Re: [eigen] Dynamic allocations in SelfAdjointEigenSolver and HouseholderQR

[Gael Guennebaud <gael.guennebaud@xxxxxxxxx>]

Feel free to fill an entry there http://eigen.tuxfamily.org/bz such
that we don't forget about it. If you want to have a look at it by
yourself, that will sure speed up the fixing process.


gael

2012/1/20 Adolfo Rodríguez Tsouroukdissian <adolfo.rodriguez@xxxxxxxxxxxxxxxx>:
>
>
> On Fri, Jan 20, 2012 at 12:42 AM, Ricard Marxer <ricardmp@xxxxxxxxx> wrote:
>>
>> Is it possible to avoid dynamic allocations in
>> SelfAdjointEigenSolver.compute() and HouseholderQR.solve(), when using
>> dynamic size matrices?
>
>
> Inspecting the code of HouseholderQR, there are indeed allocations performed
> by solve(), as it creates temporaries. To avoid such allocations, a patch
> must be submitted. It's doable, though. I know for sure that Eigen 3.1 alpha
> prevents allocations from HouseholderQR.compute(), and for householderQ(),
> the latter only if you invoke with the alternate syntax
> householderQ().evalTo(result, preallocated_temporary). When I sent the
> patches I didn't look into solve(), as I had no use case for it :(
>
> SelfAdjointEigenSolver.compute() is probably subject to similar
> considerations. Some time ago [1], I tried to remove as much allocations as
> I could from most decompositions, but issues remained. Anyway, that was a
> long time ago and the eigenvalues module has received much love since then.
>
> HTH,
>
> Adolfo.
>
> [1]
> http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2010/04/msg00101.html
>
>
>> In the examples the matrices are small and their size is known at
>> compile time.  But in my use case they are dynamic and their size is
>> only known at runtime.
>>
>> To try the attachment tests simply run:
>> g++ -I../eigen dynalloc_selfadjoint.cpp -o dynalloc_selfadjoint
>> &&./dynalloc_selfadjointg++ -I../eigen dynalloc_qr.cpp -o dynalloc_qr
>> &&  ./dynalloc_qr
>> The backtraces show the following:
>> (gdb) bt#0  0x00007ffff72ef405 in *__GI_raise (sig=<optimized out>)
>> at../nptl/sysdeps/unix/sysv/linux/raise.c:64#1  0x00007ffff72f2680 in
>> *__GI_abort () at abort.c:92#2  0x00007ffff72e85b1 in
>> *__GI___assert_fail (   assertion=0x4247c8 "is_malloc_allowed() &&
>> \"heap allocation isforbidden (EIGEN_RUNTIME_NO_MALLOC is defined and
>> g_is_malloc_allowedis false)\"", file=<optimized out>, line=197,
>> function=0x425500
>> "voidEigen::internal::check_that_malloc_is_allowed()") at
>> assert.c:81#3  0x0000000000402b7c in
>> Eigen::internal::check_that_malloc_is_allowed() ()#4
>> 0x0000000000402b8f in Eigen::internal::aligned_malloc(unsigned long)
>> ()#5  0x0000000000409092 in
>> void*Eigen::internal::conditional_aligned_malloc<true>(unsigned long)
>> ()#6  0x0000000000406b0b in
>> float*Eigen::internal::conditional_aligned_new_auto<float,
>> true>(unsignedlong) ()#7  0x00000000004069e8 in
>> Eigen::DenseStorage<float, -1, -1, 1,0>::DenseStorage(long, long,
>> long) ()#8  0x0000000000405796 in
>> Eigen::PlainObjectBase<Eigen::Matrix<float,-1, 1, 0, -1, 1>
>> >::PlainObjectBase(long, long, long) ()#9  0x0000000000404415 in
>> Eigen::Matrix<float, -1, 1, 0, -1, 1>::Matrix(long) ()#10
>> 0x0000000000405e3d in
>>
>> voidEigen::internal::tridiagonalization_inplace_selector<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1>, -1, false>::run<Eigen::Matrix<float, -1, 1, 0, -1,1>,
>> Eigen::Matrix<float, -1, 1, 0, -1, 1> >(Eigen::Matrix<float, -1,-1, 0,
>> -1, -1>&, Eigen::Matrix<float, -1, 1, 0, -1, 1>&,Eigen::Matrix<float,
>> -1, 1, 0, -1, 1>&, bool) ()#11 0x0000000000404b1e in
>> voidEigen::internal::tridiagonalization_inplace<Eigen::Matrix<float,
>> -1,-1, 0, -1, -1>, Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>,Eigen::Matrix<float, -1, 1, 0, -1, 1> >(Eigen::Matrix<float, -1,
>> -1,0, -1, -1>&, Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>&,Eigen::Matrix<float, -1, 1, 0, -1, 1>&, bool) ()#12
>> 0x0000000000403926
>> inEigen::SelfAdjointEigenSolver<Eigen::Matrix<float, -1, -1, 0, -1,
>> -1>>::compute(Eigen::Matrix<float, -1, -1, 0, -1, -1> const&, int)
>> ()#13 0x000000000040142a in main ()
>> and
>> (gdb) bt#0  0x00007ffff72ef405 in *__GI_raise (sig=<optimized out>)
>> at../nptl/sysdeps/unix/sysv/linux/raise.c:64#1  0x00007ffff72f2680 in
>> *__GI_abort () at abort.c:92#2  0x00007ffff72e85b1 in
>> *__GI___assert_fail (   assertion=0x42dcc8 "is_malloc_allowed() &&
>> \"heap allocation isforbidden (EIGEN_RUNTIME_NO_MALLOC is defined and
>> g_is_malloc_allowedis false)\"", file=<optimized out>, line=197,
>> function=0x42ecc0
>> "voidEigen::internal::check_that_malloc_is_allowed()") at
>> assert.c:81#3  0x000000000040180a in
>> Eigen::internal::check_that_malloc_is_allowed() ()#4
>> 0x000000000040181d in Eigen::internal::aligned_malloc(unsigned long)
>> ()#5  0x0000000000406576 in
>> void*Eigen::internal::conditional_aligned_malloc<true>(unsigned long)
>> ()#6  0x00000000004050ed in
>> float*Eigen::internal::conditional_aligned_new_auto<float,
>> true>(unsignedlong) ()#7  0x00000000004043b0 in
>> Eigen::DenseStorage<float, -1, -1, 1,0>::DenseStorage(long, long,
>> long) ()#8  0x0000000000403564 in
>> Eigen::PlainObjectBase<Eigen::Matrix<float,-1, 1, 0, -1, 1>
>> >::PlainObjectBase(long, long, long) ()#9  0x0000000000402c51 in
>> Eigen::Matrix<float, -1, 1, 0, -1,1>::Matrix(Eigen::Matrix<float, -1,
>> 1, 0, -1, 1> const&) ()#10 0x000000000040a775 in
>>
>> voidEigen::internal::solve_retval<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>>::evalTo<Eigen::Matrix<float, -1, 1, 0, -1, 1>
>> >(Eigen::Matrix<float,-1, 1, 0, -1, 1>&) const ()#11
>> 0x0000000000408505 in
>>
>> voidEigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>>::evalTo<Eigen::Matrix<float, -1, 1, 0, -1, 1>
>> >(Eigen::Matrix<float,-1, 1, 0, -1, 1>&) const ()#12
>> 0x00000000004063e1 in
>>
>> voidEigen::ReturnByValue<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1>
>> >>::evalTo<Eigen::Matrix<float, -1, 1, 0, -1, 1>
>> >(Eigen::Matrix<float,-1, 1, 0, -1, 1>&) const ()#13
>> 0x0000000000404d9e in Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>&Eigen::MatrixBase<Eigen::Matrix<float, -1, 1, 0, -1,
>>
>> 1>>::operator=<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1>
>>
>> >> >>(Eigen::ReturnByValue<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1> > >const&)
>> ()#14 0x0000000000403a8c in Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>&Eigen::PlainObjectBase<Eigen::Matrix<float, -1, 1, 0, -1,
>>
>> 1>>::operator=<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1>
>>
>> >> >>(Eigen::ReturnByValue<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1> > >const&)
>> ()#15 0x0000000000402e3d in Eigen::Matrix<float, -1, 1, 0, -1,
>> 1>&Eigen::Matrix<float, -1, 1, 0,
>>
>> -1,1>::operator=<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1>
>>
>> >> >>(Eigen::ReturnByValue<Eigen::internal::solve_retval_base<Eigen::HouseholderQR<Eigen::Matrix<float,-1,
>> -1, 0, -1, -1> >, Eigen::Matrix<float, -1, 1, 0, -1, 1> > >const&)
>> ()#16 0x000000000040148d in main ()
>>
>> Thanks
>> --
>> ricard
>> http://twitter.com/ricardmp
>> http://www.ricardmarxer.com
>> http://www.caligraft.com
>
>
>
>
> --
> Adolfo Rodríguez Tsouroukdissian
> Robotics engineer
> adolfo.rodriguez@xxxxxxxxxxxxxxxx
> http://www.pal-robotics.com
>
> PAL ROBOTICS S.L
> c/ Pujades 77-79, 4º4ª
> 08005 Barcelona, Spain.
> 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
> destinatario indicado, o el empleado encargado de su entrega a dicha
> persona, por favor, notifíquelo inmediatamente y remita el mensaje original
> a la dirección de correo electrónico indicada. Cualquier copia, uso o
> distribución no autorizados de esta comunicación queda estrictamente
> prohibida.
>
> CONFIDENTIALITY NOTICE: This e-mail and the accompanying document(s) may
> contain confidential information which is privileged and intended only for
> the individual or entity to whom they are addressed.  If you are not the
> intended recipient, you are hereby notified that any disclosure, copying,
> distribution or use of this e-mail and/or accompanying document(s) is
> strictly prohibited.  If you have received this e-mail in error, please
> immediately notify the sender at the above e-mail address.