Re: [eigen] mixed-precision Cholesky? |

[ Thread Index | Date Index | More lists.tuxfamily.org/eigen Archives ]

*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] mixed-precision Cholesky?*From*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Date*: Mon, 12 Jul 2010 16:50:09 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:received:mime-version:received:in-reply-to :references:from:date:message-id:subject:to:content-type :content-transfer-encoding; bh=um5m+zTJ5KAdhb2ozLLeXsPr+aH9XaY001PqIAojvc4=; b=xnxiPgGEJfdy8Gd2U36EBP2hl933Q1vzdhNYIxdgNz+6Mp0FjD6hTHWmu1zk04mzKD yiRb3clVdydMs3fwC/fREZo4JDNbnCLaIbuPBScldgC0IBL43L9gjfnSsVqCaKUejEYM WRmOZ8V5ZX6YewIZfTL04mhJGFUtbO8hopY9E=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type:content-transfer-encoding; b=D1aOpKIEtsOwxTKH2t8K/oVhNzlkDMGNOGSFvFEophJss/s1YGUpJaFEfcql8Jda/q bXYx1buFNc3Kux629NQCfnCyaMNH28k4LCKo/52lxJlzSm202JkxO7u0+YNNxPPkJkGG OrUkstL9ss7ObZF9jTW5V2w8s9EPzPKScTtVs=

oh, I see you are using the 2.0 branch... indeed in this very special case calling the high level routines would probably work though it will skip the efficient matrix-vector implementation. For instance, try to replace the line containing the ei_cache_friendly_product_colmajor_times_vector by what is commented below this line, something like: // if (IsLowerTriangular) // other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock) // * other.col(c).block(startBlock,endBlock-startBlock)).lazy(); // else // other.col(c).end(size-endBlock) += (lhs.block(endBlock, startBlock, size-endBlock, endBlock-startBlock) // * other.col(c).block(startBlock,endBlock-startBlock)).lazy(); Beside I'm currently working on a true support for mixing real and complex with vectorization and optimal performance. See the other threads on that topic. So this should work out of the box soon. gael On Mon, Jul 12, 2010 at 3:56 PM, Manoj Rajagopalan <rmanoj@xxxxxxxxx> wrote: > > > > On Thursday 10 June 2010 05:26:30 am Gael Guennebaud wrote: >> On Thu, Jun 10, 2010 at 1:37 AM, Manoj Rajagopalan <rmanoj@xxxxxxxxx> wrote: >> > Hi, >> > >> > I have situation where, due to memory pressure, I need to store a >> > symmetric >> > matrix as real-values but it must solve a complex RHS for a complex >> > solution >> > vector. Currently I am storing the matrix as complex-type so that llt() >> > and ldlt() can be called without compilation errors but is the above >> > situation realizable in Eigen? >> > >> > When invoking >> > real_matrix.selfadjointView<Lower>().ldlt().solveInPlace(complex_vector) >> > >> > I get a gcc 4.2.4 error saying: >> > >> > no matching function for call >> > to ‘ei_cache_friendly_product_colmajor_times_vector(Eigen::DenseIndex&, >> > double*, Eigen::DenseIndex, >> > Eigen::VectorBlock<Eigen::Matrix<std::complex<double>, 33331, 1, 0, >> > 33331, 1>, 33331>, std::complex<double>*, std::complex<double>)’ >> > >> > >> > no matching function for call >> > to ‘ei_cache_friendly_product_rowmajor_times_vector(double*, >> > Eigen::DenseIndex, std::complex<double>*, Eigen::DenseIndex&, >> > Eigen::VectorBlock<Eigen::Matrix<std::complex<double>, 33331, 1, 0, >> > 33331, 1>, 33331>&, std::complex<double>)’ >> > >> > >> > >> > Would it make sense to introduce a cast<> on LLT and LDLT so that such >> > a mixed-precision operation becomes possible? >> >> The idea is rather to allow mixing types where it makes sense, as for >> products, triangular solves and the like, but I don't know when this will >> be available. >> >> gael >> > > Will replacing the call to ei_cache_friendly_product-*() with a high-level > Eigen GEMM routine be a simple fix for the problem? When I call > solveInPlace() on > real_matrix.cast<complex_type>().selfadjointView<Lower>().ldlt(), > this is the point where I get a compile error since > ei_cache_friendly_product*() expect each operand to have a valid coeffRef() > which doesn't make sense for a type-cast matrix. > > I wanted to try this myself but I got lost in the template branches that > specialize and optimize :-( > > thanks, > Manoj > > >

**Follow-Ups**:**Re: [eigen] mixed-precision Cholesky?***From:*Manoj Rajagopalan

**References**:**Re: [eigen] mixed-precision Cholesky?***From:*Manoj Rajagopalan

**Messages sorted by:**[ date | thread ]- Prev by Date:
**Re: [eigen] mixed-precision Cholesky?** - Next by Date:
**Re: [eigen] Issues regarding Quaternion-alignment and const Maps** - Previous by thread:
**Re: [eigen] mixed-precision Cholesky?** - Next by thread:
**Re: [eigen] mixed-precision Cholesky?**

Mail converted by MHonArc 2.6.19+ | http://listengine.tuxfamily.org/ |