[136] | 1 |
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| 2 | // g++ -DNDEBUG -O3 -I.. benchLLT.cpp -o benchLLT && ./benchLLT
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| 3 | // options:
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| 4 | // -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3
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| 5 | // -DEIGEN_DONT_VECTORIZE
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| 6 | // -msse2
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| 7 | // -DREPEAT=100
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| 8 | // -DTRIES=10
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| 9 | // -DSCALAR=double
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| 10 |
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| 11 | #include <iostream>
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| 12 |
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| 13 | #include <Eigen/Core>
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| 14 | #include <Eigen/Cholesky>
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| 15 | #include <bench/BenchUtil.h>
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| 16 | using namespace Eigen;
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| 17 |
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| 18 | #ifndef REPEAT
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| 19 | #define REPEAT 10000
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| 20 | #endif
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| 21 |
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| 22 | #ifndef TRIES
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| 23 | #define TRIES 10
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| 24 | #endif
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| 25 |
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| 26 | typedef float Scalar;
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| 27 |
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| 28 | template <typename MatrixType>
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| 29 | __attribute__ ((noinline)) void benchLLT(const MatrixType& m)
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| 30 | {
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| 31 | int rows = m.rows();
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| 32 | int cols = m.cols();
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| 33 |
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| 34 | int cost = 0;
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| 35 | for (int j=0; j<rows; ++j)
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| 36 | {
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| 37 | int r = std::max(rows - j -1,0);
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| 38 | cost += 2*(r*j+r+j);
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| 39 | }
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| 40 |
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| 41 | int repeats = (REPEAT*1000)/(rows*rows);
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| 42 |
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| 43 | typedef typename MatrixType::Scalar Scalar;
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| 44 | typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
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| 45 |
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| 46 | MatrixType a = MatrixType::Random(rows,cols);
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| 47 | SquareMatrixType covMat = a * a.adjoint();
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| 48 |
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| 49 | BenchTimer timerNoSqrt, timerSqrt;
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| 50 |
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| 51 | Scalar acc = 0;
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| 52 | int r = internal::random<int>(0,covMat.rows()-1);
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| 53 | int c = internal::random<int>(0,covMat.cols()-1);
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| 54 | for (int t=0; t<TRIES; ++t)
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| 55 | {
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| 56 | timerNoSqrt.start();
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| 57 | for (int k=0; k<repeats; ++k)
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| 58 | {
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| 59 | LDLT<SquareMatrixType> cholnosqrt(covMat);
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| 60 | acc += cholnosqrt.matrixL().coeff(r,c);
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| 61 | }
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| 62 | timerNoSqrt.stop();
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| 63 | }
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| 64 |
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| 65 | for (int t=0; t<TRIES; ++t)
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| 66 | {
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| 67 | timerSqrt.start();
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| 68 | for (int k=0; k<repeats; ++k)
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| 69 | {
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| 70 | LLT<SquareMatrixType> chol(covMat);
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| 71 | acc += chol.matrixL().coeff(r,c);
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| 72 | }
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| 73 | timerSqrt.stop();
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| 74 | }
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| 75 |
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| 76 | if (MatrixType::RowsAtCompileTime==Dynamic)
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| 77 | std::cout << "dyn ";
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| 78 | else
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| 79 | std::cout << "fixed ";
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| 80 | std::cout << covMat.rows() << " \t"
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| 81 | << (timerNoSqrt.value() * REPEAT) / repeats << "s "
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| 82 | << "(" << 1e-6 * cost*repeats/timerNoSqrt.value() << " MFLOPS)\t"
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| 83 | << (timerSqrt.value() * REPEAT) / repeats << "s "
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| 84 | << "(" << 1e-6 * cost*repeats/timerSqrt.value() << " MFLOPS)\n";
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| 85 |
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| 86 |
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| 87 | #ifdef BENCH_GSL
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| 88 | if (MatrixType::RowsAtCompileTime==Dynamic)
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| 89 | {
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| 90 | timerSqrt.reset();
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| 91 |
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| 92 | gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols());
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| 93 | gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols());
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| 94 |
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| 95 | eiToGsl(covMat, &gslCovMat);
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| 96 | for (int t=0; t<TRIES; ++t)
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| 97 | {
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| 98 | timerSqrt.start();
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| 99 | for (int k=0; k<repeats; ++k)
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| 100 | {
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| 101 | gsl_matrix_memcpy(gslCopy,gslCovMat);
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| 102 | gsl_linalg_cholesky_decomp(gslCopy);
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| 103 | acc += gsl_matrix_get(gslCopy,r,c);
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| 104 | }
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| 105 | timerSqrt.stop();
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| 106 | }
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| 107 |
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| 108 | std::cout << " | \t"
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| 109 | << timerSqrt.value() * REPEAT / repeats << "s";
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| 110 |
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| 111 | gsl_matrix_free(gslCovMat);
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| 112 | }
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| 113 | #endif
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| 114 | std::cout << "\n";
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| 115 | // make sure the compiler does not optimize too much
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| 116 | if (acc==123)
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| 117 | std::cout << acc;
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| 118 | }
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| 119 |
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| 120 | int main(int argc, char* argv[])
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| 121 | {
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| 122 | const int dynsizes[] = {4,6,8,16,24,32,49,64,128,256,512,900,0};
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| 123 | std::cout << "size no sqrt standard";
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| 124 | // #ifdef BENCH_GSL
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| 125 | // std::cout << " GSL (standard + double + ATLAS) ";
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| 126 | // #endif
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| 127 | std::cout << "\n";
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| 128 | for (uint i=0; dynsizes[i]>0; ++i)
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| 129 | benchLLT(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i]));
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| 130 |
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| 131 | benchLLT(Matrix<Scalar,2,2>());
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| 132 | benchLLT(Matrix<Scalar,3,3>());
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| 133 | benchLLT(Matrix<Scalar,4,4>());
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| 134 | benchLLT(Matrix<Scalar,5,5>());
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| 135 | benchLLT(Matrix<Scalar,6,6>());
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| 136 | benchLLT(Matrix<Scalar,7,7>());
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| 137 | benchLLT(Matrix<Scalar,8,8>());
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| 138 | benchLLT(Matrix<Scalar,12,12>());
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| 139 | benchLLT(Matrix<Scalar,16,16>());
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| 140 | return 0;
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| 141 | }
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| 142 |
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