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authorStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:09:10 +0100
committerStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:10:13 +0100
commitf0238cfb6997c4acfc2bd200de7295f3fa36968f (patch)
treeb215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/bench/spbench/spbenchsolver.h
parent543edd372a5193d04b3de9f23c176ab439e51b31 (diff)
don't index Eigen
Diffstat (limited to 'eigen/bench/spbench/spbenchsolver.h')
-rw-r--r--eigen/bench/spbench/spbenchsolver.h554
1 files changed, 0 insertions, 554 deletions
diff --git a/eigen/bench/spbench/spbenchsolver.h b/eigen/bench/spbench/spbenchsolver.h
deleted file mode 100644
index 19c719c..0000000
--- a/eigen/bench/spbench/spbenchsolver.h
+++ /dev/null
@@ -1,554 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-
-#include <iostream>
-#include <fstream>
-#include <Eigen/SparseCore>
-#include <bench/BenchTimer.h>
-#include <cstdlib>
-#include <string>
-#include <Eigen/Cholesky>
-#include <Eigen/Jacobi>
-#include <Eigen/Householder>
-#include <Eigen/IterativeLinearSolvers>
-#include <unsupported/Eigen/IterativeSolvers>
-#include <Eigen/LU>
-#include <unsupported/Eigen/SparseExtra>
-#include <Eigen/SparseLU>
-
-#include "spbenchstyle.h"
-
-#ifdef EIGEN_METIS_SUPPORT
-#include <Eigen/MetisSupport>
-#endif
-
-#ifdef EIGEN_CHOLMOD_SUPPORT
-#include <Eigen/CholmodSupport>
-#endif
-
-#ifdef EIGEN_UMFPACK_SUPPORT
-#include <Eigen/UmfPackSupport>
-#endif
-
-#ifdef EIGEN_PARDISO_SUPPORT
-#include <Eigen/PardisoSupport>
-#endif
-
-#ifdef EIGEN_SUPERLU_SUPPORT
-#include <Eigen/SuperLUSupport>
-#endif
-
-#ifdef EIGEN_PASTIX_SUPPORT
-#include <Eigen/PaStiXSupport>
-#endif
-
-// CONSTANTS
-#define EIGEN_UMFPACK 10
-#define EIGEN_SUPERLU 20
-#define EIGEN_PASTIX 30
-#define EIGEN_PARDISO 40
-#define EIGEN_SPARSELU_COLAMD 50
-#define EIGEN_SPARSELU_METIS 51
-#define EIGEN_BICGSTAB 60
-#define EIGEN_BICGSTAB_ILUT 61
-#define EIGEN_GMRES 70
-#define EIGEN_GMRES_ILUT 71
-#define EIGEN_SIMPLICIAL_LDLT 80
-#define EIGEN_CHOLMOD_LDLT 90
-#define EIGEN_PASTIX_LDLT 100
-#define EIGEN_PARDISO_LDLT 110
-#define EIGEN_SIMPLICIAL_LLT 120
-#define EIGEN_CHOLMOD_SUPERNODAL_LLT 130
-#define EIGEN_CHOLMOD_SIMPLICIAL_LLT 140
-#define EIGEN_PASTIX_LLT 150
-#define EIGEN_PARDISO_LLT 160
-#define EIGEN_CG 170
-#define EIGEN_CG_PRECOND 180
-
-using namespace Eigen;
-using namespace std;
-
-
-// Global variables for input parameters
-int MaximumIters; // Maximum number of iterations
-double RelErr; // Relative error of the computed solution
-double best_time_val; // Current best time overall solvers
-int best_time_id; // id of the best solver for the current system
-
-template<typename T> inline typename NumTraits<T>::Real test_precision() { return NumTraits<T>::dummy_precision(); }
-template<> inline float test_precision<float>() { return 1e-3f; }
-template<> inline double test_precision<double>() { return 1e-6; }
-template<> inline float test_precision<std::complex<float> >() { return test_precision<float>(); }
-template<> inline double test_precision<std::complex<double> >() { return test_precision<double>(); }
-
-void printStatheader(std::ofstream& out)
-{
- // Print XML header
- // NOTE It would have been much easier to write these XML documents using external libraries like tinyXML or Xerces-C++.
-
- out << "<?xml version='1.0' encoding='UTF-8'?> \n";
- out << "<?xml-stylesheet type='text/xsl' href='#stylesheet' ?> \n";
- out << "<!DOCTYPE BENCH [\n<!ATTLIST xsl:stylesheet\n id\t ID #REQUIRED>\n]>";
- out << "\n\n<!-- Generated by the Eigen library -->\n";
-
- out << "\n<BENCH> \n" ; //root XML element
- // Print the xsl style section
- printBenchStyle(out);
- // List all available solvers
- out << " <AVAILSOLVER> \n";
-#ifdef EIGEN_UMFPACK_SUPPORT
- out <<" <SOLVER ID='" << EIGEN_UMFPACK << "'>\n";
- out << " <TYPE> LU </TYPE> \n";
- out << " <PACKAGE> UMFPACK </PACKAGE> \n";
- out << " </SOLVER> \n";
-#endif
-#ifdef EIGEN_SUPERLU_SUPPORT
- out <<" <SOLVER ID='" << EIGEN_SUPERLU << "'>\n";
- out << " <TYPE> LU </TYPE> \n";
- out << " <PACKAGE> SUPERLU </PACKAGE> \n";
- out << " </SOLVER> \n";
-#endif
-#ifdef EIGEN_CHOLMOD_SUPPORT
- out <<" <SOLVER ID='" << EIGEN_CHOLMOD_SIMPLICIAL_LLT << "'>\n";
- out << " <TYPE> LLT SP</TYPE> \n";
- out << " <PACKAGE> CHOLMOD </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_CHOLMOD_SUPERNODAL_LLT << "'>\n";
- out << " <TYPE> LLT</TYPE> \n";
- out << " <PACKAGE> CHOLMOD </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_CHOLMOD_LDLT << "'>\n";
- out << " <TYPE> LDLT </TYPE> \n";
- out << " <PACKAGE> CHOLMOD </PACKAGE> \n";
- out << " </SOLVER> \n";
-#endif
-#ifdef EIGEN_PARDISO_SUPPORT
- out <<" <SOLVER ID='" << EIGEN_PARDISO << "'>\n";
- out << " <TYPE> LU </TYPE> \n";
- out << " <PACKAGE> PARDISO </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_PARDISO_LLT << "'>\n";
- out << " <TYPE> LLT </TYPE> \n";
- out << " <PACKAGE> PARDISO </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_PARDISO_LDLT << "'>\n";
- out << " <TYPE> LDLT </TYPE> \n";
- out << " <PACKAGE> PARDISO </PACKAGE> \n";
- out << " </SOLVER> \n";
-#endif
-#ifdef EIGEN_PASTIX_SUPPORT
- out <<" <SOLVER ID='" << EIGEN_PASTIX << "'>\n";
- out << " <TYPE> LU </TYPE> \n";
- out << " <PACKAGE> PASTIX </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_PASTIX_LLT << "'>\n";
- out << " <TYPE> LLT </TYPE> \n";
- out << " <PACKAGE> PASTIX </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_PASTIX_LDLT << "'>\n";
- out << " <TYPE> LDLT </TYPE> \n";
- out << " <PACKAGE> PASTIX </PACKAGE> \n";
- out << " </SOLVER> \n";
-#endif
-
- out <<" <SOLVER ID='" << EIGEN_BICGSTAB << "'>\n";
- out << " <TYPE> BICGSTAB </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_BICGSTAB_ILUT << "'>\n";
- out << " <TYPE> BICGSTAB_ILUT </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_GMRES_ILUT << "'>\n";
- out << " <TYPE> GMRES_ILUT </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_SIMPLICIAL_LDLT << "'>\n";
- out << " <TYPE> LDLT </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_SIMPLICIAL_LLT << "'>\n";
- out << " <TYPE> LLT </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_CG << "'>\n";
- out << " <TYPE> CG </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
- out <<" <SOLVER ID='" << EIGEN_SPARSELU_COLAMD << "'>\n";
- out << " <TYPE> LU_COLAMD </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-
-#ifdef EIGEN_METIS_SUPPORT
- out <<" <SOLVER ID='" << EIGEN_SPARSELU_METIS << "'>\n";
- out << " <TYPE> LU_METIS </TYPE> \n";
- out << " <PACKAGE> EIGEN </PACKAGE> \n";
- out << " </SOLVER> \n";
-#endif
- out << " </AVAILSOLVER> \n";
-
-}
-
-
-template<typename Solver, typename Scalar>
-void call_solver(Solver &solver, const int solver_id, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX,std::ofstream& statbuf)
-{
-
- double total_time;
- double compute_time;
- double solve_time;
- double rel_error;
- Matrix<Scalar, Dynamic, 1> x;
- BenchTimer timer;
- timer.reset();
- timer.start();
- solver.compute(A);
- if (solver.info() != Success)
- {
- std::cerr << "Solver failed ... \n";
- return;
- }
- timer.stop();
- compute_time = timer.value();
- statbuf << " <TIME>\n";
- statbuf << " <COMPUTE> " << timer.value() << "</COMPUTE>\n";
- std::cout<< "COMPUTE TIME : " << timer.value() <<std::endl;
-
- timer.reset();
- timer.start();
- x = solver.solve(b);
- if (solver.info() == NumericalIssue)
- {
- std::cerr << "Solver failed ... \n";
- return;
- }
- timer.stop();
- solve_time = timer.value();
- statbuf << " <SOLVE> " << timer.value() << "</SOLVE>\n";
- std::cout<< "SOLVE TIME : " << timer.value() <<std::endl;
-
- total_time = solve_time + compute_time;
- statbuf << " <TOTAL> " << total_time << "</TOTAL>\n";
- std::cout<< "TOTAL TIME : " << total_time <<std::endl;
- statbuf << " </TIME>\n";
-
- // Verify the relative error
- if(refX.size() != 0)
- rel_error = (refX - x).norm()/refX.norm();
- else
- {
- // Compute the relative residual norm
- Matrix<Scalar, Dynamic, 1> temp;
- temp = A * x;
- rel_error = (b-temp).norm()/b.norm();
- }
- statbuf << " <ERROR> " << rel_error << "</ERROR>\n";
- std::cout<< "REL. ERROR : " << rel_error << "\n\n" ;
- if ( rel_error <= RelErr )
- {
- // check the best time if convergence
- if(!best_time_val || (best_time_val > total_time))
- {
- best_time_val = total_time;
- best_time_id = solver_id;
- }
- }
-}
-
-template<typename Solver, typename Scalar>
-void call_directsolver(Solver& solver, const int solver_id, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, std::string& statFile)
-{
- std::ofstream statbuf(statFile.c_str(), std::ios::app);
- statbuf << " <SOLVER_STAT ID='" << solver_id <<"'>\n";
- call_solver(solver, solver_id, A, b, refX,statbuf);
- statbuf << " </SOLVER_STAT>\n";
- statbuf.close();
-}
-
-template<typename Solver, typename Scalar>
-void call_itersolver(Solver &solver, const int solver_id, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, std::string& statFile)
-{
- solver.setTolerance(RelErr);
- solver.setMaxIterations(MaximumIters);
-
- std::ofstream statbuf(statFile.c_str(), std::ios::app);
- statbuf << " <SOLVER_STAT ID='" << solver_id <<"'>\n";
- call_solver(solver, solver_id, A, b, refX,statbuf);
- statbuf << " <ITER> "<< solver.iterations() << "</ITER>\n";
- statbuf << " </SOLVER_STAT>\n";
- std::cout << "ITERATIONS : " << solver.iterations() <<"\n\n\n";
-
-}
-
-
-template <typename Scalar>
-void SelectSolvers(const SparseMatrix<Scalar>&A, unsigned int sym, Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, std::string& statFile)
-{
- typedef SparseMatrix<Scalar, ColMajor> SpMat;
- // First, deal with Nonsymmetric and symmetric matrices
- best_time_id = 0;
- best_time_val = 0.0;
- //UMFPACK
- #ifdef EIGEN_UMFPACK_SUPPORT
- {
- cout << "Solving with UMFPACK LU ... \n";
- UmfPackLU<SpMat> solver;
- call_directsolver(solver, EIGEN_UMFPACK, A, b, refX,statFile);
- }
- #endif
- //SuperLU
- #ifdef EIGEN_SUPERLU_SUPPORT
- {
- cout << "\nSolving with SUPERLU ... \n";
- SuperLU<SpMat> solver;
- call_directsolver(solver, EIGEN_SUPERLU, A, b, refX,statFile);
- }
- #endif
-
- // PaStix LU
- #ifdef EIGEN_PASTIX_SUPPORT
- {
- cout << "\nSolving with PASTIX LU ... \n";
- PastixLU<SpMat> solver;
- call_directsolver(solver, EIGEN_PASTIX, A, b, refX,statFile) ;
- }
- #endif
-
- //PARDISO LU
- #ifdef EIGEN_PARDISO_SUPPORT
- {
- cout << "\nSolving with PARDISO LU ... \n";
- PardisoLU<SpMat> solver;
- call_directsolver(solver, EIGEN_PARDISO, A, b, refX,statFile);
- }
- #endif
-
- // Eigen SparseLU METIS
- cout << "\n Solving with Sparse LU AND COLAMD ... \n";
- SparseLU<SpMat, COLAMDOrdering<int> > solver;
- call_directsolver(solver, EIGEN_SPARSELU_COLAMD, A, b, refX, statFile);
- // Eigen SparseLU METIS
- #ifdef EIGEN_METIS_SUPPORT
- {
- cout << "\n Solving with Sparse LU AND METIS ... \n";
- SparseLU<SpMat, MetisOrdering<int> > solver;
- call_directsolver(solver, EIGEN_SPARSELU_METIS, A, b, refX, statFile);
- }
- #endif
-
- //BiCGSTAB
- {
- cout << "\nSolving with BiCGSTAB ... \n";
- BiCGSTAB<SpMat> solver;
- call_itersolver(solver, EIGEN_BICGSTAB, A, b, refX,statFile);
- }
- //BiCGSTAB+ILUT
- {
- cout << "\nSolving with BiCGSTAB and ILUT ... \n";
- BiCGSTAB<SpMat, IncompleteLUT<Scalar> > solver;
- call_itersolver(solver, EIGEN_BICGSTAB_ILUT, A, b, refX,statFile);
- }
-
-
- //GMRES
-// {
-// cout << "\nSolving with GMRES ... \n";
-// GMRES<SpMat> solver;
-// call_itersolver(solver, EIGEN_GMRES, A, b, refX,statFile);
-// }
- //GMRES+ILUT
- {
- cout << "\nSolving with GMRES and ILUT ... \n";
- GMRES<SpMat, IncompleteLUT<Scalar> > solver;
- call_itersolver(solver, EIGEN_GMRES_ILUT, A, b, refX,statFile);
- }
-
- // Hermitian and not necessarily positive-definites
- if (sym != NonSymmetric)
- {
- // Internal Cholesky
- {
- cout << "\nSolving with Simplicial LDLT ... \n";
- SimplicialLDLT<SpMat, Lower> solver;
- call_directsolver(solver, EIGEN_SIMPLICIAL_LDLT, A, b, refX,statFile);
- }
-
- // CHOLMOD
- #ifdef EIGEN_CHOLMOD_SUPPORT
- {
- cout << "\nSolving with CHOLMOD LDLT ... \n";
- CholmodDecomposition<SpMat, Lower> solver;
- solver.setMode(CholmodLDLt);
- call_directsolver(solver,EIGEN_CHOLMOD_LDLT, A, b, refX,statFile);
- }
- #endif
-
- //PASTIX LLT
- #ifdef EIGEN_PASTIX_SUPPORT
- {
- cout << "\nSolving with PASTIX LDLT ... \n";
- PastixLDLT<SpMat, Lower> solver;
- call_directsolver(solver,EIGEN_PASTIX_LDLT, A, b, refX,statFile);
- }
- #endif
-
- //PARDISO LLT
- #ifdef EIGEN_PARDISO_SUPPORT
- {
- cout << "\nSolving with PARDISO LDLT ... \n";
- PardisoLDLT<SpMat, Lower> solver;
- call_directsolver(solver,EIGEN_PARDISO_LDLT, A, b, refX,statFile);
- }
- #endif
- }
-
- // Now, symmetric POSITIVE DEFINITE matrices
- if (sym == SPD)
- {
-
- //Internal Sparse Cholesky
- {
- cout << "\nSolving with SIMPLICIAL LLT ... \n";
- SimplicialLLT<SpMat, Lower> solver;
- call_directsolver(solver,EIGEN_SIMPLICIAL_LLT, A, b, refX,statFile);
- }
-
- // CHOLMOD
- #ifdef EIGEN_CHOLMOD_SUPPORT
- {
- // CholMOD SuperNodal LLT
- cout << "\nSolving with CHOLMOD LLT (Supernodal)... \n";
- CholmodDecomposition<SpMat, Lower> solver;
- solver.setMode(CholmodSupernodalLLt);
- call_directsolver(solver,EIGEN_CHOLMOD_SUPERNODAL_LLT, A, b, refX,statFile);
- // CholMod Simplicial LLT
- cout << "\nSolving with CHOLMOD LLT (Simplicial) ... \n";
- solver.setMode(CholmodSimplicialLLt);
- call_directsolver(solver,EIGEN_CHOLMOD_SIMPLICIAL_LLT, A, b, refX,statFile);
- }
- #endif
-
- //PASTIX LLT
- #ifdef EIGEN_PASTIX_SUPPORT
- {
- cout << "\nSolving with PASTIX LLT ... \n";
- PastixLLT<SpMat, Lower> solver;
- call_directsolver(solver,EIGEN_PASTIX_LLT, A, b, refX,statFile);
- }
- #endif
-
- //PARDISO LLT
- #ifdef EIGEN_PARDISO_SUPPORT
- {
- cout << "\nSolving with PARDISO LLT ... \n";
- PardisoLLT<SpMat, Lower> solver;
- call_directsolver(solver,EIGEN_PARDISO_LLT, A, b, refX,statFile);
- }
- #endif
-
- // Internal CG
- {
- cout << "\nSolving with CG ... \n";
- ConjugateGradient<SpMat, Lower> solver;
- call_itersolver(solver,EIGEN_CG, A, b, refX,statFile);
- }
- //CG+IdentityPreconditioner
-// {
-// cout << "\nSolving with CG and IdentityPreconditioner ... \n";
-// ConjugateGradient<SpMat, Lower, IdentityPreconditioner> solver;
-// call_itersolver(solver,EIGEN_CG_PRECOND, A, b, refX,statFile);
-// }
- } // End SPD matrices
-}
-
-/* Browse all the matrices available in the specified folder
- * and solve the associated linear system.
- * The results of each solve are printed in the standard output
- * and optionally in the provided html file
- */
-template <typename Scalar>
-void Browse_Matrices(const string folder, bool statFileExists, std::string& statFile, int maxiters, double tol)
-{
- MaximumIters = maxiters; // Maximum number of iterations, global variable
- RelErr = tol; //Relative residual error as stopping criterion for iterative solvers
- MatrixMarketIterator<Scalar> it(folder);
- for ( ; it; ++it)
- {
- //print the infos for this linear system
- if(statFileExists)
- {
- std::ofstream statbuf(statFile.c_str(), std::ios::app);
- statbuf << "<LINEARSYSTEM> \n";
- statbuf << " <MATRIX> \n";
- statbuf << " <NAME> " << it.matname() << " </NAME>\n";
- statbuf << " <SIZE> " << it.matrix().rows() << " </SIZE>\n";
- statbuf << " <ENTRIES> " << it.matrix().nonZeros() << "</ENTRIES>\n";
- if (it.sym()!=NonSymmetric)
- {
- statbuf << " <SYMMETRY> Symmetric </SYMMETRY>\n" ;
- if (it.sym() == SPD)
- statbuf << " <POSDEF> YES </POSDEF>\n";
- else
- statbuf << " <POSDEF> NO </POSDEF>\n";
-
- }
- else
- {
- statbuf << " <SYMMETRY> NonSymmetric </SYMMETRY>\n" ;
- statbuf << " <POSDEF> NO </POSDEF>\n";
- }
- statbuf << " </MATRIX> \n";
- statbuf.close();
- }
-
- cout<< "\n\n===================================================== \n";
- cout<< " ====== SOLVING WITH MATRIX " << it.matname() << " ====\n";
- cout<< " =================================================== \n\n";
- Matrix<Scalar, Dynamic, 1> refX;
- if(it.hasrefX()) refX = it.refX();
- // Call all suitable solvers for this linear system
- SelectSolvers<Scalar>(it.matrix(), it.sym(), it.rhs(), refX, statFile);
-
- if(statFileExists)
- {
- std::ofstream statbuf(statFile.c_str(), std::ios::app);
- statbuf << " <BEST_SOLVER ID='"<< best_time_id
- << "'></BEST_SOLVER>\n";
- statbuf << " </LINEARSYSTEM> \n";
- statbuf.close();
- }
- }
-}
-
-bool get_options(int argc, char **args, string option, string* value=0)
-{
- int idx = 1, found=false;
- while (idx<argc && !found){
- if (option.compare(args[idx]) == 0){
- found = true;
- if(value) *value = args[idx+1];
- }
- idx+=2;
- }
- return found;
-}