Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/bench/benchCholesky.cpp b/bench/benchCholesky.cpp
new file mode 100644
index 0000000..42b3e12
--- /dev/null
+++ b/bench/benchCholesky.cpp
@@ -0,0 +1,142 @@
+
+// g++ -DNDEBUG -O3 -I.. benchLLT.cpp -o benchLLT && ./benchLLT
+// options:
+// -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3
+// -DEIGEN_DONT_VECTORIZE
+// -msse2
+// -DREPEAT=100
+// -DTRIES=10
+// -DSCALAR=double
+
+#include <iostream>
+
+#include <Eigen/Core>
+#include <Eigen/Cholesky>
+#include <bench/BenchUtil.h>
+using namespace Eigen;
+
+#ifndef REPEAT
+#define REPEAT 10000
+#endif
+
+#ifndef TRIES
+#define TRIES 10
+#endif
+
+typedef float Scalar;
+
+template <typename MatrixType>
+__attribute__ ((noinline)) void benchLLT(const MatrixType& m)
+{
+ int rows = m.rows();
+ int cols = m.cols();
+
+ int cost = 0;
+ for (int j=0; j<rows; ++j)
+ {
+ int r = std::max(rows - j -1,0);
+ cost += 2*(r*j+r+j);
+ }
+
+ int repeats = (REPEAT*1000)/(rows*rows);
+
+ typedef typename MatrixType::Scalar Scalar;
+ typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
+
+ MatrixType a = MatrixType::Random(rows,cols);
+ SquareMatrixType covMat = a * a.adjoint();
+
+ BenchTimer timerNoSqrt, timerSqrt;
+
+ Scalar acc = 0;
+ int r = internal::random<int>(0,covMat.rows()-1);
+ int c = internal::random<int>(0,covMat.cols()-1);
+ for (int t=0; t<TRIES; ++t)
+ {
+ timerNoSqrt.start();
+ for (int k=0; k<repeats; ++k)
+ {
+ LDLT<SquareMatrixType> cholnosqrt(covMat);
+ acc += cholnosqrt.matrixL().coeff(r,c);
+ }
+ timerNoSqrt.stop();
+ }
+
+ for (int t=0; t<TRIES; ++t)
+ {
+ timerSqrt.start();
+ for (int k=0; k<repeats; ++k)
+ {
+ LLT<SquareMatrixType> chol(covMat);
+ acc += chol.matrixL().coeff(r,c);
+ }
+ timerSqrt.stop();
+ }
+
+ if (MatrixType::RowsAtCompileTime==Dynamic)
+ std::cout << "dyn ";
+ else
+ std::cout << "fixed ";
+ std::cout << covMat.rows() << " \t"
+ << (timerNoSqrt.value() * REPEAT) / repeats << "s "
+ << "(" << 1e-6 * cost*repeats/timerNoSqrt.value() << " MFLOPS)\t"
+ << (timerSqrt.value() * REPEAT) / repeats << "s "
+ << "(" << 1e-6 * cost*repeats/timerSqrt.value() << " MFLOPS)\n";
+
+
+ #ifdef BENCH_GSL
+ if (MatrixType::RowsAtCompileTime==Dynamic)
+ {
+ timerSqrt.reset();
+
+ gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols());
+ gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols());
+
+ eiToGsl(covMat, &gslCovMat);
+ for (int t=0; t<TRIES; ++t)
+ {
+ timerSqrt.start();
+ for (int k=0; k<repeats; ++k)
+ {
+ gsl_matrix_memcpy(gslCopy,gslCovMat);
+ gsl_linalg_cholesky_decomp(gslCopy);
+ acc += gsl_matrix_get(gslCopy,r,c);
+ }
+ timerSqrt.stop();
+ }
+
+ std::cout << " | \t"
+ << timerSqrt.value() * REPEAT / repeats << "s";
+
+ gsl_matrix_free(gslCovMat);
+ }
+ #endif
+ std::cout << "\n";
+ // make sure the compiler does not optimize too much
+ if (acc==123)
+ std::cout << acc;
+}
+
+int main(int argc, char* argv[])
+{
+ const int dynsizes[] = {4,6,8,16,24,32,49,64,128,256,512,900,0};
+ std::cout << "size no sqrt standard";
+// #ifdef BENCH_GSL
+// std::cout << " GSL (standard + double + ATLAS) ";
+// #endif
+ std::cout << "\n";
+ for (uint i=0; dynsizes[i]>0; ++i)
+ benchLLT(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i]));
+
+ benchLLT(Matrix<Scalar,2,2>());
+ benchLLT(Matrix<Scalar,3,3>());
+ benchLLT(Matrix<Scalar,4,4>());
+ benchLLT(Matrix<Scalar,5,5>());
+ benchLLT(Matrix<Scalar,6,6>());
+ benchLLT(Matrix<Scalar,7,7>());
+ benchLLT(Matrix<Scalar,8,8>());
+ benchLLT(Matrix<Scalar,12,12>());
+ benchLLT(Matrix<Scalar,16,16>());
+ return 0;
+}
+