ * It works as a forward (resp. backward) substitution if \c *this is an upper (resp. lower)
+ * triangular matrix.
+ *
+ * It is required that \c *this be marked as either an upper or a lower triangular matrix, as
+ * can be done by marked(), and as is automatically the case with expressions such as those returned
+ * by extract().
+ * Example: \include MatrixBase_marked.cpp
+ * Output: \verbinclude MatrixBase_marked.out
+ *
+ * \sa marked(), extract()
+ */
+template<typename Derived>
+template<typename OtherDerived>
+typename OtherDerived::Eval MatrixBase<Derived>::inverseProduct(const MatrixBase<OtherDerived>& other) const
+{
+ typename OtherDerived::Eval res(other);
+ inverseProductInPlace(res);
return res;
}
diff --git a/Eigen/src/Core/MatrixBase.h b/Eigen/src/Core/MatrixBase.h
index eeb40c2f5..63817102f 100644
--- a/Eigen/src/Core/MatrixBase.h
+++ b/Eigen/src/Core/MatrixBase.h
@@ -296,6 +296,9 @@ template<typename Derived> class MatrixBase
template<typename OtherDerived>
typename OtherDerived::Eval inverseProduct(const MatrixBase<OtherDerived>& other) const;
+ template<typename OtherDerived>
+ void inverseProductInPlace(MatrixBase<OtherDerived>& other) const;
+
template<typename OtherDerived>
Scalar dot(const MatrixBase<OtherDerived>& other) const;
diff --git a/Eigen/src/Core/util/Constants.h b/Eigen/src/Core/util/Constants.h
index 7e0c5650d..613cb053c 100644
--- a/Eigen/src/Core/util/Constants.h
+++ b/Eigen/src/Core/util/Constants.h
@@ -191,6 +191,11 @@ enum {
Sparse = SparseBit
};
+enum {
+ ColMajor = 0,
+ RowMajor = RowMajorBit
+};
+
const int FullyCoherentAccessPattern = 0x1;
const int InnerCoherentAccessPattern = 0x2 | FullyCoherentAccessPattern;
const int OuterCoherentAccessPattern = 0x4 | InnerCoherentAccessPattern;
diff --git a/Eigen/src/Sparse/LinkedVectorMatrix.h b/Eigen/src/Sparse/LinkedVectorMatrix.h
index 76e3a4c12..969aee57b 100644
--- a/Eigen/src/Sparse/LinkedVectorMatrix.h
+++ b/Eigen/src/Sparse/LinkedVectorMatrix.h
@@ -40,15 +40,15 @@ struct ei_traits<LinkedVectorMatrix<_Scalar,_Flags> >
};
};
-template<typename Element, int BlockSize = 8>
-struct LinkedVector
+template<typename Element, int ChunkSize = 8>
+struct LinkedVectorChunk
{
- LinkedVector() : size(0), next(0), prev(0) {}
- Element data[BlockSize];
- LinkedVector* next;
- LinkedVector* prev;
+ LinkedVectorChunk() : size(0), next(0), prev(0) {}
+ Element data[ChunkSize];
+ LinkedVectorChunk* next;
+ LinkedVectorChunk* prev;
int size;
- bool isFull() const { return size==BlockSize; }
+ bool isFull() const { return size==ChunkSize; }
};
template<typename _Scalar, int _Flags>
@@ -70,11 +70,11 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
Scalar value;
int index;
};
- typedef LinkedVector<ValueIndex,8> LinkedVectorBlock;
+ typedef LinkedVectorChunk<ValueIndex,8> VectorChunk;
- inline int find(LinkedVectorBlock** _el, int id)
+ inline int find(VectorChunk** _el, int id)
{
- LinkedVectorBlock* el = *_el;
+ VectorChunk* el = *_el;
while (el && el->data[el->size-1].index<id)
el = el->next;
*_el = el;
@@ -115,7 +115,7 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
const int outer = RowMajor ? row : col;
const int inner = RowMajor ? col : row;
- LinkedVectorBlock* el = m_data[outer];
+ VectorChunk* el = m_data[outer];
int id = find(&el, inner);
if (id<0)
return Scalar(0);
@@ -127,7 +127,7 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
const int outer = RowMajor ? row : col;
const int inner = RowMajor ? col : row;
- LinkedVectorBlock* el = m_data[outer];
+ VectorChunk* el = m_data[outer];
int id = find(&el, inner);
ei_assert(id>=0);
// if (id<0)
@@ -150,7 +150,7 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
const int inner = RowMajor ? col : row;
if (m_ends[outer]==0)
{
- m_data[outer] = m_ends[outer] = new LinkedVectorBlock();
+ m_data[outer] = m_ends[outer] = new VectorChunk();
}
else
{
@@ -158,7 +158,7 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
if (m_ends[outer]->isFull())
{
- LinkedVectorBlock* el = new LinkedVectorBlock();
+ VectorChunk* el = new VectorChunk();
m_ends[outer]->next = el;
el->prev = m_ends[outer];
m_ends[outer] = el;
@@ -168,24 +168,21 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
return m_ends[outer]->data[m_ends[outer]->size++].value;
}
- inline void endFill()
- {
- }
+ inline void endFill() { }
~LinkedVectorMatrix()
{
- if (this->isNotShared())
- clear();
+ clear();
}
void clear()
{
for (int i=0; i<m_data.size(); ++i)
{
- LinkedVectorBlock* el = m_data[i];
+ VectorChunk* el = m_data[i];
while (el)
{
- LinkedVectorBlock* tmp = el;
+ VectorChunk* tmp = el;
el = el->next;
delete tmp;
}
@@ -221,30 +218,26 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
*this = other.derived();
}
- inline void shallowCopy(const LinkedVectorMatrix& other)
+ inline void swap(LinkedVectorMatrix& other)
{
- EIGEN_DBG_SPARSE(std::cout << "LinkedVectorMatrix:: shallowCopy\n");
+ EIGEN_DBG_SPARSE(std::cout << "LinkedVectorMatrix:: swap\n");
resize(other.rows(), other.cols());
- for (int j=0; j<this->outerSize(); ++j)
- {
- m_data[j] = other.m_data[j];
- m_ends[j] = other.m_ends[j];
- }
- other.markAsCopied();
+ m_data.swap(other.m_data);
+ m_ends.swap(other.m_ends);
}
inline LinkedVectorMatrix& operator=(const LinkedVectorMatrix& other)
{
if (other.isRValue())
{
- shallowCopy(other);
- return *this;
+ swap(other.const_cast_derived());
}
else
{
// TODO implement a specialized deep copy here
return operator=<LinkedVectorMatrix>(other);
}
+ return *this;
}
template<typename OtherDerived>
@@ -255,8 +248,10 @@ class LinkedVectorMatrix : public SparseMatrixBase<LinkedVectorMatrix<_Scalar,_F
protected:
- std::vector<LinkedVectorBlock*> m_data;
- std::vector<LinkedVectorBlock*> m_ends;
+ // outer vector of inner linked vector chunks
+ std::vector<VectorChunk*> m_data;
+ // stores a reference to the last vector chunk for efficient filling
+ std::vector<VectorChunk*> m_ends;
int m_innerSize;
};
@@ -281,7 +276,7 @@ class LinkedVectorMatrix<Scalar,_Flags>::InnerIterator
protected:
const LinkedVectorMatrix& m_matrix;
- LinkedVectorBlock* m_el;
+ VectorChunk* m_el;
int m_it;
};
diff --git a/Eigen/src/Sparse/SparseArray.h b/Eigen/src/Sparse/SparseArray.h
index 3ac181e04..bd82e6e9a 100644
--- a/Eigen/src/Sparse/SparseArray.h
+++ b/Eigen/src/Sparse/SparseArray.h
@@ -32,11 +32,11 @@ template<typename Scalar> class SparseArray
{
public:
SparseArray()
- : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0), m_isShared(0)
+ : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
{}
SparseArray(int size)
- : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0), m_isShared(0)
+ : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
{
resize(size);
}
@@ -51,66 +51,39 @@ template<typename Scalar> class SparseArray
resize(other.size());
memcpy(m_values, other.m_values, m_size * sizeof(Scalar));
memcpy(m_indices, other.m_indices, m_size * sizeof(int));
- m_isShared = 0;
}
- void shallowCopy(const SparseArray& other)
+ void swap(SparseArray& other)
{
- delete[] m_values;
- delete[] m_indices;
- m_values = other.m_values;
- m_indices = other.m_indices;
- m_size = other.m_size;
- m_allocatedSize = other.m_allocatedSize;
- m_isShared = false;
- other.m_isShared = true;
+ std::swap(m_values, other.m_values);
+ std::swap(m_indices, other.m_indices);
+ std::swap(m_size, other.m_size);
+ std::swap(m_allocatedSize, other.m_allocatedSize);
}
~SparseArray()
{
- if (!m_isShared)
- {
- delete[] m_values;
- delete[] m_indices;
- }
+ delete[] m_values;
+ delete[] m_indices;
}
void reserve(int size)
{
int newAllocatedSize = m_size + size;
if (newAllocatedSize > m_allocatedSize)
- {
- Scalar* newValues = new Scalar[newAllocatedSize];
- int* newIndices = new int[newAllocatedSize];
- // copy
- memcpy(newValues, m_values, m_size * sizeof(Scalar));
- memcpy(newIndices, m_indices, m_size * sizeof(int));
- // delete old stuff
- delete[] m_values;
- delete[] m_indices;
- m_values = newValues;
- m_indices = newIndices;
- m_allocatedSize = newAllocatedSize;
- }
+ reallocate(newAllocatedSize);
+ }
+
+ void squeeze()
+ {
+ if (m_allocatedSize>m_size)
+ reallocate(m_size);
}
void resize(int size, int reserveSizeFactor = 0)
{
if (m_allocatedSize<size)
- {
- int newAllocatedSize = size + reserveSizeFactor*size;
- Scalar* newValues = new Scalar[newAllocatedSize];
- int* newIndices = new int[newAllocatedSize];
- // copy
- memcpy(newValues, m_values, m_size * sizeof(Scalar));
- memcpy(newIndices, m_indices, m_size * sizeof(int));
- // delete old stuff
- delete[] m_values;
- delete[] m_indices;
- m_values = newValues;
- m_indices = newIndices;
- m_allocatedSize = newAllocatedSize;
- }
+ reallocate(size + reserveSizeFactor*size);
m_size = size;
}
@@ -123,26 +96,37 @@ template<typename Scalar> class SparseArray
}
int size() const { return m_size; }
-
- void clear()
- {
- m_size = 0;
- }
+ void clear() { m_size = 0; }
Scalar& value(int i) { return m_values[i]; }
- Scalar value(int i) const { return m_values[i]; }
+ const Scalar& value(int i) const { return m_values[i]; }
int& index(int i) { return m_indices[i]; }
- int index(int i) const { return m_indices[i]; }
+ const int& index(int i) const { return m_indices[i]; }
+
+ protected:
+
+ void reallocate(int size)
+ {
+ Scalar* newValues = new Scalar[size];
+ int* newIndices = new int[size];
+ int copySize = std::min(size, m_size);
+ // copy
+ memcpy(newValues, m_values, copySize * sizeof(Scalar));
+ memcpy(newIndices, m_indices, copySize * sizeof(int));
+ // delete old stuff
+ delete[] m_values;
+ delete[] m_indices;
+ m_values = newValues;
+ m_indices = newIndices;
+ m_allocatedSize = size;
+ }
protected:
Scalar* m_values;
int* m_indices;
int m_size;
- struct {
- int m_allocatedSize:31;
- mutable int m_isShared:1;
- };
+ int m_allocatedSize;
};
diff --git a/Eigen/src/Sparse/SparseMatrix.h b/Eigen/src/Sparse/SparseMatrix.h
index cbc504592..cc13e21c7 100644
--- a/Eigen/src/Sparse/SparseMatrix.h
+++ b/Eigen/src/Sparse/SparseMatrix.h
@@ -58,41 +58,50 @@ class SparseMatrix : public SparseMatrixBase<SparseMatrix<_Scalar, _Flags> >
EIGEN_GENERIC_PUBLIC_INTERFACE(SparseMatrix)
protected:
+ public:
+
+ typedef SparseMatrixBase<SparseMatrix> SparseBase;
+ enum {
+ RowMajor = SparseBase::RowMajor
+ };
- int* m_colPtrs;
+ int m_outerSize;
+ int m_innerSize;
+ int* m_outerIndex;
SparseArray<Scalar> m_data;
- int m_rows;
- int m_cols;
+
public:
- inline int rows() const { return m_rows; }
- inline int cols() const { return m_cols; }
- inline int innerNonZeros(int j) const { return m_colPtrs[j+1]-m_colPtrs[j]; }
+ inline int rows() const { return RowMajor ? m_outerSize : m_innerSize; }
+ inline int cols() const { return RowMajor ? m_innerSize : m_outerSize; }
+ inline int innerSize() const { return m_innerSize; }
+ inline int outerSize() const { return m_outerSize; }
+ inline int innerNonZeros(int j) const { return m_outerIndex[j+1]-m_outerIndex[j]; }
inline Scalar coeff(int row, int col) const
{
- int id = m_colPtrs[col];
- int end = m_colPtrs[col+1];
- while (id<end && m_data.index(id)!=row)
- {
- ++id;
- }
- if (id==end)
- return 0;
- return m_data.value(id);
+ const int outer = RowMajor ? row : col;
+ const int inner = RowMajor ? col : row;
+
+ int id = m_outerIndex[outer];
+ int end = m_outerIndex[outer+1]-1;
+ if (m_data.index(end)==inner)
+ return m_data.value(end);
+ const int* r = std::lower_bound(&m_data.index(id),&m_data.index(end),inner);
+ return (*r==inner) ? m_data.value(*r) : Scalar(0);
}
inline Scalar& coeffRef(int row, int col)
{
- int id = m_colPtrs[col];
- int end = m_colPtrs[col+1];
- while (id<end && m_data.index(id)!=row)
- {
- ++id;
- }
- ei_assert(id!=end);
- return m_data.value(id);
+ const int outer = RowMajor ? row : col;
+ const int inner = RowMajor ? col : row;
+
+ int id = m_outerIndex[outer];
+ int end = m_outerIndex[outer+1];
+ int* r = std::lower_bound(&m_data.index(id),&m_data.index(end),inner);
+ ei_assert(*r==inner);
+ return m_data.value(*r);
}
public:
@@ -106,92 +115,94 @@ class SparseMatrix : public SparseMatrixBase<SparseMatrix<_Scalar, _Flags> >
{
m_data.clear();
m_data.reserve(reserveSize);
- for (int i=0; i<=m_cols; ++i)
- m_colPtrs[i] = 0;
+ for (int i=0; i<=m_outerSize; ++i)
+ m_outerIndex[i] = 0;
}
inline Scalar& fill(int row, int col)
{
- if (m_colPtrs[col+1]==0)
+ const int outer = RowMajor ? row : col;
+ const int inner = RowMajor ? col : row;
+
+ if (m_outerIndex[outer+1]==0)
{
int i=col;
- while (i>=0 && m_colPtrs[i]==0)
+ while (i>=0 && m_outerIndex[i]==0)
{
- m_colPtrs[i] = m_data.size();
+ m_outerIndex[i] = m_data.size();
--i;
}
- m_colPtrs[col+1] = m_colPtrs[col];
+ m_outerIndex[outer+1] = m_outerIndex[outer];
}
- assert(m_colPtrs[col+1] == m_data.size());
- int id = m_colPtrs[col+1];
- m_colPtrs[col+1]++;
+ assert(m_outerIndex[outer+1] == m_data.size());
+ int id = m_outerIndex[outer+1];
+ m_outerIndex[outer+1]++;
- m_data.append(0, row);
+ m_data.append(0, inner);
return m_data.value(id);
}
inline void endFill()
{
int size = m_data.size();
- int i = m_cols;
+ int i = m_outerSize;
// find the last filled column
- while (i>=0 && m_colPtrs[i]==0)
+ while (i>=0 && m_outerIndex[i]==0)
--i;
i++;
- while (i<=m_cols)
+ while (i<=m_outerSize)
{
- m_colPtrs[i] = size;
+ m_outerIndex[i] = size;
++i;
}
}
void resize(int rows, int cols)
{
- if (m_cols != cols)
+ const int outerSize = RowMajor ? rows : cols;
+ m_innerSize = RowMajor ? cols : rows;
+ m_data.clear();
+ if (m_outerSize != outerSize)
{
- delete[] m_colPtrs;
- m_colPtrs = new int [cols+1];
- m_rows = rows;
- m_cols = cols;
+ delete[] m_outerIndex;
+ m_outerIndex = new int [outerSize+1];
+ m_outerSize = outerSize;
}
}
inline SparseMatrix(int rows, int cols)
- : m_rows(0), m_cols(0), m_colPtrs(0)
+ : m_outerSize(0), m_innerSize(0), m_outerIndex(0)
{
resize(rows, cols);
}
template<typename OtherDerived>
inline SparseMatrix(const MatrixBase<OtherDerived>& other)
- : m_rows(0), m_cols(0), m_colPtrs(0)
+ : m_outerSize(0), m_innerSize(0), m_outerIndex(0)
{
*this = other.derived();
}
- inline void shallowCopy(const SparseMatrix& other)
+ inline void swap(SparseMatrix& other)
{
- EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: shallowCopy\n");
- delete[] m_colPtrs;
- m_colPtrs = 0;
- m_rows = other.rows();
- m_cols = other.cols();
- m_colPtrs = other.m_colPtrs;
- m_data.shallowCopy(other.m_data);
- other.markAsCopied();
+ EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n");
+ std::swap(m_outerIndex, other.m_outerIndex);
+ std::swap(m_innerSize, other.m_innerSize);
+ std::swap(m_outerSize, other.m_outerSize);
+ m_data.swap(other.m_data);
}
inline SparseMatrix& operator=(const SparseMatrix& other)
{
if (other.isRValue())
{
- shallowCopy(other);
+ swap(other.const_cast_derived());
}
else
{
resize(other.rows(), other.cols());
- for (int col=0; col<=cols(); ++col)
- m_colPtrs[col] = other.m_colPtrs[col];
+ for (int j=0; j<=m_outerSize; ++j)
+ m_outerIndex[j] = other.m_outerIndex[j];
m_data = other.m_data;
return *this;
}
@@ -216,7 +227,7 @@ class SparseMatrix : public SparseMatrixBase<SparseMatrix<_Scalar, _Flags> >
s << "Column pointers:\n";
for (uint i=0; i<m.cols(); ++i)
{
- s << m.m_colPtrs[i] << " ";
+ s << m.m_outerIndex[i] << " ";
}
s << std::endl;
s << std::endl;
@@ -228,8 +239,7 @@ class SparseMatrix : public SparseMatrixBase<SparseMatrix<_Scalar, _Flags> >
/** Destructor */
inline ~SparseMatrix()
{
- if (this->isNotShared())
- delete[] m_colPtrs;
+ delete[] m_outerIndex;
}
};
@@ -237,8 +247,8 @@ template<typename Scalar, int _Flags>
class SparseMatrix<Scalar,_Flags>::InnerIterator
{
public:
- InnerIterator(const SparseMatrix& mat, int col)
- : m_matrix(mat), m_id(mat.m_colPtrs[col]), m_start(m_id), m_end(mat.m_colPtrs[col+1])
+ InnerIterator(const SparseMatrix& mat, int outer)
+ : m_matrix(mat), m_id(mat.m_outerIndex[outer]), m_start(m_id), m_end(mat.m_outerIndex[outer+1])
{}
InnerIterator& operator++() { m_id++; return *this; }
diff --git a/Eigen/src/Sparse/SparseMatrixBase.h b/Eigen/src/Sparse/SparseMatrixBase.h
index c663a6902..cc43e7e07 100644
--- a/Eigen/src/Sparse/SparseMatrixBase.h
+++ b/Eigen/src/Sparse/SparseMatrixBase.h
@@ -43,19 +43,16 @@ class SparseMatrixBase : public MatrixBase<Derived>
{ return *static_cast<Derived*>(const_cast<SparseMatrixBase*>(this)); }
SparseMatrixBase()
- : m_isRValue(false), m_hasBeenCopied(false)
+ : m_isRValue(false)
{}
bool isRValue() const { return m_isRValue; }
- Derived& temporary() { m_isRValue = true; return derived(); }
+ Derived& markAsRValue() { m_isRValue = true; return derived(); }
inline Derived& operator=(const Derived& other)
{
if (other.isRValue())
- {
- m_hasBeenCopied = true;
- derived().shallowCopy(other);
- }
+ derived().swap(other.const_cast_derived());
else
this->operator=<Derived>(other);
return derived();
@@ -82,7 +79,7 @@ class SparseMatrixBase : public MatrixBase<Derived>
}
temp.endFill();
- derived() = temp.temporary();
+ derived() = temp.markAsRValue();
return derived();
}
@@ -119,7 +116,6 @@ class SparseMatrixBase : public MatrixBase<Derived>
friend std::ostream & operator << (std::ostream & s, const SparseMatrixBase& m)
{
-
if (Flags&RowMajorBit)
{
for (int row=0; row<m.outerSize(); ++row)
@@ -130,6 +126,7 @@ class SparseMatrixBase : public MatrixBase<Derived>
for ( ; col<it.index(); ++col)
s << "0 ";
std::cout << it.value() << " ";
+ ++col;
}
for ( ; col<m.cols(); ++col)
s << "0 ";
@@ -144,15 +141,12 @@ class SparseMatrixBase : public MatrixBase<Derived>
return s;
}
- protected:
-
- bool isNotShared() { return !m_hasBeenCopied; }
- void markAsCopied() const { m_hasBeenCopied = true; }
+ template<typename OtherDerived>
+ OtherDerived inverseProduct(const MatrixBase<OtherDerived>& other) const;
protected:
bool m_isRValue;
- mutable bool m_hasBeenCopied;
};
#endif // EIGEN_SPARSEMATRIXBASE_H
diff --git a/Eigen/src/Sparse/SparseProduct.h b/Eigen/src/Sparse/SparseProduct.h
index e921e8775..6dff64f30 100644
--- a/Eigen/src/Sparse/SparseProduct.h
+++ b/Eigen/src/Sparse/SparseProduct.h
@@ -123,9 +123,6 @@ template<typename LhsNested, typename RhsNested> class Product<LhsNested,RhsNest
const RhsNested m_rhs;
};
-const int RowMajor = RowMajorBit;
-const int ColMajor = 0;
-
template<typename Lhs, typename Rhs, typename ResultType,
int LhsStorageOrder = ei_traits<Lhs>::Flags&RowMajorBit,
int RhsStorageOrder = ei_traits<Rhs>::Flags&RowMajorBit,
diff --git a/Eigen/src/Sparse/TriangularSolver.h b/Eigen/src/Sparse/TriangularSolver.h
new file mode 100644
index 000000000..8634e114c
--- /dev/null
+++ b/Eigen/src/Sparse/TriangularSolver.h
@@ -0,0 +1,170 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_SPARSETRIANGULARSOLVER_H
+#define EIGEN_SPARSETRIANGULARSOLVER_H
+
+template<typename Lhs, typename Rhs,
+ int TriangularPart = (int(Lhs::Flags) & LowerTriangularBit)
+ ? Lower
+ : (int(Lhs::Flags) & UpperTriangularBit)
+ ? Upper
+ : -1,
+ int StorageOrder = int(Lhs::Flags) & RowMajorBit ? RowMajor : ColMajor
+ >
+struct ei_inverse_product_selector;
+
+// forward substitution, row-major
+template<typename Lhs, typename Rhs>
+struct ei_inverse_product_selector<Lhs,Rhs,Lower,RowMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
+ {
+ for(int col=0 ; col<rhs.cols() ; ++col)
+ {
+ for(int i=0; i<lhs.rows(); ++i)
+ {
+ Scalar tmp = rhs.coeff(i,col);
+ Scalar lastVal = 0;
+ int lastIndex = 0;
+ for(typename Lhs::InnerIterator it(lhs, i); it; ++it)
+ {
+ lastVal = it.value();
+ lastIndex = it.index();
+ tmp -= lastVal * res.coeff(lastIndex,col);
+ }
+ if (Lhs::Flags & UnitDiagBit)
+ res.coeffRef(i,col) = tmp;
+ else
+ {
+ ei_assert(lastIndex==i);
+ res.coeffRef(i,col) = tmp/lastVal;
+ }
+ }
+ }
+ }
+};
+
+// backward substitution, row-major
+template<typename Lhs, typename Rhs>
+struct ei_inverse_product_selector<Lhs,Rhs,Upper,RowMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
+ {
+ for(int col=0 ; col<rhs.cols() ; ++col)
+ {
+ for(int i=lhs.rows()-1 ; i>=0 ; --i)
+ {
+ Scalar tmp = rhs.coeff(i,col);
+ typename Lhs::InnerIterator it(lhs, i);
+ for(++it; it; ++it)
+ {
+ tmp -= it.value() * res.coeff(it.index(),col);
+ }
+
+ if (Lhs::Flags & UnitDiagBit)
+ res.coeffRef(i,col) = tmp;
+ else
+ {
+ typename Lhs::InnerIterator it(lhs, i);
+ ei_assert(it.index() == i);
+ res.coeffRef(i,col) = tmp/it.value();
+ }
+ }
+ }
+ }
+};
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs>
+struct ei_inverse_product_selector<Lhs,Rhs,Lower,ColMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
+ {
+ // NOTE we could avoid this copy using an in-place API
+ res = rhs;
+ for(int col=0 ; col<rhs.cols() ; ++col)
+ {
+ for(int i=0; i<lhs.cols(); ++i)
+ {
+ typename Lhs::InnerIterator it(lhs, i);
+ if(!(Lhs::Flags & UnitDiagBit))
+ {
+ ei_assert(it.index()==i);
+ res.coeffRef(i,col) /= it.value();
+ }
+ Scalar tmp = res.coeffRef(i,col);
+ for(++it; it; ++it)
+ res.coeffRef(it.index(), col) -= tmp * it.value();
+ }
+ }
+ }
+};
+
+// backward substitution, col-major
+template<typename Lhs, typename Rhs>
+struct ei_inverse_product_selector<Lhs,Rhs,Upper,ColMajor>
+{
+ typedef typename Rhs::Scalar Scalar;
+ static void run(const Lhs& lhs, const Rhs& rhs, Rhs& res)
+ {
+ // NOTE we could avoid this copy using an in-place API
+ res = rhs;
+ for(int col=0 ; col<rhs.cols() ; ++col)
+ {
+ for(int i=lhs.cols()-1; i>=0; --i)
+ {
+ if(!(Lhs::Flags & UnitDiagBit))
+ {
+ // FIXME lhs.coeff(i,i) might not be always efficient while it must simply be the
+ // last element of the column !
+ res.coeffRef(i,col) /= lhs.coeff(i,i);
+ }
+ Scalar tmp = res.coeffRef(i,col);
+ typename Lhs::InnerIterator it(lhs, i);
+ for(; it && it.index()<i; ++it)
+ res.coeffRef(it.index(), col) -= tmp * it.value();
+ }
+ }
+ }
+};
+
+template<typename Derived>
+template<typename OtherDerived>
+OtherDerived
+SparseMatrixBase<Derived>::inverseProduct(const MatrixBase<OtherDerived>& other) const
+{
+ ei_assert(derived().cols() == other.rows());
+ ei_assert(!(Flags & ZeroDiagBit));
+ ei_assert(Flags & (UpperTriangularBit|LowerTriangularBit));
+
+ OtherDerived res(other.rows(), other.cols());
+ ei_inverse_product_selector<Derived, OtherDerived>::run(derived(), other.derived(), res);
+ return res;
+}
+
+#endif // EIGEN_SPARSETRIANGULARSOLVER_H
diff --git a/bench/BenchSparseUtil.h b/bench/BenchSparseUtil.h
index 97838f4b1..9d88148d0 100644
--- a/bench/BenchSparseUtil.h
+++ b/bench/BenchSparseUtil.h
@@ -64,7 +64,8 @@ void eiToGmm(const EigenSparseMatrix& src, GmmSparse& dst)
#ifndef NOMTL
#include <boost/numeric/mtl/mtl.hpp>
-typedef mtl::compressed2D<Scalar> MtlSparse;
+typedef mtl::compressed2D<Scalar, mtl::matrix::parameters<mtl::tag::col_major> > MtlSparse;
+typedef mtl::compressed2D<Scalar, mtl::matrix::parameters<mtl::tag::row_major> > MtlSparseRowMajor;
void eiToMtl(const EigenSparseMatrix& src, MtlSparse& dst)
{
mtl::matrix::inserter<MtlSparse> ins(dst);
diff --git a/bench/sparse_trisolver.cpp b/bench/sparse_trisolver.cpp
new file mode 100644
index 000000000..27362c11b
--- /dev/null
+++ b/bench/sparse_trisolver.cpp
@@ -0,0 +1,206 @@
+
+//g++ -O3 -g0 -DNDEBUG sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.005 -DSIZE=10000 && ./a.out
+//g++ -O3 -g0 -DNDEBUG sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.05 -DSIZE=2000 && ./a.out
+// -DNOGMM -DNOMTL
+
+#ifndef SIZE
+#define SIZE 10000
+#endif
+
+#ifndef DENSITY
+#define DENSITY 0.01
+#endif
+
+#ifndef REPEAT
+#define REPEAT 1
+#endif
+
+#include "BenchSparseUtil.h"
+
+#ifndef MINDENSITY
+#define MINDENSITY 0.0004
+#endif
+
+#ifndef NBTRIES
+#define NBTRIES 10
+#endif
+
+#define BENCH(X) \
+ timer.reset(); \
+ for (int _j=0; _j<NBTRIES; ++_j) { \
+ timer.start(); \
+ for (int _k=0; _k<REPEAT; ++_k) { \
+ X \
+ } timer.stop(); }
+
+typedef SparseMatrix<Scalar,Upper> EigenSparseTriMatrix;
+typedef SparseMatrix<Scalar,RowMajorBit|Upper> EigenSparseTriMatrixRow;
+
+void fillMatrix(float density, int rows, int cols, EigenSparseTriMatrix& dst)
+{
+ dst.startFill(rows*cols*density);
+ for(int j = 0; j < cols; j++)
+ {
+ for(int i = 0; i < j; i++)
+ {
+ Scalar v = (ei_random<float>(0,1) < density) ? ei_random<Scalar>() : 0;
+ if (v!=0)
+ dst.fill(i,j) = v;
+ }
+ dst.fill(j,j) = ei_random<Scalar>();
+ }
+ dst.endFill();
+}
+
+int main(int argc, char *argv[])
+{
+ int rows = SIZE;
+ int cols = SIZE;
+ float density = DENSITY;
+ BenchTimer timer;
+ #if 1
+ EigenSparseTriMatrix sm1(rows,cols);
+ VectorXf b = VectorXf::random(cols);
+ VectorXf x = VectorXf::random(cols);
+
+ bool densedone = false;
+
+ for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
+ {
+ EigenSparseTriMatrix sm1(rows, cols);
+ fillMatrix(density, rows, cols, sm1);
+
+ // dense matrices
+ #ifdef DENSEMATRIX
+ if (!densedone)
+ {
+ densedone = true;
+ std::cout << "Eigen Dense\t" << density*100 << "%\n";
+ DenseMatrix m1(rows,cols);
+ Matrix<Scalar,Dynamic,Dynamic,Dynamic,Dynamic,RowMajorBit> m2(rows,cols);
+ eiToDense(sm1, m1);
+ m2 = m1;
+
+ BENCH(x = m1.marked<Upper>().inverseProduct(b);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+ std::cerr << x.transpose() << "\n";
+
+ BENCH(x = m2.marked<Upper>().inverseProduct(b);)
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+ std::cerr << x.transpose() << "\n";
+ }
+ #endif
+
+ // eigen sparse matrices
+ {
+ std::cout << "Eigen sparse\t" << density*100 << "%\n";
+ EigenSparseTriMatrixRow sm2 = sm1;
+
+ BENCH(x = sm1.inverseProduct(b);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+ std::cerr << x.transpose() << "\n";
+
+ BENCH(x = sm2.inverseProduct(b);)
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+ std::cerr << x.transpose() << "\n";
+
+// x = b;
+// BENCH(sm1.inverseProductInPlace(x);)
+// std::cout << " colmajor^-1 * b:\t" << timer.value() << " (inplace)" << endl;
+// std::cerr << x.transpose() << "\n";
+//
+// x = b;
+// BENCH(sm2.inverseProductInPlace(x);)
+// std::cout << " rowmajor^-1 * b:\t" << timer.value() << " (inplace)" << endl;
+// std::cerr << x.transpose() << "\n";
+ }
+
+ // GMM++
+ #ifndef NOGMM
+ {
+ std::cout << "GMM++ sparse\t" << density*100 << "%\n";
+ GmmSparse m1(rows,cols);
+ gmm::csr_matrix<Scalar> m2;
+ eiToGmm(sm1, m1);
+ gmm::copy(m1,m2);
+ std::vector<Scalar> gmmX(cols), gmmB(cols);
+ Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols) = x;
+ Map<Matrix<Scalar,Dynamic,1> >(&gmmB[0], cols) = b;
+
+ gmmX = gmmB;
+ BENCH(gmm::upper_tri_solve(m1, gmmX, false);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+ std::cerr << Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols).transpose() << "\n";
+
+ gmmX = gmmB;
+ BENCH(gmm::upper_tri_solve(m2, gmmX, false);)
+ timer.stop();
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+ std::cerr << Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols).transpose() << "\n";
+ }
+ #endif
+
+ // MTL4
+ #ifndef NOMTL
+ {
+ std::cout << "MTL4\t" << density*100 << "%\n";
+ MtlSparse m1(rows,cols);
+ MtlSparseRowMajor m2(rows,cols);
+ eiToMtl(sm1, m1);
+ m2 = m1;
+ mtl::dense_vector<Scalar> x(rows, 1.0);
+ mtl::dense_vector<Scalar> b(rows, 1.0);
+
+ BENCH(x = mtl::upper_trisolve(m1,b);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x << "\n";
+
+ BENCH(x = mtl::upper_trisolve(m2,b);)
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x << "\n";
+ }
+ #endif
+
+
+
+ }
+ #endif
+
+ #if 0
+ // bench small matrices (in-place versus return bye value)
+ {
+ timer.reset();
+ for (int _j=0; _j<10; ++_j) {
+ Matrix4f m = Matrix4f::random();
+ Vector4f b = Vector4f::random();
+ Vector4f x = Vector4f::random();
+ timer.start();
+ for (int _k=0; _k<1000000; ++_k) {
+ b = m.inverseProduct(b);
+ }
+ timer.stop();
+ }
+ std::cout << "4x4 :\t" << timer.value() << endl;
+ }
+
+ {
+ timer.reset();
+ for (int _j=0; _j<10; ++_j) {
+ Matrix4f m = Matrix4f::random();
+ Vector4f b = Vector4f::random();
+ Vector4f x = Vector4f::random();
+ timer.start();
+ for (int _k=0; _k<1000000; ++_k) {
+ m.inverseProductInPlace(x);
+ }
+ timer.stop();
+ }
+ std::cout << "4x4 IP :\t" << timer.value() << endl;
+ }
+ #endif
+
+ std::cout << "\n\n";
+
+ return 0;
+}
+