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update topic page on products
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namespace Eigen {
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/** \page TopicHiPerformance Using Eigen with high performance
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/** \page TopicWritingEfficientProductExpression Writing efficient matrix product expressions
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In general achieving good performance with Eigen does no require any special effort:
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simply write your expressions in the most high level way. This is especially true
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for small fixed size matrices. For large matrices, however, it might useful to
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for small fixed size matrices. For large matrices, however, it might be useful to
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take some care when writing your expressions in order to minimize useless evaluations
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and optimize the performance.
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In this page we will give a brief overview of the Eigen's internal mechanism to simplify
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@ -16,7 +16,7 @@ all kind of matrix products and triangular solvers.
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Indeed, in Eigen we have implemented a set of highly optimized routines which are very similar
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to BLAS's ones. Unlike BLAS, those routines are made available to user via a high level and
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natural API. Each of these routines can compute in a single evaluation a wide variety of expressions.
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Given an expression, the challenge is then to map it to a minimal set of primitives.
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Given an expression, the challenge is then to map it to a minimal set of routines.
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As explained latter, this mechanism has some limitations, and knowing them will allow
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you to write faster code by making your expressions more Eigen friendly.
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@ -29,20 +29,20 @@ perform the following operation:
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where A, B, and C are column and/or row major matrices (or sub-matrices),
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alpha is a scalar value, and op1, op2 can be transpose, adjoint, conjugate, or the identity.
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When Eigen detects a matrix product, it analyzes both sides of the product to extract a
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unique scalar factor alpha, and for each side its effective storage (order and shape) and conjugate state.
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unique scalar factor alpha, and for each side, its effective storage order, shape, and conjugation states.
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More precisely each side is simplified by iteratively removing trivial expressions such as scalar multiple,
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negate and conjugate. Transpose and Block expressions are not evaluated and they only modify the storage order
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negation and conjugation. Transpose and Block expressions are not evaluated and they only modify the storage order
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and shape. All other expressions are immediately evaluated.
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For instance, the following expression:
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\code m1.noalias() -= s1 * m2.adjoint() * (-(s3*m3).conjugate()*s2) \endcode
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\code m1.noalias() -= s4 * (s1 * m2.adjoint() * (-(s3*m3).conjugate()*s2)) \endcode
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is automatically simplified to:
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\code m1.noalias() += (s1*s2*conj(s3)) * m2.adjoint() * m3.conjugate() \endcode
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\code m1.noalias() += (s1*s2*conj(s3)*s4) * m2.adjoint() * m3.conjugate() \endcode
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which exactly matches our GEMM routine.
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\subsection GEMM_Limitations Limitations
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Unfortunately, this simplification mechanism is not perfect yet and not all expressions which could be
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handled by a single GEMM-like call are correctly detected.
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<table class="tutorial_code">
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<table class="tutorial_code" style="width:100%">
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<tr>
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<td>Not optimal expression</td>
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<td>Evaluated as</td>
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@ -50,16 +50,21 @@ handled by a single GEMM-like call are correctly detected.
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<td>Comments</td>
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</tr>
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<tr>
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<td>\code m1 += m2 * m3; \endcode</td>
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<td>\code temp = m2 * m3; m1 += temp; \endcode</td>
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<td>\code m1.noalias() += m2 * m3; \endcode</td>
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<td>\code
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m1 += m2 * m3; \endcode</td>
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<td>\code
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temp = m2 * m3;
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m1 += temp; \endcode</td>
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<td>\code
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m1.noalias() += m2 * m3; \endcode</td>
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<td>Use .noalias() to tell Eigen the result and right-hand-sides do not alias.
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Otherwise the product m2 * m3 is evaluated into a temporary.</td>
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</tr>
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<tr>
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<td></td>
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<td></td>
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<td>\code m1.noalias() += s1 * (m2 * m3); \endcode</td>
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<td>\code
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m1.noalias() += s1 * (m2 * m3); \endcode</td>
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<td>This is a special feature of Eigen. Here the product between a scalar
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and a matrix product does not evaluate the matrix product but instead it
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returns a matrix product expression tracking the scalar scaling factor. <br>
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@ -67,32 +72,49 @@ handled by a single GEMM-like call are correctly detected.
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temporary as in the next example.</td>
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</tr>
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<tr>
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<td>\code m1.noalias() += (m2 * m3).transpose(); \endcode</td>
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<td>\code temp = m2 * m3; m1 += temp.transpose(); \endcode</td>
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<td>\code m1.noalias() += m3.adjoint() * m3.adjoint(); \endcode</td>
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<td>\code
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m1.noalias() += (m2 * m3).adjoint(); \endcode</td>
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<td>\code
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temp = m2 * m3;
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m1 += temp.adjoint(); \endcode</td>
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<td>\code
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m1.noalias() += m3.adjoint()
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* m2.adjoint(); \endcode</td>
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<td>This is because the product expression has the EvalBeforeNesting bit which
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enforces the evaluation of the product by the Tranpose expression.</td>
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</tr>
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<tr>
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<td>\code m1 = m1 + m2 * m3; \endcode</td>
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<td>\code temp = (m2 * m3).lazy(); m1 = m1 + temp; \endcode</td>
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<td>\code m1 += (m2 * m3).lazy(); \endcode</td>
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<td>\code
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m1 = m1 + m2 * m3; \endcode</td>
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<td>\code
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temp = m2 * m3;
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m1 = m1 + temp; \endcode</td>
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<td>\code m1.noalias() += m2 * m3; \endcode</td>
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<td>Here there is no way to detect at compile time that the two m1 are the same,
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and so the matrix product will be immediately evaluated.</td>
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</tr>
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<tr>
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<td>\code m1.noalias() = m4 + m2 * m3; \endcode</td>
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<td>\code temp = m2 * m3; m1 = m4 + temp; \endcode</td>
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<td>\code m1 = m4; m1.noalias() += m2 * m3; \endcode</td>
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<td>\code
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m1.noalias() = m4 + m2 * m3; \endcode</td>
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<td>\code
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temp = m2 * m3;
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m1 = m4 + temp; \endcode</td>
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<td>\code
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m1 = m4;
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m1.noalias() += m2 * m3; \endcode</td>
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<td>First of all, here the .noalias() in the first expression is useless because
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m2*m3 will be evaluated anyway. However, note how this expression can be rewritten
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so that no temporary is evaluated. (tip: for very small fixed size matrix
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so that no temporary is required. (tip: for very small fixed size matrix
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it is slighlty better to rewrite it like this: m1.noalias() = m2 * m3; m1 += m4;</td>
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</tr>
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<tr>
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<td>\code m1.noalias() += ((s1*m2).block(....) * m3); \endcode</td>
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<td>\code temp = (s1*m2).block(....); m1 += temp * m3; \endcode</td>
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<td>\code m1.noalias() += s1 * m2.block(....) * m3; \endcode</td>
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<td>\code
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m1.noalias() += (s1*m2).block(..) * m3; \endcode</td>
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<td>\code
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temp = (s1*m2).block(..);
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m1 += temp * m3; \endcode</td>
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<td>\code
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m1.noalias() += s1 * m2.block(..) * m3; \endcode</td>
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<td>This is because our expression analyzer is currently not able to extract trivial
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expressions nested in a Block expression. Therefore the nested scalar
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multiple cannot be properly extracted.</td>
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@ -28,12 +28,14 @@ For a first contact with Eigen, the best place is to have a look at the \ref Get
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- \ref TutorialGeometry
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- \ref TutorialSparseMatrix
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- \ref QuickRefPage
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- \b Advanced \b topics
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- <b>Advanced topics</b>
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- \ref TopicLazyEvaluation
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- \ref TopicLinearAlgebraDecompositions
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- \ref TopicCustomizingEigen
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- \ref TopicInsideEigenExample
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- \ref TopicHiPerformance
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- <b>Topics on getting high performances</b>
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- \ref TopicWritingEfficientProductExpression
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- <b>Topics related to alignment issues</b>
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- \ref TopicUnalignedArrayAssert
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- \ref TopicFixedSizeVectorizable
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