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optimize "apply Jacobi" for small sizes, and move it to Jacobi.h
This commit is contained in:
Gael Guennebaud
parent
f2536416da
commit
13e95f7f68
1
Eigen/QR
1
Eigen/QR
@ -6,6 +6,7 @@
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#include "src/Core/util/DisableMSVCWarnings.h"
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#include "src/Core/util/DisableMSVCWarnings.h"
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#include "Cholesky"
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#include "Cholesky"
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#include "Jacobi"
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// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
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// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
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#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
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#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
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@ -1,127 +0,0 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009 Gael Guennebaud <g.gael@free.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#ifndef EIGEN_ROTATION_IN_THE_PLANE_H
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#define EIGEN_ROTATION_IN_THE_PLANE_H
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/**********************************************************************
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* This file implement ...
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**********************************************************************/
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template<typename Scalar, int Incr>
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struct ei_apply_rotation_in_the_plane_selector;
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template<typename VectorX, typename VectorY>
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void ei_apply_rotation_in_the_plane(VectorX& x, VectorY& y, typename VectorX::Scalar c, typename VectorY::Scalar s)
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{
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ei_assert(x.size() == y.size());
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int size = x.size();
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int incrx = size ==1 ? 1 : &x.coeffRef(1) - &x.coeffRef(0);
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int incry = size ==1 ? 1 : &y.coeffRef(1) - &y.coeffRef(0);
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if (incrx==1 && incry==1)
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ei_apply_rotation_in_the_plane_selector<typename VectorX::Scalar,1>
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::run(&x.coeffRef(0), &y.coeffRef(0), x.size(), c, s, 1, 1);
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else
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ei_apply_rotation_in_the_plane_selector<typename VectorX::Scalar,Dynamic>
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::run(&x.coeffRef(0), &y.coeffRef(0), x.size(), c, s, incrx, incry);
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}
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template<typename Scalar>
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struct ei_apply_rotation_in_the_plane_selector<Scalar,Dynamic>
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{
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static void run(Scalar* x, Scalar* y, int size, Scalar c, Scalar s, int incrx, int incry)
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{
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for(int i=0; i<size; ++i)
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{
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Scalar xi = *x;
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Scalar yi = *y;
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*x = c * xi - s * yi;
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*y = s * xi + c * yi;
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x += incrx;
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y += incry;
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}
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}
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};
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// both vectors are sequentially stored in memory => vectorization
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template<typename Scalar>
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struct ei_apply_rotation_in_the_plane_selector<Scalar,1>
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{
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static void run(Scalar* x, Scalar* y, int size, Scalar c, Scalar s, int, int)
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{
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typedef typename ei_packet_traits<Scalar>::type Packet;
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enum { PacketSize = ei_packet_traits<Scalar>::size, Peeling = 2 };
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int alignedStart = ei_alignmentOffset(y, size);
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int alignedEnd = alignedStart + ((size-alignedStart)/(Peeling*PacketSize))*(Peeling*PacketSize);
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const Packet pc = ei_pset1(c);
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const Packet ps = ei_pset1(s);
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for(int i=0; i<alignedStart; ++i)
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{
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Scalar xi = x[i];
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Scalar yi = y[i];
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x[i] = c * xi - s * yi;
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y[i] = s * xi + c * yi;
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}
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Scalar* px = x + alignedStart;
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Scalar* py = y + alignedStart;
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if(ei_alignmentOffset(x, size)==alignedStart)
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for(int i=alignedStart; i<alignedEnd; i+=PacketSize)
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{
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Packet xi = ei_pload(px);
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Packet yi = ei_pload(py);
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ei_pstore(px, ei_psub(ei_pmul(pc,xi),ei_pmul(ps,yi)));
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ei_pstore(py, ei_padd(ei_pmul(ps,xi),ei_pmul(pc,yi)));
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px += PacketSize;
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py += PacketSize;
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}
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else
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for(int i=alignedStart; i<alignedEnd; i+=Peeling*PacketSize)
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{
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Packet xi = ei_ploadu(px);
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Packet xi1 = ei_ploadu(px+PacketSize);
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Packet yi = ei_pload (py);
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Packet yi1 = ei_pload (py+PacketSize);
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ei_pstoreu(px, ei_psub(ei_pmul(pc,xi),ei_pmul(ps,yi)));
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ei_pstoreu(px+PacketSize, ei_psub(ei_pmul(pc,xi1),ei_pmul(ps,yi1)));
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ei_pstore (py, ei_padd(ei_pmul(ps,xi),ei_pmul(pc,yi)));
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ei_pstore (py+PacketSize, ei_padd(ei_pmul(ps,xi1),ei_pmul(pc,yi1)));
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px += Peeling*PacketSize;
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py += Peeling*PacketSize;
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}
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for(int i=alignedEnd; i<size; ++i)
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{
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Scalar xi = x[i];
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Scalar yi = y[i];
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x[i] = c * xi - s * yi;
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y[i] = s * xi + c * yi;
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}
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}
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};
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#endif // EIGEN_ROTATION_IN_THE_PLANE_H
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@ -2,6 +2,7 @@
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// for linear algebra.
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// for linear algebra.
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//
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//
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// Copyright (C) 2009 Gael Guennebaud <g.gael@free.fr>
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//
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//
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// Eigen is free software; you can redistribute it and/or
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// modify it under the terms of the GNU Lesser General Public
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@ -25,6 +26,9 @@
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#ifndef EIGEN_JACOBI_H
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#ifndef EIGEN_JACOBI_H
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#define EIGEN_JACOBI_H
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#define EIGEN_JACOBI_H
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template<typename VectorX, typename VectorY>
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void ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, typename VectorX::Scalar c, typename VectorY::Scalar s);
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template<typename Derived>
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template<typename Derived>
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inline void MatrixBase<Derived>::applyJacobiOnTheLeft(int p, int q, Scalar c, Scalar s)
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inline void MatrixBase<Derived>::applyJacobiOnTheLeft(int p, int q, Scalar c, Scalar s)
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{
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{
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@ -101,5 +105,98 @@ inline void ei_normalizeJacobi(Scalar *c, Scalar *s, const Scalar& x, const Scal
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}
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}
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}
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}
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template<typename VectorX, typename VectorY>
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void /*EIGEN_DONT_INLINE*/ ei_apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, typename VectorX::Scalar c, typename VectorY::Scalar s)
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{
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typedef typename VectorX::Scalar Scalar;
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ei_assert(_x.size() == _y.size());
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int size = _x.size();
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int incrx = size ==1 ? 1 : &_x.coeffRef(1) - &_x.coeffRef(0);
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int incry = size ==1 ? 1 : &_y.coeffRef(1) - &_y.coeffRef(0);
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Scalar* EIGEN_RESTRICT x = &_x.coeffRef(0);
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Scalar* EIGEN_RESTRICT y = &_y.coeffRef(0);
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if (incrx==1 && incry==1)
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{
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// both vectors are sequentially stored in memory => vectorization
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typedef typename ei_packet_traits<Scalar>::type Packet;
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enum { PacketSize = ei_packet_traits<Scalar>::size, Peeling = 2 };
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int alignedStart = ei_alignmentOffset(y, size);
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int alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize;
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const Packet pc = ei_pset1(c);
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const Packet ps = ei_pset1(s);
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for(int i=0; i<alignedStart; ++i)
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{
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Scalar xi = x[i];
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Scalar yi = y[i];
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x[i] = c * xi - s * yi;
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y[i] = s * xi + c * yi;
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}
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Scalar* px = x + alignedStart;
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Scalar* py = y + alignedStart;
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if(ei_alignmentOffset(x, size)==alignedStart)
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{
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for(int i=alignedStart; i<alignedEnd; i+=PacketSize)
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{
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Packet xi = ei_pload(px);
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Packet yi = ei_pload(py);
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ei_pstore(px, ei_psub(ei_pmul(pc,xi),ei_pmul(ps,yi)));
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ei_pstore(py, ei_padd(ei_pmul(ps,xi),ei_pmul(pc,yi)));
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px += PacketSize;
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py += PacketSize;
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}
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}
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else
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{
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int peelingEnd = alignedStart + ((size-alignedStart)/(Peeling*PacketSize))*(Peeling*PacketSize);
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for(int i=alignedStart; i<peelingEnd; i+=Peeling*PacketSize)
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{
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Packet xi = ei_ploadu(px);
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Packet xi1 = ei_ploadu(px+PacketSize);
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Packet yi = ei_pload (py);
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Packet yi1 = ei_pload (py+PacketSize);
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ei_pstoreu(px, ei_psub(ei_pmul(pc,xi),ei_pmul(ps,yi)));
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ei_pstoreu(px+PacketSize, ei_psub(ei_pmul(pc,xi1),ei_pmul(ps,yi1)));
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ei_pstore (py, ei_padd(ei_pmul(ps,xi),ei_pmul(pc,yi)));
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ei_pstore (py+PacketSize, ei_padd(ei_pmul(ps,xi1),ei_pmul(pc,yi1)));
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px += Peeling*PacketSize;
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py += Peeling*PacketSize;
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}
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if(alignedEnd!=peelingEnd)
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{
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Packet xi = ei_ploadu(x+peelingEnd);
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Packet yi = ei_pload (y+peelingEnd);
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ei_pstoreu(x+peelingEnd, ei_psub(ei_pmul(pc,xi),ei_pmul(ps,yi)));
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ei_pstore (y+peelingEnd, ei_padd(ei_pmul(ps,xi),ei_pmul(pc,yi)));
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}
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}
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for(int i=alignedEnd; i<size; ++i)
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{
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Scalar xi = x[i];
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Scalar yi = y[i];
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x[i] = c * xi - s * yi;
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y[i] = s * xi + c * yi;
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}
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}
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else
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{
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for(int i=0; i<size; ++i)
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{
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Scalar xi = *x;
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Scalar yi = *y;
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*x = c * xi - s * yi;
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*y = s * xi + c * yi;
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x += incrx;
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y += incry;
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}
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}
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}
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#endif // EIGEN_JACOBI_H
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#endif // EIGEN_JACOBI_H
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