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Faster non-GSL versions of BLAS 2-style calls

release/4.3a0
Frank Dellaert 2010-01-31 22:56:06 +00:00
parent efe51c8419
commit 5554f6fc7e
1 changed files with 14 additions and 10 deletions
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24
cpp/Matrix.cpp
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@ -145,11 +145,13 @@ void multiplyAdd(double alpha, const Matrix& A, const Vector& x, Vector& e) {
gsl_blas_dgemv (CblasNoTrans, alpha, &(Ag.matrix), &(xg.vector), 1.0, &(eg.vector)); gsl_blas_dgemv (CblasNoTrans, alpha, &(Ag.matrix), &(xg.vector), 1.0, &(eg.vector));
#else #else
// ublas e += prod(A,x) is terribly slow // ublas e += prod(A,x) is terribly slow
for (int i = 0; i < A.size1(); i++) { size_t m = A.size1(), n = A.size2();
double& ei = e(i); double * ei = e.data().begin();
for (int j = 0; j < A.size2(); j++) { const double * aij = A.data().begin();
ei += alpha * A(i, j) * x(j); for (int i = 0; i < m; i++, ei++) {
} const double * xj = x.data().begin();
for (int j = 0; j < n; j++, aij++, xj++)
(*ei) += alpha * (*aij) * (*xj);
} }
#endif #endif
} }
@ -173,11 +175,13 @@ void transposeMultiplyAdd(double alpha, const Matrix& A, const Vector& e, Vector
#else #else
// ublas x += prod(trans(A),e) is terribly slow // ublas x += prod(trans(A),e) is terribly slow
// TODO: use BLAS // TODO: use BLAS
for (int j = 0; j < A.size2(); j++) { size_t m = A.size1(), n = A.size2();
double& xj = x(j); double * xj = x.data().begin();
for (int i = 0; i < A.size1(); i++) { for (int j = 0; j < n; j++,xj++) {
xj += alpha * A(i, j) * e(i); const double * ei = e.data().begin();
} const double * aij = A.data().begin() + j;
for (int i = 0; i < m; i++, aij+=n, ei++)
(*xj) += alpha * (*aij) * (*ei);
} }
#endif #endif
} }