1 | // This file is part of Eigen, a lightweight C++ template library
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2 | // for linear algebra.
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3 | //
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4 | // Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
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5 | // Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
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6 | // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
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7 | // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
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8 | //
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9 | // This Source Code Form is subject to the terms of the Mozilla
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10 | // Public License v. 2.0. If a copy of the MPL was not distributed
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11 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/
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12 |
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13 | // Bench to compare the efficiency of SVD algorithms
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14 |
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15 | #include <iostream>
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16 | #include <bench/BenchTimer.h>
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17 | #include <unsupported/Eigen/SVD>
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18 |
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19 |
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20 | using namespace Eigen;
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21 | using namespace std;
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22 |
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23 | // number of computations of each algorithm before the print of the time
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24 | #ifndef REPEAT
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25 | #define REPEAT 10
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26 | #endif
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27 |
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28 | // number of tests of the same type
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29 | #ifndef NUMBER_SAMPLE
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30 | #define NUMBER_SAMPLE 2
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31 | #endif
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32 |
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33 | template<typename MatrixType>
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34 | void bench_svd(const MatrixType& a = MatrixType())
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35 | {
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36 | MatrixType m = MatrixType::Random(a.rows(), a.cols());
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37 | BenchTimer timerJacobi;
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38 | BenchTimer timerBDC;
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39 | timerJacobi.reset();
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40 | timerBDC.reset();
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41 |
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42 | cout << " Only compute Singular Values" <<endl;
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43 | for (int k=1; k<=NUMBER_SAMPLE; ++k)
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44 | {
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45 | timerBDC.start();
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46 | for (int i=0; i<REPEAT; ++i)
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47 | {
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48 | BDCSVD<MatrixType> bdc_matrix(m);
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49 | }
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50 | timerBDC.stop();
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51 |
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52 | timerJacobi.start();
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53 | for (int i=0; i<REPEAT; ++i)
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54 | {
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55 | JacobiSVD<MatrixType> jacobi_matrix(m);
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56 | }
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57 | timerJacobi.stop();
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58 |
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59 |
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60 | cout << "Sample " << k << " : " << REPEAT << " computations : Jacobi : " << fixed << timerJacobi.value() << "s ";
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61 | cout << " || " << " BDC : " << timerBDC.value() << "s " <<endl <<endl;
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62 |
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63 | if (timerBDC.value() >= timerJacobi.value())
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64 | cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" <<endl;
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65 | else
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66 | cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" <<endl;
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67 |
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68 | }
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69 | cout << " =================" <<endl;
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70 | std::cout<< std::endl;
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71 | timerJacobi.reset();
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72 | timerBDC.reset();
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73 | cout << " Computes rotaion matrix" <<endl;
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74 | for (int k=1; k<=NUMBER_SAMPLE; ++k)
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75 | {
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76 | timerBDC.start();
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77 | for (int i=0; i<REPEAT; ++i)
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78 | {
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79 | BDCSVD<MatrixType> bdc_matrix(m, ComputeFullU|ComputeFullV);
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80 | }
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81 | timerBDC.stop();
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82 |
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83 | timerJacobi.start();
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84 | for (int i=0; i<REPEAT; ++i)
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85 | {
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86 | JacobiSVD<MatrixType> jacobi_matrix(m, ComputeFullU|ComputeFullV);
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87 | }
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88 | timerJacobi.stop();
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89 |
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90 |
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91 | cout << "Sample " << k << " : " << REPEAT << " computations : Jacobi : " << fixed << timerJacobi.value() << "s ";
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92 | cout << " || " << " BDC : " << timerBDC.value() << "s " <<endl <<endl;
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93 |
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94 | if (timerBDC.value() >= timerJacobi.value())
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95 | cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" <<endl;
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96 | else
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97 | cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" <<endl;
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98 |
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99 | }
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100 | std::cout<< std::endl;
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101 | }
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102 |
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103 |
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104 |
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105 | int main(int argc, char* argv[])
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106 | {
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107 | std::cout<< std::endl;
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108 |
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109 | std::cout<<"On a (Dynamic, Dynamic) (6, 6) Matrix" <<std::endl;
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110 | bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(6, 6));
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111 |
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112 | std::cout<<"On a (Dynamic, Dynamic) (32, 32) Matrix" <<std::endl;
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113 | bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(32, 32));
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114 |
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115 | //std::cout<<"On a (Dynamic, Dynamic) (128, 128) Matrix" <<std::endl;
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116 | //bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(128, 128));
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117 |
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118 | std::cout<<"On a (Dynamic, Dynamic) (160, 160) Matrix" <<std::endl;
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119 | bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(160, 160));
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120 |
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121 | std::cout<< "--------------------------------------------------------------------"<< std::endl;
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122 |
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123 | }
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