Why should I use Eigen?

Eigen 2 is a C++ template library for linear algebra: vectors, matrices, and related algorithms. It is:

• Versatile. Eigen handles, without code duplication, and in a completely integrated way:
  • both fixed-size and dynamic-size matrices and vectors.
  • both dense and sparse (the latter is still experimental) matrices and vectors.
  • both plain matrices/vectors and abstract expressions.
  • both column-major (the default) and row-major matrix storage.
  • both basic matrix/vector manipulation and many more advanced, specialized modules providing algorithms for linear algebra, geometry, quaternions, or advanced array manipulation.
• Fast
  • Expression templates allow to intelligently remove temporaries and enable lazy evaluation, when that is appropriate -- Eigen takes care of this automatically and handles aliasing too in most cases.

  • Explicit vectorization is performed for the SSE (2 and later) and AltiVec instruction sets, with graceful fallback to non-vectorized code. Expression templates allow to perform these optimizations globally for whole expressions.

  • With fixed-size objects, dynamic memory allocation is avoided, and the loops are unrolled when that makes sense.
  • For large matrices, special attention is paid to cache-friendliness.
• Elegant. The API is extremely clean and expressive, thanks to expression templates. Implementing an algorithm on top of Eigen feels like just copying pseudocode. You can use complex expressions and still rely on Eigen to produce optimized code: there is no need for you to manually decompose expressions into small steps.
• Compiler-friendy. Eigen has very reasonable compilation times at least with GCC, compared to other C++ libraries based on expression templates and heavy metaprogramming. Eigen is also standard C++ and supports various compilers.

Building Eigen

Simply type:

  $ rosmake eigen

The "rosmake" command downloads a tarball with the latest eigen release.

External documentation

Take a look at the Eigen homepage.

Common issues

Eigen mostly achieves a pleasantly readable mathematical syntax, but quirks of the C++ language sometimes show through. This section lists some common gotchas you may encounter when using Eigen.

Structures containing Eigen types as members

Suppose you are using a fixed-size vectorizable Eigen type in one of your own structures, which you allocate dynamically:

   1 class Foo
   2 {
   3   double x;
   4   Eigen::Vector2d v;
   5 }
   6 
   7 Foo foo;                // Fine
   8 Foo *foo_ptr = new Foo; // PROBLEM!
   9 

Eigen ensures that Eigen::Vector2d v is 128-bit aligned with respect to the start of Foo. Stack-allocating an instance of Foo will also respect the alignment. The problem comes when dynamically allocating an instance of Foo; the default operator new is not required to allocate a 128-bit aligned block of data, so member foo_ptr->v may be misaligned.

To address this, Eigen provides a macro which overloads Foo's operator new to Do The Right Thing:

   1 class Foo
   2 {
   3   double x;
   4   Eigen::Vector2d v;
   5 public:
   6   EIGEN_MAKE_ALIGNED_OPERATOR_NEW
   7 }
   8 
   9 Foo foo;                // Still fine
  10 Foo *foo_ptr = new Foo; // Now OK!
  11 

Full explanation: http://eigen.tuxfamily.org/dox/StructHavingEigenMembers.html

Using Eigen types with STL containers

When using fixed-size vectorizable Eigen types in STL containers, you must use an aligned allocator. Eigen provides one:

   1 USING_PART_OF_NAMESPACE_EIGEN
   2 
   3 // Instead of
   4 std::map<int, Vector4f> m; // WRONG
   5 // Use
   6 std::map<int, Vector4f, std::less<int>, Eigen::aligned_allocator<Vector4f> > m;

Unfortunately the situation with std::vector is complicated by a defect in the current C++ language definition; Eigen provides a header specifically to make std::vector work with aligned types:

   1 #define EIGEN_USE_NEW_STDVECTOR
   2 #include <Eigen/StdVector>
   3 
   4 std::vector<Eigen::Vector4f, Eigen::aligned_allocator<Eigen::Vector4f> > v;

The macro EIGEN_USE_NEW_STDVECTOR will avoid some problems with the original version of Eigen/StdVector and make your code forward-compatible with future versions of Eigen.

Full explanation: http://eigen.tuxfamily.org/dox/StlContainers.html

Syntax for calling member templates

Eigen's matrix types are class templates, allowing you to configure them on element type, storage order (e.g. row-major or col-major), or specify fixed sizes for one or both dimensions. Some member functions of these matrix types have template parameters of their own which the user must specify explicitly; these are member templates.

   1 template<typename T>
   2 class Foo
   3 {
   4   void bar();                 // Normal member function
   5   template<int N> void baz(); // Member template
   6 };

For example, Eigen's MatrixBase (inherited by Matrix) has a useful member template block, which returns a read-write view of a sub-block of a matrix:

   1 template<int BlockRows, int BlockCols>
   2 ReturnType block(int startRow, int startCol);

If we know the dimensions of the block at compile time, specifying them as template parameters is a nice win; it avoids unnecessary dynamic memory allocations, and may allow Eigen to perform optimizations such as vectorization and loop unrolling. Unfortunately, calling a member template can be tricky:

   1 // This works:
   2 void transform(Eigen::Matrix<double,3,4>& m,
   3                const Eigen::Matrix<double,3,3> trans,
   4                const Eigen::Quaternion<double> qrot)
   5 {
   6   m.block<3,3>(0,0) = qrot.toRotationMatrix().transpose();
   7   m.block<3,1>(0,3) = -m.block<3,3>(0,0) * trans;
   8 }
   9 
  10 // But when we template on the element type, this fails to compile!
  11 template<typename T>
  12 void transform(Eigen::Matrix<T,3,4>& m,
  13                const Eigen::Matrix<T,3,3> trans,
  14                const Eigen::Quaternion<T> qrot)
  15 {
  16   m.block<3,3>(0,0) = qrot.toRotationMatrix().transpose();
  17   m.block<3,1>(0,3) = -m.block<3,3>(0,0) * trans;
  18 }

In the second (templated) case, not only will it (correctly) fail to compile, gcc will misparse the expression so thoroughly that you get error messages along the lines of "warning: left-hand operand of comma has no effect", "error: lvalue required as left operand of assignment", "error: invalid operands of types '<unresolved overloaded function type>' and 'int' to binary 'operator<'".

What happened? In the second case, the matrix types are dependent on the template parameter T. Dependent types require us to give the compiler a little extra help. We need to preface the name of the member template with the keyword template:

   1 // Correct!
   2 template<typename T>
   3 void transform(Eigen::Matrix<T,3,4>& m,
   4                const Eigen::Matrix<T,3,3> trans,
   5                const Eigen::Quaternion<T> qrot)
   6 {
   7   m.template block<3,3>(0,0) = qrot.toRotationMatrix().transpose();
   8   m.template block<3,1>(0,3) = -m.template block<3,3>(0,0) * trans;
   9 }

Using other Eigen functions, below is another (perhaps cleaner) way to write the function body. Note that col is not a member template.

   1 m.template corner<3,3>(Eigen::TopLeft) = qrot.toRotationMatrix().transpose();
   2 m.col(3) = -m.template corner<3,3>(Eigen::TopLeft) * trans;

Member functions of Eigen::MatrixBase which are member templates include block, cast, corner, end, lpNorm, part, segment, and start. Many of these functions have overloads which are not member templates; those replace the template arguments with regular function arguments, which is more flexible but introduces runtime overhead.

Creating typedefs for Eigen types

Creating a typedef for a fully-defined Eigen type is easy:

   1 typedef Eigen::Matrix<float,3,1> Point;
   2 
   3 Point pt;

But what if we want to parameterize our Point type over floats and doubles? Then we want something like:

   1 // NOT LEGAL C++!
   2 template<typename T>
   3 typedef Eigen::Matrix<T,3,1> Point;
   4 
   5 Point<float> pt;

Unfortunately C++ does not currently allow template typedefs (they will be in C++0x with different syntax). The standard workaround is to make Point a "meta-function" that returns the desired type through its member typedef type:

   1 template<typename T>
   2 struct Point
   3 {
   4   typedef Eigen::Matrix<T,3,1> type;
   5 };
   6 
   7 Point<float>::type pt;

This approach is still fairly simple, but introduces a bit of syntactic noise since the user has to remember to add ::type. Another approach is to use inheritance:

   1 // WARNING: Has some unexpected behavior, see below
   2 template<typename T>
   3 class Point : public Eigen::Matrix<T,3,1> {};
   4 
   5 Point<float> pt;

This looks like what we want; unfortunately the derived class Point does not inherit the constructors or assignment operators of the base Eigen type, so Point will not inter-operate nicely with regular Eigen matrices. Here is a more complex definition of Point that fixes those issues:

   1 template<typename T>
   2 class Point : public Eigen::Matrix<T,3,1>
   3 {
   4   typedef Eigen::Matrix<T,3,1> BaseClass;
   5 
   6 public:
   7   // 3-element constructor, delegates to base class constructor
   8   Point(const T& x, const T& y, const T& z)
   9     : BaseClass(x, y, z)
  10   {}
  11 
  12   // Copy constructor from any Eigen matrix type
  13   template<typename OtherDerived>
  14   Point(const Eigen::MatrixBase<OtherDerived>& other)
  15     : BaseClass(other)
  16   {}
  17 
  18   // Reuse assignment operators from base class
  19   using BaseClass::operator=;
  20 };
  21 
  22 // Now all of these operations work
  23 Point<float> pt(1.0, 2.5, -3.1);
  24 Eigen::Vector3f v = pt;
  25 pt = v;
  26 Point<float> pt2(v);