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Add blocking inside HouseholderQR based on code from Vincent Lejeune.

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This is all internal stuff for now.
This commit is contained in:
Gael Guennebaud
2010-06-17 18:30:47 +02:00
parent bc99c82d17
commit 22d07ec2e3
4 changed files with 137 additions and 6 deletions
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58
Eigen/src/QR/HouseholderQR.h
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@@ -1,8 +1,9 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
// Copyright (C) 2008-2010 Gael Guennebaud <g.gael@free.fr>
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2010 Vincent Lejeune
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
@@ -229,6 +230,59 @@ void ei_householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typena
}
}
/** \internal */
template<typename MatrixQR, typename HCoeffs>
void ei_householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs,
typename MatrixQR::Index maxBlockSize=32,
typename MatrixQR::Scalar* tempData = 0)
{
typedef typename MatrixQR::Index Index;
typedef typename MatrixQR::Scalar Scalar;
typedef typename MatrixQR::RealScalar RealScalar;
typedef Block<MatrixQR,Dynamic,Dynamic> BlockType;
Index rows = mat.rows();
Index cols = mat.cols();
Index size = std::min(rows, cols);
typedef Matrix<Scalar,Dynamic,1,0,MatrixQR::MaxColsAtCompileTime,1> TempType;
TempType tempVector;
if(tempData==0)
{
tempVector.resize(cols);
tempData = tempVector.data();
}
Index blockSize = std::min(maxBlockSize,size);
int k = 0;
for (k = 0; k < size; k += blockSize)
{
Index bs = std::min(size-k,blockSize); // actual size of the block
Index tcols = cols - k - bs; // trailing columns
Index brows = rows-k; // rows of the block
// partition the matrix:
// A00 | A01 | A02
// mat = A10 | A11 | A12
// A20 | A21 | A22
// and performs the qr dec of [A11^T A12^T]^T
// and update [A21^T A22^T]^T using level 3 operations.
// Finally, the algorithm continue on A22
BlockType A11_21 = mat.block(k,k,brows,bs);
Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs);
ei_householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData);
if(tcols)
{
BlockType A21_22 = mat.block(k,k+bs,brows,tcols);
ei_apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint());
}
}
}
template<typename MatrixType>
HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& matrix)
{
@@ -241,7 +295,7 @@ HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType&
m_temp.resize(cols);
ei_householder_qr_inplace_unblocked(m_qr, m_hCoeffs, m_temp.data());
ei_householder_qr_inplace_blocked(m_qr, m_hCoeffs, 48, m_temp.data());
m_isInitialized = true;
return *this;