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Speed up Givens QR in path following by rotating rows directly. #1166

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Merged
tturocy merged 1 commit into from
Sep 30, 2026
Merged

Speed up Givens QR in path following by rotating rows directly. #1166

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23 changes: 17 additions & 6 deletions src/solvers/path/path.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -99,7 +99,9 @@ void GivensQR::Decompose(Matrix<double> &b)
for (size_t k = m + 1; k <= m_rows; k++) {
double &c1 = b(m, m);
double &c2 = b(k, m);
if (std::abs(c1) + std::abs(c2) == 0.0) {
// With nothing to eliminate and a non-negative diagonal the rotation is the identity.
// This is common where the Jacobian has structural zeros which survive fill-in.
if (c2 == 0.0 && c1 >= 0.0) {
m_cos.push_back(1.0);
m_sin.push_back(0.0);
continue;
Expand All @@ -115,11 +117,17 @@ void GivensQR::Decompose(Matrix<double> &b)
const double s2 = c2 / sn;
m_cos.push_back(s1);
m_sin.push_back(s2);
for (size_t j = m + 1; j <= m_cols; j++) {
const double sv1 = b(m, j);
const double sv2 = b(k, j);
b(m, j) = s1 * sv1 + s2 * sv2;
b(k, j) = -s2 * sv1 + s1 * sv2;
if (m < m_cols) {
// Rows are stored contiguously; rotating through raw pointers rather than checked
// element access lets the compiler vectorise the loop
double *row1 = &b(m, m + 1);
double *row2 = &b(k, m + 1);
for (size_t j = 0; j < m_cols - m; j++) {
const double sv1 = row1[j];
const double sv2 = row2[j];
row1[j] = s1 * sv1 + s2 * sv2;
row2[j] = -s2 * sv1 + s1 * sv2;
}
}
c1 = sn;
c2 = 0.0;
Expand All @@ -136,6 +144,9 @@ void GivensQR::ApplyTranspose(Vector<double> &p_v) const
index--;
const double s1 = m_cos[index];
const double s2 = m_sin[index];
if (s2 == 0.0 && s1 == 1.0) {
continue;
}
const double sv1 = p_v[m];
const double sv2 = p_v[k];
p_v[m] = s1 * sv1 - s2 * sv2;
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