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Re: skip Cholesky decomposition in is>>n_mv_dist
On 09/08/19 10:20 +0200, Ulrich Drepper wrote:
On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva <oliva@adacore.com> wrote:
normal_mv_distribution maintains the variance-covariance matrix param
in Cholesky-decomposed form. Existing param_type constructors, when
taking a full or lower-triangle varcov matrix, perform Cholesky
decomposition to convert it to the internal representation. This
internal representation is visible both in the varcov() result, and in
the streamed-out representation of a normal_mv_distribution object.
[…]
Tested on x86_64-linux-gnu. Ok to install?
Yes. Thanks.
If the operator>> is a friend it can just write straight to the array
members of the param_type object:
diff --git a/libstdc++-v3/include/ext/random.tcc b/libstdc++-v3/include/ext/random.tcc
index 31dc33a2555..77abdd9a1de 100644
--- a/libstdc++-v3/include/ext/random.tcc
+++ b/libstdc++-v3/include/ext/random.tcc
@@ -700,18 +700,15 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION
const typename __ios_base::fmtflags __flags = __is.flags();
__is.flags(__ios_base::dec | __ios_base::skipws);
- std::array<_RealType, _Dimen> __mean;
- for (auto& __it : __mean)
+ typename normal_mv_distribution<_Dimen, _RealType>::param_type __param;
+ for (auto& __it : __param._M_mean)
__is >> __it;
- std::array<_RealType, _Dimen * (_Dimen + 1) / 2> __varcov;
- for (auto& __it : __varcov)
+ for (auto& __it : __param._M_t)
__is >> __it;
__is >> __x._M_nd;
- __x.param(typename normal_mv_distribution<_Dimen, _RealType>::
- param_type(__mean.begin(), __mean.end(),
- __varcov.begin(), __varcov.end()));
+ __x.param(__param);
__is.flags(__flags);
return __is;
The default constructor for param_type() will pointlessly fill the
arrays that are about to be overwritten though, so maybe this isn't an
improvement.