Re: [eigen] Expression templates

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

2010/7/30 Carlos Becker <carlosbecker@xxxxxxxxx>:
> Hi all again,
> I am doing some audio processing and I am working with a set of N arrays
> (ArrayXf in this case). At a certain point, I am doing something like this:
> ArrayXf eachArray[N]; // this is pre-loaded before
> ArrayXf arrayMult[N]; // this is also pre-loaded
> ArrayXf result;
> result = eachArray[0] * arrayMult[0] + eachArray[1] + arrayMult[1] + .....
> + eachArray[N-1] * arrayMult[N-1];
>
> This operation is performed on a templated class that takes N as a template
> parameter. I made some tests and, as expected, doing something like
> result.setZero();
> for (int i=0; i < N; i++)
>   result += eachArray[i] * arrayMult[i];
> is not the best option, and neither is
> result = eachArray[0] * arrayMult[0];;
> for (int i=1; i < N; i++)
>   result += eachArray[i] * arrayMult[i];
>
> This is probably because of memory accessing speed, so I was looking for a
> way to 'unroll' this loop properly. Is there any template/class in Eigen
> that would allow me to do this easily?

Why don't you store your array-of-arrays as 2-dimensional Eigen arrays
to start with. Then you can do a partial reduction like rowwise sum.

typedef Array<float,Dynamic,N> ArrayOfNArrays;
ArrayOfNArrays eachArray;
ArrayOfNArrays arrayMult;
ArrayXf result = (eachArray * arrayMult).rowwise().sum();

This should be perfectly unrolled and vectorized by Eigen; if it's
not, please file a bug.

Benoit

> Thanks!
> Carlos