// g++ -DNDEBUG -O3 -I.. benchCholesky.cpp -o benchCholesky && ./benchCholesky // options: // -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3 // -DEIGEN_DONT_VECTORIZE // -msse2 // -DREPEAT=100 // -DTRIES=10 // -DSCALAR=double #include #include #include #include using namespace Eigen; #ifndef REPEAT #define REPEAT 10000 #endif #ifndef TRIES #define TRIES 10 #endif typedef float Scalar; template __attribute__((noinline)) void benchLLT(const MatrixType& m) { int rows = m.rows(); int cols = m.cols(); double 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 SquareMatrixType; MatrixType a = MatrixType::Random(rows, cols); SquareMatrixType covMat = a * a.adjoint(); BenchTimer timerNoSqrt, timerSqrt; Scalar acc = 0; int r = internal::random(0, covMat.rows() - 1); int c = internal::random(0, covMat.cols() - 1); for (int t = 0; t < TRIES; ++t) { timerNoSqrt.start(); for (int k = 0; k < repeats; ++k) { LDLT 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 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.best()) / repeats << "s " << "(" << 1e-9 * cost * repeats / timerNoSqrt.best() << " GFLOPS)\t" << (timerSqrt.best()) / repeats << "s " << "(" << 1e-9 * cost * repeats / timerSqrt.best() << " GFLOPS)\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, 1500, 0}; std::cout << "size LDLT LLT"; // #ifdef BENCH_GSL // std::cout << " GSL (standard + double + ATLAS) "; // #endif std::cout << "\n"; for (int i = 0; dynsizes[i] > 0; ++i) benchLLT(Matrix(dynsizes[i], dynsizes[i])); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); benchLLT(Matrix()); return 0; }