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Slight speedup in Cholesky

release/4.3a0
Richard Roberts 2010-11-29 03:05:54 +00:00
parent 5e00148315
commit fd381e97bc
1 changed files with 8 additions and 1 deletions
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9
gtsam/linear/NoiseModel.cpp
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@ -29,6 +29,7 @@
#include <boost/random/normal_distribution.hpp> #include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp> #include <boost/random/variate_generator.hpp>
#include <gtsam/base/timing.h>
#include <gtsam/base/cholesky.h> #include <gtsam/base/cholesky.h>
#include <gtsam/linear/NoiseModel.h> #include <gtsam/linear/NoiseModel.h>
#include <gtsam/linear/SharedDiagonal.h> #include <gtsam/linear/SharedDiagonal.h>
@ -252,13 +253,19 @@ SharedDiagonal Gaussian::Cholesky(MatrixColMajor& Ab, size_t nFrontals) const {
// TODO: really no rank problems ? // TODO: really no rank problems ?
// pre-whiten everything (cheaply if possible) // pre-whiten everything (cheaply if possible)
tic("Cholesky: 1 whiten");
WhitenInPlace(Ab); WhitenInPlace(Ab);
toc("Cholesky: 1 whiten");
// Form A'*A (todo: this is probably less efficient than possible) // Form A'*A (todo: this is probably less efficient than possible)
Ab = ublas::trans(Ab) * Ab; tic("Cholesky: 2 A' * A");
Ab = ublas::prod(ublas::trans(Ab), Ab);
toc("Cholesky: 2 A' * A");
// Use Cholesky to factor Ab // Use Cholesky to factor Ab
tic("Cholesky: 3 careful");
size_t maxrank = choleskyCareful(Ab); size_t maxrank = choleskyCareful(Ab);
toc("Cholesky: 3 careful");
// Due to numerical error the rank could appear to be more than the number // Due to numerical error the rank could appear to be more than the number
// of variables. The important part is that it does not includes the // of variables. The important part is that it does not includes the