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85 lines
3.5 KiB
C++
85 lines
3.5 KiB
C++
#include <iostream>
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#include "BenchTimer.h"
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#include <Eigen/Dense>
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#include <map>
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#include <string>
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using namespace Eigen;
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std::map<std::string,Array<float,1,4> > results;
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template<typename Scalar,int Size>
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void bench(int id, int size = Size)
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{
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typedef Matrix<Scalar,Size,Size> Mat;
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Mat A(size,size);
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A.setRandom();
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A = A*A.adjoint();
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BenchTimer t_llt, t_ldlt, t_lu, t_fplu, t_qr, t_cpqr, t_cod, t_fpqr, t_jsvd, t_bdcsvd;
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int tries = 3;
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int rep = 1000/size;
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if(rep==0) rep = 1;
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// rep = rep*rep;
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LLT<Mat> llt(A);
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LDLT<Mat> ldlt(A);
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PartialPivLU<Mat> lu(A);
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FullPivLU<Mat> fplu(A);
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HouseholderQR<Mat> qr(A);
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ColPivHouseholderQR<Mat> cpqr(A);
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CompleteOrthogonalDecomposition<Mat> cod(A);
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FullPivHouseholderQR<Mat> fpqr(A);
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JacobiSVD<Mat> jsvd(A.rows(),A.cols());
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BDCSVD<Mat> bdcsvd(A.rows(),A.cols());
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BENCH(t_llt, tries, rep, llt.compute(A));
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BENCH(t_ldlt, tries, rep, ldlt.compute(A));
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BENCH(t_lu, tries, rep, lu.compute(A));
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BENCH(t_fplu, tries, rep, fplu.compute(A));
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BENCH(t_qr, tries, rep, qr.compute(A));
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BENCH(t_cpqr, tries, rep, cpqr.compute(A));
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BENCH(t_cod, tries, rep, cod.compute(A));
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BENCH(t_fpqr, tries, rep, fpqr.compute(A));
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if(size<500) // JacobiSVD is really too slow for too large matrices
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BENCH(t_jsvd, tries, rep, jsvd.compute(A,ComputeFullU|ComputeFullV));
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BENCH(t_bdcsvd, tries, rep, bdcsvd.compute(A,ComputeFullU|ComputeFullV));
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results["LLT"][id] = t_llt.best();
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results["LDLT"][id] = t_ldlt.best();
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results["PartialPivLU"][id] = t_lu.best();
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results["FullPivLU"][id] = t_fplu.best();
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results["HouseholderQR"][id] = t_qr.best();
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results["ColPivHouseholderQR"][id] = t_cpqr.best();
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results["CompleteOrthogonalDecomposition"][id] = t_cod.best();
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results["FullPivHouseholderQR"][id] = t_fpqr.best();
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results["JacobiSVD"][id] = size<500 ? t_jsvd.best() : 0;
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results["BDCSVD"][id] = t_bdcsvd.best();
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}
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int main()
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{
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const int small = 8;
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const int medium = 100;
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const int large = 1000;
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const int xl = 4000;
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bench<float,small>(0);
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bench<float,Dynamic>(1,medium);
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bench<float,Dynamic>(2,large);
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bench<float,Dynamic>(3,xl);
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IOFormat fmt(3, 0, " \t", "\n", "", "");
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std::cout << "solver/size " << small << "\t" << medium << "\t" << large << "\t" << xl << "\n";
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std::cout << "LLT (ms) " << (results["LLT"]/1000.).format(fmt) << "\n";
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std::cout << "LDLT (%) " << (results["LDLT"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "PartialPivLU (%) " << (results["PartialPivLU"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "FullPivLU (%) " << (results["FullPivLU"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "HouseholderQR (%) " << (results["HouseholderQR"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "ColPivHouseholderQR (%) " << (results["ColPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "CompleteOrthogonalDecomposition (%) " << (results["CompleteOrthogonalDecomposition"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "FullPivHouseholderQR (%) " << (results["FullPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "JacobiSVD (%) " << (results["JacobiSVD"]/results["LLT"]).format(fmt) << "\n";
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std::cout << "BDCSVD (%) " << (results["BDCSVD"]/results["LLT"]).format(fmt) << "\n";
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}
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