finish the move to Eigen3 in BTL, and let's use our own FindEigen3.cmake script

This commit is contained in:
Gael Guennebaud 2011-01-26 19:12:35 +01:00
parent 86acb46518
commit 240bfdd142
12 changed files with 113 additions and 286 deletions

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@ -89,7 +89,7 @@ endmacro(btl_add_target_property)
ENABLE_TESTING() ENABLE_TESTING()
add_subdirectory(libs/eigen2) add_subdirectory(libs/eigen3)
add_subdirectory(libs/hand_vec) add_subdirectory(libs/hand_vec)
add_subdirectory(libs/gmm) add_subdirectory(libs/gmm)
add_subdirectory(libs/mtl4) add_subdirectory(libs/mtl4)

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@ -1,30 +0,0 @@
# - Try to find eigen lib
# Once done this will define
#
# EIGEN_FOUND - system has eigen lib
# EIGEN_INCLUDE_DIR - the eigen include directory
# Copyright (c) 2006, 2007 Montel Laurent, <montel@kde.org>
# Redistribution and use is allowed according to the terms of the BSD license.
# For details see the accompanying COPYING-CMAKE-SCRIPTS file.
if (EIGEN_INCLUDE_DIR)
# in cache already
set(EIGEN_FOUND TRUE)
else (EIGEN_INCLUDE_DIR)
find_path(EIGEN_INCLUDE_DIR NAMES eigen/matrix.h
PATHS
${INCLUDE_INSTALL_DIR}
)
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(Eigen DEFAULT_MSG EIGEN_INCLUDE_DIR )
mark_as_advanced(EIGEN_INCLUDE_DIR)
endif(EIGEN_INCLUDE_DIR)

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@ -1,32 +0,0 @@
# - Try to find Eigen2 lib
# Once done this will define
#
# EIGEN2_FOUND - system has eigen lib
# EIGEN2_INCLUDE_DIR - the eigen include directory
# Copyright (c) 2006, 2007 Montel Laurent, <montel@kde.org>
# Redistribution and use is allowed according to the terms of the BSD license.
# For details see the accompanying COPYING-CMAKE-SCRIPTS file.
if (EIGEN2_INCLUDE_DIR)
# in cache already
set(EIGEN2_FOUND TRUE)
else (EIGEN2_INCLUDE_DIR)
find_path(EIGEN2_INCLUDE_DIR NAMES Eigen/Core
PATH_SUFFIXES eigen2
HINTS
${INCLUDE_INSTALL_DIR}
${KDE4_INCLUDE_DIR}
)
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(Eigen2 DEFAULT_MSG EIGEN2_INCLUDE_DIR )
mark_as_advanced(EIGEN2_INCLUDE_DIR)
endif(EIGEN2_INCLUDE_DIR)

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@ -0,0 +1,81 @@
# - Try to find Eigen3 lib
#
# This module supports requiring a minimum version, e.g. you can do
# find_package(Eigen3 3.1.2)
# to require version 3.1.2 or newer of Eigen3.
#
# Once done this will define
#
# EIGEN3_FOUND - system has eigen lib with correct version
# EIGEN3_INCLUDE_DIR - the eigen include directory
# EIGEN3_VERSION - eigen version
# Copyright (c) 2006, 2007 Montel Laurent, <montel@kde.org>
# Copyright (c) 2008, 2009 Gael Guennebaud, <g.gael@free.fr>
# Copyright (c) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
# Redistribution and use is allowed according to the terms of the 2-clause BSD license.
if(NOT Eigen3_FIND_VERSION)
if(NOT Eigen3_FIND_VERSION_MAJOR)
set(Eigen3_FIND_VERSION_MAJOR 2)
endif(NOT Eigen3_FIND_VERSION_MAJOR)
if(NOT Eigen3_FIND_VERSION_MINOR)
set(Eigen3_FIND_VERSION_MINOR 91)
endif(NOT Eigen3_FIND_VERSION_MINOR)
if(NOT Eigen3_FIND_VERSION_PATCH)
set(Eigen3_FIND_VERSION_PATCH 0)
endif(NOT Eigen3_FIND_VERSION_PATCH)
set(Eigen3_FIND_VERSION "${Eigen3_FIND_VERSION_MAJOR}.${Eigen3_FIND_VERSION_MINOR}.${Eigen3_FIND_VERSION_PATCH}")
endif(NOT Eigen3_FIND_VERSION)
macro(_eigen3_check_version)
file(READ "${EIGEN3_INCLUDE_DIR}/Eigen/src/Core/util/Macros.h" _eigen3_version_header)
string(REGEX MATCH "define[ \t]+EIGEN_WORLD_VERSION[ \t]+([0-9]+)" _eigen3_world_version_match "${_eigen3_version_header}")
set(EIGEN3_WORLD_VERSION "${CMAKE_MATCH_1}")
string(REGEX MATCH "define[ \t]+EIGEN_MAJOR_VERSION[ \t]+([0-9]+)" _eigen3_major_version_match "${_eigen3_version_header}")
set(EIGEN3_MAJOR_VERSION "${CMAKE_MATCH_1}")
string(REGEX MATCH "define[ \t]+EIGEN_MINOR_VERSION[ \t]+([0-9]+)" _eigen3_minor_version_match "${_eigen3_version_header}")
set(EIGEN3_MINOR_VERSION "${CMAKE_MATCH_1}")
set(EIGEN3_VERSION ${EIGEN3_WORLD_VERSION}.${EIGEN3_MAJOR_VERSION}.${EIGEN3_MINOR_VERSION})
if(${EIGEN3_VERSION} VERSION_LESS ${Eigen3_FIND_VERSION})
set(EIGEN3_VERSION_OK FALSE)
else(${EIGEN3_VERSION} VERSION_LESS ${Eigen3_FIND_VERSION})
set(EIGEN3_VERSION_OK TRUE)
endif(${EIGEN3_VERSION} VERSION_LESS ${Eigen3_FIND_VERSION})
if(NOT EIGEN3_VERSION_OK)
message(STATUS "Eigen3 version ${EIGEN3_VERSION} found in ${EIGEN3_INCLUDE_DIR}, "
"but at least version ${Eigen3_FIND_VERSION} is required")
endif(NOT EIGEN3_VERSION_OK)
endmacro(_eigen3_check_version)
if (EIGEN3_INCLUDE_DIR)
# in cache already
_eigen3_check_version()
set(EIGEN3_FOUND ${EIGEN3_VERSION_OK})
else (EIGEN3_INCLUDE_DIR)
find_path(EIGEN3_INCLUDE_DIR NAMES signature_of_eigen3_matrix_library
PATHS
${CMAKE_INSTALL_PREFIX}/include
${KDE4_INCLUDE_DIR}
PATH_SUFFIXES eigen3 eigen
)
if(EIGEN3_INCLUDE_DIR)
_eigen3_check_version()
endif(EIGEN3_INCLUDE_DIR)
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(Eigen3 DEFAULT_MSG EIGEN3_INCLUDE_DIR EIGEN3_VERSION_OK)
mark_as_advanced(EIGEN3_INCLUDE_DIR)
endif(EIGEN3_INCLUDE_DIR)

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@ -1,192 +0,0 @@
//=====================================================
// File : blitz_LU_solve_interface.hh
// Author : L. Plagne <laurent.plagne@edf.fr)>
// Copyright (C) EDF R&D, lun sep 30 14:23:31 CEST 2002
//=====================================================
//
// This program is free software; you can redistribute it and/or
// modify it under the terms of the GNU General Public License
// as published by the Free Software Foundation; either version 2
// of the License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with this program; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
//
#ifndef BLITZ_LU_SOLVE_INTERFACE_HH
#define BLITZ_LU_SOLVE_INTERFACE_HH
#include "blitz/array.h"
#include <vector>
BZ_USING_NAMESPACE(blitz)
template<class real>
class blitz_LU_solve_interface : public blitz_interface<real>
{
public :
typedef typename blitz_interface<real>::gene_matrix gene_matrix;
typedef typename blitz_interface<real>::gene_vector gene_vector;
typedef blitz::Array<int,1> Pivot_Vector;
inline static void new_Pivot_Vector(Pivot_Vector & pivot,int N)
{
pivot.resize(N);
}
inline static void free_Pivot_Vector(Pivot_Vector & pivot)
{
return;
}
static inline real matrix_vector_product_sliced(const gene_matrix & A, gene_vector B, int row, int col_start, int col_end)
{
real somme=0.;
for (int j=col_start ; j<col_end+1 ; j++){
somme+=A(row,j)*B(j);
}
return somme;
}
static inline real matrix_matrix_product_sliced(gene_matrix & A, int row, int col_start, int col_end, gene_matrix & B, int row_shift, int col )
{
real somme=0.;
for (int j=col_start ; j<col_end+1 ; j++){
somme+=A(row,j)*B(j+row_shift,col);
}
return somme;
}
inline static void LU_factor(gene_matrix & LU, Pivot_Vector & pivot, int N)
{
ASSERT( LU.rows()==LU.cols() ) ;
int index_max = 0 ;
real big = 0. ;
real theSum = 0. ;
real dum = 0. ;
// Get the implicit scaling information :
gene_vector ImplicitScaling( N ) ;
for( int i=0; i<N; i++ ) {
big = 0. ;
for( int j=0; j<N; j++ ) {
if( abs( LU( i, j ) )>=big ) big = abs( LU( i, j ) ) ;
}
if( big==0. ) {
INFOS( "blitz_LU_factor::Singular matrix" ) ;
exit( 0 ) ;
}
ImplicitScaling( i ) = 1./big ;
}
// Loop over columns of Crout's method :
for( int j=0; j<N; j++ ) {
for( int i=0; i<j; i++ ) {
theSum = LU( i, j ) ;
theSum -= matrix_matrix_product_sliced(LU, i, 0, i-1, LU, 0, j) ;
// theSum -= sum( LU( i, Range( fromStart, i-1 ) )*LU( Range( fromStart, i-1 ), j ) ) ;
LU( i, j ) = theSum ;
}
// Search for the largest pivot element :
big = 0. ;
for( int i=j; i<N; i++ ) {
theSum = LU( i, j ) ;
theSum -= matrix_matrix_product_sliced(LU, i, 0, j-1, LU, 0, j) ;
// theSum -= sum( LU( i, Range( fromStart, j-1 ) )*LU( Range( fromStart, j-1 ), j ) ) ;
LU( i, j ) = theSum ;
if( (ImplicitScaling( i )*abs( theSum ))>=big ) {
dum = ImplicitScaling( i )*abs( theSum ) ;
big = dum ;
index_max = i ;
}
}
// Interchanging rows and the scale factor :
if( j!=index_max ) {
for( int k=0; k<N; k++ ) {
dum = LU( index_max, k ) ;
LU( index_max, k ) = LU( j, k ) ;
LU( j, k ) = dum ;
}
ImplicitScaling( index_max ) = ImplicitScaling( j ) ;
}
pivot( j ) = index_max ;
if ( LU( j, j )==0. ) LU( j, j ) = 1.e-20 ;
// Divide by the pivot element :
if( j<N ) {
dum = 1./LU( j, j ) ;
for( int i=j+1; i<N; i++ ) LU( i, j ) *= dum ;
}
}
}
inline static void LU_solve(const gene_matrix & LU, const Pivot_Vector pivot, gene_vector &B, gene_vector X, int N)
{
// Pour conserver le meme header, on travaille sur X, copie du second-membre B
X = B.copy() ;
ASSERT( LU.rows()==LU.cols() ) ;
firstIndex indI ;
// Forward substitution :
int ii = 0 ;
real theSum = 0. ;
for( int i=0; i<N; i++ ) {
int ip = pivot( i ) ;
theSum = X( ip ) ;
// theSum = B( ip ) ;
X( ip ) = X( i ) ;
// B( ip ) = B( i ) ;
if( ii ) {
theSum -= matrix_vector_product_sliced(LU, X, i, ii-1, i-1) ;
// theSum -= sum( LU( i, Range( ii-1, i-1 ) )*X( Range( ii-1, i-1 ) ) ) ;
// theSum -= sum( LU( i, Range( ii-1, i-1 ) )*B( Range( ii-1, i-1 ) ) ) ;
} else if( theSum ) {
ii = i+1 ;
}
X( i ) = theSum ;
// B( i ) = theSum ;
}
// Backsubstitution :
for( int i=N-1; i>=0; i-- ) {
theSum = X( i ) ;
// theSum = B( i ) ;
theSum -= matrix_vector_product_sliced(LU, X, i, i+1, N) ;
// theSum -= sum( LU( i, Range( i+1, toEnd ) )*X( Range( i+1, toEnd ) ) ) ;
// theSum -= sum( LU( i, Range( i+1, toEnd ) )*B( Range( i+1, toEnd ) ) ) ;
// Store a component of the solution vector :
X( i ) = theSum/LU( i, i ) ;
// B( i ) = theSum/LU( i, i ) ;
}
}
};
#endif

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@ -1,8 +1,8 @@
find_package(Eigen) find_package(Eigen3)
if (EIGEN_FOUND) if (EIGEN3_FOUND)
include_directories(${EIGEN_INCLUDE_DIR}) include_directories(${EIGEN3_INCLUDE_DIR})
btl_add_bench(btl_eigen3_linear main_linear.cpp) btl_add_bench(btl_eigen3_linear main_linear.cpp)
btl_add_bench(btl_eigen3_vecmat main_vecmat.cpp) btl_add_bench(btl_eigen3_vecmat main_vecmat.cpp)
btl_add_bench(btl_eigen3_matmat main_matmat.cpp) btl_add_bench(btl_eigen3_matmat main_matmat.cpp)
@ -54,4 +54,4 @@ if (EIGEN_FOUND)
endif(BUILD_btl_tiny_eigen3_novec) endif(BUILD_btl_tiny_eigen3_novec)
endif(NOT BTL_NOVEC) endif(NOT BTL_NOVEC)
endif (EIGEN_FOUND) endif (EIGEN3_FOUND)

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@ -16,7 +16,7 @@
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
// //
#include "utilities.h" #include "utilities.h"
#include "eigen2_interface.hh" #include "eigen3_interface.hh"
#include "static/bench_static.hh" #include "static/bench_static.hh"
#include "action_matrix_vector_product.hh" #include "action_matrix_vector_product.hh"
#include "action_matrix_matrix_product.hh" #include "action_matrix_matrix_product.hh"

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@ -15,8 +15,8 @@
// along with this program; if not, write to the Free Software // along with this program; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
// //
#ifndef EIGEN2_INTERFACE_HH #ifndef EIGEN3_INTERFACE_HH
#define EIGEN2_INTERFACE_HH #define EIGEN3_INTERFACE_HH
#include <Eigen/Eigen> #include <Eigen/Eigen>
#include <vector> #include <vector>
@ -25,7 +25,7 @@
using namespace Eigen; using namespace Eigen;
template<class real, int SIZE=Dynamic> template<class real, int SIZE=Dynamic>
class eigen2_interface class eigen3_interface
{ {
public : public :

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@ -16,7 +16,7 @@
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
// //
#include "utilities.h" #include "utilities.h"
#include "eigen2_interface.hh" #include "eigen3_interface.hh"
#include "bench.hh" #include "bench.hh"
#include "action_trisolve.hh" #include "action_trisolve.hh"
#include "action_trisolve_matrix.hh" #include "action_trisolve_matrix.hh"
@ -29,14 +29,14 @@ BTL_MAIN;
int main() int main()
{ {
bench<Action_trisolve<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_trisolve<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_trisolve_matrix<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_trisolve_matrix<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_cholesky<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_cholesky<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_lu_decomp<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_lu_decomp<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_partial_lu<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_partial_lu<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_hessenberg<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_hessenberg<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_tridiagonalization<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_tridiagonalization<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
return 0; return 0;
} }

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@ -16,7 +16,7 @@
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
// //
#include "utilities.h" #include "utilities.h"
#include "eigen2_interface.hh" #include "eigen3_interface.hh"
#include "bench.hh" #include "bench.hh"
#include "basic_actions.hh" #include "basic_actions.hh"
@ -25,9 +25,9 @@ BTL_MAIN;
int main() int main()
{ {
bench<Action_axpy<eigen2_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT); bench<Action_axpy<eigen3_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
bench<Action_axpby<eigen2_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT); bench<Action_axpby<eigen3_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
bench<Action_rot<eigen2_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT); bench<Action_rot<eigen3_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
return 0; return 0;
} }

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@ -16,7 +16,7 @@
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
// //
#include "utilities.h" #include "utilities.h"
#include "eigen2_interface.hh" #include "eigen3_interface.hh"
#include "bench.hh" #include "bench.hh"
#include "basic_actions.hh" #include "basic_actions.hh"
@ -24,10 +24,10 @@ BTL_MAIN;
int main() int main()
{ {
bench<Action_matrix_matrix_product<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_matrix_matrix_product<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_ata_product<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_ata_product<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_aat_product<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_aat_product<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_trmm<eigen2_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT); bench<Action_trmm<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
return 0; return 0;
} }

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@ -16,7 +16,7 @@
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
// //
#include "utilities.h" #include "utilities.h"
#include "eigen2_interface.hh" #include "eigen3_interface.hh"
#include "bench.hh" #include "bench.hh"
#include "basic_actions.hh" #include "basic_actions.hh"
@ -24,11 +24,11 @@ BTL_MAIN;
int main() int main()
{ {
bench<Action_matrix_vector_product<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT); bench<Action_matrix_vector_product<eigen3_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_atv_product<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT); bench<Action_atv_product<eigen3_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_symv<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT); bench<Action_symv<eigen3_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_syr2<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT); bench<Action_syr2<eigen3_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_ger<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT); bench<Action_ger<eigen3_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
return 0; return 0;
} }