Re: [eigen] JacobiSVD::compute does malloc for non-square matrices

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

2011/5/18 Adolfo Rodríguez Tsouroukdissian <adolfo.rodriguez@xxxxxxxxxxxxxxxxx>:
> On Wed, May 18, 2011 at 5:24 PM, <hamelin.philippe@xxxxxxx> wrote:
>>
>> Hello,
>>
>> I'm trying to use the SVD in a real-time process, so I can't do any
>> malloc. I found that my SVD (JacobiSVD) was doing some malloc, even when the
>> pre-allocation ctor is used. The jacobi unit tests (jacobisvd_preallocate)
>> does make this validation, but only for a square 3x3 matrix. The same test
>> fail when using non-square matrices. Here is an example of a failing test:
>>
>> bool testSVDNoMalloc()
>> {
>>     const int rows = 15;
>>     const int cols = 15;
>>
>>     Eigen::MatrixXd A = Eigen::MatrixXd::Random(rows, cols);
>>
>>     Eigen::JacobiSVD<Eigen::MatrixXd> svd1(rows, cols);
>>     Eigen::internal::set_is_malloc_allowed(false);
>>     svd1.compute(A);
>>     Eigen::internal::set_is_malloc_allowed(true);
>>
>>     return true;
>> }
>>
>> Is this a bug or maybe I misunderstood something?
>
> Philippe,
>
> There is an open bug [1] with patches that fix heap allocations for the
> JacobiSVD::compute method. However, some of them are still pending for
> review,

They weren't actually marked as pending for review, which is maybe why
I forgot about them.

Hope to do that ASAP.

Benoit

 hence have not yet been integrated in the dev branch. If you feel
> brave, feel free to give them a test drive. They work for me, and don't have
> side effects as per the unit tests.
>
> As a side note which might be of interest, once bug 206 is closed, I'd like
> to take on fixing heap allocations on JacobiSVD::solve method, plus propose
> adding a mechanism for generalizing the computation of the inverse of the
> singular values, so that one can not only perform pure least squares
> inverses/linear system solve, but also add other criteria to the
> optimization (eg. regularization).
>
> [1] http://eigen.tuxfamily.org/bz/show_bug.cgi?id=206
>
> HTH,
>
> Adolfo
>
>>
>>
>> Thank you,
>>
>> ------------------------------------
>> Philippe Hamelin, ing. jr, M. Ing
>> Chercheur / Researcher
>>
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>>
>
>
> --
> Adolfo Rodríguez Tsouroukdissian
>
> Robotics engineer
> PAL ROBOTICS S.L
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