Re: [eigen] GivensQR

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

I also need to ask, why are all the members "mutable" ? This looks
like a trick to avoid having to ensure const-correctness!

Benoit

2009/9/9 Benoit Jacob <jacob.benoit.1@xxxxxxxxx>:
> 2009/9/8 Andrea Arteaga <yo.eres@xxxxxxxxx>:
>> In principle my Givens decomposition was designed for small-sized square (or
>> quasi-square) matrices. Your benchmarks show that this kind of decomposition
>> is actually not optimal for big matrices, due to the algorithm's limits. I
>> think however that this decomposition could be faster as Householder if the
>> code were a little optimized. We can begin that by using the Jacobi module.
>
> ok, I just did that porting.
>
> it needs profiling. I'm using Gael's new makeGivens function which
> while very safe, might incur some overhead. in any case from now it'll
> be a breeze to adjust.
>
> In the process I've lost a tiny optimization that you made, where o1
> and o2 were computed in-place to avoid the copy. We can get that back
> if we decide that m_C becomes an array of PlanarRotation's. But
> anyway, I highly doubt that it makes any performance difference,
> because that spares 2 float copies that are dwarfed by the cost of the
> rest.
>
> one thing that bugs me is how you copy the matrices Q and R to
> "reduced" matrices, and store both reduced and full matrices. It's
> very unlikely that the user might need both, and even if he did, he
> would only need the full matrix and would deduce the reduced matrix
> from it.
>
> Benoit
>