Mercurial > hg > octave-max
changeset 12649:8579e7a6e6e0
Improve performance (2X) of svds by avoiding issymmetric calculation (bug #33073)
* svds.m: Pass issym option to eigs() call.
* eigs.cc: Avoid issymetric calculation if 'issym' option given.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Thu, 05 May 2011 16:58:43 -0700 |
| parents | e205ebe2ba67 |
| children | b7f16997df4d |
| files | scripts/sparse/svds.m src/DLD-FUNCTIONS/eigs.cc |
| diffstat | 2 files changed, 21 insertions(+), 7 deletions(-) [+] |
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--- a/scripts/sparse/svds.m +++ b/scripts/sparse/svds.m @@ -150,6 +150,8 @@ ## Scale everything by the 1-norm to make things more stable. b = A / max_a; b_opts = opts; + ## Call to eigs is always a symmetric matrix by construction + b_opts.issym = true; b_opts.tol = opts.tol / max_a; b_sigma = sigma; if (!ischar (b_sigma))
--- a/src/DLD-FUNCTIONS/eigs.cc +++ b/src/DLD-FUNCTIONS/eigs.cc @@ -323,6 +323,7 @@ bool a_is_complex = false; bool b_is_complex = false; bool symmetric = false; + bool sym_tested = false; bool cholB = false; bool a_is_sparse = false; ColumnVector permB; @@ -399,7 +400,8 @@ else acm = (args(0).complex_matrix_value()); a_is_complex = true; - symmetric = false; // ARAPACK doesn't special case complex symmetric + symmetric = false; // ARPACK doesn't special case complex symmetric + sym_tested = true; } else { @@ -407,19 +409,17 @@ { asmm = (args(0).sparse_matrix_value()); a_is_sparse = true; - symmetric = asmm.is_symmetric(); } else { amm = (args(0).matrix_value()); - symmetric = amm.is_symmetric(); } } } // Note hold off reading B till later to avoid issues of double - // copies of the matrix if B is full/real while A is complex.. + // copies of the matrix if B is full/real while A is complex. if (!error_state && nargin > 1 + arg_offset && !(args(1 + arg_offset).is_real_scalar ())) { @@ -481,10 +481,13 @@ { octave_value tmp; - // issym is ignored if A is not a function + // issym is ignored for complex matrix inputs tmp = map.getfield ("issym"); - if (tmp.is_defined () && have_a_fun) - symmetric = tmp.double_value () != 0.; + if (tmp.is_defined () && !sym_tested) + { + symmetric = tmp.double_value () != 0.; + sym_tested = true; + } // isreal is ignored if A is not a function tmp = map.getfield ("isreal"); @@ -543,6 +546,15 @@ return retval; } + // Test undeclared (no issym) matrix inputs for symmetry + if (!sym_tested && !have_a_fun) + { + if (a_is_sparse) + symmetric = asmm.is_symmetric(); + else + symmetric = amm.is_symmetric(); + } + if (have_b) { if (a_is_complex || b_is_complex)