Rewrite the parameters of the whole package for performance gain

src/fastcpd_class_cost.cc

@@ -16,33 +16,55 @@ ColMat::operator rowvec() const {
   return data.as_col().t();
 }
 
-CostFunction::CostFunction(Function cost) : cost(cost) {}
-
-CostResult CostFunction::operator()(  // # nocov
-    mat data,
-    Nullable<colvec> theta,
-    double lambda,  // UNUSED
-    bool cv,  // UNUSED
-    Nullable<colvec> start  // UNUSED
-) {
+CostFunction::CostFunction(
+  const Function& cost,
+  const mat& data
+) : cost(cost),
+    data(data) {}
+
+CostResult CostFunction::operator() (  // # nocov
+    const unsigned int segment_start,
+    const unsigned int segment_end,
+    const Nullable<colvec>& theta,
+    const double lambda,  // UNUSED
+    const bool cv,  // UNUSED
+    const Nullable<colvec>& start  // UNUSED
+) const {
   DEBUG_RCOUT(data.n_rows);
-  SEXP value =
-    theta.isNull() ? cost(data) : cost(data, as<colvec>(theta));  // # nocov
+  SEXP value = theta.isNull() ?
+    cost(data.rows(segment_start, segment_end)) :
+    cost(data.rows(segment_start, segment_end), as<colvec>(theta));  // # nocov
   return {{colvec()}, {colvec()}, as<double>(value)};  // # nocov
 }
 
-CostGradient::CostGradient(Function cost_gradient) :
-    cost_gradient(cost_gradient) {}
+CostGradient::CostGradient(
+  const Function& cost_gradient,
+  const mat& data
+) : cost_gradient(cost_gradient),
+    data(data) {}
 
-colvec CostGradient::operator()(mat data, colvec theta) {
-  return as<colvec>(cost_gradient(data, theta));
+const colvec CostGradient::operator() (
+  const unsigned int segment_start,
+  const unsigned int segment_end,
+  const colvec& theta
+) const {
+  return as<colvec>(
+    cost_gradient(data.rows(segment_start, segment_end), theta)
+  );
 }
 
-CostHessian::CostHessian(Function cost_hessian) :
-    cost_hessian(cost_hessian) {}
+CostHessian::CostHessian(
+  const Function& cost_hessian,
+  const mat& data
+) : cost_hessian(cost_hessian),
+    data(data) {}
 
-mat CostHessian::operator()(mat data, colvec theta) {
-  return as<mat>(cost_hessian(data, theta));
+const mat CostHessian::operator() (
+  const unsigned int segment_start,
+  const unsigned int segment_end,
+  const colvec& theta
+) const {
+  return as<mat>(cost_hessian(data.rows(segment_start, segment_end), theta));
 }
 
 }  // namespace fastcpd::classes