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* remove EIGEN_DONT_INLINE that harm performance for small sizes

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* normalize left Jacobi rotations to avoid having to swap rows
* set precision to 2*machine_epsilon instead of machine_epsilon, we lose 1 bit of precision
  but gain between 10% and 100% speed, plus reduce the risk that some day we hit a bad matrix
  where it's impossible to approach machine precision
This commit is contained in:
Benoit Jacob
2009-08-13 14:56:39 -04:00
parent 76a3089a43
commit f2536416da
3 changed files with 20 additions and 15 deletions
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16
Eigen/src/Jacobi/Jacobi.h
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@@ -26,7 +26,7 @@
#define EIGEN_JACOBI_H
template<typename Derived>
void MatrixBase<Derived>::applyJacobiOnTheLeft(int p, int q, Scalar c, Scalar s)
inline void MatrixBase<Derived>::applyJacobiOnTheLeft(int p, int q, Scalar c, Scalar s)
{
RowXpr x(row(p));
RowXpr y(row(q));
@@ -34,7 +34,7 @@ void MatrixBase<Derived>::applyJacobiOnTheLeft(int p, int q, Scalar c, Scalar s)
}
template<typename Derived>
void MatrixBase<Derived>::applyJacobiOnTheRight(int p, int q, Scalar c, Scalar s)
inline void MatrixBase<Derived>::applyJacobiOnTheRight(int p, int q, Scalar c, Scalar s)
{
ColXpr x(col(p));
ColXpr y(col(q));
@@ -89,5 +89,17 @@ inline bool MatrixBase<Derived>::makeJacobiForAAt(int p, int q, Scalar *c, Scala
c,s);
}
template<typename Scalar>
inline void ei_normalizeJacobi(Scalar *c, Scalar *s, const Scalar& x, const Scalar& y)
{
Scalar a = x * *c - y * *s;
Scalar b = x * *s + y * *c;
if(ei_abs(b)>ei_abs(a)) {
Scalar x = *c;
*c = -*s;
*s = x;
}
}
#endif // EIGEN_JACOBI_H