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add ger and lu with partial pivoting in BTL

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This commit is contained in:
Gael Guennebaud 2009-08-04 11:30:33 +02:00
parent 4bec101470
commit c2a92e92a6
23 changed files with 340 additions and 86 deletions
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2
bench/btl/actions/action_aat_product.hh
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@ -104,7 +104,7 @@ public :
}
void check_result( void ){
if (_size>128) return;
// calculation check
Interface::matrix_to_stl(X,resu_stl);

2
bench/btl/actions/action_ata_product.hh
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@ -104,7 +104,7 @@ public :
}
void check_result( void ){
if (_size>128) return;
// calculation check
Interface::matrix_to_stl(X,resu_stl);

1
bench/btl/actions/action_atv_product.hh
View File

@ -93,6 +93,7 @@ public :
void check_result( void )
{
if (_size>128) return;
Interface::vector_to_stl(X,resu_stl);
STL_interface<typename Interface::real_type>::atv_product(A_stl,B_stl,X_stl,_size);

1
bench/btl/actions/action_axpby.hh
View File

@ -91,6 +91,7 @@ public :
}
void check_result( void ){
if (_size>128) return;
// calculation check
Interface::vector_to_stl(Y,resu_stl);

2
bench/btl/actions/action_axpy.hh
View File

@ -102,7 +102,7 @@ public :
}
void check_result( void ){
if (_size>128) return;
// calculation check
Interface::vector_to_stl(Y,resu_stl);

16
bench/btl/actions/action_cholesky.hh
View File

@ -38,14 +38,13 @@ public :
{
MESSAGE("Action_cholesky Ctor");
// STL vector initialization
typename Interface::stl_matrix tmp;
init_matrix<pseudo_random>(tmp,_size);
init_matrix<null_function>(X_stl,_size);
STL_interface<typename Interface::real_type>::ata_product(tmp,X_stl,_size);
// STL mat/vec initialization
init_matrix_symm<pseudo_random>(X_stl,_size);
init_matrix<null_function>(C_stl,_size);
init_matrix<null_function>(resu_stl,_size);
// make sure X is invertible
for (int i=0; i<_size; ++i)
X_stl[i][i] = X_stl[i][i] * 1e2 + 1;
// generic matrix and vector initialization
Interface::matrix_from_stl(X_ref,X_stl);
@ -101,8 +100,6 @@ public :
void check_result( void ){
// calculation check
Interface::matrix_to_stl(C,resu_stl);
// STL_interface<typename Interface::real_type>::cholesky(X_stl,C_stl,_size);
//
// typename Interface::real_type error=
@ -119,7 +116,6 @@ private :
typename Interface::stl_matrix X_stl;
typename Interface::stl_matrix C_stl;
typename Interface::stl_matrix resu_stl;
typename Interface::gene_matrix X_ref;
typename Interface::gene_matrix X;

128
bench/btl/actions/action_ger.hh Normal file
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@ -0,0 +1,128 @@
// 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 ACTION_GER
#define ACTION_GER
#include "utilities.h"
#include "STL_interface.hh"
#include <string>
#include "init/init_function.hh"
#include "init/init_vector.hh"
#include "init/init_matrix.hh"
using namespace std;
template<class Interface>
class Action_ger {
public :
// Ctor
BTL_DONT_INLINE Action_ger( int size ):_size(size)
{
MESSAGE("Action_ger Ctor");
// STL matrix and vector initialization
typename Interface::stl_matrix tmp;
init_matrix<pseudo_random>(A_stl,_size);
init_vector<pseudo_random>(B_stl,_size);
init_vector<pseudo_random>(X_stl,_size);
init_vector<null_function>(resu_stl,_size);
// generic matrix and vector initialization
Interface::matrix_from_stl(A_ref,A_stl);
Interface::matrix_from_stl(A,A_stl);
Interface::vector_from_stl(B_ref,B_stl);
Interface::vector_from_stl(B,B_stl);
Interface::vector_from_stl(X_ref,X_stl);
Interface::vector_from_stl(X,X_stl);
}
// invalidate copy ctor
Action_ger( const Action_ger & )
{
INFOS("illegal call to Action_ger Copy Ctor");
exit(1);
}
// Dtor
BTL_DONT_INLINE ~Action_ger( void ){
MESSAGE("Action_ger Dtor");
Interface::free_matrix(A,_size);
Interface::free_vector(B);
Interface::free_vector(X);
Interface::free_matrix(A_ref,_size);
Interface::free_vector(B_ref);
Interface::free_vector(X_ref);
}
// action name
static inline std::string name( void )
{
return "ger_" + Interface::name();
}
double nb_op_base( void ){
return 2.0*_size*_size;
}
BTL_DONT_INLINE void initialize( void ){
Interface::copy_matrix(A_ref,A,_size);
Interface::copy_vector(B_ref,B,_size);
Interface::copy_vector(X_ref,X,_size);
}
BTL_DONT_INLINE void calculate( void ) {
BTL_ASM_COMMENT("#begin ger");
Interface::ger(A,B,X,_size);
BTL_ASM_COMMENT("end ger");
}
BTL_DONT_INLINE void check_result( void ){
// calculation check
Interface::vector_to_stl(X,resu_stl);
STL_interface<typename Interface::real_type>::ger(A_stl,B_stl,X_stl,_size);
typename Interface::real_type error=
STL_interface<typename Interface::real_type>::norm_diff(X_stl,resu_stl);
if (error>1.e-3){
INFOS("WRONG CALCULATION...residual=" << error);
// exit(0);
}
}
private :
typename Interface::stl_matrix A_stl;
typename Interface::stl_vector B_stl;
typename Interface::stl_vector X_stl;
typename Interface::stl_vector resu_stl;
typename Interface::gene_matrix A_ref;
typename Interface::gene_vector B_ref;
typename Interface::gene_vector X_ref;
typename Interface::gene_matrix A;
typename Interface::gene_vector B;
typename Interface::gene_vector X;
int _size;
};
#endif

125
bench/btl/actions/action_partial_lu.hh Normal file
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@ -0,0 +1,125 @@
//=====================================================
// File : action_lu_decomp.hh
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
//=====================================================
//
// 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 ACTION_PARTIAL_LU
#define ACTION_PARTIAL_LU
#include "utilities.h"
#include "STL_interface.hh"
#include <string>
#include "init/init_function.hh"
#include "init/init_vector.hh"
#include "init/init_matrix.hh"
using namespace std;
template<class Interface>
class Action_partial_lu {
public :
// Ctor
Action_partial_lu( int size ):_size(size)
{
MESSAGE("Action_partial_lu Ctor");
// STL vector initialization
init_matrix<pseudo_random>(X_stl,_size);
init_matrix<null_function>(C_stl,_size);
// make sure X is invertible
for (int i=0; i<_size; ++i)
X_stl[i][i] = X_stl[i][i] * 1e2 + 1;
// generic matrix and vector initialization
Interface::matrix_from_stl(X_ref,X_stl);
Interface::matrix_from_stl(X,X_stl);
Interface::matrix_from_stl(C,C_stl);
_cost = 2.0*size*size*size/3.0 + size*size;
}
// invalidate copy ctor
Action_partial_lu( const Action_partial_lu & )
{
INFOS("illegal call to Action_partial_lu Copy Ctor");
exit(1);
}
// Dtor
~Action_partial_lu( void ){
MESSAGE("Action_partial_lu Dtor");
// deallocation
Interface::free_matrix(X_ref,_size);
Interface::free_matrix(X,_size);
Interface::free_matrix(C,_size);
}
// action name
static inline std::string name( void )
{
return "partial_lu_decomp_"+Interface::name();
}
double nb_op_base( void ){
return _cost;
}
inline void initialize( void ){
Interface::copy_matrix(X_ref,X,_size);
}
inline void calculate( void ) {
Interface::partial_lu_decomp(X,C,_size);
}
void check_result( void ){
// calculation check
// Interface::matrix_to_stl(C,resu_stl);
// STL_interface<typename Interface::real_type>::lu_decomp(X_stl,C_stl,_size);
//
// typename Interface::real_type error=
// STL_interface<typename Interface::real_type>::norm_diff(C_stl,resu_stl);
//
// if (error>1.e-6){
// INFOS("WRONG CALCULATION...residual=" << error);
// exit(0);
// }
}
private :
typename Interface::stl_matrix X_stl;
typename Interface::stl_matrix C_stl;
typename Interface::gene_matrix X_ref;
typename Interface::gene_matrix X;
typename Interface::gene_matrix C;
int _size;
double _cost;
};
#endif

19
bench/btl/actions/action_symv.hh
View File

@ -40,18 +40,12 @@ public :
MESSAGE("Action_symv Ctor");
// STL matrix and vector initialization
typename Interface::stl_matrix tmp;
init_matrix<pseudo_random>(A_stl,_size);
init_matrix<pseudo_random>(tmp,_size);
init_matrix_symm<pseudo_random>(A_stl,_size);
init_vector<pseudo_random>(B_stl,_size);
init_vector<null_function>(X_stl,_size);
init_vector<null_function>(resu_stl,_size);
STL_interface<typename Interface::real_type>::ata_product(tmp,A_stl,_size);
// generic matrix and vector initialization
Interface::matrix_from_stl(A_ref,A_stl);
Interface::matrix_from_stl(A,A_stl);
Interface::vector_from_stl(B_ref,B_stl);
@ -70,21 +64,13 @@ public :
}
// Dtor
BTL_DONT_INLINE ~Action_symv( void ){
MESSAGE("Action_symv Dtor");
// deallocation
Interface::free_matrix(A,_size);
Interface::free_vector(B);
Interface::free_vector(X);
Interface::free_matrix(A_ref,_size);
Interface::free_vector(B_ref);
Interface::free_vector(X_ref);
}
// action name
@ -113,9 +99,8 @@ public :
}
BTL_DONT_INLINE void check_result( void ){
if (_size>128) return;
// calculation check
Interface::vector_to_stl(X,resu_stl);
STL_interface<typename Interface::real_type>::symv(A_stl,B_stl,X_stl,_size);

21
bench/btl/actions/action_syr2.hh
View File

@ -37,32 +37,23 @@ public :
BTL_DONT_INLINE Action_syr2( int size ):_size(size)
{
MESSAGE("Action_syr2 Ctor");
// STL matrix and vector initialization
typename Interface::stl_matrix tmp;
init_matrix<pseudo_random>(A_stl,_size);
init_matrix<pseudo_random>(tmp,_size);
init_vector<pseudo_random>(B_stl,_size);
init_vector<pseudo_random>(X_stl,_size);
init_vector<null_function>(resu_stl,_size);
STL_interface<typename Interface::real_type>::ata_product(tmp,A_stl,_size);
// generic matrix and vector initialization
Interface::matrix_from_stl(A_ref,A_stl);
Interface::matrix_from_stl(A,A_stl);
Interface::vector_from_stl(B_ref,B_stl);
Interface::vector_from_stl(B,B_stl);
Interface::vector_from_stl(X_ref,X_stl);
Interface::vector_from_stl(X,X_stl);
}
// invalidate copy ctor
Action_syr2( const Action_syr2 & )
{
INFOS("illegal call to Action_syr2 Copy Ctor");
@ -70,21 +61,13 @@ public :
}
// Dtor
BTL_DONT_INLINE ~Action_syr2( void ){
MESSAGE("Action_syr2 Dtor");
// deallocation
Interface::free_matrix(A,_size);
Interface::free_vector(B);
Interface::free_vector(X);
Interface::free_matrix(A_ref,_size);
Interface::free_vector(B_ref);
Interface::free_vector(X_ref);
}
// action name
@ -99,11 +82,9 @@ public :
}
BTL_DONT_INLINE void initialize( void ){
Interface::copy_matrix(A_ref,A,_size);
Interface::copy_vector(B_ref,B,_size);
Interface::copy_vector(X_ref,X,_size);
}
BTL_DONT_INLINE void calculate( void ) {
@ -113,9 +94,7 @@ public :
}
BTL_DONT_INLINE void check_result( void ){
// calculation check
return;
Interface::vector_to_stl(X,resu_stl);
STL_interface<typename Interface::real_type>::syr2(A_stl,B_stl,X_stl,_size);

3
bench/btl/actions/action_trisolve.hh
View File

@ -102,7 +102,8 @@ public :
Interface::trisolve_lower(L,B,X,_size);
}
void check_result( void ){
void check_result(){
if (_size>128) return;
// calculation check
Interface::vector_to_stl(X,resu_stl);

1
bench/btl/actions/basic_actions.hh
View File

@ -14,6 +14,7 @@
#include "action_symv.hh"
// #include "action_symm.hh"
#include "action_syr2.hh"
#include "action_ger.hh"
// #include "action_lu_solve.hh"

29
bench/btl/data/action_settings.txt
View File

@ -1,16 +1,17 @@
aat ; "{/*1.5 A x A^T}" ; "matrix size" ; 4:2048
ata ; "{/*1.5 A^T x A}" ; "matrix size" ; 4:2048
atv ; "{/*1.5 matrix^T x vector}" ; "matrix size" ; 4:2048
aat ; "{/*1.5 A x A^T}" ; "matrix size" ; 4:3000
ata ; "{/*1.5 A^T x A}" ; "matrix size" ; 4:3000
atv ; "{/*1.5 matrix^T x vector}" ; "matrix size" ; 4:3000
axpby ; "{/*1.5 Y = alpha X + beta Y}" ; "vector size" ; 5:1000000
axpy ; "{/*1.5 Y += alpha X}" ; "vector size" ; 5:1000000
matrix_matrix ; "{/*1.5 matrix matrix product}" ; "matrix size" ; 4:2048
matrix_vector ; "{/*1.5 matrix vector product}" ; "matrix size" ; 4:2048
trisolve ; "{/*1.5 triangular solver (X = inv(L) X)}" ; "size" ; 4:2048
matrix_trisolve ; "{/*1.5 matrix triangular solver (M = inv(L) M)}" ; "size" ; 4:2048
cholesky ; "{/*1.5 Cholesky decomposition}" ; "matrix size" ; 4:2048
lu_decomp ; "{/*1.5 Complete LU decomposition}" ; "matrix size" ; 4:2048
partial_lu_decomp ; "{/*1.5 Partial LU decomposition}" ; "matrix size" ; 4:2048
tridiagonalization ; "{/*1.5 Tridiagonalization}" ; "matrix size" ; 4:2048
hessenberg ; "{/*1.5 Hessenberg decomposition}" ; "matrix size" ; 4:2048
symv ; "{/*1.5 symmetric matrix vector product}" ; "matrix size" ; 4:2048
syr2 ; "{/*1.5 symmetric rank-2 update (A += u^T v + u v^T)}" ; "matrix size" ; 4:2048
matrix_matrix ; "{/*1.5 matrix matrix product}" ; "matrix size" ; 4:3000
matrix_vector ; "{/*1.5 matrix vector product}" ; "matrix size" ; 4:3000
trisolve ; "{/*1.5 triangular solver (X = inv(L) X)}" ; "size" ; 4:3000
matrix_trisolve ; "{/*1.5 matrix triangular solver (M = inv(L) M)}" ; "size" ; 4:3000
cholesky ; "{/*1.5 Cholesky decomposition}" ; "matrix size" ; 4:3000
lu_decomp ; "{/*1.5 Complete LU decomposition}" ; "matrix size" ; 4:3000
partial_lu_decomp ; "{/*1.5 Partial LU decomposition}" ; "matrix size" ; 4:3000
tridiagonalization ; "{/*1.5 Tridiagonalization}" ; "matrix size" ; 4:3000
hessenberg ; "{/*1.5 Hessenberg decomposition}" ; "matrix size" ; 4:3000
symv ; "{/*1.5 symmetric matrix vector product}" ; "matrix size" ; 4:3000
syr2 ; "{/*1.5 symmretric rank-2 update (A += u^T v + u v^T)}" ; "matrix size" ; 4:3000
ger ; "{/*1.5 general rank-1 update (A += u v^T)}" ; "matrix size" ; 4:3000

1
bench/btl/data/go_mean
View File

@ -47,6 +47,7 @@ source mk_mean_script.sh tridiagonalization $1 11 100 300 1000 $mode $prefix
source mk_mean_script.sh hessenberg $1 11 100 300 1000 $mode $prefix
source mk_mean_script.sh symv $1 11 50 300 1000 $mode $prefix
source mk_mean_script.sh syr2 $1 11 50 300 1000 $mode $prefix
source mk_mean_script.sh ger $1 11 50 300 1000 $mode $prefix
fi

8
bench/btl/generic_bench/bench_parameter.hh
View File

@ -23,7 +23,7 @@
// minimal time for each measurement
#define REAL_TYPE float
// minimal time for each measurement
#define MIN_TIME 1.0
#define MIN_TIME 0.5
// nb of point on bench curves
#define NB_POINT 100
// min vector size for axpy bench
@ -33,7 +33,7 @@
// min matrix size for matrix vector product bench
#define MIN_MV 5
// max matrix size for matrix vector product bench
#define MAX_MV 2048
#define MAX_MV 3000
// min matrix size for matrix matrix product bench
#define MIN_MM 5
// max matrix size for matrix matrix product bench
@ -41,13 +41,13 @@
// min matrix size for LU bench
#define MIN_LU 5
// max matrix size for LU bench
#define MAX_LU 2048
#define MAX_LU 3000
// max size for tiny vector and matrix
#define TINY_MV_MAX_SIZE 16
// default nb_sample for x86 timer
#define DEFAULT_NB_SAMPLE 1000
// how many times we run a single bench (keep the best perf)
#define NB_TRIES 3
#define NB_TRIES 5
#endif

1
bench/btl/generic_bench/init/init_function.hh
View File

@ -32,7 +32,6 @@ double simple_function(int index_i, int index_j)
double pseudo_random(int index)
{
// INFOS("random="<<(std::rand()/double(RAND_MAX)));
return std::rand()/double(RAND_MAX);
}

15
bench/btl/generic_bench/init/init_matrix.hh
View File

@ -41,13 +41,24 @@ BTL_DONT_INLINE void init_row(Vector & X, int size, int row){
// [] operator for setting rows
template<double init_function(int,int),class Vector>
BTL_DONT_INLINE void init_matrix(Vector & A, int size){
A.resize(size);
for (int row=0; row<A.size() ; row++){
init_row<init_function>(A[row],size,row);
}
}
template<double init_function(int,int),class Matrix>
BTL_DONT_INLINE void init_matrix_symm(Matrix& A, int size){
A.resize(size);
for (int row=0; row<A.size() ; row++)
A[row].resize(size);
for (int row=0; row<A.size() ; row++){
A[row][row] = init_function(row,row);
for (int col=0; col<row ; col++){
double x = init_function(row,col);
A[row][col] = A[col][row] = x;
}
}
}
#endif

3
bench/btl/generic_bench/timers/portable_perf_analyzer.hh
View File

@ -47,7 +47,6 @@ public:
time_action = time_calculate(action);
while (time_action < MIN_TIME)
{
//Action action(size);
_nb_calc *= 2;
action.initialize();
time_action = time_calculate(action);
@ -65,7 +64,7 @@ public:
time_action = time_action / (double(_nb_calc));
// check
if (BtlConfig::Instance.checkResults)
if (BtlConfig::Instance.checkResults && size<128)
{
action.initialize();
action.calculate();

8
bench/btl/libs/C_BLAS/C_BLAS_interface.hh
View File

@ -171,6 +171,14 @@ public :
#endif
}
static inline void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
#ifdef PUREBLAS
sger_(&N,&N,&fone,X,&intone,Y,&intone,A,&N);
#else
cblas_sger(CblasColMajor,N,N,1.0,X,1,Y,1,A,N);
#endif
}
static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
#ifdef PUREBLAS
sgemv_(&trans,&N,&N,&fone,A,&N,B,&intone,&fzero,X,&intone);

2
bench/btl/libs/C_BLAS/main.cpp
View File

@ -44,6 +44,8 @@ int main()
bench<Action_symv<C_BLAS_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_syr2<C_BLAS_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_ger<C_BLAS_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_matrix_matrix_product<C_BLAS_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_ata_product<C_BLAS_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
bench<Action_aat_product<C_BLAS_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);

9
bench/btl/libs/STL/STL_interface.hh
View File

@ -156,6 +156,15 @@ public :
}
}
static inline void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N)
{
for (int j=0; j<N; ++j)
{
for (int i=j; i<N; ++i)
A[j][i] += X[i]*Y[j];
}
}
static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N)
{
real somme;

28
bench/btl/libs/eigen2/eigen2_interface.hh
View File

@ -104,12 +104,12 @@ public :
}
static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
X = (A*B)/*.lazy()*/;
X = (A*B).lazy();
}
static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
//X = (A.template marked<SelfAdjoint|LowerTriangular>() * B)/*.lazy()*/;
ei_product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
X = (A.template selfadjointView<LowerTriangular>() * B)/*.lazy()*/;
// ei_product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
}
template<typename Dest, typename Src> static void triassign(Dest& dst, const Src& src)
@ -163,8 +163,13 @@ public :
A.col(j).end(N-j) += X[j] * Y.end(N-j) + Y[j] * X.end(N-j);
}
static EIGEN_DONT_INLINE void ger(gene_matrix & A, gene_vector & X, gene_vector & Y, int N){
for(int j=0; j<N; ++j)
A.col(j) += X * Y[j];
}
static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
X = (A.transpose()*B)/*.lazy()*/;
X = (A.transpose()*B).lazy();
}
static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
@ -172,9 +177,7 @@ public :
}
static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
asm("#begin axpby");
Y = a*X + b*Y;
asm("#end axpby");
}
static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
@ -191,20 +194,23 @@ public :
static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
X = L.template triangularView<LowerTriangular>().solve(B);
//
// ei_triangular_solve_matrix<real,ColMajor,ColMajor,LowerTriangular>
// ::run(L.cols(), X.cols(), L.data(), L.stride(), X.data(), X.stride());
}
static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
C = X.llt().matrixL();
C = X;
ei_llt_inplace<LowerTriangular>::blocked(C);
//C = X.llt().matrixL();
// C = X;
// Cholesky<gene_matrix>::computeInPlace(C);
// Cholesky<gene_matrix>::computeInPlaceBlock(C);
}
static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
C = X.lu().matrixLU();
RowVectorXi piv(N);
int nb;
C = X;
ei_partial_lu_inplace(C,piv,nb);
//C = X.lu().matrixLU();
}
static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){

1
bench/btl/libs/eigen2/main_vecmat.cpp
View File

@ -28,6 +28,7 @@ int main()
bench<Action_atv_product<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_symv<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_syr2<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
bench<Action_ger<eigen2_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
return 0;
}