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/sparse_trisolver.cpp b/bench/sparse_trisolver.cpp
new file mode 100644
index 0000000..13f4f0a
--- /dev/null
+++ b/bench/sparse_trisolver.cpp
@@ -0,0 +1,220 @@
+
+//g++ -O3 -g0 -DNDEBUG sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.005 -DSIZE=10000 && ./a.out
+//g++ -O3 -g0 -DNDEBUG sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.05 -DSIZE=2000 && ./a.out
+// -DNOGMM -DNOMTL
+// -I /home/gael/Coding/LinearAlgebra/CSparse/Include/ /home/gael/Coding/LinearAlgebra/CSparse/Lib/libcsparse.a
+
+#ifndef SIZE
+#define SIZE 10000
+#endif
+
+#ifndef DENSITY
+#define DENSITY 0.01
+#endif
+
+#ifndef REPEAT
+#define REPEAT 1
+#endif
+
+#include "BenchSparseUtil.h"
+
+#ifndef MINDENSITY
+#define MINDENSITY 0.0004
+#endif
+
+#ifndef NBTRIES
+#define NBTRIES 10
+#endif
+
+#define BENCH(X) \
+ timer.reset(); \
+ for (int _j=0; _j<NBTRIES; ++_j) { \
+ timer.start(); \
+ for (int _k=0; _k<REPEAT; ++_k) { \
+ X \
+ } timer.stop(); }
+
+typedef SparseMatrix<Scalar,UpperTriangular> EigenSparseTriMatrix;
+typedef SparseMatrix<Scalar,RowMajorBit|UpperTriangular> EigenSparseTriMatrixRow;
+
+void fillMatrix(float density, int rows, int cols, EigenSparseTriMatrix& dst)
+{
+ dst.startFill(rows*cols*density);
+ for(int j = 0; j < cols; j++)
+ {
+ for(int i = 0; i < j; i++)
+ {
+ Scalar v = (internal::random<float>(0,1) < density) ? internal::random<Scalar>() : 0;
+ if (v!=0)
+ dst.fill(i,j) = v;
+ }
+ dst.fill(j,j) = internal::random<Scalar>();
+ }
+ dst.endFill();
+}
+
+int main(int argc, char *argv[])
+{
+ int rows = SIZE;
+ int cols = SIZE;
+ float density = DENSITY;
+ BenchTimer timer;
+ #if 1
+ EigenSparseTriMatrix sm1(rows,cols);
+ typedef Matrix<Scalar,Dynamic,1> DenseVector;
+ DenseVector b = DenseVector::Random(cols);
+ DenseVector x = DenseVector::Random(cols);
+
+ bool densedone = false;
+
+ for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
+ {
+ EigenSparseTriMatrix sm1(rows, cols);
+ fillMatrix(density, rows, cols, sm1);
+
+ // dense matrices
+ #ifdef DENSEMATRIX
+ if (!densedone)
+ {
+ densedone = true;
+ std::cout << "Eigen Dense\t" << density*100 << "%\n";
+ DenseMatrix m1(rows,cols);
+ Matrix<Scalar,Dynamic,Dynamic,Dynamic,Dynamic,RowMajorBit> m2(rows,cols);
+ eiToDense(sm1, m1);
+ m2 = m1;
+
+ BENCH(x = m1.marked<UpperTriangular>().solveTriangular(b);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x.transpose() << "\n";
+
+ BENCH(x = m2.marked<UpperTriangular>().solveTriangular(b);)
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x.transpose() << "\n";
+ }
+ #endif
+
+ // eigen sparse matrices
+ {
+ std::cout << "Eigen sparse\t" << density*100 << "%\n";
+ EigenSparseTriMatrixRow sm2 = sm1;
+
+ BENCH(x = sm1.solveTriangular(b);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x.transpose() << "\n";
+
+ BENCH(x = sm2.solveTriangular(b);)
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x.transpose() << "\n";
+
+// x = b;
+// BENCH(sm1.inverseProductInPlace(x);)
+// std::cout << " colmajor^-1 * b:\t" << timer.value() << " (inplace)" << endl;
+// std::cerr << x.transpose() << "\n";
+//
+// x = b;
+// BENCH(sm2.inverseProductInPlace(x);)
+// std::cout << " rowmajor^-1 * b:\t" << timer.value() << " (inplace)" << endl;
+// std::cerr << x.transpose() << "\n";
+ }
+
+
+
+ // CSparse
+ #ifdef CSPARSE
+ {
+ std::cout << "CSparse \t" << density*100 << "%\n";
+ cs *m1;
+ eiToCSparse(sm1, m1);
+
+ BENCH(x = b; if (!cs_lsolve (m1, x.data())){std::cerr << "cs_lsolve failed\n"; break;}; )
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+ }
+ #endif
+
+ // GMM++
+ #ifndef NOGMM
+ {
+ std::cout << "GMM++ sparse\t" << density*100 << "%\n";
+ GmmSparse m1(rows,cols);
+ gmm::csr_matrix<Scalar> m2;
+ eiToGmm(sm1, m1);
+ gmm::copy(m1,m2);
+ std::vector<Scalar> gmmX(cols), gmmB(cols);
+ Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols) = x;
+ Map<Matrix<Scalar,Dynamic,1> >(&gmmB[0], cols) = b;
+
+ gmmX = gmmB;
+ BENCH(gmm::upper_tri_solve(m1, gmmX, false);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols).transpose() << "\n";
+
+ gmmX = gmmB;
+ BENCH(gmm::upper_tri_solve(m2, gmmX, false);)
+ timer.stop();
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols).transpose() << "\n";
+ }
+ #endif
+
+ // MTL4
+ #ifndef NOMTL
+ {
+ std::cout << "MTL4\t" << density*100 << "%\n";
+ MtlSparse m1(rows,cols);
+ MtlSparseRowMajor m2(rows,cols);
+ eiToMtl(sm1, m1);
+ m2 = m1;
+ mtl::dense_vector<Scalar> x(rows, 1.0);
+ mtl::dense_vector<Scalar> b(rows, 1.0);
+
+ BENCH(x = mtl::upper_trisolve(m1,b);)
+ std::cout << " colmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x << "\n";
+
+ BENCH(x = mtl::upper_trisolve(m2,b);)
+ std::cout << " rowmajor^-1 * b:\t" << timer.value() << endl;
+// std::cerr << x << "\n";
+ }
+ #endif
+
+
+ std::cout << "\n\n";
+ }
+ #endif
+
+ #if 0
+ // bench small matrices (in-place versus return bye value)
+ {
+ timer.reset();
+ for (int _j=0; _j<10; ++_j) {
+ Matrix4f m = Matrix4f::Random();
+ Vector4f b = Vector4f::Random();
+ Vector4f x = Vector4f::Random();
+ timer.start();
+ for (int _k=0; _k<1000000; ++_k) {
+ b = m.inverseProduct(b);
+ }
+ timer.stop();
+ }
+ std::cout << "4x4 :\t" << timer.value() << endl;
+ }
+
+ {
+ timer.reset();
+ for (int _j=0; _j<10; ++_j) {
+ Matrix4f m = Matrix4f::Random();
+ Vector4f b = Vector4f::Random();
+ Vector4f x = Vector4f::Random();
+ timer.start();
+ for (int _k=0; _k<1000000; ++_k) {
+ m.inverseProductInPlace(x);
+ }
+ timer.stop();
+ }
+ std::cout << "4x4 IP :\t" << timer.value() << endl;
+ }
+ #endif
+
+ return 0;
+}
+