Testing parallel Cholesky

src/main/java/com/elphel/imagej/vegetation/VegetationLMA.java

@@ -12,6 +12,7 @@ import java.util.HashSet;
 import java.util.concurrent.atomic.AtomicBoolean;
 import java.util.concurrent.atomic.AtomicInteger;
 
+import com.elphel.imagej.common.CholeskyLDLTMulti;
 import com.elphel.imagej.common.DoubleGaussianBlur;
 import com.elphel.imagej.common.ShowDoubleFloatArrays;
 import com.elphel.imagej.jp4.JP46_Reader_camera;
@@ -21,6 +22,7 @@ import com.elphel.imagej.tileprocessor.QuadCLT;
 import com.elphel.imagej.tileprocessor.TileNeibs;
 import com.elphel.imagej.tileprocessor.TileProcessor;
 
+import Jama.CholeskyDecomposition;
 import Jama.Matrix;
 import ij.IJ;
 import ij.ImagePlus;
@@ -1852,31 +1854,62 @@ public class VegetationLMA {
 			System.out.println("JtJ + lambda*diag(JtJ");
 			wjtjlambda.print(18, 6);
 		}
-		Matrix jtjl_inv = null;
-		try {
-			jtjl_inv = wjtjlambda.inverse(); // check for errors
-		} catch (RuntimeException e) {
-			rslt[1] = true;
-			if (debug_level > -2) {
-				System.out.println("Singular Matrix!");
-			}
-
-			return rslt;
-		}
-		if (debug_level>4) {
-			System.out.println("(JtJ + lambda*diag(JtJ).inv()");
-			jtjl_inv.print(18, 6);
-		}
-//last_jt has NaNs
-//		Matrix jty = (new Matrix(this.last_jt)).times(y_minus_fx_weighted);
 		Matrix jty = (new Matrix(last_jt_decimated)).times(y_minus_fx_weighted);
-		if (debug_level>2) {
-			System.out.println("Jt * (y-fx)");
-			jty.print(18, 6);
+		Matrix mdelta = null; //  jtjl_inv.times(jty);
+		boolean use_cholesky = true; // false;
+		double matrix_start_time = ((double) System.nanoTime()) * 1E-9; 
+		if (use_cholesky) {
+			try {
+				mdelta =  (new CholeskyDecomposition(wjtjlambda)).solve(jty);
+			} catch (RuntimeException e) {
+				rslt[1] = true;
+				if (debug_level > -2) {
+					System.out.println("Singular Matrix!");
+				}
+				return rslt;
+			}
+		} else { // old way - inverse() using LU
+			Matrix jtjl_inv = null;
+			try {
+				jtjl_inv = wjtjlambda.inverse(); // check for errors
+			} catch (RuntimeException e) {
+				rslt[1] = true;
+				if (debug_level > -2) {
+					System.out.println("Singular Matrix!");
+				}
+
+				return rslt;
+			}
+			if (debug_level>4) {
+				System.out.println("(JtJ + lambda*diag(JtJ).inv()");
+				jtjl_inv.print(18, 6);
+			}
+			//last_jt has NaNs
+			//		Matrix jty = (new Matrix(last_jt_decimated)).times(y_minus_fx_weighted);
+			if (debug_level>2) {
+				System.out.println("Jt * (y-fx)");
+				jty.print(18, 6);
+			}
+			mdelta = jtjl_inv.times(jty);
 		}
 		
 		
-		Matrix mdelta = jtjl_inv.times(jty);
+		
+		if (debug_level>-2) {
+			System.out.println("lmaStep(): Matrix inverted in "+((((double) System.nanoTime()) * 1E-9)-matrix_start_time)+
+					", used "+(use_cholesky? "Cholesky":"LU"));
+		}
+
+//		
+		/*
+		CholeskyDecomposition choleskyDecomposition = new CholeskyDecomposition(wjtjlambda);
+		CholeskyLDLTMulti choleskyLDLTMulti = new CholeskyLDLTMulti(wjtjlambda);
+		Matrix mdelta_cholesky = choleskyDecomposition.solve(jty);
+		Matrix mdelta_cholesky_multi = choleskyLDLTMulti.solve(jty);
+		 */
+		CholeskyLDLTMulti.testCholesky(
+				wjtjlambda, // Matrix wjtjlambda,
+				jty);
 		if (debug_level>2) {
 			System.out.println("mdelta");
 			mdelta.print(18, 6);