Merge pull request #2028 from borglab/fix/setZeroTwice

Fix small inefficiency in QR path

gtsam/base/Matrix.cpp

@@ -639,7 +639,7 @@ void inplace_QR(Matrix& A){
   Eigen::internal::householder_qr_inplace_blocked<Matrix, HCoeffsType>::run(A, hCoeffs, 48, temp.data());
 #endif
 
-  zeroBelowDiagonal(A);
+  A.triangularView<Eigen::StrictlyLower>().setZero();
 }
 
 } // namespace gtsam

gtsam/base/Matrix.h

@@ -216,19 +216,6 @@ const typename MATRIX::ConstRowXpr row(const MATRIX& A, size_t j) {
   return A.row(j);
 }
 
-/**
- * Zeros all of the elements below the diagonal of a matrix, in place
- * @param A is a matrix, to be modified in place
- * @param cols is the number of columns to zero, use zero for all columns
- */
-template<class MATRIX>
-void zeroBelowDiagonal(MATRIX& A, size_t cols=0) {
-  const size_t m = A.rows(), n = A.cols();
-  const size_t k = (cols) ? std::min(cols, std::min(m,n)) : std::min(m,n);
-  for (size_t j=0; j<k; ++j)
-    A.col(j).segment(j+1, m-(j+1)).setZero();
-}
-
 /**
  * static transpose function, just calls Eigen transpose member function
  */

gtsam/base/tests/testMatrix.cpp

@@ -596,61 +596,6 @@ TEST(Matrix, scalar_divide )
   EQUALITY(B,A/10);
 }
 
-/* ************************************************************************* */
-TEST(Matrix, zero_below_diagonal ) {
-  Matrix A1 = (Matrix(3, 4) <<
-      1.0, 2.0, 3.0, 4.0,
-      1.0, 2.0, 3.0, 4.0,
-      1.0, 2.0, 3.0, 4.0).finished();
-
-  Matrix expected1 = (Matrix(3, 4) <<
-      1.0, 2.0, 3.0, 4.0,
-      0.0, 2.0, 3.0, 4.0,
-      0.0, 0.0, 3.0, 4.0).finished();
-  Matrix actual1r = A1;
-  zeroBelowDiagonal(actual1r);
-  EXPECT(assert_equal(expected1, actual1r, 1e-10));
-
-  Matrix actual1c = A1;
-  zeroBelowDiagonal(actual1c);
-  EXPECT(assert_equal(Matrix(expected1), actual1c, 1e-10));
-
-  actual1c = A1;
-  zeroBelowDiagonal(actual1c, 4);
-  EXPECT(assert_equal(Matrix(expected1), actual1c, 1e-10));
-
-  Matrix A2 = (Matrix(5, 3) <<
-        1.0, 2.0, 3.0,
-        1.0, 2.0, 3.0,
-        1.0, 2.0, 3.0,
-        1.0, 2.0, 3.0,
-        1.0, 2.0, 3.0).finished();
-  Matrix expected2 = (Matrix(5, 3) <<
-      1.0, 2.0, 3.0,
-      0.0, 2.0, 3.0,
-      0.0, 0.0, 3.0,
-      0.0, 0.0, 0.0,
-      0.0, 0.0, 0.0).finished();
-
-  Matrix actual2r = A2;
-  zeroBelowDiagonal(actual2r);
-  EXPECT(assert_equal(expected2, actual2r, 1e-10));
-
-  Matrix actual2c = A2;
-  zeroBelowDiagonal(actual2c);
-  EXPECT(assert_equal(Matrix(expected2), actual2c, 1e-10));
-
-  Matrix expected2_partial = (Matrix(5, 3) <<
-        1.0, 2.0, 3.0,
-        0.0, 2.0, 3.0,
-        0.0, 2.0, 3.0,
-        0.0, 2.0, 3.0,
-        0.0, 2.0, 3.0).finished();
-  actual2c = A2;
-  zeroBelowDiagonal(actual2c, 1);
-  EXPECT(assert_equal(Matrix(expected2_partial), actual2c, 1e-10));
-}
-
 /* ************************************************************************* */
 TEST(Matrix, inverse )
 {
@@ -825,7 +770,7 @@ TEST(Matrix, eigen_QR )
       10, 0, 0,  0,-10,0,   2,
       00, 10,0, 0, 0, -10, -1).finished());
   Matrix actual = A.householderQr().matrixQR();
-  zeroBelowDiagonal(actual);
+  actual.triangularView<Eigen::StrictlyLower>().setZero();
 
   EXPECT(assert_equal(expected, actual, 1e-3));
 

gtsam/linear/JacobianFactor.cpp

@@ -827,8 +827,6 @@ std::pair<GaussianConditional::shared_ptr, JacobianFactor::shared_ptr> Eliminate
     // The inplace variant will have no valid rows anymore below m==n
     // and only entries above the diagonal are valid.
     inplace_QR(Ab.matrix());
-    // We zero below the diagonal to agree with the result from noieModel QR
-    Ab.matrix().triangularView<Eigen::StrictlyLower>().setZero();
     size_t m = Ab.rows(), n = Ab.cols() - 1;
     size_t maxRank = min(m, n);
     jointFactor->model_ = noiseModel::Unit::Create(maxRank);

gtsam/linear/NoiseModel.cpp

@@ -191,8 +191,6 @@ SharedDiagonal Gaussian::QR(Matrix& Ab) const {
 
   gttic(Gaussian_noise_model_QR);
 
-  static const bool debug = false;
-
   // get size(A) and maxRank
   // TODO: really no rank problems ?
    size_t m = Ab.rows(), n = Ab.cols()-1;
@@ -201,15 +199,8 @@ SharedDiagonal Gaussian::QR(Matrix& Ab) const {
   // pre-whiten everything (cheaply if possible)
   WhitenInPlace(Ab);
 
-  if(debug) gtsam::print(Ab, "Whitened Ab: ");
-
   // Eigen QR - much faster than older householder approach
   inplace_QR(Ab);
-  Ab.triangularView<Eigen::StrictlyLower>().setZero();
-
-  // hand-coded householder implementation
-  // TODO: necessary to isolate last column?
-  // householder(Ab, maxRank);
 
   return noiseModel::Unit::Create(maxRank);
 }