6 Commits

Author	SHA1	Message	Date
Sameer Agarwal	5a30cae583	Preparing for 2.2.0rc1 ... 1. Add a version history 2. Update copyright years across the code base 3. Run format_all.sh 4. Update version strings from 2.1.0 to 2.2.0 in the docs and elsewhere. Change-Id: I46d8d479d54bd6002d532785e67342106e73c9ac	2023-09-21 11:23:38 -07:00
Sameer Agarwal	caf614a6c1	Modernize code using c++17 constructs ... Mostly done using find . \( -name '*.cc' -o -name '*.h' \) -a -type f -exec clang-tidy -p \ cmake-build -checks='-*,google-*,modernize-*,-modernize-use-nodiscard,-modernize-use-trailing-return-type' {} -fix \; Change-Id: Ifccbcabe7a1d9a32a09d28ac4f3f8466696c1a50	2022-04-22 06:11:18 -07:00
Sameer Agarwal	57cf20aa5d	static const -> static constexpr where we can. ... Change-Id: I8a6d26a89c4377dd440fa6dcf23513b7556533fc	2020-04-21 10:13:27 -07:00
Sameer Agarwal	084042c252	Lint changes from William Rucklidge ... Update documentation for Solver::Options::max_num_line_search_step_size_iterations Change-Id: I03edc74e67940bed0be7e5ccaffed9e97114a5a5	2019-05-31 09:00:40 -07:00
Sameer Agarwal	a0cd0854aa	Speed up InvertPSDMatrix ... For matrices of size <= 4, Eigen implements an optimized matrix inverse, which is orders of magnitude faster than computing the Cholesky factorization and inverting it. This can have a significant impact on the performance of the SchurEliminator. This change implements this optimization, adds tests and benchmarks. Before this change on my MacBook Pro ----------------------------------------------------------------------------------- Benchmark Time CPU Iterations ----------------------------------------------------------------------------------- BenchmarkFixedSizedInvertPSDMatrix<1> 0 ns 0 ns 1000000000 BenchmarkFixedSizedInvertPSDMatrix<2> 102 ns 101 ns 6504851 BenchmarkFixedSizedInvertPSDMatrix<3> 164 ns 164 ns 4297669 BenchmarkFixedSizedInvertPSDMatrix<4> 200 ns 200 ns 3933623 BenchmarkFixedSizedInvertPSDMatrix<5> 353 ns 353 ns 1930454 BenchmarkFixedSizedInvertPSDMatrix<6> 428 ns 427 ns 1629074 BenchmarkFixedSizedInvertPSDMatrix<7> 559 ns 558 ns 1211639 BenchmarkFixedSizedInvertPSDMatrix<8> 527 ns 527 ns 1000000 BenchmarkFixedSizedInvertPSDMatrix<9> 873 ns 873 ns 902713 BenchmarkFixedSizedInvertPSDMatrix<10> 892 ns 892 ns 787410 BenchmarkFixedSizedInvertPSDMatrix<11> 1201 ns 1201 ns 564334 BenchmarkFixedSizedInvertPSDMatrix<12> 1081 ns 1080 ns 588359 BenchmarkDynamicallyInvertPSDMatrix/1 322 ns 322 ns 2244892 BenchmarkDynamicallyInvertPSDMatrix/2 362 ns 362 ns 1869693 BenchmarkDynamicallyInvertPSDMatrix/3 455 ns 455 ns 1604092 BenchmarkDynamicallyInvertPSDMatrix/4 443 ns 443 ns 1578062 BenchmarkDynamicallyInvertPSDMatrix/5 648 ns 647 ns 963232 BenchmarkDynamicallyInvertPSDMatrix/6 756 ns 755 ns 899766 BenchmarkDynamicallyInvertPSDMatrix/7 906 ns 905 ns 740506 BenchmarkDynamicallyInvertPSDMatrix/8 885 ns 885 ns 790657 BenchmarkDynamicallyInvertPSDMatrix/9 1219 ns 1219 ns 600503 BenchmarkDynamicallyInvertPSDMatrix/10 1267 ns 1266 ns 534555 BenchmarkDynamicallyInvertPSDMatrix/11 1580 ns 1579 ns 469591 BenchmarkDynamicallyInvertPSDMatrix/12 1366 ns 1365 ns 514513 after this change: ----------------------------------------------------------------------------------- Benchmark Time CPU Iterations ----------------------------------------------------------------------------------- BenchmarkFixedSizedInvertPSDMatrix<1> 0 ns 0 ns 1000000000 BenchmarkFixedSizedInvertPSDMatrix<2> 1 ns 1 ns 1000000000 BenchmarkFixedSizedInvertPSDMatrix<3> 1 ns 1 ns 514399512 BenchmarkFixedSizedInvertPSDMatrix<4> 2 ns 2 ns 320587683 BenchmarkFixedSizedInvertPSDMatrix<5> 372 ns 372 ns 1856986 BenchmarkFixedSizedInvertPSDMatrix<6> 446 ns 446 ns 1552502 BenchmarkFixedSizedInvertPSDMatrix<7> 571 ns 570 ns 1208021 BenchmarkFixedSizedInvertPSDMatrix<8> 586 ns 584 ns 1090988 BenchmarkFixedSizedInvertPSDMatrix<9> 1003 ns 1001 ns 753279 BenchmarkFixedSizedInvertPSDMatrix<10> 1074 ns 1070 ns 689974 BenchmarkFixedSizedInvertPSDMatrix<11> 1361 ns 1351 ns 545388 BenchmarkFixedSizedInvertPSDMatrix<12> 1160 ns 1158 ns 615742 BenchmarkDynamicallyInvertPSDMatrix/1 326 ns 326 ns 2206552 BenchmarkDynamicallyInvertPSDMatrix/2 362 ns 361 ns 1820982 BenchmarkDynamicallyInvertPSDMatrix/3 432 ns 431 ns 1696361 BenchmarkDynamicallyInvertPSDMatrix/4 473 ns 472 ns 1294115 BenchmarkDynamicallyInvertPSDMatrix/5 657 ns 656 ns 917888 BenchmarkDynamicallyInvertPSDMatrix/6 804 ns 802 ns 884050 BenchmarkDynamicallyInvertPSDMatrix/7 936 ns 935 ns 679565 BenchmarkDynamicallyInvertPSDMatrix/8 915 ns 915 ns 695548 BenchmarkDynamicallyInvertPSDMatrix/9 1299 ns 1293 ns 583256 BenchmarkDynamicallyInvertPSDMatrix/10 1300 ns 1296 ns 562959 BenchmarkDynamicallyInvertPSDMatrix/11 1617 ns 1610 ns 480393 BenchmarkDynamicallyInvertPSDMatrix/12 1380 ns 1379 ns 503934 Change-Id: Id0d3bbe6d610ee7a3004bb8e2b657b90307b9805	2019-05-30 18:15:01 -07:00
Sameer Agarwal	c9abea1fa0	Add InvertPSDMatrix. ... This helper function lets the user compute the inverse or the pseudo-inverse of a matrix. Change-Id: Ia257859ad901debce2ea19f47907faf0b7b94759	2017-04-25 01:30:44 +00:00