3247751b5d
Major check-in: there are now two interchangeable implementations of VectorConfig.
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VectorMap uses a straightforward stl::map of Vectors. It has O(log n)
insert and access, and is fairly fast at both. However, it has high overhead
for arithmetic operations such as +, scale, axpy etc...
VectorBTree uses a functional BTree as a way to access SubVectors
in an ordinary Vector. Inserting is O(n) and much slower, but accessing,
is O(log n) and might be a bit slower than VectorMap. Arithmetic operations
are blindingly fast, however. The cost is it is not as KISS as VectorMap.
Access to vectors is now exclusively via operator[]
Vector access in VectorMap is via a Vector reference
Vector access in VectorBtree is via the SubVector type (see Vector.h)
Feb 16 2010: FD: I made VectorMap the default, because I decided to try
and speed up conjugate gradients by using Sparse FactorGraphs all the way.
2010-02-17 03:29:12 +00:00
5d33eb185c
added SubVector type and some related routines
2010-02-15 23:53:16 +00:00
6f0d23cdaf
forgot to change comments in previous checkin
2010-02-14 07:26:53 +00:00
693e13ef88
added default bool option to svd to sort the singular values and V. the default is true so pass false to avoid sorting
2010-02-14 04:54:39 +00:00
74dd7128ac
Fixup cholesky decomposition - rename to LLt and RtR to make convention clear
2010-01-31 18:07:29 +00:00
48d2dabe43
Added in-place insertion functions to Matrix, as well as a #define flag to enable or disable GSL code without a reconfigure.
2010-01-31 17:21:07 +00:00
5e4b23df59
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.
2010-01-31 16:04:24 +00:00
4f998e5ecd
Matrix::transposeMultiplyAdd
2010-01-31 02:53:03 +00:00
16c55975c1
Fix inverse_square_root, add cholesky decomposition options
2010-01-22 22:28:03 +00:00
ac746ccead
Improved performance of updateAb in NoiseModel with GSL/ATLAS. Various other small optimizations were made.
2010-01-21 18:51:59 +00:00
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
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
5e15564525
Speedups: Matrix mult. in Gaussian NoiseModel. Removed size check in operator* in Matrix.h - ublas does this check when in debug mode.
2010-01-18 21:45:44 +00:00
f0ae2c064e
Merging in NoiseModel, not yet used though
2010-01-16 18:39:39 +00:00
d015b31799
more meaningful error messages for matrix operations
2010-01-09 07:06:29 +00:00
15bb00683a
transpose backsubstitute on upper-triangular matrix
2009-12-30 13:20:16 +00:00
c43cd425ab
new back-substitution functions that can do unit triangular solves
2009-12-29 13:59:34 +00:00
2cb52694b5
Multiply with transpose sugar A'*v = A^v
2009-12-25 17:52:58 +00:00
7151e7b24a
new constructor from vector
2009-12-11 04:56:29 +00:00
81ce0bef88
New operator for left-multiplication of vector
2009-12-10 20:16:40 +00:00
d7c67532bf
Changed format of Matrix::vector_scale() to switch arguments
2009-12-08 21:10:38 +00:00
16da0895a8
square_root_inverse
2009-12-08 20:48:13 +00:00
f51614813e
Improved weighted eliminate to handle arbitrary linear equality constraints
2009-11-11 14:42:09 +00:00
2c37c94b5d
Replaced the householder transform with the weighted system
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Removed constrained components from makefile, they will disappear shortly
2009-11-09 21:34:20 +00:00
7ef9ed950b
Improved performance of matrix scaling in LinearFactor::matrix_augmented
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Added matrix scaling functions to scale either the rows or columns by values from a vector
2009-11-06 13:43:39 +00:00
fb74ef03b2
Added to LinearFactor a matrix_augmented() function to get a single augmented matrix [A b]
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Removed extra copying in LinearFactor::eliminate()
2009-11-05 15:08:58 +00:00
e2414561be
Merged r895:900 from branch weightedQR - LinearFactorGraph now has sigmas and ConditionalGaussian now has precisions
2009-11-04 20:59:16 +00:00
4c48bb08e1
Vector and Matrix updated with improved weighted householder operations and more tests.
2009-10-29 12:52:27 +00:00
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
0b1b5eca67
Added const verifiers for member functions of the class which are compatible
2009-08-26 15:25:47 +00:00
d80fa24a9f
Fixing directory structure
2009-08-21 22:23:24 +00:00
Frank Dellaert
Manohar Paluri
justinca
Alex Cunningham
Richard Roberts
Kai Ni