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1 files changed, 216 insertions, 0 deletions

diff --git a/eigen/bench/sparse_cholesky.cpp b/eigen/bench/sparse_cholesky.cpp
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index 0000000..ecb2267
--- /dev/null
+++ b/eigen/bench/sparse_cholesky.cpp
@@ -0,0 +1,216 @@
+// #define EIGEN_TAUCS_SUPPORT
+// #define EIGEN_CHOLMOD_SUPPORT
+#include <iostream>
+#include <Eigen/Sparse>
+
+// g++ -DSIZE=10000 -DDENSITY=0.001  sparse_cholesky.cpp -I.. -DDENSEMATRI -O3 -g0 -DNDEBUG   -DNBTRIES=1 -I /home/gael/Coding/LinearAlgebra/taucs_full/src/ -I/home/gael/Coding/LinearAlgebra/taucs_full/build/linux/  -L/home/gael/Coding/LinearAlgebra/taucs_full/lib/linux/ -ltaucs /home/gael/Coding/LinearAlgebra/GotoBLAS/libgoto.a -lpthread -I /home/gael/Coding/LinearAlgebra/SuiteSparse/CHOLMOD/Include/ $CHOLLIB -I /home/gael/Coding/LinearAlgebra/SuiteSparse/UFconfig/ /home/gael/Coding/LinearAlgebra/SuiteSparse/CCOLAMD/Lib/libccolamd.a   /home/gael/Coding/LinearAlgebra/SuiteSparse/CHOLMOD/Lib/libcholmod.a -lmetis /home/gael/Coding/LinearAlgebra/SuiteSparse/AMD/Lib/libamd.a  /home/gael/Coding/LinearAlgebra/SuiteSparse/CAMD/Lib/libcamd.a   /home/gael/Coding/LinearAlgebra/SuiteSparse/CCOLAMD/Lib/libccolamd.a  /home/gael/Coding/LinearAlgebra/SuiteSparse/COLAMD/Lib/libcolamd.a -llapack && ./a.out
+
+#define NOGMM
+#define NOMTL
+
+#ifndef SIZE
+#define SIZE 10
+#endif
+
+#ifndef DENSITY
+#define DENSITY 0.01
+#endif
+
+#ifndef REPEAT
+#define REPEAT 1
+#endif
+
+#include "BenchSparseUtil.h"
+
+#ifndef MINDENSITY
+#define MINDENSITY 0.0004
+#endif
+
+#ifndef NBTRIES
+#define NBTRIES 10
+#endif
+
+#define BENCH(X) \
+  timer.reset(); \
+  for (int _j=0; _j<NBTRIES; ++_j) { \
+    timer.start(); \
+    for (int _k=0; _k<REPEAT; ++_k) { \
+        X  \
+  } timer.stop(); }
+
+// typedef SparseMatrix<Scalar,UpperTriangular> EigenSparseTriMatrix;
+typedef SparseMatrix<Scalar,SelfAdjoint|LowerTriangular> EigenSparseSelfAdjointMatrix;
+
+void fillSpdMatrix(float density, int rows, int cols,  EigenSparseSelfAdjointMatrix& dst)
+{
+  dst.startFill(rows*cols*density);
+  for(int j = 0; j < cols; j++)
+  {
+    dst.fill(j,j) = internal::random<Scalar>(10,20);
+    for(int i = j+1; i < rows; i++)
+    {
+      Scalar v = (internal::random<float>(0,1) < density) ? internal::random<Scalar>() : 0;
+      if (v!=0)
+        dst.fill(i,j) = v;
+    }
+
+  }
+  dst.endFill();
+}
+
+#include <Eigen/Cholesky>
+
+template<int Backend>
+void doEigen(const char* name, const EigenSparseSelfAdjointMatrix& sm1, int flags = 0)
+{
+  std::cout << name << "..." << std::flush;
+  BenchTimer timer;
+  timer.start();
+  SparseLLT<EigenSparseSelfAdjointMatrix,Backend> chol(sm1, flags);
+  timer.stop();
+  std::cout << ":\t" << timer.value() << endl;
+
+  std::cout << "  nnz: " << sm1.nonZeros() << " => " << chol.matrixL().nonZeros() << "\n";
+//   std::cout << "sparse\n" << chol.matrixL() << "%\n";
+}
+
+int main(int argc, char *argv[])
+{
+  int rows = SIZE;
+  int cols = SIZE;
+  float density = DENSITY;
+  BenchTimer timer;
+
+  VectorXf b = VectorXf::Random(cols);
+  VectorXf x = VectorXf::Random(cols);
+
+  bool densedone = false;
+
+  //for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
+//   float density = 0.5;
+  {
+    EigenSparseSelfAdjointMatrix sm1(rows, cols);
+    std::cout << "Generate sparse matrix (might take a while)...\n";
+    fillSpdMatrix(density, rows, cols, sm1);
+    std::cout << "DONE\n\n";
+
+    // dense matrices
+    #ifdef DENSEMATRIX
+    if (!densedone)
+    {
+      densedone = true;
+      std::cout << "Eigen Dense\t" << density*100 << "%\n";
+      DenseMatrix m1(rows,cols);
+      eiToDense(sm1, m1);
+      m1 = (m1 + m1.transpose()).eval();
+      m1.diagonal() *= 0.5;
+
+//       BENCH(LLT<DenseMatrix> chol(m1);)
+//       std::cout << "dense:\t" << timer.value() << endl;
+
+      BenchTimer timer;
+      timer.start();
+      LLT<DenseMatrix> chol(m1);
+      timer.stop();
+      std::cout << "dense:\t" << timer.value() << endl;
+      int count = 0;
+      for (int j=0; j<cols; ++j)
+        for (int i=j; i<rows; ++i)
+          if (!internal::isMuchSmallerThan(internal::abs(chol.matrixL()(i,j)), 0.1))
+            count++;
+      std::cout << "dense: " << "nnz = " << count << "\n";
+//       std::cout << "dense:\n" << m1 << "\n\n" << chol.matrixL() << endl;
+    }
+    #endif
+
+    // eigen sparse matrices
+    doEigen<Eigen::DefaultBackend>("Eigen/Sparse", sm1, Eigen::IncompleteFactorization);
+
+    #ifdef EIGEN_CHOLMOD_SUPPORT
+    doEigen<Eigen::Cholmod>("Eigen/Cholmod", sm1, Eigen::IncompleteFactorization);
+    #endif
+
+    #ifdef EIGEN_TAUCS_SUPPORT
+    doEigen<Eigen::Taucs>("Eigen/Taucs", sm1, Eigen::IncompleteFactorization);
+    #endif
+
+    #if 0
+    // TAUCS
+    {
+      taucs_ccs_matrix A = sm1.asTaucsMatrix();
+
+      //BENCH(taucs_ccs_matrix* chol = taucs_ccs_factor_llt(&A, 0, 0);)
+//       BENCH(taucs_supernodal_factor_to_ccs(taucs_ccs_factor_llt_ll(&A));)
+//       std::cout << "taucs:\t" << timer.value() << endl;
+
+      taucs_ccs_matrix* chol = taucs_ccs_factor_llt(&A, 0, 0);
+
+      for (int j=0; j<cols; ++j)
+      {
+        for (int i=chol->colptr[j]; i<chol->colptr[j+1]; ++i)
+          std::cout << chol->values.d[i] << " ";
+      }
+    }
+
+    // CHOLMOD
+    #ifdef EIGEN_CHOLMOD_SUPPORT
+    {
+      cholmod_common c;
+      cholmod_start (&c);
+      cholmod_sparse A;
+      cholmod_factor *L;
+
+      A = sm1.asCholmodMatrix();
+      BenchTimer timer;
+//       timer.reset();
+      timer.start();
+      std::vector<int> perm(cols);
+//       std::vector<int> set(ncols);
+      for (int i=0; i<cols; ++i)
+        perm[i] = i;
+//       c.nmethods = 1;
+//       c.method[0] = 1;
+
+      c.nmethods = 1;
+      c.method [0].ordering = CHOLMOD_NATURAL;
+      c.postorder = 0;
+      c.final_ll = 1;
+
+      L = cholmod_analyze_p(&A, &perm[0], &perm[0], cols, &c);
+      timer.stop();
+      std::cout << "cholmod/analyze:\t" << timer.value() << endl;
+      timer.reset();
+      timer.start();
+      cholmod_factorize(&A, L, &c);
+      timer.stop();
+      std::cout << "cholmod/factorize:\t" << timer.value() << endl;
+
+      cholmod_sparse* cholmat = cholmod_factor_to_sparse(L, &c);
+
+      cholmod_print_factor(L, "Factors", &c);
+
+      cholmod_print_sparse(cholmat, "Chol", &c);
+      cholmod_write_sparse(stdout, cholmat, 0, 0, &c);
+//
+//       cholmod_print_sparse(&A, "A", &c);
+//       cholmod_write_sparse(stdout, &A, 0, 0, &c);
+
+
+//       for (int j=0; j<cols; ++j)
+//       {
+//           for (int i=chol->colptr[j]; i<chol->colptr[j+1]; ++i)
+//             std::cout << chol->values.s[i] << " ";
+//       }
+    }
+    #endif
+
+    #endif
+
+
+
+  }
+
+
+  return 0;
+}
+