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Add a small benchmark to compare dense solvers for small to large problems.

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Gael Guennebaud 2014-04-28 16:16:29 +02:00
parent ecf1f1d589
commit 2fb64578aa
1 changed files with 76 additions and 0 deletions
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bench/dense_solvers.cpp Normal file
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#include <iostream>
#include "BenchTimer.h"
#include <Eigen/Dense>
#include <map>
#include <string>
using namespace Eigen;
std::map<std::string,Array<float,1,4> > results;
template<typename Scalar,int Size>
void bench(int id, int size = Size)
{
typedef Matrix<Scalar,Size,Size> Mat;
Mat A(size,size);
A.setRandom();
A = A*A.adjoint();
BenchTimer t_llt, t_ldlt, t_lu, t_fplu, t_qr, t_cpqr, t_fpqr, t_jsvd;
int tries = 3;
int rep = 1000/size;
if(rep==0) rep = 1;
rep = rep*rep;
LLT<Mat> llt(A);
LDLT<Mat> ldlt(A);
PartialPivLU<Mat> lu(A);
FullPivLU<Mat> fplu(A);
HouseholderQR<Mat> qr(A);
ColPivHouseholderQR<Mat> cpqr(A);
FullPivHouseholderQR<Mat> fpqr(A);
JacobiSVD<Mat> jsvd(A.rows(),A.cols());
BENCH(t_llt, tries, rep, llt.compute(A));
BENCH(t_ldlt, tries, rep, ldlt.compute(A));
BENCH(t_lu, tries, rep, lu.compute(A));
BENCH(t_fplu, tries, rep, fplu.compute(A));
BENCH(t_qr, tries, rep, qr.compute(A));
BENCH(t_cpqr, tries, rep, cpqr.compute(A));
BENCH(t_fpqr, tries, rep, fpqr.compute(A));
if(size<500) // JacobiSVD is really too slow for too large matrices
BENCH(t_jsvd, tries, rep, jsvd.compute(A,ComputeFullU|ComputeFullV));
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["FullPivHouseholderQR"][id] = t_fpqr.best();
results["JacobiSVD"][id] = size<500 ? t_jsvd.best() : 0;
}
int main()
{
const int small = 8;
const int medium = 100;
const int large = 1000;
const int xl = 4000;
bench<float,small>(0);
bench<float,Dynamic>(1,medium);
bench<float,Dynamic>(2,large);
bench<float,Dynamic>(3,xl);
IOFormat fmt(3, 0, " \t", "\n", "", "");
std::cout << "solver/size " << small << "\t" << medium << "\t" << large << "\t" << xl << "\n";
std::cout << "LLT (ms) " << (results["LLT"]/1000.).format(fmt) << "\n";
std::cout << "LDLT (%) " << (results["LDLT"]/results["LLT"]).format(fmt) << "\n";
std::cout << "PartialPivLU (%) " << (results["PartialPivLU"]/results["LLT"]).format(fmt) << "\n";
std::cout << "FullPivLU (%) " << (results["FullPivLU"]/results["LLT"]).format(fmt) << "\n";
std::cout << "HouseholderQR (%) " << (results["HouseholderQR"]/results["LLT"]).format(fmt) << "\n";
std::cout << "ColPivHouseholderQR (%) " << (results["ColPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
std::cout << "FullPivHouseholderQR (%) " << (results["FullPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
std::cout << "JacobiSVD (%) " << (results["JacobiSVD"]/results["LLT"]).format(fmt) << "\n";
}