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- Added problem size constructor to decompositions that did not have one. It preallocates member data structures.

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- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).

These  changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.

CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.
This commit is contained in:
Adolfo Rodriguez Tsouroukdissian
2010-04-21 17:15:57 +02:00
parent faf8f7732d
commit 28dde19e40
29 changed files with 396 additions and 121 deletions
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19
Eigen/src/Eigenvalues/HessenbergDecomposition.h
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@@ -91,7 +91,8 @@ template<typename _MatrixType> class HessenbergDecomposition
* \sa compute() for an example.
*/
HessenbergDecomposition(int size = Size==Dynamic ? 2 : Size)
: m_matrix(size,size)
: m_matrix(size,size),
m_temp(size)
{
if(size>1)
m_hCoeffs.resize(size-1);
@@ -107,12 +108,13 @@ template<typename _MatrixType> class HessenbergDecomposition
* \sa matrixH() for an example.
*/
HessenbergDecomposition(const MatrixType& matrix)
: m_matrix(matrix)
: m_matrix(matrix),
m_temp(matrix.rows())
{
if(matrix.rows()<2)
return;
m_hCoeffs.resize(matrix.rows()-1,1);
_compute(m_matrix, m_hCoeffs);
_compute(m_matrix, m_hCoeffs, m_temp);
}
/** \brief Computes Hessenberg decomposition of given matrix.
@@ -137,7 +139,7 @@ template<typename _MatrixType> class HessenbergDecomposition
if(matrix.rows()<2)
return;
m_hCoeffs.resize(matrix.rows()-1,1);
_compute(m_matrix, m_hCoeffs);
_compute(m_matrix, m_hCoeffs, m_temp);
}
/** \brief Returns the Householder coefficients.
@@ -226,13 +228,14 @@ template<typename _MatrixType> class HessenbergDecomposition
private:
static void _compute(MatrixType& matA, CoeffVectorType& hCoeffs);
typedef Matrix<Scalar, 1, Size, Options | RowMajor, 1, MaxSize> VectorType;
typedef typename NumTraits<Scalar>::Real RealScalar;
static void _compute(MatrixType& matA, CoeffVectorType& hCoeffs, VectorType& temp);
protected:
MatrixType m_matrix;
CoeffVectorType m_hCoeffs;
VectorType m_temp;
};
#ifndef EIGEN_HIDE_HEAVY_CODE
@@ -250,11 +253,11 @@ template<typename _MatrixType> class HessenbergDecomposition
* \sa packedMatrix()
*/
template<typename MatrixType>
void HessenbergDecomposition<MatrixType>::_compute(MatrixType& matA, CoeffVectorType& hCoeffs)
void HessenbergDecomposition<MatrixType>::_compute(MatrixType& matA, CoeffVectorType& hCoeffs, VectorType& temp)
{
assert(matA.rows()==matA.cols());
int n = matA.rows();
VectorType temp(n);
temp.resize(n);
for (int i = 0; i<n-1; ++i)
{
// let's consider the vector v = i-th column starting at position i+1