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diff --git a/eigen/doc/HiPerformance.dox b/eigen/doc/HiPerformance.dox deleted file mode 100644 index ab6cdfd..0000000 --- a/eigen/doc/HiPerformance.dox +++ /dev/null @@ -1,128 +0,0 @@ - -namespace Eigen { - -/** \page TopicWritingEfficientProductExpression Writing efficient matrix product expressions - -In general achieving good performance with Eigen does no require any special effort: -simply write your expressions in the most high level way. This is especially true -for small fixed size matrices. For large matrices, however, it might be useful to -take some care when writing your expressions in order to minimize useless evaluations -and optimize the performance. -In this page we will give a brief overview of the Eigen's internal mechanism to simplify -and evaluate complex product expressions, and discuss the current limitations. -In particular we will focus on expressions matching level 2 and 3 BLAS routines, i.e, -all kind of matrix products and triangular solvers. - -Indeed, in Eigen we have implemented a set of highly optimized routines which are very similar -to BLAS's ones. Unlike BLAS, those routines are made available to user via a high level and -natural API. Each of these routines can compute in a single evaluation a wide variety of expressions. -Given an expression, the challenge is then to map it to a minimal set of routines. -As explained latter, this mechanism has some limitations, and knowing them will allow -you to write faster code by making your expressions more Eigen friendly. - -\section GEMM General Matrix-Matrix product (GEMM) - -Let's start with the most common primitive: the matrix product of general dense matrices. -In the BLAS world this corresponds to the GEMM routine. Our equivalent primitive can -perform the following operation: -\f$ C.noalias() += \alpha op1(A) op2(B) \f$ -where A, B, and C are column and/or row major matrices (or sub-matrices), -alpha is a scalar value, and op1, op2 can be transpose, adjoint, conjugate, or the identity. -When Eigen detects a matrix product, it analyzes both sides of the product to extract a -unique scalar factor alpha, and for each side, its effective storage order, shape, and conjugation states. -More precisely each side is simplified by iteratively removing trivial expressions such as scalar multiple, -negation and conjugation. Transpose and Block expressions are not evaluated and they only modify the storage order -and shape. All other expressions are immediately evaluated. -For instance, the following expression: -\code m1.noalias() -= s4 * (s1 * m2.adjoint() * (-(s3*m3).conjugate()*s2)) \endcode -is automatically simplified to: -\code m1.noalias() += (s1*s2*conj(s3)*s4) * m2.adjoint() * m3.conjugate() \endcode -which exactly matches our GEMM routine. - -\subsection GEMM_Limitations Limitations -Unfortunately, this simplification mechanism is not perfect yet and not all expressions which could be -handled by a single GEMM-like call are correctly detected. -<table class="manual" style="width:100%"> -<tr> -<th>Not optimal expression</th> -<th>Evaluated as</th> -<th>Optimal version (single evaluation)</th> -<th>Comments</th> -</tr> -<tr> -<td>\code -m1 += m2 * m3; \endcode</td> -<td>\code -temp = m2 * m3; -m1 += temp; \endcode</td> -<td>\code -m1.noalias() += m2 * m3; \endcode</td> -<td>Use .noalias() to tell Eigen the result and right-hand-sides do not alias. - Otherwise the product m2 * m3 is evaluated into a temporary.</td> -</tr> -<tr class="alt"> -<td></td> -<td></td> -<td>\code -m1.noalias() += s1 * (m2 * m3); \endcode</td> -<td>This is a special feature of Eigen. Here the product between a scalar - and a matrix product does not evaluate the matrix product but instead it - returns a matrix product expression tracking the scalar scaling factor. <br> - Without this optimization, the matrix product would be evaluated into a - temporary as in the next example.</td> -</tr> -<tr> -<td>\code -m1.noalias() += (m2 * m3).adjoint(); \endcode</td> -<td>\code -temp = m2 * m3; -m1 += temp.adjoint(); \endcode</td> -<td>\code -m1.noalias() += m3.adjoint() -* * m2.adjoint(); \endcode</td> -<td>This is because the product expression has the EvalBeforeNesting bit which - enforces the evaluation of the product by the Tranpose expression.</td> -</tr> -<tr class="alt"> -<td>\code -m1 = m1 + m2 * m3; \endcode</td> -<td>\code -temp = m2 * m3; -m1 = m1 + temp; \endcode</td> -<td>\code m1.noalias() += m2 * m3; \endcode</td> -<td>Here there is no way to detect at compile time that the two m1 are the same, - and so the matrix product will be immediately evaluated.</td> -</tr> -<tr> -<td>\code -m1.noalias() = m4 + m2 * m3; \endcode</td> -<td>\code -temp = m2 * m3; -m1 = m4 + temp; \endcode</td> -<td>\code -m1 = m4; -m1.noalias() += m2 * m3; \endcode</td> -<td>First of all, here the .noalias() in the first expression is useless because - m2*m3 will be evaluated anyway. However, note how this expression can be rewritten - so that no temporary is required. (tip: for very small fixed size matrix - it is slighlty better to rewrite it like this: m1.noalias() = m2 * m3; m1 += m4;</td> -</tr> -<tr class="alt"> -<td>\code -m1.noalias() += (s1*m2).block(..) * m3; \endcode</td> -<td>\code -temp = (s1*m2).block(..); -m1 += temp * m3; \endcode</td> -<td>\code -m1.noalias() += s1 * m2.block(..) * m3; \endcode</td> -<td>This is because our expression analyzer is currently not able to extract trivial - expressions nested in a Block expression. Therefore the nested scalar - multiple cannot be properly extracted.</td> -</tr> -</table> - -Of course all these remarks hold for all other kind of products involving triangular or selfadjoint matrices. - -*/ - -} |