diff options
| author | Stanislaw Halik <sthalik@misaki.pl> | 2016-09-18 12:42:15 +0200 |
|---|---|---|
| committer | Stanislaw Halik <sthalik@misaki.pl> | 2016-11-02 15:12:04 +0100 |
| commit | 44861dcbfeee041223c4aac1ee075e92fa4daa01 (patch) | |
| tree | 6dfdfd9637846a7aedd71ace97d7d2ad366496d7 /eigen/bench/spbench | |
| parent | f3fe458b9e0a29a99a39d47d9a76dc18964b6fec (diff) | |
update
Diffstat (limited to 'eigen/bench/spbench')
| -rw-r--r-- | eigen/bench/spbench/CMakeLists.txt | 78 | ||||
| -rw-r--r-- | eigen/bench/spbench/sp_solver.cpp | 125 | ||||
| -rw-r--r-- | eigen/bench/spbench/spbench.dtd | 31 | ||||
| -rw-r--r-- | eigen/bench/spbench/spbenchsolver.cpp | 87 | ||||
| -rw-r--r-- | eigen/bench/spbench/spbenchsolver.h | 554 | ||||
| -rw-r--r-- | eigen/bench/spbench/spbenchstyle.h | 94 | ||||
| -rw-r--r-- | eigen/bench/spbench/test_sparseLU.cpp | 93 |
7 files changed, 1062 insertions, 0 deletions
diff --git a/eigen/bench/spbench/CMakeLists.txt b/eigen/bench/spbench/CMakeLists.txt new file mode 100644 index 0000000..6e0e1b1 --- /dev/null +++ b/eigen/bench/spbench/CMakeLists.txt @@ -0,0 +1,78 @@ + + +set(BLAS_FOUND TRUE) +set(LAPACK_FOUND TRUE) +set(BLAS_LIBRARIES eigen_blas_static) +set(LAPACK_LIBRARIES eigen_lapack_static) + +set(SPARSE_LIBS "") + +# find_library(PARDISO_LIBRARIES pardiso412-GNU450-X86-64) +# if(PARDISO_LIBRARIES) +# add_definitions("-DEIGEN_PARDISO_SUPPORT") +# set(SPARSE_LIBS ${SPARSE_LIBS} ${PARDISO_LIBRARIES}) +# endif(PARDISO_LIBRARIES) + +find_package(Cholmod) +if(CHOLMOD_FOUND AND BLAS_FOUND AND LAPACK_FOUND) + add_definitions("-DEIGEN_CHOLMOD_SUPPORT") + include_directories(${CHOLMOD_INCLUDES}) + set(SPARSE_LIBS ${SPARSE_LIBS} ${CHOLMOD_LIBRARIES} ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES}) + set(CHOLMOD_ALL_LIBS ${CHOLMOD_LIBRARIES} ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES}) +endif() + +find_package(Umfpack) +if(UMFPACK_FOUND AND BLAS_FOUND) + add_definitions("-DEIGEN_UMFPACK_SUPPORT") + include_directories(${UMFPACK_INCLUDES}) + set(SPARSE_LIBS ${SPARSE_LIBS} ${UMFPACK_LIBRARIES} ${BLAS_LIBRARIES}) + set(UMFPACK_ALL_LIBS ${UMFPACK_LIBRARIES} ${BLAS_LIBRARIES}) +endif() + +find_package(SuperLU) +if(SUPERLU_FOUND AND BLAS_FOUND) + add_definitions("-DEIGEN_SUPERLU_SUPPORT") + include_directories(${SUPERLU_INCLUDES}) + set(SPARSE_LIBS ${SPARSE_LIBS} ${SUPERLU_LIBRARIES} ${BLAS_LIBRARIES}) + set(SUPERLU_ALL_LIBS ${SUPERLU_LIBRARIES} ${BLAS_LIBRARIES}) +endif() + + +find_package(Pastix) +find_package(Scotch) +find_package(Metis) +if(PASTIX_FOUND AND BLAS_FOUND) + add_definitions("-DEIGEN_PASTIX_SUPPORT") + include_directories(${PASTIX_INCLUDES}) + if(SCOTCH_FOUND) + include_directories(${SCOTCH_INCLUDES}) + set(PASTIX_LIBRARIES ${PASTIX_LIBRARIES} ${SCOTCH_LIBRARIES}) + elseif(METIS_FOUND) + include_directories(${METIS_INCLUDES}) + set(PASTIX_LIBRARIES ${PASTIX_LIBRARIES} ${METIS_LIBRARIES}) + endif(SCOTCH_FOUND) + set(SPARSE_LIBS ${SPARSE_LIBS} ${PASTIX_LIBRARIES} ${ORDERING_LIBRARIES} ${BLAS_LIBRARIES}) + set(PASTIX_ALL_LIBS ${PASTIX_LIBRARIES} ${BLAS_LIBRARIES}) +endif(PASTIX_FOUND AND BLAS_FOUND) + +if(METIS_FOUND) + include_directories(${METIS_INCLUDES}) + set (SPARSE_LIBS ${SPARSE_LIBS} ${METIS_LIBRARIES}) + add_definitions("-DEIGEN_METIS_SUPPORT") +endif(METIS_FOUND) + +find_library(RT_LIBRARY rt) +if(RT_LIBRARY) + set(SPARSE_LIBS ${SPARSE_LIBS} ${RT_LIBRARY}) +endif(RT_LIBRARY) + +add_executable(spbenchsolver spbenchsolver.cpp) +target_link_libraries (spbenchsolver ${SPARSE_LIBS}) + +add_executable(spsolver sp_solver.cpp) +target_link_libraries (spsolver ${SPARSE_LIBS}) + + +add_executable(test_sparseLU test_sparseLU.cpp) +target_link_libraries (test_sparseLU ${SPARSE_LIBS}) + diff --git a/eigen/bench/spbench/sp_solver.cpp b/eigen/bench/spbench/sp_solver.cpp new file mode 100644 index 0000000..a1f4bac --- /dev/null +++ b/eigen/bench/spbench/sp_solver.cpp @@ -0,0 +1,125 @@ +// Small bench routine for Eigen available in Eigen +// (C) Desire NUENTSA WAKAM, INRIA + +#include <iostream> +#include <fstream> +#include <iomanip> +#include <Eigen/Jacobi> +#include <Eigen/Householder> +#include <Eigen/IterativeLinearSolvers> +#include <Eigen/LU> +#include <unsupported/Eigen/SparseExtra> +//#include <Eigen/SparseLU> +#include <Eigen/SuperLUSupport> +// #include <unsupported/Eigen/src/IterativeSolvers/Scaling.h> +#include <bench/BenchTimer.h> +#include <unsupported/Eigen/IterativeSolvers> +using namespace std; +using namespace Eigen; + +int main(int argc, char **args) +{ + SparseMatrix<double, ColMajor> A; + typedef SparseMatrix<double, ColMajor>::Index Index; + typedef Matrix<double, Dynamic, Dynamic> DenseMatrix; + typedef Matrix<double, Dynamic, 1> DenseRhs; + VectorXd b, x, tmp; + BenchTimer timer,totaltime; + //SparseLU<SparseMatrix<double, ColMajor> > solver; +// SuperLU<SparseMatrix<double, ColMajor> > solver; + ConjugateGradient<SparseMatrix<double, ColMajor>, Lower,IncompleteCholesky<double,Lower> > solver; + ifstream matrix_file; + string line; + int n; + // Set parameters +// solver.iparm(IPARM_THREAD_NBR) = 4; + /* Fill the matrix with sparse matrix stored in Matrix-Market coordinate column-oriented format */ + if (argc < 2) assert(false && "please, give the matrix market file "); + + timer.start(); + totaltime.start(); + loadMarket(A, args[1]); + cout << "End charging matrix " << endl; + bool iscomplex=false, isvector=false; + int sym; + getMarketHeader(args[1], sym, iscomplex, isvector); + if (iscomplex) { cout<< " Not for complex matrices \n"; return -1; } + if (isvector) { cout << "The provided file is not a matrix file\n"; return -1;} + if (sym != 0) { // symmetric matrices, only the lower part is stored + SparseMatrix<double, ColMajor> temp; + temp = A; + A = temp.selfadjointView<Lower>(); + } + timer.stop(); + + n = A.cols(); + // ====== TESTS FOR SPARSE TUTORIAL ====== +// cout<< "OuterSize " << A.outerSize() << " inner " << A.innerSize() << endl; +// SparseMatrix<double, RowMajor> mat1(A); +// SparseMatrix<double, RowMajor> mat2; +// cout << " norm of A " << mat1.norm() << endl; ; +// PermutationMatrix<Dynamic, Dynamic, int> perm(n); +// perm.resize(n,1); +// perm.indices().setLinSpaced(n, 0, n-1); +// mat2 = perm * mat1; +// mat.subrows(); +// mat2.resize(n,n); +// mat2.reserve(10); +// mat2.setConstant(); +// std::cout<< "NORM " << mat1.squaredNorm()<< endl; + + cout<< "Time to load the matrix " << timer.value() <<endl; + /* Fill the right hand side */ + +// solver.set_restart(374); + if (argc > 2) + loadMarketVector(b, args[2]); + else + { + b.resize(n); + tmp.resize(n); +// tmp.setRandom(); + for (int i = 0; i < n; i++) tmp(i) = i; + b = A * tmp ; + } +// Scaling<SparseMatrix<double> > scal; +// scal.computeRef(A); +// b = scal.LeftScaling().cwiseProduct(b); + + /* Compute the factorization */ + cout<< "Starting the factorization "<< endl; + timer.reset(); + timer.start(); + cout<< "Size of Input Matrix "<< b.size()<<"\n\n"; + cout<< "Rows and columns "<< A.rows() <<" " <<A.cols() <<"\n"; + solver.compute(A); +// solver.analyzePattern(A); +// solver.factorize(A); + if (solver.info() != Success) { + std::cout<< "The solver failed \n"; + return -1; + } + timer.stop(); + float time_comp = timer.value(); + cout <<" Compute Time " << time_comp<< endl; + + timer.reset(); + timer.start(); + x = solver.solve(b); +// x = scal.RightScaling().cwiseProduct(x); + timer.stop(); + float time_solve = timer.value(); + cout<< " Time to solve " << time_solve << endl; + + /* Check the accuracy */ + VectorXd tmp2 = b - A*x; + double tempNorm = tmp2.norm()/b.norm(); + cout << "Relative norm of the computed solution : " << tempNorm <<"\n"; +// cout << "Iterations : " << solver.iterations() << "\n"; + + totaltime.stop(); + cout << "Total time " << totaltime.value() << "\n"; +// std::cout<<x.transpose()<<"\n"; + + return 0; +}
\ No newline at end of file diff --git a/eigen/bench/spbench/spbench.dtd b/eigen/bench/spbench/spbench.dtd new file mode 100644 index 0000000..0fb51b8 --- /dev/null +++ b/eigen/bench/spbench/spbench.dtd @@ -0,0 +1,31 @@ +<!ELEMENT BENCH (AVAILSOLVER+,LINEARSYSTEM+)> + <!ELEMENT AVAILSOLVER (SOLVER+)> + <!ELEMENT SOLVER (TYPE,PACKAGE)> + <!ELEMENT TYPE (#PCDATA)> <!-- One of LU, LLT, LDLT, ITER --> + <!ELEMENT PACKAGE (#PCDATA)> <!-- Derived from a library --> + <!ELEMENT LINEARSYSTEM (MATRIX,SOLVER_STAT+,BEST_SOLVER,GLOBAL_PARAMS*)> + <!ELEMENT MATRIX (NAME,SIZE,ENTRIES,PATTERN?,SYMMETRY,POSDEF?,ARITHMETIC,RHS*)> + <!ELEMENT NAME (#PCDATA)> + <!ELEMENT SIZE (#PCDATA)> + <!ELEMENT ENTRIES (#PCDATA)> <!-- The number of nonzeros elements --> + <!ELEMENT PATTERN (#PCDATA)> <!-- Is structural pattern symmetric or not --> + <!ELEMENT SYMMETRY (#PCDATA)> <!-- symmmetry with numerical values --> + <!ELEMENT POSDEF (#PCDATA)> <!-- Is the matrix positive definite or not --> + <!ELEMENT ARITHMETIC (#PCDATA)> + <!ELEMENT RHS (SOURCE)> <!-- A matrix can have one or more right hand side associated. --> + <!ELEMENT SOURCE (#PCDATA)> <!-- Source of the right hand side, either generated or provided --> + <!ELEMENT SOLVER_STAT (PARAMS*,TIME,ERROR,ITER?)> + <!ELEMENT PARAMS (#PCDATA)> + <!ELEMENT TIME (COMPUTE,SOLVE,TOTAL)> + <!ELEMENT COMPUTE (#PCDATA)> <!-- Time to analyze,to factorize, or to setup the preconditioner--> + <!ELEMENT SOLVE (#PCDATA)> <!-- Time to solve with all the available rhs --> + <!ELEMENT TOTAL (#PCDATA)> + <!ELEMENT ERROR (#PCDATA)> <!-- Either the relative error or the relative residual norm --> + <!ELEMENT ITER (#PCDATA)> <!-- Number of iterations --> + <!ELEMENT BEST_SOLVER CDATA> <!-- Id of the best solver --> + <!ELEMENT GLOBAL_PARAMS (#PCDATA)> <!-- Parameters shared by all solvers --> + +<!ATTLIST SOLVER ID CDATA #REQUIRED> +<!ATTLIST SOLVER_STAT ID CDATA #REQUIRED> +<!ATTLIST BEST_SOLVER ID CDATA #REQUIRED> +<!ATTLIST RHS ID CDATA #IMPLIED>
\ No newline at end of file diff --git a/eigen/bench/spbench/spbenchsolver.cpp b/eigen/bench/spbench/spbenchsolver.cpp new file mode 100644 index 0000000..4acd003 --- /dev/null +++ b/eigen/bench/spbench/spbenchsolver.cpp @@ -0,0 +1,87 @@ +#include <bench/spbench/spbenchsolver.h> + +void bench_printhelp() +{ + cout<< " \nbenchsolver : performs a benchmark of all the solvers available in Eigen \n\n"; + cout<< " MATRIX FOLDER : \n"; + cout<< " The matrices for the benchmark should be collected in a folder specified with an environment variable EIGEN_MATRIXDIR \n"; + cout<< " The matrices are stored using the matrix market coordinate format \n"; + cout<< " The matrix and associated right-hand side (rhs) files are named respectively \n"; + cout<< " as MatrixName.mtx and MatrixName_b.mtx. If the rhs does not exist, a random one is generated. \n"; + cout<< " If a matrix is SPD, the matrix should be named as MatrixName_SPD.mtx \n"; + cout<< " If a true solution exists, it should be named as MatrixName_x.mtx; \n" ; + cout<< " it will be used to compute the norm of the error relative to the computed solutions\n\n"; + cout<< " OPTIONS : \n"; + cout<< " -h or --help \n print this help and return\n\n"; + cout<< " -d matrixdir \n Use matrixdir as the matrix folder instead of the one specified in the environment variable EIGEN_MATRIXDIR\n\n"; + cout<< " -o outputfile.xml \n Output the statistics to a xml file \n\n"; + cout<< " --eps <RelErr> Sets the relative tolerance for iterative solvers (default 1e-08) \n\n"; + cout<< " --maxits <MaxIts> Sets the maximum number of iterations (default 1000) \n\n"; + +} +int main(int argc, char ** args) +{ + + bool help = ( get_options(argc, args, "-h") || get_options(argc, args, "--help") ); + if(help) { + bench_printhelp(); + return 0; + } + + // Get the location of the test matrices + string matrix_dir; + if (!get_options(argc, args, "-d", &matrix_dir)) + { + if(getenv("EIGEN_MATRIXDIR") == NULL){ + std::cerr << "Please, specify the location of the matrices with -d mat_folder or the environment variable EIGEN_MATRIXDIR \n"; + std::cerr << " Run with --help to see the list of all the available options \n"; + return -1; + } + matrix_dir = getenv("EIGEN_MATRIXDIR"); + } + + std::ofstream statbuf; + string statFile ; + + // Get the file to write the statistics + bool statFileExists = get_options(argc, args, "-o", &statFile); + if(statFileExists) + { + statbuf.open(statFile.c_str(), std::ios::out); + if(statbuf.good()){ + statFileExists = true; + printStatheader(statbuf); + statbuf.close(); + } + else + std::cerr << "Unable to open the provided file for writting... \n"; + } + + // Get the maximum number of iterations and the tolerance + int maxiters = 1000; + double tol = 1e-08; + string inval; + if (get_options(argc, args, "--eps", &inval)) + tol = atof(inval.c_str()); + if(get_options(argc, args, "--maxits", &inval)) + maxiters = atoi(inval.c_str()); + + string current_dir; + // Test the real-arithmetics matrices + Browse_Matrices<double>(matrix_dir, statFileExists, statFile,maxiters, tol); + + // Test the complex-arithmetics matrices + Browse_Matrices<std::complex<double> >(matrix_dir, statFileExists, statFile, maxiters, tol); + + if(statFileExists) + { + statbuf.open(statFile.c_str(), std::ios::app); + statbuf << "</BENCH> \n"; + cout << "\n Output written in " << statFile << " ...\n"; + statbuf.close(); + } + + return 0; +} + + diff --git a/eigen/bench/spbench/spbenchsolver.h b/eigen/bench/spbench/spbenchsolver.h new file mode 100644 index 0000000..19c719c --- /dev/null +++ b/eigen/bench/spbench/spbenchsolver.h @@ -0,0 +1,554 @@ +// 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; +} diff --git a/eigen/bench/spbench/spbenchstyle.h b/eigen/bench/spbench/spbenchstyle.h new file mode 100644 index 0000000..17a05ce --- /dev/null +++ b/eigen/bench/spbench/spbenchstyle.h @@ -0,0 +1,94 @@ +// 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/. + +#ifndef SPBENCHSTYLE_H +#define SPBENCHSTYLE_H + +void printBenchStyle(std::ofstream& out) +{ + out << "<xsl:stylesheet id='stylesheet' version='1.0' \ + xmlns:xsl='http://www.w3.org/1999/XSL/Transform' >\n \ + <xsl:template match='xsl:stylesheet' />\n \ + <xsl:template match='/'> <!-- Root of the document -->\n \ + <html>\n \ + <head> \n \ + <style type='text/css'> \n \ + td { white-space: nowrap;}\n \ + </style>\n \ + </head>\n \ + <body>"; + out<<"<table border='1' width='100%' height='100%'>\n \ + <TR> <!-- Write the table header -->\n \ + <TH>Matrix</TH> <TH>N</TH> <TH> NNZ</TH> <TH> Sym</TH> <TH> SPD</TH> <TH> </TH>\n \ + <xsl:for-each select='BENCH/AVAILSOLVER/SOLVER'>\n \ + <xsl:sort select='@ID' data-type='number'/>\n \ + <TH>\n \ + <xsl:value-of select='TYPE' />\n \ + <xsl:text></xsl:text>\n \ + <xsl:value-of select='PACKAGE' />\n \ + <xsl:text></xsl:text>\n \ + </TH>\n \ + </xsl:for-each>\n \ + </TR>"; + + out<<" <xsl:for-each select='BENCH/LINEARSYSTEM'>\n \ + <TR> <!-- print statistics for one linear system-->\n \ + <TH rowspan='4'> <xsl:value-of select='MATRIX/NAME' /> </TH>\n \ + <TD rowspan='4'> <xsl:value-of select='MATRIX/SIZE' /> </TD>\n \ + <TD rowspan='4'> <xsl:value-of select='MATRIX/ENTRIES' /> </TD>\n \ + <TD rowspan='4'> <xsl:value-of select='MATRIX/SYMMETRY' /> </TD>\n \ + <TD rowspan='4'> <xsl:value-of select='MATRIX/POSDEF' /> </TD>\n \ + <TH> Compute Time </TH>\n \ + <xsl:for-each select='SOLVER_STAT'>\n \ + <xsl:sort select='@ID' data-type='number'/>\n \ + <TD> <xsl:value-of select='TIME/COMPUTE' /> </TD>\n \ + </xsl:for-each>\n \ + </TR>"; + out<<" <TR>\n \ + <TH> Solve Time </TH>\n \ + <xsl:for-each select='SOLVER_STAT'>\n \ + <xsl:sort select='@ID' data-type='number'/>\n \ + <TD> <xsl:value-of select='TIME/SOLVE' /> </TD>\n \ + </xsl:for-each>\n \ + </TR>\n \ + <TR>\n \ + <TH> Total Time </TH>\n \ + <xsl:for-each select='SOLVER_STAT'>\n \ + <xsl:sort select='@ID' data-type='number'/>\n \ + <xsl:choose>\n \ + <xsl:when test='@ID=../BEST_SOLVER/@ID'>\n \ + <TD style='background-color:red'> <xsl:value-of select='TIME/TOTAL' /> </TD>\n \ + </xsl:when>\n \ + <xsl:otherwise>\n \ + <TD> <xsl:value-of select='TIME/TOTAL' /></TD>\n \ + </xsl:otherwise>\n \ + </xsl:choose>\n \ + </xsl:for-each>\n \ + </TR>"; + out<<" <TR>\n \ + <TH> Error </TH>\n \ + <xsl:for-each select='SOLVER_STAT'>\n \ + <xsl:sort select='@ID' data-type='number'/>\n \ + <TD> <xsl:value-of select='ERROR' />\n \ + <xsl:if test='ITER'>\n \ + <xsl:text>(</xsl:text>\n \ + <xsl:value-of select='ITER' />\n \ + <xsl:text>)</xsl:text>\n \ + </xsl:if> </TD>\n \ + </xsl:for-each>\n \ + </TR>\n \ + </xsl:for-each>\n \ + </table>\n \ + </body>\n \ + </html>\n \ + </xsl:template>\n \ + </xsl:stylesheet>\n\n"; + +} +#endif
\ No newline at end of file diff --git a/eigen/bench/spbench/test_sparseLU.cpp b/eigen/bench/spbench/test_sparseLU.cpp new file mode 100644 index 0000000..f8ecbe6 --- /dev/null +++ b/eigen/bench/spbench/test_sparseLU.cpp @@ -0,0 +1,93 @@ +// Small bench routine for Eigen available in Eigen +// (C) Desire NUENTSA WAKAM, INRIA + +#include <iostream> +#include <fstream> +#include <iomanip> +#include <unsupported/Eigen/SparseExtra> +#include <Eigen/SparseLU> +#include <bench/BenchTimer.h> +#ifdef EIGEN_METIS_SUPPORT +#include <Eigen/MetisSupport> +#endif + +using namespace std; +using namespace Eigen; + +int main(int argc, char **args) +{ +// typedef complex<double> scalar; + typedef double scalar; + SparseMatrix<scalar, ColMajor> A; + typedef SparseMatrix<scalar, ColMajor>::Index Index; + typedef Matrix<scalar, Dynamic, Dynamic> DenseMatrix; + typedef Matrix<scalar, Dynamic, 1> DenseRhs; + Matrix<scalar, Dynamic, 1> b, x, tmp; +// SparseLU<SparseMatrix<scalar, ColMajor>, AMDOrdering<int> > solver; +// #ifdef EIGEN_METIS_SUPPORT +// SparseLU<SparseMatrix<scalar, ColMajor>, MetisOrdering<int> > solver; +// std::cout<< "ORDERING : METIS\n"; +// #else + SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<int> > solver; + std::cout<< "ORDERING : COLAMD\n"; +// #endif + + ifstream matrix_file; + string line; + int n; + BenchTimer timer; + + // Set parameters + /* Fill the matrix with sparse matrix stored in Matrix-Market coordinate column-oriented format */ + if (argc < 2) assert(false && "please, give the matrix market file "); + loadMarket(A, args[1]); + cout << "End charging matrix " << endl; + bool iscomplex=false, isvector=false; + int sym; + getMarketHeader(args[1], sym, iscomplex, isvector); +// if (iscomplex) { cout<< " Not for complex matrices \n"; return -1; } + if (isvector) { cout << "The provided file is not a matrix file\n"; return -1;} + if (sym != 0) { // symmetric matrices, only the lower part is stored + SparseMatrix<scalar, ColMajor> temp; + temp = A; + A = temp.selfadjointView<Lower>(); + } + n = A.cols(); + /* Fill the right hand side */ + + if (argc > 2) + loadMarketVector(b, args[2]); + else + { + b.resize(n); + tmp.resize(n); +// tmp.setRandom(); + for (int i = 0; i < n; i++) tmp(i) = i; + b = A * tmp ; + } + + /* Compute the factorization */ +// solver.isSymmetric(true); + timer.start(); +// solver.compute(A); + solver.analyzePattern(A); + timer.stop(); + cout << "Time to analyze " << timer.value() << std::endl; + timer.reset(); + timer.start(); + solver.factorize(A); + timer.stop(); + cout << "Factorize Time " << timer.value() << std::endl; + timer.reset(); + timer.start(); + x = solver.solve(b); + timer.stop(); + cout << "solve time " << timer.value() << std::endl; + /* Check the accuracy */ + Matrix<scalar, Dynamic, 1> tmp2 = b - A*x; + scalar tempNorm = tmp2.norm()/b.norm(); + cout << "Relative norm of the computed solution : " << tempNorm <<"\n"; + cout << "Number of nonzeros in the factor : " << solver.nnzL() + solver.nnzU() << std::endl; + + return 0; +}
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