本征索引中的子矩阵视图 [英] Submatrix view from indices in Eigen

问题描述

在Eigen中是否可以等效于Matlab中的以下操作?

Is it possible in Eigen to do the equivalent of the following operation in Matlab?

A=rand(10,10);
indices = [2,5,6,8,9];

B=A(indices,indices)

我想要一个子矩阵作为具有给定的非连续索引的原始矩阵的视图. 最好的选择是拥有原始矩阵的共享内存视图，这可能吗?

I want to have a submatrix as a view on the original matrix with given, non consecutive indices. The best option would be to have a shared memory view of the original matrix, is this possible?

我已经找到了一个可行但不是很快的方法，因为它涉及到非向量化的for循环:

I've figured out a method that works but is not very fast, since it involves non vectorized for loops:

MatrixXi slice(const MatrixXi &A, const std::set<int> &indices)
{
    int n = indices.size();
    Eigen::MatrixXi B;
    B.setZero(n,n);

    std::set<int>::const_iterator iInd1 = indices.begin();
    for (int i=0; i<n;++i)
    {
        std::set<int>::const_iterator iInd2=indices.begin();
        for (int j=0; j<n;++j)
        {
            B(i,j) = A.coeffRef(*iInd1,*iInd2);
            ++iInd2;
        }
        ++iInd1;
    }

    return B;
}

如何使其更快?

推荐答案

使矩阵遍历col-major(在Eigen中为默认值)

Make your matrix traversal col-major (which is default in Eigen) http://eigen.tuxfamily.org/dox-devel/group__TopicStorageOrders.html

禁用调试断言，EIGEN_NO_DEBUG，请参见 http://eigen.tuxfamily.org/dox /TopicPreprocessorDirectives.html ，这是Deepfreeze的建议.

Disable debug asserts, EIGEN_NO_DEBUG, see http://eigen.tuxfamily.org/dox/TopicPreprocessorDirectives.html, as the comment by Deepfreeze suggested.

实现向量化版本非常简单，因为元素通常不是连续的.如果愿意，请查看AVX2收集说明(前提是您具有支持AVX2的CPU)

It is very non-trivial to implement vectorized version since elements are not contiguous in general. If you are up to it, take a look at AVX2 gather instructions (provided you have CPU with AVX2 support)

要实现矩阵视图(您称为共享内存)，您需要实现一个Eigen表达式，如果您精通C ++并且知道Eigen代码库，这并不是很难.如果您愿意，我可以帮助您入门.

To implement matrix view (you called it shared-memory) you'd need to implement an Eigen expression, which is not too hard if you are well versed in C++ and know Eigen codebase. I can help you to get started if you so want.

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