Commit Graph

8895 Commits

Author SHA1 Message Date
Benoit Jacob
d6e88f8155 * add LU unit-test. Seems like we have very good numerical stability!
* some cleanup, and grant me a copyright line on the determinant test.
2008-08-09 19:26:14 +00:00
Gael Guennebaud
4fa40367e9 * Big change in Block and Map:
- added a MapBase base xpr on top of which Map and the specialization
    of Block are implemented
  - MapBase forces both aligned loads (and aligned stores, see below) in expressions
    such as "x.block(...) += other_expr"
* Significant vectorization improvement:
 - added a AlignedBit flag meaning the first coeff/packet is aligned,
   this allows to not generate extra code to deal with the first unaligned part
 - removed all unaligned stores when no unrolling
 - removed unaligned loads in Sum when the input as the DirectAccessBit flag
* Some code simplification in CacheFriendly product
* Some minor documentation improvements
2008-08-09 18:41:24 +00:00
Benoit Jacob
becbeda50a * reimplement the general case of inverse() on top of LU. Advantages:
- removes much code
  - 2.5x faster (even though LU uses complete pivoting contrary to what
inverse used to do!)
  - there _were_ numeric stability problems with the partial pivoting
approach of inverse(), with 200x200 matrices inversion failed almost
half of the times (overflow). Now these problems are solved thanks to
complete pivoting.

* remove some useless stuff in LU
2008-08-09 15:50:07 +00:00
Benoit Jacob
681e944670 *implement LU solver (solves any rectangular system)
*in test/CMakeLists : modify EI_ADD_TEST so that 2nd argument is
additional compiler flags. used to add -O2 to test_product_large so it
doesn't take forever.
2008-08-09 15:23:54 +00:00
Benoit Jacob
a41f2b4216 * fix bug in SwapWrapper : store the wrapped expression by reference
* optimize setIdentity: when the matrix is large enough it is better to
  setZero() and overwrite the diagonal
* start of LU solver, disabled for now
2008-08-09 04:37:09 +00:00
Benoit Jacob
9bbe396939 forgot to remove that old code 2008-08-07 21:50:29 +00:00
Benoit Jacob
5f350448e1 - add kernel computation using the triangular solver
- take advantage of the fact that our LU dec sorts the eigenvalues of U
in decreasing order
- add meta selector in determinant
2008-08-07 21:48:21 +00:00
Benoit Jacob
58ba9ca72f LU: remove partial-pivoting path (moderately useful since it's does
not allow to easily get the rank), fix a bug (which could have been
triggered by matrices having coefficients of very different
magnitudes).
Part: add an assert to prevent hard to find bugs
Swap: update comments
2008-08-07 04:31:05 +00:00
Benoit Jacob
88bb2087c1 New implementation of Swap as discussed, reusing Assign. Makes LU run
10% faster overall.
2008-08-05 21:55:57 +00:00
Benoit Jacob
c94be35bc8 introduce copyCoeff and copyPacket methods in MatrixBase, used by
Assign, in preparation for new Swap impl reusing Assign code.
remove last remnant of old Inverse class in Transform.
2008-08-05 18:00:23 +00:00
Benoit Jacob
09ef7db9d9 Add partial pivoting runtime option to LU.
Note: in fact, inverse() always uses partial pivoting because the algo
currently used doesn't make sense with complete pivoting. No num
stability issue so far even with size 200x200. If there is any problem
we can of course reimplement inverse on top of LU.
2008-08-05 15:43:11 +00:00
Benoit Jacob
e741b7beca further big perf improvement in Inverse 2008-08-04 23:47:09 +00:00
Benoit Jacob
79a0feee68 big performance improvement in inverse and LU 2008-08-04 23:34:21 +00:00
Gael Guennebaud
a7a05382d1 Add a LU decomposition action in BTL and various cleaning in BTL. For instance
all per plot settings have been moved to a single file, go_mean now takes an
optional second argument "tiny" to generate plots for tiny matrices, and
output of comparison information wrt to previous benchs (if any).
2008-08-04 23:12:48 +00:00
Benoit Jacob
c2f8ecf466 * LU decomposition, supporting all rectangular matrices, with full
pivoting for better numerical stability. For now the only application is
determinant.
* New determinant unit-test.
* Disable most of Swap.h for now as it makes LU fail (mysterious).
Anyway Swap needs a big overhaul as proposed on IRC.
* Remnants of old class Inverse removed.
* Some warnings fixed.
2008-08-04 04:45:59 +00:00
Gael Guennebaud
f81dfcf00b fix two perf issues in product.
fix positive definite test in Cholesky.
remove #include <cstring> in CoreDeclaration.
2008-08-03 20:23:06 +00:00
Benoit Jacob
49ae3fca89 fix compile errors with gcc 4.3: unresolved func call to
ei_cache_friendly_product, and undeclared memcpy
2008-08-03 15:44:06 +00:00
Gael Guennebaud
6d11a07e5e Added a ei_palign function align a packet from two others.
This allows much faster code dealing with unligned as
in the updated matrix-vector product functions.
2008-08-03 15:15:46 +00:00
Gael Guennebaud
55aeb1f83a Optimizations:
* faster matrix-matrix and matrix-vector products (especially for not aligned cases)
 * faster tridiagonalization (make it using our matrix-vector impl.)
Others:
 * fix Flags of Map
 * split the test_product to two smaller ones
2008-08-01 23:44:59 +00:00
Gael Guennebaud
b32b186c14 removed the packet specializations of some functors
(GCC generates better code without those "optimizations")
2008-07-31 21:03:11 +00:00
Gael Guennebaud
842c4f8bfa Several compilation fixes for MSVC and NVCC, basically:
- added explicit enum to int conversion where needed
- if a function is not defined as declared and the return type is "tricky"
  then the type must be typedefined somewhere. A "tricky return type" can be:
  * a template class with a default parameter which depends on another template parameter
  * a nested template class, or type of a nested template class
2008-07-29 16:33:07 +00:00
Gael Guennebaud
e0215ee510 BTL: - added tridiagonalization and hessenberg decomposition bench
- added GOTO library
2008-07-28 20:48:21 +00:00
Gael Guennebaud
44d95e0540 fix some internal asserts in CacheFrinedlyProduct 2008-07-27 22:14:08 +00:00
Gael Guennebaud
02a7efa910 forgot to include this file in previous commit 2008-07-27 14:24:32 +00:00
Gael Guennebaud
93115619c2 * updated benchmark files according to recent renamings
* various improvements in BTL including trisolver and cholesky bench
2008-07-27 11:39:47 +00:00
Gael Guennebaud
e9e5261664 Fix a couple issues introduced in the previous commit:
* removed DirectAccessBit from Part
* use a template specialization in inverseProduct() to transform a Part xpr to a Flagged xpr
2008-07-26 23:05:44 +00:00
Gael Guennebaud
e77ccf2928 * Rewrite the triangular solver so that we can take advantage of our efficient matrix-vector products:
=> up to 6 times faster !
* Added DirectAccessBit to Part
* Added an exemple of a cwise operator
* Renamed perpendicular() => someOrthogonal() (geometry module)
* Fix a weired bug in ei_constant_functor: the default copy constructor did not copy
  the imaginary part when the single member of the class is a complex...
2008-07-26 20:40:29 +00:00
Gael Guennebaud
2940617e6f bugfix in some internal asserts of CacheFriendlyProduct 2008-07-26 12:26:27 +00:00
Benoit Jacob
f997a3e902 update the inverse test a little
make use of static asserts in Map
fix 2 warnings in CacheFriendlyProduct: unused var 'Vectorized'
2008-07-26 12:08:28 +00:00
Gael Guennebaud
b466c266a0 * Fix some complex alignment issues in the cache friendly matrix-vector products.
* Minor update of the cores of the Cholesky algorithms to make them more friendly
  wrt to matrix-vector products => speedup x5 !
2008-07-23 17:30:00 +00:00
Gael Guennebaud
172000aaeb Add .perpendicular() function in Geometry module (adapted from Eigen1)
Documentation:
 * add an overview for each module.
 * add an example for .all() and Cwise::operator<
2008-07-22 10:54:42 +00:00
Gael Guennebaud
516db2c3b9 Fix compilation issues with icc and g++ < 4.1. Those include:
- conflicts with operator * overloads
 - discard the use of ei_pdiv for interger
   (g++ handles operators on __m128* types, this is why it worked)
 - weird behavior of icc in fixed size Block() constructor complaining
   the initializer of m_blockRows and m_blockCols were missing while
   we are in fixed size (maybe this hide deeper problem since this is a
   recent one, but icc gives only little feedback)
2008-07-21 12:40:56 +00:00
Gael Guennebaud
c10f069b6b * Merge Extract and Part to the Part expression.
Renamed "MatrixBase::extract() const" to "MatrixBase::part() const"
* Renamed static functions identity, zero, ones, random with an upper case
  first letter: Identity, Zero, Ones and Random.
2008-07-21 00:34:46 +00:00
Gael Guennebaud
ce425d92f1 Various documentation improvements, in particualr in Cholesky and Geometry module.
Added doxygen groups for Matrix typedefs and the Geometry module
2008-07-20 15:18:54 +00:00
Gael Guennebaud
269f683902 Add cholesky's members to MatrixBase
Various documentation improvements including new snippets (AngleAxis and Cholesky)
2008-07-19 22:59:05 +00:00
Gael Guennebaud
6e2c53e056 Added an automatically generated list of selected examples in the documentation.
Added the custom gemetry_module tag, and use it.
2008-07-19 20:36:41 +00:00
Gael Guennebaud
05ad083467 Added MatrixBase::Unit*() static function to easily create unit/basis vectors.
Removed EulerAngles, addes typdefs for Quaternion and AngleAxis,
and added automatic conversions from Quaternion/AngleAxis to Matrix3 such that:
 Matrix3f m = AngleAxisf(0.2,Vector3f::UnitX) * AngleAxisf(0.2,Vector3f::UnitY);
just works.
2008-07-19 13:03:23 +00:00
Gael Guennebaud
7245c63067 Complete rewrite of partial reduction according to mailing list discussions. 2008-07-19 11:36:32 +00:00
Benoit Jacob
8b4945a5a2 add some static asserts, use them, fix gcc 4.3 warning in Product.h. 2008-07-19 00:25:41 +00:00
Gael Guennebaud
22a816ade8 * Fix a couple of issues related to the recent cache friendly products
* Improve the efficiency of matrix*vector in unaligned cases
* Trivial fixes in the destructors of MatrixStorage
* Removed the matrixNorm in test/product.cpp (twice faster and
  that assumed the matrix product was ok while checking that !!)
2008-07-19 00:09:01 +00:00
Benoit Jacob
62ec1dd616 * big rework of Inverse.h:
- remove all invertibility checking, will be redundant with LU
  - general case: adapt to matrix storage order for better perf
  - size 4 case: handle corner cases without falling back to gen case.
  - rationalize with selectors instead of compile time if
  - add C-style computeInverse()
* update inverse test.
* in snippets, default cout precision to 3 decimal places
* add some cmake module from kdelibs to support btl with cmake 2.4
2008-07-15 23:56:17 +00:00
Gael Guennebaud
b970a9c8aa trivial fix in EulerAngles constructor 2008-07-15 22:42:55 +00:00
Gael Guennebaud
c8cbc1665e enhancements of the plot generator:
- removed the ugly X11 and PNG gnuplots terminals
- use enhanced postscript terminal
- use imagemagick to generate the png files (with compression)
- disable the fortran impl by default since it is as meaningless as a "C impl"
- update line settings
2008-07-13 11:46:36 +00:00
Gael Guennebaud
99a625243f Optimization: added super efficient rowmajor * vector product (and vector * colmajor).
It basically performs 4 dot products at once reducing loads of the vector and improving
instructions scheduling. With 3 cache friendly algorithms, we now handle all product
configurations with outstanding perf for large matrices.
2008-07-13 01:22:54 +00:00
Benoit Jacob
51e6ee39f0 SVN_SILENT trivial fix 2008-07-12 23:42:19 +00:00
Gael Guennebaud
bd0183f850 fix a cmake issue in FindTvmet and FindMKL 2008-07-12 23:34:42 +00:00
Benoit Jacob
e979e6485f another occurence of that little cmake fix 2008-07-12 23:27:41 +00:00
Gael Guennebaud
861d18d553 * Optimization: added a specialization of Block for xpr with DirectAccessBit
* some simplifications and fixes in cache friendly products
2008-07-12 22:59:34 +00:00
Benoit Jacob
1bbaea9885 little cmake fix 2008-07-12 22:13:03 +00:00
Gael Guennebaud
10c4e36b39 disable MKL check and fortran for cmake <2.6 2008-07-12 21:54:02 +00:00