#include #include "BenchTimer.h" #include #include #include #include #include using namespace Eigen; std::map > results; std::vector labels; std::vector sizes; template EIGEN_DONT_INLINE void compute_norm_equation(Solver &solver, const MatrixType &A) { if (A.rows() != A.cols()) solver.compute(A.transpose() * A); else solver.compute(A); } template EIGEN_DONT_INLINE void compute(Solver &solver, const MatrixType &A) { solver.compute(A); } template void bench(int id, int rows, int size = Size) { typedef Matrix Mat; typedef Matrix MatDyn; typedef Matrix MatSquare; Mat A(rows, size); A.setRandom(); if (rows == size) A = A * A.adjoint(); BenchTimer t_llt, t_ldlt, t_lu, t_fplu, t_qr, t_cpqr, t_cod, t_fpqr, t_jsvd, t_bdcsvd; int tries = 5; int rep = 1000 / size; if (rep == 0) rep = 1; // rep = rep*rep; LLT llt(size); LDLT ldlt(size); PartialPivLU lu(size); FullPivLU fplu(size, size); HouseholderQR qr(A.rows(), A.cols()); ColPivHouseholderQR cpqr(A.rows(), A.cols()); CompleteOrthogonalDecomposition cod(A.rows(), A.cols()); FullPivHouseholderQR fpqr(A.rows(), A.cols()); JacobiSVD jsvd(A.rows(), A.cols()); BDCSVD bdcsvd(A.rows(), A.cols()); BENCH(t_llt, tries, rep, compute_norm_equation(llt, A)); BENCH(t_ldlt, tries, rep, compute_norm_equation(ldlt, A)); BENCH(t_lu, tries, rep, compute_norm_equation(lu, A)); if (size <= 1000) BENCH(t_fplu, tries, rep, compute_norm_equation(fplu, A)); BENCH(t_qr, tries, rep, compute(qr, A)); BENCH(t_cpqr, tries, rep, compute(cpqr, A)); BENCH(t_cod, tries, rep, compute(cod, A)); if (size * rows <= 10000000) BENCH(t_fpqr, tries, rep, compute(fpqr, A)); if (size < 500) // JacobiSVD is really too slow for too large matrices BENCH(t_jsvd, tries, rep, jsvd.compute(A)); // if(size*rows<=20000000) BENCH(t_bdcsvd, tries, rep, bdcsvd.compute(A)); results["LLT"][id] = t_llt.best(); results["LDLT"][id] = t_ldlt.best(); results["PartialPivLU"][id] = t_lu.best(); results["FullPivLU"][id] = t_fplu.best(); results["HouseholderQR"][id] = t_qr.best(); results["ColPivHouseholderQR"][id] = t_cpqr.best(); results["CompleteOrthogonalDecomposition"][id] = t_cod.best(); results["FullPivHouseholderQR"][id] = t_fpqr.best(); results["JacobiSVD"][id] = t_jsvd.best(); results["BDCSVD"][id] = t_bdcsvd.best(); } int main() { labels.push_back("LLT"); labels.push_back("LDLT"); labels.push_back("PartialPivLU"); labels.push_back("FullPivLU"); labels.push_back("HouseholderQR"); labels.push_back("ColPivHouseholderQR"); labels.push_back("CompleteOrthogonalDecomposition"); labels.push_back("FullPivHouseholderQR"); labels.push_back("JacobiSVD"); labels.push_back("BDCSVD"); for (int i = 0; i < labels.size(); ++i) results[labels[i]].fill(-1); const int small = 8; sizes.push_back(Array2i(small, small)); sizes.push_back(Array2i(100, 100)); sizes.push_back(Array2i(1000, 1000)); sizes.push_back(Array2i(4000, 4000)); sizes.push_back(Array2i(10000, small)); sizes.push_back(Array2i(10000, 100)); sizes.push_back(Array2i(10000, 1000)); sizes.push_back(Array2i(10000, 4000)); using namespace std; for (int k = 0; k < sizes.size(); ++k) { cout << sizes[k](0) << "x" << sizes[k](1) << "...\n"; bench(k, sizes[k](0), sizes[k](1)); } cout.width(32); cout << "solver/size"; cout << " "; for (int k = 0; k < sizes.size(); ++k) { std::stringstream ss; ss << sizes[k](0) << "x" << sizes[k](1); cout.width(10); cout << ss.str(); cout << " "; } cout << endl; for (int i = 0; i < labels.size(); ++i) { cout.width(32); cout << labels[i]; cout << " "; ArrayXf r = (results[labels[i]] * 100000.f).floor() / 100.f; for (int k = 0; k < sizes.size(); ++k) { cout.width(10); if (r(k) >= 1e6) cout << "-"; else cout << r(k); cout << " "; } cout << endl; } // HTML output cout << "" << endl; cout << "" << endl; for (int k = 0; k < sizes.size(); ++k) cout << " "; cout << "" << endl; for (int i = 0; i < labels.size(); ++i) { cout << ""; ArrayXf r = (results[labels[i]] * 100000.f).floor() / 100.f; for (int k = 0; k < sizes.size(); ++k) { if (r(k) >= 1e6) cout << ""; else { cout << ""; } } cout << "" << endl; } cout << "
solver/size" << sizes[k](0) << "x" << sizes[k](1) << "
" << labels[i] << "-" << r(k); if (i > 0) cout << " (x" << numext::round(10.f * results[labels[i]](k) / results["LLT"](k)) / 10.f << ")"; if (i < 4 && sizes[k](0) != sizes[k](1)) cout << " *"; cout << "
" << endl; // cout << "LLT (ms) " << (results["LLT"]*1000.).format(fmt) << "\n"; // cout << "LDLT (%) " << (results["LDLT"]/results["LLT"]).format(fmt) << "\n"; // cout << "PartialPivLU (%) " << (results["PartialPivLU"]/results["LLT"]).format(fmt) << "\n"; // cout << "FullPivLU (%) " << (results["FullPivLU"]/results["LLT"]).format(fmt) << "\n"; // cout << "HouseholderQR (%) " << (results["HouseholderQR"]/results["LLT"]).format(fmt) << // "\n"; cout << "ColPivHouseholderQR (%) " << // (results["ColPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n"; cout << "CompleteOrthogonalDecomposition (%) // " << (results["CompleteOrthogonalDecomposition"]/results["LLT"]).format(fmt) << "\n"; cout << // "FullPivHouseholderQR (%) " << (results["FullPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n"; // cout << "JacobiSVD (%) " << (results["JacobiSVD"]/results["LLT"]).format(fmt) << "\n"; // cout << "BDCSVD (%) " << (results["BDCSVD"]/results["LLT"]).format(fmt) << "\n"; }