// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2013 Gauthier Brun // Copyright (C) 2013 Nicolas Carre // Copyright (C) 2013 Jean Ceccato // Copyright (C) 2013 Pierre Zoppitelli // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/ // Bench to compare the efficiency of SVD algorithms #include #include #include using namespace Eigen; using namespace std; // number of computations of each algorithm before the print of the time #ifndef REPEAT #define REPEAT 10 #endif // number of tests of the same type #ifndef NUMBER_SAMPLE #define NUMBER_SAMPLE 2 #endif template void bench_svd(const MatrixType& a = MatrixType()) { MatrixType m = MatrixType::Random(a.rows(), a.cols()); BenchTimer timerJacobi; BenchTimer timerBDC; timerJacobi.reset(); timerBDC.reset(); cout << " Only compute Singular Values" << endl; for (int k = 1; k <= NUMBER_SAMPLE; ++k) { timerBDC.start(); for (int i = 0; i < REPEAT; ++i) { BDCSVD bdc_matrix(m); } timerBDC.stop(); timerJacobi.start(); for (int i = 0; i < REPEAT; ++i) { JacobiSVD jacobi_matrix(m); } timerJacobi.stop(); cout << "Sample " << k << " : " << REPEAT << " computations : Jacobi : " << fixed << timerJacobi.value() << "s "; cout << " || " << " BDC : " << timerBDC.value() << "s " << endl << endl; if (timerBDC.value() >= timerJacobi.value()) cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl; else cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl; } cout << " =================" << endl; std::cout << std::endl; timerJacobi.reset(); timerBDC.reset(); cout << " Computes rotation matrix" << endl; for (int k = 1; k <= NUMBER_SAMPLE; ++k) { timerBDC.start(); for (int i = 0; i < REPEAT; ++i) { BDCSVD bdc_matrix(m, ComputeFullU | ComputeFullV); } timerBDC.stop(); timerJacobi.start(); for (int i = 0; i < REPEAT; ++i) { JacobiSVD jacobi_matrix(m, ComputeFullU | ComputeFullV); } timerJacobi.stop(); cout << "Sample " << k << " : " << REPEAT << " computations : Jacobi : " << fixed << timerJacobi.value() << "s "; cout << " || " << " BDC : " << timerBDC.value() << "s " << endl << endl; if (timerBDC.value() >= timerJacobi.value()) cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl; else cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl; } std::cout << std::endl; } int main(int argc, char* argv[]) { std::cout << std::endl; std::cout << "On a (Dynamic, Dynamic) (6, 6) Matrix" << std::endl; bench_svd >(Matrix(6, 6)); std::cout << "On a (Dynamic, Dynamic) (32, 32) Matrix" << std::endl; bench_svd >(Matrix(32, 32)); // std::cout<<"On a (Dynamic, Dynamic) (128, 128) Matrix" < >(Matrix(128, 128)); std::cout << "On a (Dynamic, Dynamic) (160, 160) Matrix" << std::endl; bench_svd >(Matrix(160, 160)); std::cout << "--------------------------------------------------------------------" << std::endl; }