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Raw dump of the main novelties and improvements that will be part of the 3.4 release compared to the 3.3 branch:

New features

  • New versatile API for sub-matrices, slices, and indexed views [doc]. It basically extends A(.,.) to let it accept anything that looks-like a sequence of indices with random access. To make it usable this new feature comes with new symbols: Eigen::all, Eigen::last, and functions generating arithmetic sequences: Eigen::seq(first,last[,incr]), Eigen::seqN(first,size[,incr]), Eigen::lastN(size[,incr]). Here is an example picking even rows but the first and last ones, and a subset of indexed columns:
MatrixXd A = ...;
std::vector<int> col_ind{7,3,4,3};
MatrixXd B = A(seq(2,last-2,fix<2>, col_ind);
  • Reshaped views through the new members reshaped() and reshaped(rows,cols). This feature also comes with new symbols: Eigen::AutoOrder, Eigen::AutoSize. [doc]
  • A new helper Eigen::fix<N> to pass compile-time integer values to Eigen's functions [doc]. It can be used to pass compile-time sizes to .block(...), .segment(...), and all variants, as well as the first, size and increment parameters of the seq, seqN, and lastN functions introduced above. You can also pass "possibly compile-time values" through Eigen::fix<N>(n). Here is an example comparing the old and new way to call .block with fixed sizes:
template<typename MatrixType,int N>
void foo(const MatrixType &A, int i, int j, int n) {
    A.block(i,j,2,3);                         // runtime sizes
    // compile-time nb rows and columns:
    A.template block<2,3>(i,j);               // 3.3 way
    A.block(i,j,fix<2>,fix<3>);               // new 3.4 way
    // compile-time nb rows only:
    A.template block<2,Dynamic>(i,j,2,n);     // 3.3 way
    A.block(i,j,fix<2>,n);                    // new 3.4 way
    // possibly compile-time nb columns
    // (use n if N==Dynamic, otherwise we must have n==N):
    A.template block<2,N>(i,j,2,n);           // 3.3 way
    A.block(i,j,fix<2>,fix<N>(n));            // new 3.4 way
  • Add STL-compatible iterators for dense expressions. Some examples:
VectorXd v = ...;
MatrixXd A = ...;
// range for loop over all entries of v then A
for(auto x : v) { cout << x << " "; }
for(auto x : A.reshaped()) { cout << x << " "; }
// sort v then each column of A
std::sort(v.begin(), v.end());
for(auto c : A.colwise())
    std::sort(c.begin(), c.end());
  • A new namespace indexing allowing to exclusively import the subset of functions and symbols that are typically used within A(.,.), that is: all,seq, seqN, lastN, last, lastp1. [doc]
  • Misc
    • Add templated subVector<Vertical/Horizonal>(Index) aliases to col/row(Index) methods, and subVectors<>() aliases to rows()/cols().
    • Add diagmat +/- diagmat operators (bug 520)
    • Add specializations for res ?= dense +/- sparse and res ?= sparse +/- dense. (bug 632)

Performance optimizations

  • Vectorization of partial-reductions along outer-dimension, e.g.: colmajor.rowwise().mean()
  • Speed up evaluation of HouseholderSequence to a dense matrix, e.g.,
    MatrixXd Q = A.qr().householderQ();
  • Various optimizations of matrix products for small and medium sizes matrices when using large SIMD registers (e.g., AVX and AVX512).
  • Improve slice-vectorization logic for redux (significant speed-up for reduxion of blocks)
  • Optimize extraction of Q in SparseQR by exploiting the structure of the identity matrix.

Hardware support

  • Generalization of the CUDA support to CUDA/HIP for AMD GPUs.
  • Add explicit support for MSA vectorization engine (MIPS).
  • AVX512 is enabled by default when enabled on compiler side.