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Made svd3 faster when working on small matrices.

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This commit is contained in:
Davis King 2014-08-11 19:51:05 -04:00
parent f9fac06e16
commit ae9546cbdc
1 changed files with 13 additions and 9 deletions
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22
dlib/matrix/matrix_la.h
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@ -1541,16 +1541,21 @@ convergence:
COMPILE_TIME_ASSERT(wX == 0 || wX == 1);
#ifdef DLIB_USE_LAPACK
matrix<typename matrix_exp<EXP>::type, uNR, uNC,MM1,L1> temp(m);
lapack::gesvd('S','A', temp, w, u, v);
v = trans(v);
// if u isn't the size we want then pad it (and v) with zeros
if (u.nc() < m.nc())
// use LAPACK but only if it isn't a really small matrix we are taking the SVD of.
if (NR*NC == 0 || NR*NC > 3*3)
{
w = join_cols(w, zeros_matrix<T>(m.nc()-u.nc(),1));
u = join_rows(u, zeros_matrix<T>(u.nr(), m.nc()-u.nc()));
matrix<typename matrix_exp<EXP>::type, uNR, uNC,MM1,L1> temp(m);
lapack::gesvd('S','A', temp, w, u, v);
v = trans(v);
// if u isn't the size we want then pad it (and v) with zeros
if (u.nc() < m.nc())
{
w = join_cols(w, zeros_matrix<T>(m.nc()-u.nc(),1));
u = join_rows(u, zeros_matrix<T>(u.nr(), m.nc()-u.nc()));
}
return;
}
#else
#endif
v.set_size(m.nc(),m.nc());
u = m;
@ -1558,7 +1563,6 @@ convergence:
w.set_size(m.nc(),1);
matrix<T,matrix_exp<EXP>::NC,1,MM1> rv1(m.nc(),1);
nric::svdcmp(u,w,v,rv1);
#endif
}
// ----------------------------------------------------------------------------------------