Re: [eigen] Tiny matrix in Eigen2

[Benoit Jacob <jacob.benoit.1@xxxxxxxxx>]

2009/9/17 Rohit Garg <rpg.314@xxxxxxxxx>:
> On Thu, Sep 17, 2009 at 2:03 PM, WANG Xuewen <xuewen.wang@xxxxxxxxx> wrote:
>> Hi,
>>
>> We are trying to replace our home made matrix vector library with Eigen2
>> which provides an unified interface between tiny matrix and medium size
>> matrix and sounds promising on performance. Surprisingly, it is 10%
>> slower for tiny matrix (with 2.0.5, not sure about the devel branch
>> since same code doesn't compile using it), so I wonder if there is
>> something wrong that I've made and anything that can help improving it.
>>
>> Our tiny matrix whose dimension limits to 7 but the exact dimension is
>> not known at compile time. The most costly computation on the matrix is
>> to compute the exponential of a real or complex matrix. We use the
>> method similar to MatrixExponential in unsupported.
>>
>> I've used something like
>>
>> typedef Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic,
>>                     Eigen::RowMajor | Eigen::DontAlign,
>>                     NMaxTinyMatrixDimension, NMaxTinyMatrixDimension>
>>       TinyRMatrix;
>>
>> typedef Eigen::Matrix<std::complex<double>, Eigen::Dynamic, Eigen::Dynamic,
>>                    Eigen::RowMajor | Eigen::DontAlign,
>>                    NMaxTinyMatrixDimension, NMaxTinyMatrixDimension>
>>       TinyCMatrix;
>>
>> typedef Eigen::Matrix<double, Eigen::Dynamic, 1,
>>                     Eigen::RowMajor | Eigen::DontAlign,
>>                     NMaxTinyMatrixDimension, 1>
>>       TinyRVector;
>>
>> typedef Eigen::Matrix<std::complex<double>,
>>                     Eigen::Dynamic, 1,
>>                     Eigen::RowMajor | Eigen::DontAlign,
>>                     NMaxTinyMatrixDimension, 1>
>>       TinyCVector;
>>
>> Where NMaxTinyMatrixDimension is 7.
>>
>> My questions are:
>>
>> 1. Is the chosen storage the right choice for my problem? Should I just
>> use Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic> etc?
> Then your matrix would be stored in column major order. See if that
> affects you. If not I'd just go with this declaration.
>>
>> 2. Even if the storage is in the stack, but the dimension is not known
>> at compile time. Will the loop get unrolled for most operations?
> AFAIK, if the dimensions are not known at compile time, then it wont
> be stored on stack.

It will, because the max-dimensions are known at compile time, that's
what matters for storage.

> I am not sure but I think it wont unroll.

Indeed, there's no way that it could unroll, without knowning at
compile time the exact dims.

Benoit