Re: [eigen] Allocation policy of eigen decompositions

On Fri, Apr 16, 2010 at 1:29 PM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:

2010/4/16 Adolfo Rodríguez Tsouroukdissian <adolfo.rodriguez@xxxxxxxxxxxxxxxx>:

>
>
> On Thu, Apr 15, 2010 at 1:24 PM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
> wrote:
>>
>> 2010/4/15 Adolfo Rodríguez Tsouroukdissian
>> <adolfo.rodriguez@xxxxxxxxxxxxxxxx>:
>> > Hi Eigen devs,
>> >
>> > After a couple of weeks disconnected from the dev branch, and with the
>> > date
>> > of the Beta1 tag fast approaching,
>>
>> I was about to propose delaying beta1 and/or turning it into an alpha.
>
> OK. Please do update the wiki when the new release schedule is out, for we
> are following it somewhat closely :)

Ah ok. The schedule was a shot in the dark made 6 months ago and it's
actually quite a miracle that we've come so close of actually making
it. I mean, the delay will probabably be ~ 1 month, which is little
compared to these 6 months.

Today I want to finish with my eigen-storageorders fork, merge it,
then I'm available to discuss schedules.

>>
>> > I'd like to ask about the status of a
>> > couple of topics that have been discussed in this (and another) thread:
>> >
>> > - It was mentioned that decompositions would have a constructor with
>> > size
>> > parameters. Is this API addition still on?. I just checked the two SVD's
>> > on
>> > tip and it is not yet the case
>>
>> It is still planned, it is not yet implemented.
>
> I've been playing with this a bit, and I could send a patch that:
> - Adds a constructor with size parameters for all decompositions that still
> don't have one
> - Makes all temporary matrices class members so they can too be preallocated
> in the above mentioned constructor. This is to ensure that calls to
> decomposition::compute(const MatrixType&) will not perform heap allocations
> when dynamic matrices are used.

Excellent ideas, I would be really happy about such a patch!

>
> The patch is pretty straightforward to implement and I'll probably be taking
> a shot at it today, so if you see any potential conflicts with
> to-be-implemented additions, please let me know

No conflict. But it will take you some effort, because we have a dozen
decompositions. Extra bonus points for covering this somehow by unit
tests!

What would you expect from such a test? to check that the parameter size constructor exists and does not throw, or would you also want to verify whether the sizes of the preallocated class members are correct?.

For the latter to work, we would probably have to subclass the decompositions to gain access to the (protected) class members. These (simple) subclasses would exist only in the test files.

Best,

Adolfo

>
>>
>> > - What's the status on computing decompositions in place, and the
>> > possibility of making this work on blocks?
>>
>> Both still planned, both not yet implemented.
>
> I don't have an immediate use case for performing decompositions on blocks,
> and since in-place decompositions will likely have to take blocks into
> account, I'm not jumping in on this one.

OK.

>
>>
>> > - Will optimized matrix products between smallish matrices (size <
>> > 50x50)
>> > involve heap allocations?. A previous post said that on Linux (which is
>> > my
>> > case) alloca() is used so no heap (but rather stack) allocations. Am I
>> > understanding this correctly?
>>
>> Yes, on linux we are using stack allocation there. There are plans to
>> do that on MSVC too. The threshold is controlled by
>> EIGEN_STACK_ALLOCATION_LIMIT. See Core/util/Memory.h.
>
> Thanks for the pointer to the relevant source file :). I just verified this
> behavior.

Cheers
Benoit

>>
>> Roadmap-wise, here's how things are looking for me:
>> - i'm currently knee deep in very deep changes with the class
>> hierarchy, storage orders, and fully supporting 0 and 1 sizes.
>> - once i'm done i want to finish the cleanup of renaming "Matrix" to
>> "Object" wherever needed, etc
>> - once i'm done i must do the new SVD
>>
>> That i'm sure to be able to do by early May. Then I start my new job
>> so will have less time.
>>
>> Help with the above-discussed items is very welcome :)
>>
>> Benoit
>>
>> >
>> > Thanks and cheers,
>> >
>> > Adolfo
>> >
>> >
>> > --
>> > Adolfo Rodríguez Tsouroukdissian, Ph. D.
>> >
>> > Robotics engineer
>> > PAL ROBOTICS S.L
>> > http://www.pal-robotics.com
>> > Tel. +34.93.414.53.47
>> > Fax.+34.93.209.11.09
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>
>
>
> --
> Adolfo Rodríguez Tsouroukdissian, Ph. D.
>
> Robotics engineer
> PAL ROBOTICS S.L
> http://www.pal-robotics.com
> Tel. +34.93.414.53.47
> Fax.+34.93.209.11.09
> AVISO DE CONFIDENCIALIDAD: Este mensaje y sus documentos adjuntos, pueden
> contener información privilegiada y/o confidencial que está dirigida
> exclusivamente a su destinatario. Si usted recibe este mensaje y no es el
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> a la dirección de correo electrónico indicada. Cualquier copia, uso o
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>
> CONFIDENTIALITY NOTICE: This e-mail and the accompanying document(s) may
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