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Propagate all five matrix template parameters to members and temporaries of decomposition classes. One particular advantage of this is that decomposing matrices with max sizes known at compile time will not allocate.

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NOTE: The ComplexEigenSolver class currently _does_ allocate (line 135 of Eigenvalues/ComplexEigenSolver.h), but the reason appears to be in the implementation of matrix-matrix products, and not in the decomposition itself.
The nomalloc unit test has been extended to verify that decompositions do not allocate when max sizes are specified. There are currently two workarounds to prevent the test from failing (see comments in test/nomalloc.cpp), both of which are related to matrix products that allocate on the stack.
This commit is contained in:
Adolfo Rodriguez Tsouroukdissian
2010-03-08 19:31:27 +01:00
parent 898762529e
commit 5a36f4a8d1
15 changed files with 192 additions and 69 deletions
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61
test/nomalloc.cpp
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@@ -33,6 +33,11 @@
#define EIGEN_NO_MALLOC
#include "main.h"
#include <Eigen/Cholesky>
#include <Eigen/Eigenvalues>
#include <Eigen/LU>
#include <Eigen/QR>
#include <Eigen/SVD>
template<typename MatrixType> void nomalloc(const MatrixType& m)
{
@@ -73,6 +78,58 @@ template<typename MatrixType> void nomalloc(const MatrixType& m)
}
}
void ctms_decompositions()
{
const int maxSize = 16;
const int size = 12;
typedef Eigen::Matrix<float,
Eigen::Dynamic, Eigen::Dynamic,
Eigen::ColMajor | Eigen::AutoAlign,
maxSize, maxSize> Matrix;
typedef Eigen::Matrix<float,
Eigen::Dynamic, 1,
Eigen::ColMajor | Eigen::AutoAlign,
maxSize, 1> Vector;
typedef Eigen::Matrix<std::complex<float>,
Eigen::Dynamic, Eigen::Dynamic,
Eigen::ColMajor | Eigen::AutoAlign,
maxSize, maxSize> ComplexMatrix;
const Matrix A(Matrix::Random(size, size));
const ComplexMatrix complexA(ComplexMatrix::Random(size, size));
// const Matrix saA = A.adjoint() * A; // NOTE: This product allocates on the stack. The two following lines are a kludgy workaround
Matrix saA(Matrix::Constant(size, size, 1.0));
saA.diagonal().setConstant(2.0);
// Cholesky module
Eigen::LLT<Matrix> LLT; LLT.compute(A);
Eigen::LDLT<Matrix> LDLT; LDLT.compute(A);
// Eigenvalues module
Eigen::HessenbergDecomposition<ComplexMatrix> hessDecomp; hessDecomp.compute(complexA);
Eigen::ComplexSchur<ComplexMatrix> cSchur(size); cSchur.compute(complexA);
Eigen::ComplexEigenSolver<ComplexMatrix> cEigSolver; //cEigSolver.compute(complexA); // NOTE: Commented-out because makes test fail (L135 of ComplexEigenSolver.h has a product that allocates on the stack)
Eigen::EigenSolver<Matrix> eigSolver; eigSolver.compute(A);
Eigen::SelfAdjointEigenSolver<Matrix> saEigSolver(size); saEigSolver.compute(saA);
Eigen::Tridiagonalization<Matrix> tridiag; tridiag.compute(saA);
// LU module
Eigen::PartialPivLU<Matrix> ppLU; ppLU.compute(A);
Eigen::FullPivLU<Matrix> fpLU; fpLU.compute(A);
// QR module
Eigen::HouseholderQR<Matrix> hQR; hQR.compute(A);
Eigen::ColPivHouseholderQR<Matrix> cpQR; cpQR.compute(A);
Eigen::FullPivHouseholderQR<Matrix> fpQR; fpQR.compute(A);
// SVD module
Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A);
Eigen::SVD<Matrix> svd; svd.compute(A);
}
void test_nomalloc()
{
// check that our operator new is indeed called:
@@ -80,4 +137,8 @@ void test_nomalloc()
CALL_SUBTEST(nomalloc(Matrix<float, 1, 1>()) );
CALL_SUBTEST(nomalloc(Matrix4d()) );
CALL_SUBTEST(nomalloc(Matrix<float,32,32>()) );
// Check decomposition modules with dynamic matrices that have a known compile-time max size (ctms)
CALL_SUBTEST(ctms_decompositions());
}