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eigen/bench/spbench/spbenchsolver.h
Desire NUENTSA 2c99d84133 add SparseLU in sparse bench
2012-09-10 12:41:26 +02:00

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
//
// 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/.
#include <iostream>
#include <fstream>
#include <Eigen/SparseCore>
#include <bench/BenchTimer.h>
#include <cstdlib>
#include <string>
#include <Eigen/Cholesky>
#include <Eigen/Jacobi>
#include <Eigen/Householder>
#include <Eigen/IterativeLinearSolvers>
#include <unsupported/Eigen/IterativeSolvers>
#include <Eigen/LU>
#include <unsupported/Eigen/SparseExtra>
#include <Eigen/SparseLU>
#include "spbenchstyle.h"
#ifdef EIGEN_METIS_SUPPORT
#include <Eigen/MetisSupport>
#endif
#ifdef EIGEN_CHOLMOD_SUPPORT
#include <Eigen/CholmodSupport>
#endif
#ifdef EIGEN_UMFPACK_SUPPORT
#include <Eigen/UmfPackSupport>
#endif
#ifdef EIGEN_PARDISO_SUPPORT
#include <Eigen/PardisoSupport>
#endif
#ifdef EIGEN_SUPERLU_SUPPORT
#include <Eigen/SuperLUSupport>
#endif
#ifdef EIGEN_PASTIX_SUPPORT
#include <Eigen/PaStiXSupport>
#endif
// CONSTANTS
#define EIGEN_UMFPACK 10
#define EIGEN_SUPERLU 20
#define EIGEN_PASTIX 30
#define EIGEN_PARDISO 40
#define EIGEN_SPARSELU_COLAMD 50
#define EIGEN_SPARSELU_METIS 51
#define EIGEN_BICGSTAB 60
#define EIGEN_BICGSTAB_ILUT 61
#define EIGEN_GMRES 70
#define EIGEN_GMRES_ILUT 71
#define EIGEN_SIMPLICIAL_LDLT 80
#define EIGEN_CHOLMOD_LDLT 90
#define EIGEN_PASTIX_LDLT 100
#define EIGEN_PARDISO_LDLT 110
#define EIGEN_SIMPLICIAL_LLT 120
#define EIGEN_CHOLMOD_SUPERNODAL_LLT 130
#define EIGEN_CHOLMOD_SIMPLICIAL_LLT 140
#define EIGEN_PASTIX_LLT 150
#define EIGEN_PARDISO_LLT 160
#define EIGEN_CG 170
#define EIGEN_CG_PRECOND 180
using namespace Eigen;
using namespace std;
// Global variables for input parameters
int MaximumIters; // Maximum number of iterations
double RelErr; // Relative error of the computed solution
double best_time_val; // Current best time overall solvers
int best_time_id; // id of the best solver for the current system
template<typename T> inline typename NumTraits<T>::Real test_precision() { return NumTraits<T>::dummy_precision(); }
template<> inline float test_precision<float>() { return 1e-3f; }
template<> inline double test_precision<double>() { return 1e-6; }
template<> inline float test_precision<std::complex<float> >() { return test_precision<float>(); }
template<> inline double test_precision<std::complex<double> >() { return test_precision<double>(); }
void printStatheader(std::ofstream& out)
{
// Print XML header
// NOTE It would have been much easier to write these XML documents using external libraries like tinyXML or Xerces-C++.
out << "<?xml version='1.0' encoding='UTF-8'?> \n";
out << "<?xml-stylesheet type='text/xsl' href='#stylesheet' ?> \n";
out << "<!DOCTYPE BENCH [\n<!ATTLIST xsl:stylesheet\n id\t ID #REQUIRED>\n]>";
out << "\n\n<!-- Generated by the Eigen library -->\n";
out << "\n<BENCH> \n" ; //root XML element
// Print the xsl style section
printBenchStyle(out);
// List all available solvers
out << " <AVAILSOLVER> \n";
#ifdef EIGEN_UMFPACK_SUPPORT
out <<" <SOLVER ID='" << EIGEN_UMFPACK << "'>\n";
out << " <TYPE> LU </TYPE> \n";
out << " <PACKAGE> UMFPACK </PACKAGE> \n";
out << " </SOLVER> \n";
#endif
#ifdef EIGEN_SUPERLU_SUPPORT
out <<" <SOLVER ID='" << EIGEN_SUPERLU << "'>\n";
out << " <TYPE> LU </TYPE> \n";
out << " <PACKAGE> SUPERLU </PACKAGE> \n";
out << " </SOLVER> \n";
#endif
#ifdef EIGEN_CHOLMOD_SUPPORT
out <<" <SOLVER ID='" << EIGEN_CHOLMOD_SIMPLICIAL_LLT << "'>\n";
out << " <TYPE> LLT SP</TYPE> \n";
out << " <PACKAGE> CHOLMOD </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_CHOLMOD_SUPERNODAL_LLT << "'>\n";
out << " <TYPE> LLT</TYPE> \n";
out << " <PACKAGE> CHOLMOD </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_CHOLMOD_LDLT << "'>\n";
out << " <TYPE> LDLT </TYPE> \n";
out << " <PACKAGE> CHOLMOD </PACKAGE> \n";
out << " </SOLVER> \n";
#endif
#ifdef EIGEN_PARDISO_SUPPORT
out <<" <SOLVER ID='" << EIGEN_PARDISO << "'>\n";
out << " <TYPE> LU </TYPE> \n";
out << " <PACKAGE> PARDISO </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_PARDISO_LLT << "'>\n";
out << " <TYPE> LLT </TYPE> \n";
out << " <PACKAGE> PARDISO </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_PARDISO_LDLT << "'>\n";
out << " <TYPE> LDLT </TYPE> \n";
out << " <PACKAGE> PARDISO </PACKAGE> \n";
out << " </SOLVER> \n";
#endif
#ifdef EIGEN_PASTIX_SUPPORT
out <<" <SOLVER ID='" << EIGEN_PASTIX << "'>\n";
out << " <TYPE> LU </TYPE> \n";
out << " <PACKAGE> PASTIX </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_PASTIX_LLT << "'>\n";
out << " <TYPE> LLT </TYPE> \n";
out << " <PACKAGE> PASTIX </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_PASTIX_LDLT << "'>\n";
out << " <TYPE> LDLT </TYPE> \n";
out << " <PACKAGE> PASTIX </PACKAGE> \n";
out << " </SOLVER> \n";
#endif
out <<" <SOLVER ID='" << EIGEN_BICGSTAB << "'>\n";
out << " <TYPE> BICGSTAB </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_BICGSTAB_ILUT << "'>\n";
out << " <TYPE> BICGSTAB_ILUT </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_GMRES_ILUT << "'>\n";
out << " <TYPE> GMRES_ILUT </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_SIMPLICIAL_LDLT << "'>\n";
out << " <TYPE> LDLT </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_SIMPLICIAL_LLT << "'>\n";
out << " <TYPE> LLT </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_CG << "'>\n";
out << " <TYPE> CG </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
out <<" <SOLVER ID='" << EIGEN_SPARSELU_COLAMD << "'>\n";
out << " <TYPE> LU_COLAMD </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
#ifdef EIGEN_METIS_SUPPORT
out <<" <SOLVER ID='" << EIGEN_SPARSELU_METIS << "'>\n";
out << " <TYPE> LU_METIS </TYPE> \n";
out << " <PACKAGE> EIGEN </PACKAGE> \n";
out << " </SOLVER> \n";
#endif
out << " </AVAILSOLVER> \n";
}
template<typename Solver, typename Scalar>
void call_solver(Solver &solver, const int solver_id, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX,std::ofstream& statbuf)
{
double total_time;
double compute_time;
double solve_time;
double rel_error;
Matrix<Scalar, Dynamic, 1> x;
BenchTimer timer;
timer.reset();
timer.start();
solver.compute(A);
if (solver.info() != Success)
{
std::cerr << "Solver failed ... \n";
return;
}
timer.stop();
compute_time = timer.value();
statbuf << " <TIME>\n";
statbuf << " <COMPUTE> " << timer.value() << "</COMPUTE>\n";
std::cout<< "COMPUTE TIME : " << timer.value() <<std::endl;
timer.reset();
timer.start();
x = solver.solve(b);
if (solver.info() == NumericalIssue)
{
std::cerr << "Solver failed ... \n";
return;
}
timer.stop();
solve_time = timer.value();
statbuf << " <SOLVE> " << timer.value() << "</SOLVE>\n";
std::cout<< "SOLVE TIME : " << timer.value() <<std::endl;
total_time = solve_time + compute_time;
statbuf << " <TOTAL> " << total_time << "</TOTAL>\n";
std::cout<< "TOTAL TIME : " << total_time <<std::endl;
statbuf << " </TIME>\n";
// Verify the relative error
if(refX.size() != 0)
rel_error = (refX - x).norm()/refX.norm();
else
{
// Compute the relative residual norm
Matrix<Scalar, Dynamic, 1> temp;
temp = A * x;
rel_error = (b-temp).norm()/b.norm();
}
statbuf << " <ERROR> " << rel_error << "</ERROR>\n";
std::cout<< "REL. ERROR : " << rel_error << "\n\n" ;
if ( rel_error <= RelErr )
{
// check the best time if convergence
if(!best_time_val || (best_time_val > total_time))
{
best_time_val = total_time;
best_time_id = solver_id;
}
}
}
template<typename Solver, typename Scalar>
void call_directsolver(Solver& solver, const int solver_id, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, std::string& statFile)
{
std::ofstream statbuf(statFile.c_str(), std::ios::app);
statbuf << " <SOLVER_STAT ID='" << solver_id <<"'>\n";
call_solver(solver, solver_id, A, b, refX,statbuf);
statbuf << " </SOLVER_STAT>\n";
statbuf.close();
}
template<typename Solver, typename Scalar>
void call_itersolver(Solver &solver, const int solver_id, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, std::string& statFile)
{
solver.setTolerance(RelErr);
solver.setMaxIterations(MaximumIters);
std::ofstream statbuf(statFile.c_str(), std::ios::app);
statbuf << " <SOLVER_STAT ID='" << solver_id <<"'>\n";
call_solver(solver, solver_id, A, b, refX,statbuf);
statbuf << " <ITER> "<< solver.iterations() << "</ITER>\n";
statbuf << " </SOLVER_STAT>\n";
std::cout << "ITERATIONS : " << solver.iterations() <<"\n\n\n";
}
template <typename Scalar>
void SelectSolvers(const SparseMatrix<Scalar>&A, unsigned int sym, Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, std::string& statFile)
{
typedef SparseMatrix<Scalar, ColMajor> SpMat;
// First, deal with Nonsymmetric and symmetric matrices
best_time_id = 0;
best_time_val = 0.0;
//UMFPACK
#ifdef EIGEN_UMFPACK_SUPPORT
{
cout << "Solving with UMFPACK LU ... \n";
UmfPackLU<SpMat> solver;
call_directsolver(solver, EIGEN_UMFPACK, A, b, refX,statFile);
}
#endif
//SuperLU
#ifdef EIGEN_SUPERLU_SUPPORT
{
cout << "\nSolving with SUPERLU ... \n";
SuperLU<SpMat> solver;
call_directsolver(solver, EIGEN_SUPERLU, A, b, refX,statFile);
}
#endif
// PaStix LU
#ifdef EIGEN_PASTIX_SUPPORT
{
cout << "\nSolving with PASTIX LU ... \n";
PastixLU<SpMat> solver;
call_directsolver(solver, EIGEN_PASTIX, A, b, refX,statFile) ;
}
#endif
//PARDISO LU
#ifdef EIGEN_PARDISO_SUPPORT
{
cout << "\nSolving with PARDISO LU ... \n";
PardisoLU<SpMat> solver;
call_directsolver(solver, EIGEN_PARDISO, A, b, refX,statFile);
}
#endif
// Eigen SparseLU METIS
cout << "\n Solving with Sparse LU AND COLAMD ... \n";
SparseLU<SpMat, COLAMDOrdering<int> > solver;
call_directsolver(solver, EIGEN_SPARSELU_COLAMD, A, b, refX, statFile);
// Eigen SparseLU METIS
#ifdef EIGEN_METIS_SUPPORT
{
cout << "\n Solving with Sparse LU AND METIS ... \n";
SparseLU<SpMat, MetisOrdering<int> > solver;
call_directsolver(solver, EIGEN_SPARSELU_METIS, A, b, refX, statFile);
}
#endif
//BiCGSTAB
{
cout << "\nSolving with BiCGSTAB ... \n";
BiCGSTAB<SpMat> solver;
call_itersolver(solver, EIGEN_BICGSTAB, A, b, refX,statFile);
}
//BiCGSTAB+ILUT
{
cout << "\nSolving with BiCGSTAB and ILUT ... \n";
BiCGSTAB<SpMat, IncompleteLUT<Scalar> > solver;
call_itersolver(solver, EIGEN_BICGSTAB_ILUT, A, b, refX,statFile);
}
//GMRES
// {
// cout << "\nSolving with GMRES ... \n";
// GMRES<SpMat> solver;
// call_itersolver(solver, EIGEN_GMRES, A, b, refX,statFile);
// }
//GMRES+ILUT
{
cout << "\nSolving with GMRES and ILUT ... \n";
GMRES<SpMat, IncompleteLUT<Scalar> > solver;
call_itersolver(solver, EIGEN_GMRES_ILUT, A, b, refX,statFile);
}
// Hermitian and not necessarily positive-definites
if (sym != NonSymmetric)
{
// Internal Cholesky
{
cout << "\nSolving with Simplicial LDLT ... \n";
SimplicialLDLT<SpMat, Lower> solver;
call_directsolver(solver, EIGEN_SIMPLICIAL_LDLT, A, b, refX,statFile);
}
// CHOLMOD
#ifdef EIGEN_CHOLMOD_SUPPORT
{
cout << "\nSolving with CHOLMOD LDLT ... \n";
CholmodDecomposition<SpMat, Lower> solver;
solver.setMode(CholmodLDLt);
call_directsolver(solver,EIGEN_CHOLMOD_LDLT, A, b, refX,statFile);
}
#endif
//PASTIX LLT
#ifdef EIGEN_PASTIX_SUPPORT
{
cout << "\nSolving with PASTIX LDLT ... \n";
PastixLDLT<SpMat, Lower> solver;
call_directsolver(solver,EIGEN_PASTIX_LDLT, A, b, refX,statFile);
}
#endif
//PARDISO LLT
#ifdef EIGEN_PARDISO_SUPPORT
{
cout << "\nSolving with PARDISO LDLT ... \n";
PardisoLDLT<SpMat, Lower> solver;
call_directsolver(solver,EIGEN_PARDISO_LDLT, A, b, refX,statFile);
}
#endif
}
// Now, symmetric POSITIVE DEFINITE matrices
if (sym == SPD)
{
//Internal Sparse Cholesky
{
cout << "\nSolving with SIMPLICIAL LLT ... \n";
SimplicialLLT<SpMat, Lower> solver;
call_directsolver(solver,EIGEN_SIMPLICIAL_LLT, A, b, refX,statFile);
}
// CHOLMOD
#ifdef EIGEN_CHOLMOD_SUPPORT
{
// CholMOD SuperNodal LLT
cout << "\nSolving with CHOLMOD LLT (Supernodal)... \n";
CholmodDecomposition<SpMat, Lower> solver;
solver.setMode(CholmodSupernodalLLt);
call_directsolver(solver,EIGEN_CHOLMOD_SUPERNODAL_LLT, A, b, refX,statFile);
// CholMod Simplicial LLT
cout << "\nSolving with CHOLMOD LLT (Simplicial) ... \n";
solver.setMode(CholmodSimplicialLLt);
call_directsolver(solver,EIGEN_CHOLMOD_SIMPLICIAL_LLT, A, b, refX,statFile);
}
#endif
//PASTIX LLT
#ifdef EIGEN_PASTIX_SUPPORT
{
cout << "\nSolving with PASTIX LLT ... \n";
PastixLLT<SpMat, Lower> solver;
call_directsolver(solver,EIGEN_PASTIX_LLT, A, b, refX,statFile);
}
#endif
//PARDISO LLT
#ifdef EIGEN_PARDISO_SUPPORT
{
cout << "\nSolving with PARDISO LLT ... \n";
PardisoLLT<SpMat, Lower> solver;
call_directsolver(solver,EIGEN_PARDISO_LLT, A, b, refX,statFile);
}
#endif
// Internal CG
{
cout << "\nSolving with CG ... \n";
ConjugateGradient<SpMat, Lower> solver;
call_itersolver(solver,EIGEN_CG, A, b, refX,statFile);
}
//CG+IdentityPreconditioner
// {
// cout << "\nSolving with CG and IdentityPreconditioner ... \n";
// ConjugateGradient<SpMat, Lower, IdentityPreconditioner> solver;
// call_itersolver(solver,EIGEN_CG_PRECOND, A, b, refX,statFile);
// }
} // End SPD matrices
}
/* Browse all the matrices available in the specified folder
* and solve the associated linear system.
* The results of each solve are printed in the standard output
* and optionally in the provided html file
*/
template <typename Scalar>
void Browse_Matrices(const string folder, bool statFileExists, std::string& statFile, int maxiters, double tol)
{
MaximumIters = maxiters; // Maximum number of iterations, global variable
RelErr = tol; //Relative residual error as stopping criterion for iterative solvers
MatrixMarketIterator<Scalar> it(folder);
for ( ; it; ++it)
{
//print the infos for this linear system
if(statFileExists)
{
std::ofstream statbuf(statFile.c_str(), std::ios::app);
statbuf << "<LINEARSYSTEM> \n";
statbuf << " <MATRIX> \n";
statbuf << " <NAME> " << it.matname() << " </NAME>\n";
statbuf << " <SIZE> " << it.matrix().rows() << " </SIZE>\n";
statbuf << " <ENTRIES> " << it.matrix().nonZeros() << "</ENTRIES>\n";
if (it.sym()!=NonSymmetric)
{
statbuf << " <SYMMETRY> Symmetric </SYMMETRY>\n" ;
if (it.sym() == SPD)
statbuf << " <POSDEF> YES </POSDEF>\n";
else
statbuf << " <POSDEF> NO </POSDEF>\n";
}
else
{
statbuf << " <SYMMETRY> NonSymmetric </SYMMETRY>\n" ;
statbuf << " <POSDEF> NO </POSDEF>\n";
}
statbuf << " </MATRIX> \n";
statbuf.close();
}
cout<< "\n\n===================================================== \n";
cout<< " ====== SOLVING WITH MATRIX " << it.matname() << " ====\n";
cout<< " =================================================== \n\n";
Matrix<Scalar, Dynamic, 1> refX;
if(it.hasrefX()) refX = it.refX();
// Call all suitable solvers for this linear system
SelectSolvers<Scalar>(it.matrix(), it.sym(), it.rhs(), refX, statFile);
if(statFileExists)
{
std::ofstream statbuf(statFile.c_str(), std::ios::app);
statbuf << " <BEST_SOLVER ID='"<< best_time_id
<< "'></BEST_SOLVER>\n";
statbuf << " </LINEARSYSTEM> \n";
statbuf.close();
}
}
}
bool get_options(int argc, char **args, string option, string* value=0)
{
int idx = 1, found=false;
while (idx<argc && !found){
if (option.compare(args[idx]) == 0){
found = true;
if(value) *value = args[idx+1];
}
idx+=2;
}
return found;
}
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