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Experimented with using Eigen in Cayley implementations - ~4x speedup in Rot3M localCoordinates

release/4.3a0
Alex Cunningham 2012-01-06 16:45:07 +00:00
parent dae02c387f
commit 610faa8439
5 changed files with 177 additions and 147 deletions
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@ -378,14 +378,6 @@
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@ -412,6 +404,7 @@
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@ -419,6 +412,7 @@
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<target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
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@ -466,6 +460,7 @@
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@ -473,6 +468,7 @@
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@ -480,6 +476,7 @@
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<target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -495,11 +492,20 @@
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<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -526,7 +532,6 @@
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@ -598,7 +603,6 @@
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@ -606,7 +610,6 @@
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@ -614,7 +617,6 @@
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<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
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@ -622,7 +624,6 @@
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@ -630,7 +631,6 @@
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@ -700,22 +700,6 @@
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@ -732,6 +716,22 @@
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@ -756,7 +756,15 @@
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@ -764,6 +772,14 @@
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@ -804,15 +820,7 @@
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@ -820,14 +828,6 @@
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@ -1150,6 +1150,7 @@
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@ -1443,10 +1444,10 @@
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@ -1581,7 +1582,6 @@
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@ -1621,7 +1621,6 @@
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@ -1629,7 +1628,6 @@
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@ -1972,7 +1970,6 @@
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@ -1994,6 +1991,46 @@
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@ -2090,94 +2127,6 @@
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<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="check" path="build" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments> <buildArguments>-j2</buildArguments>
@ -2234,6 +2183,54 @@
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
<runAllBuilders>true</runAllBuilders> <runAllBuilders>true</runAllBuilders>
</target> </target>
<target name="check" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>install</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testSpirit.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testSpirit.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testWrap.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testWrap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
</buildTargets> </buildTargets>
</storageModule> </storageModule>
</cproject> </cproject>

11
gtsam/base/Matrix.cpp
View File

@ -686,10 +686,15 @@ Matrix expm(const Matrix& A, size_t K) {
/* ************************************************************************* */ /* ************************************************************************* */
Matrix Cayley(const Matrix& A) { Matrix Cayley(const Matrix& A) {
size_t n = A.cols(); int n = A.cols();
assert(A.rows() == n); assert(A.rows() == n);
const Matrix I = eye(n);
return (I-A)*inverse(I+A); // original
// const Matrix I = eye(n);
// return (I-A)*inverse(I+A);
// inlined to let Eigen do more optimization
return (Matrix::Identity(n, n) - A)*(Matrix::Identity(n, n) + A).inverse();
} }
/* ************************************************************************* */ /* ************************************************************************* */

8
gtsam/base/Matrix.h
View File

@ -442,6 +442,14 @@ Matrix expm(const Matrix& A, size_t K=7);
/// Cayley transform /// Cayley transform
Matrix Cayley(const Matrix& A); Matrix Cayley(const Matrix& A);
/// Implementation of Cayley transform using fixed size matrices to let
/// Eigen do more optimization
template<int N>
Matrix Cayley(const Eigen::Matrix<double, N, N>& A) {
typedef Eigen::Matrix<double, N, N> FMat;
return Matrix((FMat::Identity() - A)*(FMat::Identity() + A).inverse());
}
} // namespace gtsam } // namespace gtsam
#include <boost/serialization/nvp.hpp> #include <boost/serialization/nvp.hpp>

13
gtsam/geometry/Rot3M.cpp
View File

@ -263,7 +263,18 @@ Vector Rot3::localCoordinates(const Rot3& T) const {
#ifdef CORRECT_ROT3_EXMAP #ifdef CORRECT_ROT3_EXMAP
return Logmap(between(T)); return Logmap(between(T));
#else #else
Matrix Omega = Cayley(between(T).matrix()); // original
// Matrix Omega = Cayley(between(T).matrix());
// Create a fixed-size matrix
Eigen::Matrix3d A(between(T).matrix());
// using templated version of Cayley
Matrix Omega = Cayley<3>(A);
// completely inlined Cayley from template
// Eigen::Matrix3d Omega = (Eigen::Matrix3d::Identity() - A)*(Eigen::Matrix3d::Identity() + A).inverse();
return -2*Vector_(3,Omega(2,1),Omega(0,2),Omega(1,0)); return -2*Vector_(3,Omega(2,1),Omega(0,2),Omega(1,0));
#endif #endif
} }

11
gtsam/geometry/tests/timeRot3.cpp
View File

@ -47,7 +47,7 @@ int main()
cout << seconds << " seconds" << endl; cout << seconds << " seconds" << endl;
cout << ((double)n/seconds) << " calls/second" << endl; cout << ((double)n/seconds) << " calls/second" << endl;
cout << "Exmpap" << endl; cout << "Expmap" << endl;
timeLog = clock(); timeLog = clock();
for(int i = 0; i < n; i++) for(int i = 0; i < n; i++)
R*Rot3::Expmap(v); R*Rot3::Expmap(v);
@ -65,6 +65,15 @@ int main()
cout << seconds << " seconds" << endl; cout << seconds << " seconds" << endl;
cout << ((double)n/seconds) << " calls/second" << endl; cout << ((double)n/seconds) << " calls/second" << endl;
cout << "localCoordinates" << endl;
timeLog = clock();
for(int i = 0; i < n; i++)
R.localCoordinates(R);
timeLog2 = clock();
seconds = (double)(timeLog2-timeLog)/CLOCKS_PER_SEC;
cout << seconds << " seconds" << endl;
cout << ((double)n/seconds) << " calls/second" << endl;
cout << "Slow rotation matrix" << endl; cout << "Slow rotation matrix" << endl;
timeLog = clock(); timeLog = clock();
for(int i = 0; i < n; i++) for(int i = 0; i < n; i++)