// g++ -DNDEBUG -O3 -I.. benchLLT.cpp -o benchLLT && ./benchLLT // options: // -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3 // -DEIGEN_DONT_VECTORIZE // -msse2 // -DREPEAT=100 // -DTRIES=10 // -DSCALAR=double #include <iostream> #include <Eigen/Core> #include <Eigen/Cholesky> #include <bench/BenchUtil.h> using namespace Eigen; #ifndef REPEAT #define REPEAT 10000 #endif #ifndef TRIES #define TRIES 10 #endif typedef float Scalar; template <typename MatrixType> __attribute__ ((noinline)) void benchLLT(const MatrixType& m) { int rows = m.rows(); int cols = m.cols(); int cost = 0; for (int j=0; j<rows; ++j) { int r = std::max(rows - j -1,0); cost += 2*(r*j+r+j); } int repeats = (REPEAT*1000)/(rows*rows); typedef typename MatrixType::Scalar Scalar; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType; MatrixType a = MatrixType::Random(rows,cols); SquareMatrixType covMat = a * a.adjoint(); BenchTimer timerNoSqrt, timerSqrt; Scalar acc = 0; int r = internal::random<int>(0,covMat.rows()-1); int c = internal::random<int>(0,covMat.cols()-1); for (int t=0; t<TRIES; ++t) { timerNoSqrt.start(); for (int k=0; k<repeats; ++k) { LDLT<SquareMatrixType> cholnosqrt(covMat); acc += cholnosqrt.matrixL().coeff(r,c); } timerNoSqrt.stop(); } for (int t=0; t<TRIES; ++t) { timerSqrt.start(); for (int k=0; k<repeats; ++k) { LLT<SquareMatrixType> chol(covMat); acc += chol.matrixL().coeff(r,c); } timerSqrt.stop(); } if (MatrixType::RowsAtCompileTime==Dynamic) std::cout << "dyn "; else std::cout << "fixed "; std::cout << covMat.rows() << " \t" << (timerNoSqrt.value() * REPEAT) / repeats << "s " << "(" << 1e-6 * cost*repeats/timerNoSqrt.value() << " MFLOPS)\t" << (timerSqrt.value() * REPEAT) / repeats << "s " << "(" << 1e-6 * cost*repeats/timerSqrt.value() << " MFLOPS)\n"; #ifdef BENCH_GSL if (MatrixType::RowsAtCompileTime==Dynamic) { timerSqrt.reset(); gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols()); gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols()); eiToGsl(covMat, &gslCovMat); for (int t=0; t<TRIES; ++t) { timerSqrt.start(); for (int k=0; k<repeats; ++k) { gsl_matrix_memcpy(gslCopy,gslCovMat); gsl_linalg_cholesky_decomp(gslCopy); acc += gsl_matrix_get(gslCopy,r,c); } timerSqrt.stop(); } std::cout << " | \t" << timerSqrt.value() * REPEAT / repeats << "s"; gsl_matrix_free(gslCovMat); } #endif std::cout << "\n"; // make sure the compiler does not optimize too much if (acc==123) std::cout << acc; } int main(int argc, char* argv[]) { const int dynsizes[] = {4,6,8,16,24,32,49,64,128,256,512,900,0}; std::cout << "size no sqrt standard"; // #ifdef BENCH_GSL // std::cout << " GSL (standard + double + ATLAS) "; // #endif std::cout << "\n"; for (uint i=0; dynsizes[i]>0; ++i) benchLLT(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i])); benchLLT(Matrix<Scalar,2,2>()); benchLLT(Matrix<Scalar,3,3>()); benchLLT(Matrix<Scalar,4,4>()); benchLLT(Matrix<Scalar,5,5>()); benchLLT(Matrix<Scalar,6,6>()); benchLLT(Matrix<Scalar,7,7>()); benchLLT(Matrix<Scalar,8,8>()); benchLLT(Matrix<Scalar,12,12>()); benchLLT(Matrix<Scalar,16,16>()); return 0; }