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add an optimized "apply in place a rotation in the plane",

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and make Jacobi and SelfAdjointEigenSolver use it
=> ~ x1.75 speedup for JacobiSVD and x2 for SelfAdjointEigenSolver
This commit is contained in:
Gael Guennebaud
2009-08-13 11:42:02 +02:00
parent 1d80f561ad
commit 1b257a7620
4 changed files with 136 additions and 27 deletions
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17
Eigen/src/QR/SelfAdjointEigenSolver.h
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@@ -378,23 +378,10 @@ static void ei_tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, int st
if (matrixQ)
{
#ifdef EIGEN_DEFAULT_TO_ROW_MAJOR
ei_apply_rotation_in_the_plane_selector<Scalar,Dynamic>::run(matrixQ+k, matrixQ+k+1, n, c, s, n, n);
#else
int kn = k*n;
int kn1 = (k+1)*n;
ei_apply_rotation_in_the_plane_selector<Scalar,1>::run(matrixQ+k*n, matrixQ+k*n+n, n, c, s, 1, 1);
#endif
// let's do the product manually to avoid the need of temporaries...
for (int i=0; i<n; ++i)
{
#ifdef EIGEN_DEFAULT_TO_ROW_MAJOR
Scalar matrixQ_i_k = matrixQ[i*n+k];
matrixQ[i*n+k] = c * matrixQ_i_k - s * matrixQ[i*n+k+1];
matrixQ[i*n+k+1] = s * matrixQ_i_k + c * matrixQ[i*n+k+1];
#else
Scalar matrixQ_i_k = matrixQ[i+kn];
matrixQ[i+kn] = c * matrixQ_i_k - s * matrixQ[i+kn1];
matrixQ[i+kn1] = s * matrixQ_i_k + c * matrixQ[i+kn1];
#endif
}
}
}
}