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authorGravatar Gael Guennebaud <g.gael@free.fr>2018-07-11 17:16:50 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2018-07-11 17:16:50 +0200
commit8a5955a052f64fc32099b052a221e0b5a8e92cbd (patch)
tree67c553ff9b0747c43ab506027aaa6b5b169f70d7 /Eigen/src/Householder
parentd193cc87f4ff26a3ea3187235015c06f005e3960 (diff)
Optimize the product of a householder-sequence with the identity, and optimize the evaluation of a HouseholderSequence to a dense matrix using faster blocked product.
Diffstat (limited to 'Eigen/src/Householder')
-rw-r--r--Eigen/src/Householder/HouseholderSequence.h40
1 files changed, 30 insertions, 10 deletions
diff --git a/Eigen/src/Householder/HouseholderSequence.h b/Eigen/src/Householder/HouseholderSequence.h
index a4f40b75c..af19701a4 100644
--- a/Eigen/src/Householder/HouseholderSequence.h
+++ b/Eigen/src/Householder/HouseholderSequence.h
@@ -295,6 +295,14 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
for(Index k = 0; k<cols()-vecs ; ++k)
dst.col(k).tail(rows()-k-1).setZero();
}
+ else if(m_length>BlockSize)
+ {
+ dst.setIdentity(rows(), rows());
+ if(m_reverse)
+ applyThisOnTheLeft(dst,workspace,true);
+ else
+ applyThisOnTheLeft(dst,workspace,true);
+ }
else
{
dst.setIdentity(rows(), rows());
@@ -332,24 +340,27 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
}
/** \internal */
- template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
+ template<typename Dest> inline void applyThisOnTheLeft(Dest& dst, bool inputIsIdentity = false) const
{
Matrix<Scalar,1,Dest::ColsAtCompileTime,RowMajor,1,Dest::MaxColsAtCompileTime> workspace;
- applyThisOnTheLeft(dst, workspace);
+ applyThisOnTheLeft(dst, workspace, inputIsIdentity);
}
/** \internal */
template<typename Dest, typename Workspace>
- inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace) const
+ inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace, bool inputIsIdentity = false) const
{
- const Index BlockSize = 48;
+ if(inputIsIdentity && m_reverse)
+ inputIsIdentity = false;
// if the entries are large enough, then apply the reflectors by block
if(m_length>=BlockSize && dst.cols()>1)
{
- for(Index i = 0; i < m_length; i+=BlockSize)
+ // Make sure we have at least 2 useful blocks, otherwise it is point-less:
+ Index blockSize = m_length<2*BlockSize ? (m_length+1)/2 : BlockSize;
+ for(Index i = 0; i < m_length; i+=blockSize)
{
- Index end = m_reverse ? (std::min)(m_length,i+BlockSize) : m_length-i;
- Index k = m_reverse ? i : (std::max)(Index(0),end-BlockSize);
+ Index end = m_reverse ? (std::min)(m_length,i+blockSize) : m_length-i;
+ Index k = m_reverse ? i : (std::max)(Index(0),end-blockSize);
Index bs = end-k;
Index start = k + m_shift;
@@ -359,7 +370,14 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
Side==OnTheRight ? bs : m_vectors.rows()-start,
Side==OnTheRight ? m_vectors.cols()-start : bs);
typename internal::conditional<Side==OnTheRight, Transpose<SubVectorsType>, SubVectorsType&>::type sub_vecs(sub_vecs1);
- Block<Dest,Dynamic,Dynamic> sub_dst(dst,dst.rows()-rows()+m_shift+k,0, rows()-m_shift-k,dst.cols());
+
+ Index dstStart = dst.rows()-rows()+m_shift+k;
+ Index dstRows = rows()-m_shift-k;
+ Block<Dest,Dynamic,Dynamic> sub_dst(dst,
+ dstStart,
+ inputIsIdentity ? dstStart : 0,
+ dstRows,
+ inputIsIdentity ? dstRows : dst.cols());
apply_block_householder_on_the_left(sub_dst, sub_vecs, m_coeffs.segment(k, bs), !m_reverse);
}
}
@@ -369,7 +387,8 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
for(Index k = 0; k < m_length; ++k)
{
Index actual_k = m_reverse ? k : m_length-k-1;
- dst.bottomRows(rows()-m_shift-actual_k)
+ Index dstStart = rows()-m_shift-actual_k;
+ dst.bottomRightCorner(dstStart, inputIsIdentity ? dstStart : dst.cols())
.applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
}
}
@@ -387,7 +406,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
{
typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type
res(other.template cast<typename internal::matrix_type_times_scalar_type<Scalar,OtherDerived>::ResultScalar>());
- applyThisOnTheLeft(res);
+ applyThisOnTheLeft(res, internal::is_identity<OtherDerived>::value && res.rows()==res.cols());
return res;
}
@@ -461,6 +480,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
bool m_reverse;
Index m_length;
Index m_shift;
+ enum { BlockSize = 48 };
};
/** \brief Computes the product of a matrix with a Householder sequence.