Frank Dellaert
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5554f6fc7e
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Faster non-GSL versions of BLAS 2-style calls
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2010-01-31 22:56:06 +00:00 |
Alex Cunningham
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efe51c8419
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Fixed typo in function name
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2010-01-31 21:09:03 +00:00 |
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Alex Cunningham
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c266012dcd
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Added GSL/ATLAS version of multiplyAdd() and transposeMultiplyAdd()
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2010-01-31 18:25:03 +00:00 |
justinca
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74dd7128ac
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Fixup cholesky decomposition - rename to LLt and RtR to make convention clear
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2010-01-31 18:07:29 +00:00 |
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Alex Cunningham
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48d2dabe43
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Added in-place insertion functions to Matrix, as well as a #define flag to enable or disable GSL code without a reconfigure.
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2010-01-31 17:21:07 +00:00 |
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Frank Dellaert
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5e4b23df59
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Matrix::multiplyAdd and transposeMultiplyAdd are "level 2" BLAS and speed up the numeric part of the code substantially. Alex might be able to speed them up even more by making them use real BLAS code within Matrix.cpp.
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2010-01-31 16:04:24 +00:00 |
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Frank Dellaert
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4f998e5ecd
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Matrix::transposeMultiplyAdd
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2010-01-31 02:53:03 +00:00 |
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justinca
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16c55975c1
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Fix inverse_square_root, add cholesky decomposition options
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2010-01-22 22:28:03 +00:00 |
Kai Ni
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4b778a4e82
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fixed a bug in matrix solve function
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2010-01-22 06:45:01 +00:00 |
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Alex Cunningham
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ac746ccead
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Improved performance of updateAb in NoiseModel with GSL/ATLAS. Various other small optimizations were made.
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2010-01-21 18:51:59 +00:00 |
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Alex Cunningham
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063aa14118
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Reimplemented matrix::householder_update using GSL and BLAS, you'll need to edit Makefile.am to enable the new version -- see email
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2010-01-21 00:59:33 +00:00 |
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Alex Cunningham
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5f588031bc
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Merged NoiseQR back into trunk
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2010-01-20 18:32:48 +00:00 |
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Alex Cunningham
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9c9007920a
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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.
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2010-01-20 16:08:14 +00:00 |
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Alex Cunningham
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98b143cd22
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Switched all loop indices in Matrix/Vector to size_t, with improved results in timeGaussianFactorGraph
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2010-01-20 14:42:05 +00:00 |
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Alex Cunningham
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6bc0462669
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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.
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2010-01-20 13:45:22 +00:00 |
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Alex Cunningham
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55e414cbdd
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Tried noalias() for collect(), but no real improvement
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2010-01-20 03:25:55 +00:00 |
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Alex Cunningham
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03ec3e3e62
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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.
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2010-01-20 02:28:25 +00:00 |
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Alex Cunningham
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820ae5682d
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Optimized row version of vector_scale with approx 20% improvement
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2010-01-20 02:04:25 +00:00 |
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Alex Cunningham
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b860f06614
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Switched Matrix::collect() over to a memcpy, but the results weren't actually an improvement
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2010-01-20 01:42:36 +00:00 |
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Alex Cunningham
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f577b27f52
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Small optimizations on Matrix::collect(), additional timing capabilities, and now collect() can have dimensions specified to avoid need for lookup.
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2010-01-19 21:49:22 +00:00 |
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Frank Dellaert
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ea14959835
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NoiseModel inhertance structure reversed, all constructors protected, new static "factories"
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2010-01-17 17:47:23 +00:00 |
Richard Roberts
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f0ae2c064e
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Merging in NoiseModel, not yet used though
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2010-01-16 18:39:39 +00:00 |
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Frank Dellaert
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a4d61d2f23
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Little performance twiddles that make little difference
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2010-01-16 07:22:34 +00:00 |
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Frank Dellaert
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91a0fb23df
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Weighted pseudo-inverse now takes weights (1/sigma^2). Does not make a lot of performance difference.
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2010-01-16 06:25:11 +00:00 |
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Frank Dellaert
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fb3e38b161
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25% performance increase by improving weighted_eliminate
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2010-01-16 04:57:58 +00:00 |
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Richard Roberts
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8d28763339
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Vector and Matrix initialization optimization
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2010-01-12 16:12:31 +00:00 |
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Frank Dellaert
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f1f21a8589
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inverted sign of square root to make inv sqrt positive for simple covariance matrices
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2010-01-10 13:53:31 +00:00 |
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Frank Dellaert
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15bb00683a
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transpose backsubstitute on upper-triangular matrix
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2009-12-30 13:20:16 +00:00 |
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Frank Dellaert
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c43cd425ab
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new back-substitution functions that can do unit triangular solves
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2009-12-29 13:59:34 +00:00 |
Chris Beall
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a7a5e5e816
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small performance improvement by using a pointer to address r
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2009-12-14 16:56:50 +00:00 |
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Chris Beall
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be10fc2a90
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18% performance boost by using pointer to address destination matrix A
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2009-12-11 23:59:37 +00:00 |
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Alex Cunningham
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d7c67532bf
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Changed format of Matrix::vector_scale() to switch arguments
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2009-12-08 21:10:38 +00:00 |
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Frank Dellaert
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16da0895a8
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square_root_inverse
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2009-12-08 20:48:13 +00:00 |
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Frank Dellaert
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152fa0069a
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fixed expected, actual nomenclature in assert_equal: always use (expected, equal) order
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2009-12-08 13:53:33 +00:00 |
Eohan George
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ae9789c9ee
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Cleaner printing with tabs after each element
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2009-12-02 23:01:49 +00:00 |
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Frank Dellaert
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f5fc14c0f4
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Fixed bug in revealing rank, even simpler than before.
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2009-11-13 06:16:56 +00:00 |
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Alex Cunningham
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77a1754b69
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Renamed LinearFactor -> GaussianFactor, LinearFactorGraph -> GaussianFactorGraph
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2009-11-12 16:16:32 +00:00 |
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Alex Cunningham
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f51614813e
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Improved weighted eliminate to handle arbitrary linear equality constraints
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2009-11-11 14:42:09 +00:00 |
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Alex Cunningham
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ddc0173671
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Basic handling of constraints now works in factor graphs, assuming there is only one constraint on any given variable.
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2009-11-10 04:36:07 +00:00 |
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Alex Cunningham
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2c37c94b5d
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Replaced the householder transform with the weighted system
Removed constrained components from makefile, they will disappear shortly
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2009-11-09 21:34:20 +00:00 |
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Alex Cunningham
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03985d16f6
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Fixed equality checking with NaNs in Matrix
removed extraneous print statement in Vector
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2009-11-09 16:57:30 +00:00 |
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Alex Cunningham
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7ef9ed950b
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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
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2009-11-06 13:43:39 +00:00 |
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Richard Roberts
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e2414561be
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Merged r895:900 from branch weightedQR - LinearFactorGraph now has sigmas and ConditionalGaussian now has precisions
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2009-11-04 20:59:16 +00:00 |
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Alex Cunningham
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4c48bb08e1
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Vector and Matrix updated with improved weighted householder operations and more tests.
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2009-10-29 12:52:27 +00:00 |
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Alex Cunningham
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37bc303492
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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.
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2009-10-27 14:21:22 +00:00 |
Manohar Paluri
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0b1b5eca67
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Added const verifiers for member functions of the class which are compatible
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2009-08-26 15:25:47 +00:00 |
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Richard Roberts
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d80fa24a9f
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Fixing directory structure
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2009-08-21 22:23:24 +00:00 |