Eigen speed

[breznak]

Small example using Eigen

• add Eigen support
• example code optimization

Overall performance might actually be worse, as we need to convert to/from eig. matrix.

Relevant #3
Replaces #14
After #30

[breznak]

@dkeeney please review when you have time, this merely prepares the codebase for using Eigen, with some usage examples in ArrayBase. Should we merge and continue optimizations in other PR, or make it all part of this one?

@chhenning did you mention you use eigen optimizations in your fork? Do you have many of them and what is your experience (speedup, portability, simplicity...?) Can I pull them here?

@ctrl-z-9000-times I figured the ArrayBase class has overlaps with your SDR (#113 ), if you start finding usages and applying SDR to codebase, please have a crack at ArrayBase? :

• remove what is not (barely) needed (eg copy() routines), and replace with std::
• get_dense_from_sparse, ... -drop, and use your SDR class instead
• this class is very old and quite unmaintained, the more is removed, the better.

[dkeeney]

The ArrayBase (actually the Array class) is the object that passes SDR arrays between Regions (via Links) within the Network framework. Be aware that this is used for non-SDR arrays of various types as well so some thought needs to be put into how we do this. Also note that some Regions are implemented as Python and some in C++ and the Array class passes data between them.

[breznak]

The ArrayBase (actually the Array class) is the object that passes SDR arrays between Regions (via Links) within the Network framework

This may not be the best case for examples. I just had simple example from the past there, so I've implemented that.

lso note that some Regions are implemented as Python and some in C++ and the Array class passes data between them.

This shouldn't be a problem, as Eigen maps the raw C array (T*) memory in O(1). I'll investigate, but seems I'd like to use eigen matrices/vectors as default, same way as numpy is used in python repo.

[breznak]

Should we use same approach as with SDR? Merge this PR introducing the concept, and have usages in separate PR with performance bench?

[breznak]

@dkeeney @ctrl-z-9000-times please review if you have time, I'd like to merge before the big pybind changes

[dkeeney]

I noticed that this is several commits behind the master.

I don't know anything about the Eigen algorithm so I cannot comment on whether this is a good thing or not. I will have to take your judgement. I don't see anything that might be a problem. If this needs to be accessed from Python then I will have to figure out how to setup the bindings.

[breznak]

If this needs to be accessed from Python then I will have to figure out how to setup the bindings.

I think Eigen matrices work well with python, we can pass *array.

[breznak]

@dkeeney @ctrl-z-9000-times please consider this header library if you deal with some large vectors/matrices (dense or sparse) or where speed should be an issue. Or at least comment the place so we can use it later.