[136] | 1 |
|
---|
| 2 | // g++ -DNDEBUG -O3 -I.. benchEigenSolver.cpp -o benchEigenSolver && ./benchEigenSolver
|
---|
| 3 | // options:
|
---|
| 4 | // -DBENCH_GMM
|
---|
| 5 | // -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3
|
---|
| 6 | // -DEIGEN_DONT_VECTORIZE
|
---|
| 7 | // -msse2
|
---|
| 8 | // -DREPEAT=100
|
---|
| 9 | // -DTRIES=10
|
---|
| 10 | // -DSCALAR=double
|
---|
| 11 |
|
---|
| 12 | #include <iostream>
|
---|
| 13 |
|
---|
| 14 | #include <Eigen/Core>
|
---|
| 15 | #include <Eigen/QR>
|
---|
| 16 | #include <bench/BenchUtil.h>
|
---|
| 17 | using namespace Eigen;
|
---|
| 18 |
|
---|
| 19 | #ifndef REPEAT
|
---|
| 20 | #define REPEAT 1000
|
---|
| 21 | #endif
|
---|
| 22 |
|
---|
| 23 | #ifndef TRIES
|
---|
| 24 | #define TRIES 4
|
---|
| 25 | #endif
|
---|
| 26 |
|
---|
| 27 | #ifndef SCALAR
|
---|
| 28 | #define SCALAR float
|
---|
| 29 | #endif
|
---|
| 30 |
|
---|
| 31 | typedef SCALAR Scalar;
|
---|
| 32 |
|
---|
| 33 | template <typename MatrixType>
|
---|
| 34 | __attribute__ ((noinline)) void benchEigenSolver(const MatrixType& m)
|
---|
| 35 | {
|
---|
| 36 | int rows = m.rows();
|
---|
| 37 | int cols = m.cols();
|
---|
| 38 |
|
---|
| 39 | int stdRepeats = std::max(1,int((REPEAT*1000)/(rows*rows*sqrt(rows))));
|
---|
| 40 | int saRepeats = stdRepeats * 4;
|
---|
| 41 |
|
---|
| 42 | typedef typename MatrixType::Scalar Scalar;
|
---|
| 43 | typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
|
---|
| 44 |
|
---|
| 45 | MatrixType a = MatrixType::Random(rows,cols);
|
---|
| 46 | SquareMatrixType covMat = a * a.adjoint();
|
---|
| 47 |
|
---|
| 48 | BenchTimer timerSa, timerStd;
|
---|
| 49 |
|
---|
| 50 | Scalar acc = 0;
|
---|
| 51 | int r = internal::random<int>(0,covMat.rows()-1);
|
---|
| 52 | int c = internal::random<int>(0,covMat.cols()-1);
|
---|
| 53 | {
|
---|
| 54 | SelfAdjointEigenSolver<SquareMatrixType> ei(covMat);
|
---|
| 55 | for (int t=0; t<TRIES; ++t)
|
---|
| 56 | {
|
---|
| 57 | timerSa.start();
|
---|
| 58 | for (int k=0; k<saRepeats; ++k)
|
---|
| 59 | {
|
---|
| 60 | ei.compute(covMat);
|
---|
| 61 | acc += ei.eigenvectors().coeff(r,c);
|
---|
| 62 | }
|
---|
| 63 | timerSa.stop();
|
---|
| 64 | }
|
---|
| 65 | }
|
---|
| 66 |
|
---|
| 67 | {
|
---|
| 68 | EigenSolver<SquareMatrixType> ei(covMat);
|
---|
| 69 | for (int t=0; t<TRIES; ++t)
|
---|
| 70 | {
|
---|
| 71 | timerStd.start();
|
---|
| 72 | for (int k=0; k<stdRepeats; ++k)
|
---|
| 73 | {
|
---|
| 74 | ei.compute(covMat);
|
---|
| 75 | acc += ei.eigenvectors().coeff(r,c);
|
---|
| 76 | }
|
---|
| 77 | timerStd.stop();
|
---|
| 78 | }
|
---|
| 79 | }
|
---|
| 80 |
|
---|
| 81 | if (MatrixType::RowsAtCompileTime==Dynamic)
|
---|
| 82 | std::cout << "dyn ";
|
---|
| 83 | else
|
---|
| 84 | std::cout << "fixed ";
|
---|
| 85 | std::cout << covMat.rows() << " \t"
|
---|
| 86 | << timerSa.value() * REPEAT / saRepeats << "s \t"
|
---|
| 87 | << timerStd.value() * REPEAT / stdRepeats << "s";
|
---|
| 88 |
|
---|
| 89 | #ifdef BENCH_GMM
|
---|
| 90 | if (MatrixType::RowsAtCompileTime==Dynamic)
|
---|
| 91 | {
|
---|
| 92 | timerSa.reset();
|
---|
| 93 | timerStd.reset();
|
---|
| 94 |
|
---|
| 95 | gmm::dense_matrix<Scalar> gmmCovMat(covMat.rows(),covMat.cols());
|
---|
| 96 | gmm::dense_matrix<Scalar> eigvect(covMat.rows(),covMat.cols());
|
---|
| 97 | std::vector<Scalar> eigval(covMat.rows());
|
---|
| 98 | eiToGmm(covMat, gmmCovMat);
|
---|
| 99 | for (int t=0; t<TRIES; ++t)
|
---|
| 100 | {
|
---|
| 101 | timerSa.start();
|
---|
| 102 | for (int k=0; k<saRepeats; ++k)
|
---|
| 103 | {
|
---|
| 104 | gmm::symmetric_qr_algorithm(gmmCovMat, eigval, eigvect);
|
---|
| 105 | acc += eigvect(r,c);
|
---|
| 106 | }
|
---|
| 107 | timerSa.stop();
|
---|
| 108 | }
|
---|
| 109 | // the non-selfadjoint solver does not compute the eigen vectors
|
---|
| 110 | // for (int t=0; t<TRIES; ++t)
|
---|
| 111 | // {
|
---|
| 112 | // timerStd.start();
|
---|
| 113 | // for (int k=0; k<stdRepeats; ++k)
|
---|
| 114 | // {
|
---|
| 115 | // gmm::implicit_qr_algorithm(gmmCovMat, eigval, eigvect);
|
---|
| 116 | // acc += eigvect(r,c);
|
---|
| 117 | // }
|
---|
| 118 | // timerStd.stop();
|
---|
| 119 | // }
|
---|
| 120 |
|
---|
| 121 | std::cout << " | \t"
|
---|
| 122 | << timerSa.value() * REPEAT / saRepeats << "s"
|
---|
| 123 | << /*timerStd.value() * REPEAT / stdRepeats << "s"*/ " na ";
|
---|
| 124 | }
|
---|
| 125 | #endif
|
---|
| 126 |
|
---|
| 127 | #ifdef BENCH_GSL
|
---|
| 128 | if (MatrixType::RowsAtCompileTime==Dynamic)
|
---|
| 129 | {
|
---|
| 130 | timerSa.reset();
|
---|
| 131 | timerStd.reset();
|
---|
| 132 |
|
---|
| 133 | gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols());
|
---|
| 134 | gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols());
|
---|
| 135 | gsl_matrix* eigvect = gsl_matrix_alloc(covMat.rows(),covMat.cols());
|
---|
| 136 | gsl_vector* eigval = gsl_vector_alloc(covMat.rows());
|
---|
| 137 | gsl_eigen_symmv_workspace* eisymm = gsl_eigen_symmv_alloc(covMat.rows());
|
---|
| 138 |
|
---|
| 139 | gsl_matrix_complex* eigvectz = gsl_matrix_complex_alloc(covMat.rows(),covMat.cols());
|
---|
| 140 | gsl_vector_complex* eigvalz = gsl_vector_complex_alloc(covMat.rows());
|
---|
| 141 | gsl_eigen_nonsymmv_workspace* einonsymm = gsl_eigen_nonsymmv_alloc(covMat.rows());
|
---|
| 142 |
|
---|
| 143 | eiToGsl(covMat, &gslCovMat);
|
---|
| 144 | for (int t=0; t<TRIES; ++t)
|
---|
| 145 | {
|
---|
| 146 | timerSa.start();
|
---|
| 147 | for (int k=0; k<saRepeats; ++k)
|
---|
| 148 | {
|
---|
| 149 | gsl_matrix_memcpy(gslCopy,gslCovMat);
|
---|
| 150 | gsl_eigen_symmv(gslCopy, eigval, eigvect, eisymm);
|
---|
| 151 | acc += gsl_matrix_get(eigvect,r,c);
|
---|
| 152 | }
|
---|
| 153 | timerSa.stop();
|
---|
| 154 | }
|
---|
| 155 | for (int t=0; t<TRIES; ++t)
|
---|
| 156 | {
|
---|
| 157 | timerStd.start();
|
---|
| 158 | for (int k=0; k<stdRepeats; ++k)
|
---|
| 159 | {
|
---|
| 160 | gsl_matrix_memcpy(gslCopy,gslCovMat);
|
---|
| 161 | gsl_eigen_nonsymmv(gslCopy, eigvalz, eigvectz, einonsymm);
|
---|
| 162 | acc += GSL_REAL(gsl_matrix_complex_get(eigvectz,r,c));
|
---|
| 163 | }
|
---|
| 164 | timerStd.stop();
|
---|
| 165 | }
|
---|
| 166 |
|
---|
| 167 | std::cout << " | \t"
|
---|
| 168 | << timerSa.value() * REPEAT / saRepeats << "s \t"
|
---|
| 169 | << timerStd.value() * REPEAT / stdRepeats << "s";
|
---|
| 170 |
|
---|
| 171 | gsl_matrix_free(gslCovMat);
|
---|
| 172 | gsl_vector_free(gslCopy);
|
---|
| 173 | gsl_matrix_free(eigvect);
|
---|
| 174 | gsl_vector_free(eigval);
|
---|
| 175 | gsl_matrix_complex_free(eigvectz);
|
---|
| 176 | gsl_vector_complex_free(eigvalz);
|
---|
| 177 | gsl_eigen_symmv_free(eisymm);
|
---|
| 178 | gsl_eigen_nonsymmv_free(einonsymm);
|
---|
| 179 | }
|
---|
| 180 | #endif
|
---|
| 181 |
|
---|
| 182 | std::cout << "\n";
|
---|
| 183 |
|
---|
| 184 | // make sure the compiler does not optimize too much
|
---|
| 185 | if (acc==123)
|
---|
| 186 | std::cout << acc;
|
---|
| 187 | }
|
---|
| 188 |
|
---|
| 189 | int main(int argc, char* argv[])
|
---|
| 190 | {
|
---|
| 191 | const int dynsizes[] = {4,6,8,12,16,24,32,64,128,256,512,0};
|
---|
| 192 | std::cout << "size selfadjoint generic";
|
---|
| 193 | #ifdef BENCH_GMM
|
---|
| 194 | std::cout << " GMM++ ";
|
---|
| 195 | #endif
|
---|
| 196 | #ifdef BENCH_GSL
|
---|
| 197 | std::cout << " GSL (double + ATLAS) ";
|
---|
| 198 | #endif
|
---|
| 199 | std::cout << "\n";
|
---|
| 200 | for (uint i=0; dynsizes[i]>0; ++i)
|
---|
| 201 | benchEigenSolver(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i]));
|
---|
| 202 |
|
---|
| 203 | benchEigenSolver(Matrix<Scalar,2,2>());
|
---|
| 204 | benchEigenSolver(Matrix<Scalar,3,3>());
|
---|
| 205 | benchEigenSolver(Matrix<Scalar,4,4>());
|
---|
| 206 | benchEigenSolver(Matrix<Scalar,6,6>());
|
---|
| 207 | benchEigenSolver(Matrix<Scalar,8,8>());
|
---|
| 208 | benchEigenSolver(Matrix<Scalar,12,12>());
|
---|
| 209 | benchEigenSolver(Matrix<Scalar,16,16>());
|
---|
| 210 | return 0;
|
---|
| 211 | }
|
---|
| 212 |
|
---|