eigen/bench/sparse_lu.cpp

// g++ -I.. sparse_lu.cpp -O3 -g0 -I /usr/include/superlu/ -lsuperlu -lgfortran -DSIZE=1000 -DDENSITY=.05 && ./a.out

// #define EIGEN_TAUCS_SUPPORT
// #define EIGEN_CHOLMOD_SUPPORT
#define EIGEN_SUPERLU_SUPPORT
#include <Eigen/Sparse>

#define NOGMM
#define NOMTL

#ifndef SIZE
#define SIZE 10
#endif

#ifndef DENSITY
#define DENSITY 0.01
#endif

#ifndef REPEAT
#define REPEAT 1
#endif

#include "BenchSparseUtil.h"

#ifndef MINDENSITY
#define MINDENSITY 0.0004
#endif

#ifndef NBTRIES
#define NBTRIES 10
#endif

#define BENCH(X) \
  timer.reset(); \
  for (int _j=0; _j<NBTRIES; ++_j) { \
    timer.start(); \
    for (int _k=0; _k<REPEAT; ++_k) { \
        X  \
  } timer.stop(); }

typedef Matrix<Scalar,Dynamic,1> VectorX;

#include <Eigen/LU>

int main(int argc, char *argv[])
{
  int rows = SIZE;
  int cols = SIZE;
  float density = DENSITY;
  BenchTimer timer;

  VectorX b = VectorX::Random(cols);
  VectorX x = VectorX::Random(cols);

  bool densedone = false;

  //for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
//   float density = 0.5;
  {
    EigenSparseMatrix sm1(rows, cols);
    fillMatrix(density, rows, cols, sm1);

    // dense matrices
    #ifdef DENSEMATRIX
    if (!densedone)
    {
      densedone = true;
      std::cout << "Eigen Dense\t" << density*100 << "%\n";
      DenseMatrix m1(rows,cols);
      eiToDense(sm1, m1);

      BenchTimer timer;
      timer.start();
      LU<DenseMatrix> lu(m1);
      timer.stop();
      std::cout << "Eigen/dense:\t" << timer.value() << endl;

      timer.reset();
      timer.start();
      lu.solve(b,&x);
      timer.stop();
      std::cout << "  solve:\t" << timer.value() << endl;
//       std::cout << b.transpose() << "\n";
      std::cout << x.transpose() << "\n";
    }
    #endif

    // eigen sparse matrices
    {
      x.setZero();
      BenchTimer timer;
      timer.start();
      SparseLU<EigenSparseMatrix,SuperLU> lu(sm1);
      timer.stop();
      std::cout << "Eigen/SuperLU:\t" << timer.value() << endl;

      timer.reset();
      timer.start();
      lu.solve(b,&x);
      timer.stop();
      std::cout << "  solve:\t" << timer.value() << endl;

      std::cout << x.transpose() << "\n";

    }

  }

  return 0;
}