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Optimize CG to enable faster spare row-major * dense vector products when the input matrix is complete (Upper|Lower) but column major.

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This commit is contained in:
Gael Guennebaud 2015-06-25 17:17:38 +02:00
parent c5f9eafcbc
commit 7f824dd613
1 changed files with 8 additions and 4 deletions
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12
Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
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@ -185,10 +185,13 @@ public:
template<typename Rhs,typename Dest> template<typename Rhs,typename Dest>
void _solve_with_guess_impl(const Rhs& b, Dest& x) const void _solve_with_guess_impl(const Rhs& b, Dest& x) const
{ {
typedef Ref<const MatrixType> MatRef;
typedef typename internal::conditional<UpLo==(Lower|Upper) && (!MatrixType::IsRowMajor) && (!NumTraits<Scalar>::IsComplex),
Transpose<const MatRef>, MatRef const&>::type RowMajorWrapper;
typedef typename internal::conditional<UpLo==(Lower|Upper), typedef typename internal::conditional<UpLo==(Lower|Upper),
Ref<const MatrixType>&, RowMajorWrapper,
typename Ref<const MatrixType>::template ConstSelfAdjointViewReturnType<UpLo>::Type typename MatRef::template ConstSelfAdjointViewReturnType<UpLo>::Type
>::type MatrixWrapperType; >::type SelfAdjointWrapper;
m_iterations = Base::maxIterations(); m_iterations = Base::maxIterations();
m_error = Base::m_tolerance; m_error = Base::m_tolerance;
@ -198,7 +201,8 @@ public:
m_error = Base::m_tolerance; m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j); typename Dest::ColXpr xj(x,j);
internal::conjugate_gradient(MatrixWrapperType(mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error); RowMajorWrapper row_mat(mp_matrix);
internal::conjugate_gradient(SelfAdjointWrapper(row_mat), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
} }
m_isInitialized = true; m_isInitialized = true;