| Re: [eigen] Fast QR for 2x2, 3x3 |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Fast QR for 2x2, 3x3
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Mon, 23 Feb 2009 14:07:18 +0100
- Dkim-signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:in-reply-to:references :date:message-id:subject:from:to:content-type :content-transfer-encoding; bh=HOW8CNZAFpwfavj/GRFcGHjGKg9EI+hGW4Oui2ew9hM=; b=AXqCTA+k5r9g9mV/Jy9X708T3HcZ/DtLao46RfoR3+67Xev3ssI1th0txmlo4ENz2j 5HULbyx6PLHgoOJKxGivHQ2I8hosAdS3saaDcHSBhYZ2Drv2emEUh6ZHC+ebNoHhW5gf iwTOujv2te1d+bhHm7jRHM1QunEXItMQPQ8ZQ=
- Domainkey-signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type:content-transfer-encoding; b=VPLpgZz0/7WUr89zWj+US858GkY21/VE0s48MP7dh5oj0V2sz7gYVoYWmF8SwXanDN 6YrpfWl4Xtxw+H/a36ikPbXiat05ehKjjVoRolu8vpwVAnsVvAN771fQkNj24cY0Of9N Cg+g7NDkWZQgsFKDDTEYZd0aCHA5i5CKp7bKU=
2009/2/23 Andrea Arteaga <yo.eres@xxxxxxxxx>:
> Perhaps for 4x4 or more Gram-Schmidt is faster than Givens, but for 2x2 and
> 3x3 I think that Givens are the best way. The only way to test it is to
> implement both algorithms and compare the results.
Sure, that's true!
> Another question: Which product algorithm is used in Eigen?
For such small sizes, it is the brutal direct "algorithm". Except that
it is vectorized for e.g. Matrix2d,4f,4d.
There are other implementations but they are not used for such small
sizes. Even then, they also derive from the brutal "algorithm", we
don't use clever less-than-cubic-complexity algorithms (neither seem
to do other high performance packages).
Cheers,
Benoit