From 35f7829af10c61e33dd2e2a7a015058e11a11ea0 Mon Sep 17 00:00:00 2001
From: Stanislaw Halik <sthalik@misaki.pl>
Date: Sat, 25 Mar 2017 14:17:07 +0100
Subject: update

---
 eigen/bench/dense_solvers.cpp | 186 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 186 insertions(+)
 create mode 100644 eigen/bench/dense_solvers.cpp

(limited to 'eigen/bench/dense_solvers.cpp')

diff --git a/eigen/bench/dense_solvers.cpp b/eigen/bench/dense_solvers.cpp
new file mode 100644
index 0000000..24343dc
--- /dev/null
+++ b/eigen/bench/dense_solvers.cpp
@@ -0,0 +1,186 @@
+#include <iostream>
+#include "BenchTimer.h"
+#include <Eigen/Dense>
+#include <map>
+#include <vector>
+#include <string>
+#include <sstream>
+using namespace Eigen;
+
+std::map<std::string,Array<float,1,8,DontAlign|RowMajor> > results;
+std::vector<std::string> labels;
+std::vector<Array2i> sizes;
+
+template<typename Solver,typename MatrixType>
+EIGEN_DONT_INLINE
+void compute_norm_equation(Solver &solver, const MatrixType &A) {
+  if(A.rows()!=A.cols())
+    solver.compute(A.transpose()*A);
+  else
+    solver.compute(A);
+}
+
+template<typename Solver,typename MatrixType>
+EIGEN_DONT_INLINE
+void compute(Solver &solver, const MatrixType &A) {
+  solver.compute(A);
+}
+
+template<typename Scalar,int Size>
+void bench(int id, int rows, int size = Size)
+{
+  typedef Matrix<Scalar,Dynamic,Size> Mat;
+  typedef Matrix<Scalar,Dynamic,Dynamic> MatDyn;
+  typedef Matrix<Scalar,Size,Size> MatSquare;
+  Mat A(rows,size);
+  A.setRandom();
+  if(rows==size)
+    A = A*A.adjoint();
+  BenchTimer t_llt, t_ldlt, t_lu, t_fplu, t_qr, t_cpqr, t_cod, t_fpqr, t_jsvd, t_bdcsvd;
+
+  int svd_opt = ComputeThinU|ComputeThinV;
+  
+  int tries = 5;
+  int rep = 1000/size;
+  if(rep==0) rep = 1;
+//   rep = rep*rep;
+  
+  LLT<MatSquare> llt(size);
+  LDLT<MatSquare> ldlt(size);
+  PartialPivLU<MatSquare> lu(size);
+  FullPivLU<MatSquare> fplu(size,size);
+  HouseholderQR<Mat> qr(A.rows(),A.cols());
+  ColPivHouseholderQR<Mat> cpqr(A.rows(),A.cols());
+  CompleteOrthogonalDecomposition<Mat> cod(A.rows(),A.cols());
+  FullPivHouseholderQR<Mat> fpqr(A.rows(),A.cols());
+  JacobiSVD<MatDyn> jsvd(A.rows(),A.cols());
+  BDCSVD<MatDyn> bdcsvd(A.rows(),A.cols());
+  
+  BENCH(t_llt, tries, rep, compute_norm_equation(llt,A));
+  BENCH(t_ldlt, tries, rep, compute_norm_equation(ldlt,A));
+  BENCH(t_lu, tries, rep, compute_norm_equation(lu,A));
+  if(size<=1000)
+    BENCH(t_fplu, tries, rep, compute_norm_equation(fplu,A));
+  BENCH(t_qr, tries, rep, compute(qr,A));
+  BENCH(t_cpqr, tries, rep, compute(cpqr,A));
+  BENCH(t_cod, tries, rep, compute(cod,A));
+  if(size*rows<=10000000)
+    BENCH(t_fpqr, tries, rep, compute(fpqr,A));
+  if(size<500) // JacobiSVD is really too slow for too large matrices
+    BENCH(t_jsvd, tries, rep, jsvd.compute(A,svd_opt));
+//   if(size*rows<=20000000)
+    BENCH(t_bdcsvd, tries, rep, bdcsvd.compute(A,svd_opt));
+  
+  results["LLT"][id] = t_llt.best();
+  results["LDLT"][id] = t_ldlt.best();
+  results["PartialPivLU"][id] = t_lu.best();
+  results["FullPivLU"][id] = t_fplu.best();
+  results["HouseholderQR"][id] = t_qr.best();
+  results["ColPivHouseholderQR"][id] = t_cpqr.best();
+  results["CompleteOrthogonalDecomposition"][id] = t_cod.best();
+  results["FullPivHouseholderQR"][id] = t_fpqr.best();
+  results["JacobiSVD"][id] = t_jsvd.best();
+  results["BDCSVD"][id] = t_bdcsvd.best();
+}
+
+
+int main()
+{
+  labels.push_back("LLT");
+  labels.push_back("LDLT");
+  labels.push_back("PartialPivLU");
+  labels.push_back("FullPivLU");
+  labels.push_back("HouseholderQR");
+  labels.push_back("ColPivHouseholderQR");
+  labels.push_back("CompleteOrthogonalDecomposition");
+  labels.push_back("FullPivHouseholderQR");
+  labels.push_back("JacobiSVD");
+  labels.push_back("BDCSVD");
+
+  for(int i=0; i<labels.size(); ++i)
+    results[labels[i]].fill(-1);
+
+  const int small = 8;
+  sizes.push_back(Array2i(small,small));
+  sizes.push_back(Array2i(100,100));
+  sizes.push_back(Array2i(1000,1000));
+  sizes.push_back(Array2i(4000,4000));
+  sizes.push_back(Array2i(10000,small));
+  sizes.push_back(Array2i(10000,100));
+  sizes.push_back(Array2i(10000,1000));
+  sizes.push_back(Array2i(10000,4000));
+
+  using namespace std;
+
+  for(int k=0; k<sizes.size(); ++k)
+  {
+    cout << sizes[k](0) << "x" << sizes[k](1) << "...\n";
+    bench<float,Dynamic>(k,sizes[k](0),sizes[k](1));
+  }
+
+  cout.width(32);
+  cout << "solver/size";
+  cout << "  ";
+  for(int k=0; k<sizes.size(); ++k)
+  {
+    std::stringstream ss;
+    ss << sizes[k](0) << "x" << sizes[k](1);
+    cout.width(10); cout << ss.str(); cout << " ";
+  }
+  cout << endl;
+
+
+  for(int i=0; i<labels.size(); ++i)
+  {
+    cout.width(32); cout << labels[i]; cout << "  ";
+    ArrayXf r = (results[labels[i]]*100000.f).floor()/100.f;
+    for(int k=0; k<sizes.size(); ++k)
+    {
+      cout.width(10);
+      if(r(k)>=1e6)  cout << "-";
+      else           cout << r(k);
+      cout << " ";
+    }
+    cout << endl;
+  }
+
+  // HTML output
+  cout << "<table class=\"manual\">" << endl;
+  cout << "<tr><th>solver/size</th>" << endl;
+  for(int k=0; k<sizes.size(); ++k)
+    cout << "  <th>" << sizes[k](0) << "x" << sizes[k](1) << "</th>";
+  cout << "</tr>" << endl;
+  for(int i=0; i<labels.size(); ++i)
+  {
+    cout << "<tr";
+    if(i%2==1) cout << " class=\"alt\"";
+    cout << "><td>" << labels[i] << "</td>";
+    ArrayXf r = (results[labels[i]]*100000.f).floor()/100.f;
+    for(int k=0; k<sizes.size(); ++k)
+    {
+      if(r(k)>=1e6) cout << "<td>-</td>";
+      else
+      {
+        cout << "<td>" << r(k);
+        if(i>0)
+          cout << " (x" << numext::round(10.f*results[labels[i]](k)/results["LLT"](k))/10.f << ")";
+        if(i<4 && sizes[k](0)!=sizes[k](1))
+          cout << " <sup><a href=\"#note_ls\">*</a></sup>";
+        cout << "</td>";
+      }
+    }
+    cout << "</tr>" << endl;
+  }
+  cout << "</table>" << endl;
+
+//   cout << "LLT                             (ms)  " << (results["LLT"]*1000.).format(fmt) << "\n";
+//   cout << "LDLT                             (%)  " << (results["LDLT"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "PartialPivLU                     (%)  " << (results["PartialPivLU"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "FullPivLU                        (%)  " << (results["FullPivLU"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "HouseholderQR                    (%)  " << (results["HouseholderQR"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "ColPivHouseholderQR              (%)  " << (results["ColPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "CompleteOrthogonalDecomposition  (%)  " << (results["CompleteOrthogonalDecomposition"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "FullPivHouseholderQR             (%)  " << (results["FullPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "JacobiSVD                        (%)  " << (results["JacobiSVD"]/results["LLT"]).format(fmt) << "\n";
+//   cout << "BDCSVD                           (%)  " << (results["BDCSVD"]/results["LLT"]).format(fmt) << "\n";
+}
-- 
cgit v1.2.3