Re: [eigen] update

["Schleimer, Ben" <bensch128@xxxxxxxxx>]

Hi Benoit,
  Maybe we talked about this already but are sparse matrices/vectors going to be implemented in
Eigen2?  I know it won't be able to use expressions but I'm hoping the basic data structures will
be there (ala gmm++) so we can use it for adjacency graph calculations.

Cheers
Ben


--- Benoît Jacob <jacob@xxxxxxxxxxxxxxx> wrote:

> Hi List,
> 
> Here's an update (the best part is the last one):
> 
> 0) I committed a file that I had forgotten to "svn add", sorry about that.
> 
> 1) Michael contributed the first meta loop unrolling one week ago. Michael, 
> your work is now in CopyHelper.h. I added you copyright on that file.
> 
> 2) numeric traits, providing a uniform way to deal with various number types.
> 
> 3) row-vectors are now treated on an equal footing with column vectors. The 
> Vector typedefs are still column vectors, but there now also are RowVector 
> typdefs. The row() method now returns a row vector. Operator[] accesses the 
> coefficiens of a vector in an uniform way, for both row and column vectors.
> 
> 4) matrix conjugation, transposition, adjunction, trace; vector dot product. I 
> decided to not overload operator|. So do v.dot(w), that's all. I don't think 
> that I want to add a global dot(v,w) after all. 
> 
> 5) I extended meta unrolling to all the loops we have. I could think of some 
> cases where the compiler would have failed to unroll them, so at least now 
> that won't happen. We won't unroll every loop in the future, but these ones 
> were really important.
> 
> 6) Big reorganization of the header files
> 
> 7) Optimization: I reversed the order of some loops (like the inner loop of 
> matrix-matrix multiplication) and got a *huge* speedup.
> Here's the result I get with our benchmark (g++ 4.2.1, Intel Core1 1.66GHz):
> 
> TVMET: 6.1 seconds
> Eigen2 with hand-unrolling of the matrix-product: 5.2 seconds
> Eigen2 with meta-unrolling: 5.5 seconds
> Eigen2 with reversed meta-unrolling: 3.4 seconds
> 
> Trying to understand this speedup I ran cachegrind (with only 100000 
> repetitions) and found this difference:
> without reversing of loops:
> ==9840== D   refs:       8,648,008  (6,065,012 rd + 2,582,996 wr)
> with reversing of loops:
> ==9834== D   refs:       5,048,066  (2,765,055 rd + 2,283,011 wr)
> 
> Anyway, Eigen2 is now almost twice faster than before -- when it already was 
> faster than TVMET and Eigen1.
> 
> Cheers,
> Benoit
>