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Optimize CTransition rules #502

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Optimize CTransition rules #502

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caad5da
optimize c transition rules
bvdmitri Sep 9, 2025
9135c28
revert jacobian optimizations
bvdmitri Sep 9, 2025
251b744
🤖 Auto-format Julia code
bvdmitri Sep 9, 2025
2b39fff
Merge pull request #503 from ReactiveBayes/auto-format-502
bvdmitri Oct 21, 2025
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2 changes: 1 addition & 1 deletion src/helpers/algebra/common.jl
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Expand Up @@ -99,7 +99,7 @@ function mul_trace(A::AbstractMatrix, B::AbstractMatrix)
n = first(sA)
for i in 1:n
for j in 1:n
result += A[i, j] * B[j, i]
@inbounds result += A[i, j] * B[j, i]
end
end
return result
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18 changes: 14 additions & 4 deletions src/rules/continuous_transition/W.jl
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Expand Up @@ -8,10 +8,20 @@ function compute_delta(my, Vy, mx, Vx, Vyx, mA, Va, ma, Fs)
G₅ = zeros(eltype(ma), dy, dy)
G₆ = zeros(eltype(ma), dy, dy)
mamat = ma * ma'
for (i, j) in Iterators.product(1:dy, 1:dy)
tmp = Fs[i]' * Ex_xx * Fs[j]
G₅[i, j] = mul_trace(tmp, mamat)
G₆[i, j] = mul_trace(tmp, Va)

Y = similar(Ex_xx)
Z = similar(Ex_xx)

@inbounds for (i, j) in Iterators.product(1:dy, 1:dy)
mul!(Y, Ex_xx, Fs[j])
mul!(Z, Fs[i]', Y)

G₅[i, j] = mul_trace(Z, mamat)
G₆[i, j] = mul_trace(Z, Va)

# tmp = Fs[i]' * Ex_xx * Fs[j]
# G₅[i, j] = mul_trace(tmp, mamat)
# G₆[i, j] = mul_trace(tmp, Va)
end

G = G₁ - (G₂ + G₃) .+ Symmetric(G₅ + G₆)
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8 changes: 7 additions & 1 deletion src/rules/continuous_transition/a.jl
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Expand Up @@ -17,10 +17,16 @@

Vxymxy = rank1update(Vyx', mx, my)
Vxmx = rank1update(Vx, mx)

Y = similar(Vxmx)

for i in 1:dy
xi += Fs[i]' * Vxymxy * mW[:, i]
for j in 1:dy
W += mW[j, i] * Fs[i]' * Vxmx * Fs[j]
mul!(Y, Vxmx, Fs[j])
mul!(W, Fs[i]', Y, mW[j, i], 1)

# W += mW[j, i] * Fs[i]' * Vxmx * Fs[j]
end
end

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7 changes: 6 additions & 1 deletion src/rules/continuous_transition/marginals.jl
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Expand Up @@ -25,8 +25,13 @@ function continuous_tranition_marginal(m_y::MultivariateNormalDistributionsFamil
W_21 = negate_inplace!(mA' * mW)

Ξ = Wx

Y = similar(Va)
for (i, j) in Iterators.product(1:dy, 1:dy)
Ξ += mW[j, i] * Fs[j] * Va * Fs[i]'
mul!(Y, Va, Fs[i]')
mul!(Ξ, Fs[j], Y, mW[j, i], 1)

# Ξ += mW[j, i] * Fs[j] * Va * Fs[i]'
end

W_22 = Ξ + mA' * mW * mA
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7 changes: 6 additions & 1 deletion src/rules/continuous_transition/x.jl
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Expand Up @@ -15,8 +15,13 @@
WymW = Wy - Wy * cholinv(Wy + mW) * Wy
Ξ = mA' * WymW * mA

Y = similar(Va)

for (i, j) in Iterators.product(1:dy, 1:dy)
Ξ += mW[j, i] * Fs[j] * Va * Fs[i]'
mul!(Y, Va, Fs[i]')
mul!(Ξ, Fs[j], Y, mW[j, i], 1)

# Ξ += mW[j, i] * Fs[j] * Va * Fs[i]'
end

z = mA' * WymW * my
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