重复调用 CwiseUnaryView - 最好复制到矩阵？

Question

正如标题所说，我有一个自定义的 UnaryView 函数，它在不同的操作中被多次调用（主要是与其他矩阵相乘）。例如：

MatrixXd out = mat1.cview() * mat2;
MatrixXd out2 = mat1.cview() * mat3.transpose();

首先将自定义视图复制到一个单独的矩阵中并改用它会更快吗？例如：

MatrixXd mat1_dbl = mat1.cview();
MatrixXd out = mat1_dbl * mat2;
MatrixXd out2 = mat1_dbl * mat3.transpose();

基本上，重复使用 UnaryView 是否比复制到矩阵并改用它慢？

Answer 1

我应该自己做基准测试。 Google 基准测试表明先复制明显更快：

2019-04-09 20:55:55
Running ./CView
Run on (16 X 4053.06 MHz CPU s)
CPU Caches:
  L1 Data 32K (x8)
  L1 Instruction 64K (x8)
  L2 Unified 512K (x8)
  L3 Unified 8192K (x2)
--------------------------------------------------------
Benchmark                 Time           CPU Iterations
--------------------------------------------------------
UnaryView_Repeat  147390919 ns  147385796 ns          5
UnaryView_Copy    139456051 ns  139451409 ns          5

测试：

#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/fwd/mat.hpp>
#include <stan/math/fwd/core.hpp>
#include <benchmark/benchmark.h>

static void UnaryView_Repeat(benchmark::State& state) {
  using Eigen::MatrixXd;
  using stan::math::matrix_fd;

  matrix_fd m_fd1(1000, 1000);
  m_fd1.val_() = MatrixXd::Random(1000, 1000);
  m_fd1.d_() = MatrixXd::Random(1000, 1000);
  MatrixXd m_d2 = MatrixXd::Random(1000, 1000);


  for (auto _ : state) {
    MatrixXd out(1000,1000);

    out = m_fd1.val_() * m_d2 
            + m_fd1.val_().transpose() * m_d2
            + m_fd1.val_().array().exp().matrix();
  }
}
BENCHMARK(UnaryView_Repeat);

static void UnaryView_Copy(benchmark::State& state) {
  using Eigen::MatrixXd;
  using stan::math::matrix_fd;

  matrix_fd m_fd1(1000, 1000);
  m_fd1.val_() = MatrixXd::Random(1000, 1000);
  m_fd1.d_() = MatrixXd::Random(1000, 1000);
  MatrixXd m_d2 = MatrixXd::Random(1000, 1000);


  for (auto _ : state) {
    MatrixXd out(1000,1000);
    MatrixXd m_fd1_val = m_fd1.val_();

    out = m_fd1_val * m_d2 + m_fd1_val.transpose() * m_d2
            + m_fd1_val.array().exp().matrix();
  }
}
BENCHMARK(UnaryView_Copy);

BENCHMARK_MAIN();

重复调用 CwiseUnaryView - 最好复制到矩阵？

Repeated calls to CwiseUnaryView - better to copy to a matrix?

eigen

eigen3