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Speedups: Matrix mult. in Gaussian NoiseModel. Removed size check in operator* in Matrix.h - ublas does this check when in debug mode.

release/4.3a0
Richard Roberts 2010-01-18 21:45:44 +00:00
parent e935f1745e
commit 5e15564525
2 changed files with 19 additions and 16 deletions
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5
cpp/Matrix.h
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@ -115,8 +115,9 @@ inline Vector operator*(const Vector & v, const Matrix& A) {
* overload * for matrix multiplication (as BOOST does not) * overload * for matrix multiplication (as BOOST does not)
*/ */
inline Matrix operator*(const Matrix& A, const Matrix& B) { inline Matrix operator*(const Matrix& A, const Matrix& B) {
if (A.size2()!=B.size1()) throw std::invalid_argument( // richard: boost already does this check in debug mode I think
boost::str(boost::format("Matrix operator* : A.n(%d)!=B.m(%d)") % A.size2() % B.size1())); // if (A.size2()!=B.size1()) throw std::invalid_argument(
// boost::str(boost::format("Matrix operator* : A.n(%d)!=B.m(%d)") % A.size2() % B.size1()));
return prod(A,B); return prod(A,B);
} }

30
cpp/NoiseModel.cpp
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@ -47,24 +47,26 @@ namespace gtsam {
// functional // functional
Matrix Gaussian::Whiten(const Matrix& H) const { Matrix Gaussian::Whiten(const Matrix& H) const {
size_t m = H.size1(), n = H.size2(); // size_t m = H.size1(), n = H.size2();
Matrix W(m, n); // Matrix W(m, n);
for (int j = 0; j < n; j++) { // for (int j = 0; j < n; j++) {
Vector wj = whiten(column(H, j)); // Vector wj = whiten(column(H, j));
for (int i = 0; i < m; i++) // for (int i = 0; i < m; i++)
W(i, j) = wj(i); // W(i, j) = wj(i);
} // }
return W; // return W;
return sqrt_information_ * H;
} }
// in place // in place
void Gaussian::WhitenInPlace(Matrix& H) const { void Gaussian::WhitenInPlace(Matrix& H) const {
size_t m = H.size1(), n = H.size2(); // size_t m = H.size1(), n = H.size2();
for (int j = 0; j < n; j++) { // for (int j = 0; j < n; j++) {
Vector wj = whiten(column(H, j)); // Vector wj = whiten(column(H, j));
for (int i = 0; i < m; i++) // for (int i = 0; i < m; i++)
H(i, j) = wj(i); // H(i, j) = wj(i);
} // }
H = sqrt_information_ * H;
} }
/* ************************************************************************* */ /* ************************************************************************* */