From: Steinar H. Gunderson <sgunderson@bigfoot.com>
Date: Tue, 20 Mar 2012 09:50:37 +0000 (+0100)
Subject: Use the matrix class from Eigen directly instead of copying from an array. Seems... 
X-Git-Url: https://git.sesse.net/?p=wloh;a=commitdiff_plain;h=35021b4f76156feb48fd9420a9116da50acee3e1

Use the matrix class from Eigen directly instead of copying from an array. Seems to be a bit (100ms!?) faster.
---

diff --git a/bayeswf.cpp b/bayeswf.cpp
index ca205ef..a691b8f 100644
--- a/bayeswf.cpp
+++ b/bayeswf.cpp
@@ -199,13 +199,14 @@ float compute_total_logl(float *mu, int num_players)
  *
  * Note that this does not depend on mu or the margin at all.
  */
-double hessian[MAX_PLAYERS * MAX_PLAYERS];
+Matrix<float, Dynamic, Dynamic> hessian;
 void construct_hessian(const float *mu, int num_players)
 {
-	memset(hessian, 0, sizeof(hessian));
+	hessian = Matrix<float, Dynamic, Dynamic>(num_players, num_players);
+	hessian.fill(0.0f);
 
 	for (int i = 0; i < num_players; ++i) {
-		hessian[i * num_players + i] += 1.0f / (prior_sigma * prior_sigma);
+		hessian(i, i) += 1.0f / (prior_sigma * prior_sigma);
 	}
 	for (unsigned i = 0; i < all_matches.size(); ++i) {
 		const match &m = all_matches[i];
@@ -216,11 +217,11 @@ void construct_hessian(const float *mu, int num_players)
 		double sigma_sq = global_sigma * global_sigma;
 		float w = m.weight;
 
-		hessian[p1 * num_players + p2] -= w / sigma_sq;
-		hessian[p2 * num_players + p1] -= w / sigma_sq;
+		hessian(p1, p2) -= w / sigma_sq;
+		hessian(p2, p1) -= w / sigma_sq;
 
-		hessian[p1 * num_players + p1] += w / sigma_sq;
-		hessian[p2 * num_players + p2] += w / sigma_sq;
+		hessian(p1, p1) += w / sigma_sq;
+		hessian(p2, p2) += w / sigma_sq;
 	}
 }
 
@@ -228,15 +229,8 @@ void construct_hessian(const float *mu, int num_players)
 // where H is the Hessian (see construct_hessian()).
 void compute_mu_uncertainty(const float *mu, int num_players)
 {
-	Matrix<float, Dynamic, Dynamic> h(num_players, num_players);
-	for (int i = 0; i < num_players; ++i) {
-		for (int j = 0; j < num_players; ++j) {
-			h(i, j) = hessian[i * num_players + j];
-		}
-	}
-
 	// FIXME: Use pseudoinverse if applicable.
-	Matrix<float, Dynamic, Dynamic> ih = h.inverse();
+	Matrix<float, Dynamic, Dynamic> ih = hessian.inverse();
 	for (int i = 0; i < num_players; ++i) {
 		mu_stddev[i] = sqrt(ih(i, i));
 	}