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finally directly calling the low-level products is faster

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This commit is contained in:
Gael Guennebaud
2009-07-10 10:41:26 +02:00
parent 8885d56928
commit 1a1b2e9f27
12 changed files with 111 additions and 146 deletions
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20
test/cholesky.cpp
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@@ -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>() );
}

1
test/main.h
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@@ -28,6 +28,7 @@
#include <iostream>
#include <string>
#include <vector>
#include <typeinfo>
#ifndef EIGEN_TEST_FUNC
#error EIGEN_TEST_FUNC must be defined

53
test/product_extra.cpp
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@@ -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))) );
}
}

54
test/triangular.cpp
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@@ -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(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.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(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)) );
}
}