Use OpenMP in sign choice computation

EXP-code · Feb 14, 2025 · 55a6190 · 55a6190
1 parent f19fcd4
commit 55a6190
Showing 1 changed file with 9 additions and 21 deletions.
diff --git a/expui/SvdSignChoice.cc b/expui/SvdSignChoice.cc
@@ -57,20 +57,15 @@ namespace MSSA {
     sL.setZero();
     sR.setZero();
 
-    // Working, non-const instance
-    auto S1 = S;
-
     // Get projections from left and right singular vectors onto data
     // matrix
     //
+#pragma omp parallel for
     for (int k=0; k<K; k++) {
       // Remove all but target dimension for numerical stability
-      S1(k) = 0.0;
+      auto S1 = S; S1(k) = 0.0;
       auto Y = X - U * S1.asDiagonal() * V.transpose();
 
-      // Restore the value
-      S1(k) = S(k);
-
       // d_j = U^T_k * Y_j
       Eigen::VectorXd dL = Y.transpose() * U.col(k);
 
@@ -91,6 +86,7 @@ namespace MSSA {
 
     // Determine and apply the sign correction
     //
+#pragma omp parallel for
     for (int k=0; k<K; k++) {
       // If signs are opposite, flip the one with the smaller absolute
       // value
@@ -142,20 +138,15 @@ namespace MSSA {
     sL.setZero();
     sR.setZero();
 
-    // Working, non-const instance
-    auto S1 = S;
-
     // Get projections from left and right singular vectors onto data
     // matrix
     //
+#pragma omp parallel for
     for (int k=0; k<K; k++) {
       // Remove all but target dimension for numerical stability
-      S1(k) = 0.0;
+      auto S1 = S; S1(k) = 0.0;
       auto Y = X - U * S1.asDiagonal() * V.transpose();
 
-      // Restore the value
-      S1(k) = S(k);
-
       // d_j = U^T_k * Y_j
       Eigen::VectorXd dL = Y.transpose() * U.col(k);
 
@@ -176,6 +167,7 @@ namespace MSSA {
 
     // Determine and apply the sign correction
     //
+#pragma omp parallel for
     for (int k=0; k<K; k++) {
       // If signs are opposite, flip the one with the smaller absolute
       // value
@@ -226,20 +218,15 @@ namespace MSSA {
     sL.setZero();
     sR.setZero();
 
-    // Working, non-const instance
-    auto S1 = S;
-
     // Get projections from left and right singular vectors onto data
     // matrix
     //
+#pragma omp parallel for
     for (int k=0; k<K; k++) {
       // Remove all but target dimension for numerical stability
-      S1(k) = 0.0;
+      auto S1 = S; S1(k) = 0.0;
       auto Y = X - U * S1.asDiagonal() * V.transpose();
 
-      // Restore the value
-      S1(k) = S(k);
-
       // d_j = U^T_k * Y_j
       Eigen::VectorXd dL = Y.transpose() * U.col(k);
 
@@ -260,6 +247,7 @@ namespace MSSA {
 
     // Determine and apply the sign correction
     //
+#pragma omp parallel for
     for (int k=0; k<K; k++) {
       // If signs are opposite, flip the one with the smaller absolute
       // value