1*bf2c3715SXin Li 2*bf2c3715SXin Linamespace Eigen { 3*bf2c3715SXin Li 4*bf2c3715SXin Li/** \page TopicWritingEfficientProductExpression Writing efficient matrix product expressions 5*bf2c3715SXin Li 6*bf2c3715SXin LiIn general achieving good performance with Eigen does no require any special effort: 7*bf2c3715SXin Lisimply write your expressions in the most high level way. This is especially true 8*bf2c3715SXin Lifor small fixed size matrices. For large matrices, however, it might be useful to 9*bf2c3715SXin Litake some care when writing your expressions in order to minimize useless evaluations 10*bf2c3715SXin Liand optimize the performance. 11*bf2c3715SXin LiIn this page we will give a brief overview of the Eigen's internal mechanism to simplify 12*bf2c3715SXin Liand evaluate complex product expressions, and discuss the current limitations. 13*bf2c3715SXin LiIn particular we will focus on expressions matching level 2 and 3 BLAS routines, i.e, 14*bf2c3715SXin Liall kind of matrix products and triangular solvers. 15*bf2c3715SXin Li 16*bf2c3715SXin LiIndeed, in Eigen we have implemented a set of highly optimized routines which are very similar 17*bf2c3715SXin Lito BLAS's ones. Unlike BLAS, those routines are made available to user via a high level and 18*bf2c3715SXin Linatural API. Each of these routines can compute in a single evaluation a wide variety of expressions. 19*bf2c3715SXin LiGiven an expression, the challenge is then to map it to a minimal set of routines. 20*bf2c3715SXin LiAs explained latter, this mechanism has some limitations, and knowing them will allow 21*bf2c3715SXin Liyou to write faster code by making your expressions more Eigen friendly. 22*bf2c3715SXin Li 23*bf2c3715SXin Li\section GEMM General Matrix-Matrix product (GEMM) 24*bf2c3715SXin Li 25*bf2c3715SXin LiLet's start with the most common primitive: the matrix product of general dense matrices. 26*bf2c3715SXin LiIn the BLAS world this corresponds to the GEMM routine. Our equivalent primitive can 27*bf2c3715SXin Liperform the following operation: 28*bf2c3715SXin Li\f$ C.noalias() += \alpha op1(A) op2(B) \f$ 29*bf2c3715SXin Liwhere A, B, and C are column and/or row major matrices (or sub-matrices), 30*bf2c3715SXin Lialpha is a scalar value, and op1, op2 can be transpose, adjoint, conjugate, or the identity. 31*bf2c3715SXin LiWhen Eigen detects a matrix product, it analyzes both sides of the product to extract a 32*bf2c3715SXin Liunique scalar factor alpha, and for each side, its effective storage order, shape, and conjugation states. 33*bf2c3715SXin LiMore precisely each side is simplified by iteratively removing trivial expressions such as scalar multiple, 34*bf2c3715SXin Linegation and conjugation. Transpose and Block expressions are not evaluated and they only modify the storage order 35*bf2c3715SXin Liand shape. All other expressions are immediately evaluated. 36*bf2c3715SXin LiFor instance, the following expression: 37*bf2c3715SXin Li\code m1.noalias() -= s4 * (s1 * m2.adjoint() * (-(s3*m3).conjugate()*s2)) \endcode 38*bf2c3715SXin Liis automatically simplified to: 39*bf2c3715SXin Li\code m1.noalias() += (s1*s2*conj(s3)*s4) * m2.adjoint() * m3.conjugate() \endcode 40*bf2c3715SXin Liwhich exactly matches our GEMM routine. 41*bf2c3715SXin Li 42*bf2c3715SXin Li\subsection GEMM_Limitations Limitations 43*bf2c3715SXin LiUnfortunately, this simplification mechanism is not perfect yet and not all expressions which could be 44*bf2c3715SXin Lihandled by a single GEMM-like call are correctly detected. 45*bf2c3715SXin Li<table class="manual" style="width:100%"> 46*bf2c3715SXin Li<tr> 47*bf2c3715SXin Li<th>Not optimal expression</th> 48*bf2c3715SXin Li<th>Evaluated as</th> 49*bf2c3715SXin Li<th>Optimal version (single evaluation)</th> 50*bf2c3715SXin Li<th>Comments</th> 51*bf2c3715SXin Li</tr> 52*bf2c3715SXin Li<tr> 53*bf2c3715SXin Li<td>\code 54*bf2c3715SXin Lim1 += m2 * m3; \endcode</td> 55*bf2c3715SXin Li<td>\code 56*bf2c3715SXin Litemp = m2 * m3; 57*bf2c3715SXin Lim1 += temp; \endcode</td> 58*bf2c3715SXin Li<td>\code 59*bf2c3715SXin Lim1.noalias() += m2 * m3; \endcode</td> 60*bf2c3715SXin Li<td>Use .noalias() to tell Eigen the result and right-hand-sides do not alias. 61*bf2c3715SXin Li Otherwise the product m2 * m3 is evaluated into a temporary.</td> 62*bf2c3715SXin Li</tr> 63*bf2c3715SXin Li<tr class="alt"> 64*bf2c3715SXin Li<td></td> 65*bf2c3715SXin Li<td></td> 66*bf2c3715SXin Li<td>\code 67*bf2c3715SXin Lim1.noalias() += s1 * (m2 * m3); \endcode</td> 68*bf2c3715SXin Li<td>This is a special feature of Eigen. Here the product between a scalar 69*bf2c3715SXin Li and a matrix product does not evaluate the matrix product but instead it 70*bf2c3715SXin Li returns a matrix product expression tracking the scalar scaling factor. <br> 71*bf2c3715SXin Li Without this optimization, the matrix product would be evaluated into a 72*bf2c3715SXin Li temporary as in the next example.</td> 73*bf2c3715SXin Li</tr> 74*bf2c3715SXin Li<tr> 75*bf2c3715SXin Li<td>\code 76*bf2c3715SXin Lim1.noalias() += (m2 * m3).adjoint(); \endcode</td> 77*bf2c3715SXin Li<td>\code 78*bf2c3715SXin Litemp = m2 * m3; 79*bf2c3715SXin Lim1 += temp.adjoint(); \endcode</td> 80*bf2c3715SXin Li<td>\code 81*bf2c3715SXin Lim1.noalias() += m3.adjoint() 82*bf2c3715SXin Li* * m2.adjoint(); \endcode</td> 83*bf2c3715SXin Li<td>This is because the product expression has the EvalBeforeNesting bit which 84*bf2c3715SXin Li enforces the evaluation of the product by the Tranpose expression.</td> 85*bf2c3715SXin Li</tr> 86*bf2c3715SXin Li<tr class="alt"> 87*bf2c3715SXin Li<td>\code 88*bf2c3715SXin Lim1 = m1 + m2 * m3; \endcode</td> 89*bf2c3715SXin Li<td>\code 90*bf2c3715SXin Litemp = m2 * m3; 91*bf2c3715SXin Lim1 = m1 + temp; \endcode</td> 92*bf2c3715SXin Li<td>\code m1.noalias() += m2 * m3; \endcode</td> 93*bf2c3715SXin Li<td>Here there is no way to detect at compile time that the two m1 are the same, 94*bf2c3715SXin Li and so the matrix product will be immediately evaluated.</td> 95*bf2c3715SXin Li</tr> 96*bf2c3715SXin Li<tr> 97*bf2c3715SXin Li<td>\code 98*bf2c3715SXin Lim1.noalias() = m4 + m2 * m3; \endcode</td> 99*bf2c3715SXin Li<td>\code 100*bf2c3715SXin Litemp = m2 * m3; 101*bf2c3715SXin Lim1 = m4 + temp; \endcode</td> 102*bf2c3715SXin Li<td>\code 103*bf2c3715SXin Lim1 = m4; 104*bf2c3715SXin Lim1.noalias() += m2 * m3; \endcode</td> 105*bf2c3715SXin Li<td>First of all, here the .noalias() in the first expression is useless because 106*bf2c3715SXin Li m2*m3 will be evaluated anyway. However, note how this expression can be rewritten 107*bf2c3715SXin Li so that no temporary is required. (tip: for very small fixed size matrix 108*bf2c3715SXin Li it is slightly better to rewrite it like this: m1.noalias() = m2 * m3; m1 += m4;</td> 109*bf2c3715SXin Li</tr> 110*bf2c3715SXin Li<tr class="alt"> 111*bf2c3715SXin Li<td>\code 112*bf2c3715SXin Lim1.noalias() += (s1*m2).block(..) * m3; \endcode</td> 113*bf2c3715SXin Li<td>\code 114*bf2c3715SXin Litemp = (s1*m2).block(..); 115*bf2c3715SXin Lim1 += temp * m3; \endcode</td> 116*bf2c3715SXin Li<td>\code 117*bf2c3715SXin Lim1.noalias() += s1 * m2.block(..) * m3; \endcode</td> 118*bf2c3715SXin Li<td>This is because our expression analyzer is currently not able to extract trivial 119*bf2c3715SXin Li expressions nested in a Block expression. Therefore the nested scalar 120*bf2c3715SXin Li multiple cannot be properly extracted.</td> 121*bf2c3715SXin Li</tr> 122*bf2c3715SXin Li</table> 123*bf2c3715SXin Li 124*bf2c3715SXin LiOf course all these remarks hold for all other kind of products involving triangular or selfadjoint matrices. 125*bf2c3715SXin Li 126*bf2c3715SXin Li*/ 127*bf2c3715SXin Li 128*bf2c3715SXin Li} 129