Commit Graph

40 Commits (16c55975c116312efa30f6b63021c54ad1ddfa2f)

Author SHA1 Message Date
justinca 16c55975c1 Fix inverse_square_root, add cholesky decomposition options 2010-01-22 22:28:03 +00:00
Kai Ni 4b778a4e82 fixed a bug in matrix solve function 2010-01-22 06:45:01 +00:00
Alex Cunningham ac746ccead Improved performance of updateAb in NoiseModel with GSL/ATLAS. Various other small optimizations were made. 2010-01-21 18:51:59 +00:00
Alex Cunningham 063aa14118 Reimplemented matrix::householder_update using GSL and BLAS, you'll need to edit Makefile.am to enable the new version -- see email 2010-01-21 00:59:33 +00:00
Alex Cunningham 5f588031bc Merged NoiseQR back into trunk 2010-01-20 18:32:48 +00:00
Alex Cunningham 9c9007920a Changed the interface on Matrix::column() so that it uses the one in our library (now called column_() ) rather than the boost default. Currently, our implementation just uses the boost default, but this may change due to timing results. 2010-01-20 16:08:14 +00:00
Alex Cunningham 98b143cd22 Switched all loop indices in Matrix/Vector to size_t, with improved results in timeGaussianFactorGraph 2010-01-20 14:42:05 +00:00
Alex Cunningham 6bc0462669 Checked Matrix::collect() with different timing metric, and memcpy has approx 25% speedup over original version. Matrix_range is slower or the same speed as the original version. 2010-01-20 13:45:22 +00:00
Alex Cunningham 55e414cbdd Tried noalias() for collect(), but no real improvement 2010-01-20 03:25:55 +00:00
Alex Cunningham 03ec3e3e62 Implemented a version of collect() using matrix_range, but it had worse performance than memcpy. New version of vector_scale[column] with new pointer arithmetic implementation for approx 20% improvement. 2010-01-20 02:28:25 +00:00
Alex Cunningham 820ae5682d Optimized row version of vector_scale with approx 20% improvement 2010-01-20 02:04:25 +00:00
Alex Cunningham b860f06614 Switched Matrix::collect() over to a memcpy, but the results weren't actually an improvement 2010-01-20 01:42:36 +00:00
Alex Cunningham f577b27f52 Small optimizations on Matrix::collect(), additional timing capabilities, and now collect() can have dimensions specified to avoid need for lookup. 2010-01-19 21:49:22 +00:00
Frank Dellaert ea14959835 NoiseModel inhertance structure reversed, all constructors protected, new static "factories" 2010-01-17 17:47:23 +00:00
Richard Roberts f0ae2c064e Merging in NoiseModel, not yet used though 2010-01-16 18:39:39 +00:00
Frank Dellaert a4d61d2f23 Little performance twiddles that make little difference 2010-01-16 07:22:34 +00:00
Frank Dellaert 91a0fb23df Weighted pseudo-inverse now takes weights (1/sigma^2). Does not make a lot of performance difference. 2010-01-16 06:25:11 +00:00
Frank Dellaert fb3e38b161 25% performance increase by improving weighted_eliminate 2010-01-16 04:57:58 +00:00
Richard Roberts 8d28763339 Vector and Matrix initialization optimization 2010-01-12 16:12:31 +00:00
Frank Dellaert f1f21a8589 inverted sign of square root to make inv sqrt positive for simple covariance matrices 2010-01-10 13:53:31 +00:00
Frank Dellaert 15bb00683a transpose backsubstitute on upper-triangular matrix 2009-12-30 13:20:16 +00:00
Frank Dellaert c43cd425ab new back-substitution functions that can do unit triangular solves 2009-12-29 13:59:34 +00:00
Chris Beall a7a5e5e816 small performance improvement by using a pointer to address r 2009-12-14 16:56:50 +00:00
Chris Beall be10fc2a90 18% performance boost by using pointer to address destination matrix A 2009-12-11 23:59:37 +00:00
Alex Cunningham d7c67532bf Changed format of Matrix::vector_scale() to switch arguments 2009-12-08 21:10:38 +00:00
Frank Dellaert 16da0895a8 square_root_inverse 2009-12-08 20:48:13 +00:00
Frank Dellaert 152fa0069a fixed expected, actual nomenclature in assert_equal: always use (expected, equal) order 2009-12-08 13:53:33 +00:00
Eohan George ae9789c9ee Cleaner printing with tabs after each element 2009-12-02 23:01:49 +00:00
Frank Dellaert f5fc14c0f4 Fixed bug in revealing rank, even simpler than before. 2009-11-13 06:16:56 +00:00
Alex Cunningham 77a1754b69 Renamed LinearFactor -> GaussianFactor, LinearFactorGraph -> GaussianFactorGraph 2009-11-12 16:16:32 +00:00
Alex Cunningham f51614813e Improved weighted eliminate to handle arbitrary linear equality constraints 2009-11-11 14:42:09 +00:00
Alex Cunningham ddc0173671 Basic handling of constraints now works in factor graphs, assuming there is only one constraint on any given variable. 2009-11-10 04:36:07 +00:00
Alex Cunningham 2c37c94b5d Replaced the householder transform with the weighted system
Removed constrained components from makefile, they will disappear shortly
2009-11-09 21:34:20 +00:00
Alex Cunningham 03985d16f6 Fixed equality checking with NaNs in Matrix
removed extraneous print statement in Vector
2009-11-09 16:57:30 +00:00
Alex Cunningham 7ef9ed950b Improved performance of matrix scaling in LinearFactor::matrix_augmented
Added matrix scaling functions to scale either the rows or columns by values from a vector
2009-11-06 13:43:39 +00:00
Richard Roberts e2414561be Merged r895:900 from branch weightedQR - LinearFactorGraph now has sigmas and ConditionalGaussian now has precisions 2009-11-04 20:59:16 +00:00
Alex Cunningham 4c48bb08e1 Vector and Matrix updated with improved weighted householder operations and more tests. 2009-10-29 12:52:27 +00:00
Alex Cunningham 37bc303492 Added weighted Householder transforms that use precisions perform QDR factorization. Functions create a weighted vector pseudoinverse, and then use the pseudoinverse to substitute a solution into system. 2009-10-27 14:21:22 +00:00
Manohar Paluri 0b1b5eca67 Added const verifiers for member functions of the class which are compatible 2009-08-26 15:25:47 +00:00
Richard Roberts d80fa24a9f Fixing directory structure 2009-08-21 22:23:24 +00:00