Implemented more efficient method for building constraint jacobian (#26)

* Implemented more efficient method for building constraint jacobian * Cleanup and code styling
ethz-adrl · Jul 17, 2018 · 5ff15c1 · 5ff15c1
1 parent ab655c1
commit 5ff15c1
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Showing 2 changed files with 18 additions and 7 deletions.
diff --git a/ifopt_core/src/composite.cc b/ifopt_core/src/composite.cc
@@ -1,4 +1,4 @@
-/******************************************************************************
+/******************************************************************************
 Copyright (c) 2017, Alexander W Winkler. All rights reserved.
 
 Redistribution and use in source and binary forms, with or without
@@ -130,16 +130,21 @@ Composite::GetJacobian () const
   Jacobian jacobian(GetRows(), n_var);
 
   int row = 0;
+  std::vector< Eigen::Triplet<double> > triplet_list;
+
   for (const auto& c : components_) {
     const Jacobian& jac = c->GetJacobian();
+    triplet_list.reserve(triplet_list.size()+jac.nonZeros());
+
     for (int k=0; k<jac.outerSize(); ++k)
       for (Jacobian::InnerIterator it(jac,k); it; ++it)
-        jacobian.coeffRef(row+it.row(), it.col()) += it.value();
+        triplet_list.push_back(Eigen::Triplet<double>(row+it.row(), it.col(), it.value()));
 
     if (!is_cost_)
       row += c->GetRows();
   }
 
+  jacobian.setFromTriplets(triplet_list.begin(), triplet_list.end());
   return jacobian;
 }
 

diff --git a/ifopt_core/src/leaves.cc b/ifopt_core/src/leaves.cc
@@ -1,4 +1,4 @@
-/******************************************************************************
+/******************************************************************************
 Copyright (c) 2017, Alexander W Winkler. All rights reserved.
 
 Redistribution and use in source and binary forms, with or without
@@ -50,20 +50,26 @@ ConstraintSet::GetJacobian () const
   Jacobian jacobian(GetRows(), variables_->GetRows());
 
   int col = 0;
+  Jacobian jac;
+  std::vector< Eigen::Triplet<double> > triplet_list;
+
   for (const auto& vars : variables_->GetComponents()) {
     int n = vars->GetRows();
-    Jacobian jac = Jacobian(GetRows(), n);
+    jac.resize(GetRows(), n);
 
     FillJacobianBlock(vars->GetName(), jac);
+    // reserve space for the new elements to reduce memory allocation
+    triplet_list.reserve(triplet_list.size()+jac.nonZeros());
 
-    // insert the derivative in the correct position in the overall Jacobian
+    // create triplets for the derivative at the correct position in the overall Jacobian
     for (int k=0; k<jac.outerSize(); ++k)
       for (Jacobian::InnerIterator it(jac,k); it; ++it)
-        jacobian.coeffRef(it.row(), col+it.col()) = it.value();
-
+        triplet_list.push_back(Eigen::Triplet<double>(it.row(), col+it.col(), it.value()));
     col += n;
   }
 
+  // transform triplet vector into sparse matrix
+  jacobian.setFromTriplets(triplet_list.begin(), triplet_list.end());
   return jacobian;
 }