Refactor mju_cholUpdateSparse to use a dense accumulator, 1.5-2x function speedup.
PiperOrigin-RevId: 846754379 Change-Id: Ie599658db2907a26095072d97d07b99a693050dc
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Copybara-Service
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849a650143
@@ -415,43 +415,62 @@ void mju_cholSolveSparse(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int
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// sparse reverse-order Cholesky rank-one update: L'*L +/- x*x'; return rank
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// x is sparse, change in sparsity pattern of mat is not allowed
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int mju_cholUpdateSparse(mjtNum* mat, mjtNum* x, int n, int flg_plus,
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const int* rownnz, const int* rowadr, const int* colind,
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int x_nnz, int* x_ind,
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int mju_cholUpdateSparse(mjtNum* restrict mat, const mjtNum* restrict x, int n, int flg_plus,
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const int* restrict rownnz, const int* restrict rowadr,
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const int* restrict colind, int x_nnz, const int* restrict x_ind,
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mjData* d) {
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// early return if x is empty
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if (x_nnz == 0) {
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return n;
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}
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// get starting row: last non-zero entry in x
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int start = x_ind[x_nnz - 1];
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// allocate dense accumulator for x
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mj_markStack(d);
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int* buf_ind = mjSTACKALLOC(d, n, int);
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mjtNum* sparse_buf = mjSTACKALLOC(d, n, mjtNum);
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mjtNum* restrict dense = mjSTACKALLOC(d, start + 1, mjtNum);
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mju_zero(dense, start + 1);
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// backpass over rows corresponding to non-zero x(r)
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int rank = n, i = x_nnz - 1;
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while (i >= 0) {
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// get rownnz and rowadr for this row
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int nnz = rownnz[x_ind[i]], adr = rowadr[x_ind[i]];
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// scatter x into dense
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mju_scatter(dense, x, x_ind, x_nnz);
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// compute quantities
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mjtNum tmp = mat[adr+nnz-1]*mat[adr+nnz-1] + (flg_plus ? x[i]*x[i] : -x[i]*x[i]);
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// backpass over rows from start down to 0
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int rank = n;
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for (int row = start; row >= 0; row--) {
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// skip if zero
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if (dense[row] == 0) continue;
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// get rownnz (excluding diagonal), rowadr
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int nnz = rownnz[row] - 1;
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int adr = rowadr[row];
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// update diagonal, handle rank-deficient case
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mjtNum diag = mat[adr + nnz];
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mjtNum x_row = dense[row];
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mjtNum tmp = diag*diag + (flg_plus ? x_row*x_row : -x_row*x_row);
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if (tmp < mjMINVAL) {
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tmp = mjMINVAL;
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rank--;
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}
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mjtNum r = mju_sqrt(tmp);
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mjtNum c = r / mat[adr+nnz-1];
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mjtNum s = x[i] / mat[adr+nnz-1];
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mat[adr + nnz] = r;
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// update diagonal
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mat[adr+nnz-1] = r;
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// compute Givens rotation parameters https://en.wikipedia.org/wiki/Givens_rotation
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mjtNum c = diag / r;
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mjtNum s = -x_row / r;
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mjtNum s_signed = flg_plus ? -s : s;
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// update row: mat(r,1:r-1) = (mat(r,1:r-1) + s*x(1:r-1)) / c
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mju_combineSparseInc(mat + adr, x, n, 1 / c, (flg_plus ? s / c : -s / c),
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nnz-1, i, colind + adr, x_ind);
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// update row
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for (int i = 0; i < nnz; i++) {
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int j = colind[adr + i];
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mjtNum dense_j = dense[j];
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mjtNum mat_val = mat[adr + i];
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// update x: x(1:r-1) = c*x(1:r-1) - s*mat(r,1:r-1)
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int new_x_nnz = mju_combineSparse(x, mat+adr, c, -s, i, nnz-1, x_ind,
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colind+adr, sparse_buf, buf_ind);
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// update i, correct for changing x
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i = i - 1 + (new_x_nnz - i);
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// update mat and dense using the Givens rotation
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mat[adr + i] = c*mat_val + s_signed*dense_j;
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dense[j] = s*mat_val + c*dense_j;
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}
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}
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mj_freeStack(d);
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