C++: Eigen conservativeResize too expensive?

Question

I have some Eigen Matrices whose dimensions I don\'t know in advance, I only have an upper bound. I have a loop in which I fill those matrices (I initialize them using the upper

Answer 1

I think you could allocate large matrix once, then for multiplication use block create a view of its part which would contain meaningful data. You can reuse a big matrix then. This will spare you reallocations.

Following example fully demonstrates it.

./eigen_block_multiply.cpp:

#include 
#include 
using namespace std;
using namespace Eigen;
int main()
{
  Matrix small;
  small << 1,2,3,
           4,5,6;

  Matrix big = Matrix::Constant(0.6);
  cout << "Big matrix:\n";
  cout << big << endl;
  cout << "Block of big matrix:\n";
  cout << big.block(0,0,3,2) << endl;
  cout << "Small matrix:\n";
  cout << small << endl;
  cout << "Product:\n";
  cout << small * big.block(0,0,3,2) << endl;

  Matrix small2;
  small2 << 1,2,3,
            4,5,6,
            7,8,9;
  big = Matrix::Constant(6.66);
  cout << "Product2:\n";
  cout << small * big.block(0,0,3,3) << endl;
}

Output:

Big matrix:
0.6 0.6 0.6 0.6
0.6 0.6 0.6 0.6
0.6 0.6 0.6 0.6
0.6 0.6 0.6 0.6
Block of big matrix:
0.6 0.6
0.6 0.6
0.6 0.6
Small matrix:
1 2 3
4 5 6
Product:
3.6 3.6
  9   9
Product2:
39.96 39.96 39.96
 99.9  99.9  99.9