[eigen] JacobiSVD and heap allocations

[Adolfo Rodríguez Tsouroukdissian <adolfo.rodriguez@xxxxxxxxxxxxxxxx>]

Hello,

Now that 3.0 is fast approaching, I took a moment to play around with the new implementation of the JacobiSVD (Eigen3 beta 4). The first and most important thing I noticed is that the problem size constructor no longer preallocates all of its resources. Example code:

MatrixXd A = MatrixXd::Random(rows, cols);
Eigen::JacobiSVD<MatrixXd> svd(rows, cols, Eigen::ComputeThinU | Eigen::ComputeThinV); // Performs 4 allocations
svd.compute(A); // Performs 7 allocations, but does not compute U nor V!
svd.compute(A, Eigen::ComputeThinU | Eigen::ComputeThinV); // Performs 8 allocations.  Does compute U and V

All (undesired) allocations performed by compute() take place in lines 558-559 of JacobiSVD:

if(!internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows>::run(*this, matrix)
  && !internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols>::run(*this, matrix))

I ticketed this as issue 206.

Secondly, I was expecting svd.compute(A) to use the computationOptions passed to the constructor, otherwise why specify them in advance?.

I'll most probably be out of the office for ~3 weeks, so won't be able to look into it until then. Anyway, I wanted to bring some attention to the issue.

Other than that, beta 4 is looking good :)

Cheers,

Adolfo.


-- 
Adolfo Rodríguez Tsouroukdissian

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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