// #define EIGEN_TAUCS_SUPPORT // #define EIGEN_CHOLMOD_SUPPORT #include <iostream> #include <Eigen/Sparse> // g++ -DSIZE=10000 -DDENSITY=0.001 sparse_cholesky.cpp -I.. -DDENSEMATRI -O3 -g0 -DNDEBUG -DNBTRIES=1 -I /home/gael/Coding/LinearAlgebra/taucs_full/src/ -I/home/gael/Coding/LinearAlgebra/taucs_full/build/linux/ -L/home/gael/Coding/LinearAlgebra/taucs_full/lib/linux/ -ltaucs /home/gael/Coding/LinearAlgebra/GotoBLAS/libgoto.a -lpthread -I /home/gael/Coding/LinearAlgebra/SuiteSparse/CHOLMOD/Include/ $CHOLLIB -I /home/gael/Coding/LinearAlgebra/SuiteSparse/UFconfig/ /home/gael/Coding/LinearAlgebra/SuiteSparse/CCOLAMD/Lib/libccolamd.a /home/gael/Coding/LinearAlgebra/SuiteSparse/CHOLMOD/Lib/libcholmod.a -lmetis /home/gael/Coding/LinearAlgebra/SuiteSparse/AMD/Lib/libamd.a /home/gael/Coding/LinearAlgebra/SuiteSparse/CAMD/Lib/libcamd.a /home/gael/Coding/LinearAlgebra/SuiteSparse/CCOLAMD/Lib/libccolamd.a /home/gael/Coding/LinearAlgebra/SuiteSparse/COLAMD/Lib/libcolamd.a -llapack && ./a.out #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 SparseMatrix<Scalar,UpperTriangular> EigenSparseTriMatrix; typedef SparseMatrix<Scalar,SelfAdjoint|LowerTriangular> EigenSparseSelfAdjointMatrix; void fillSpdMatrix(float density, int rows, int cols, EigenSparseSelfAdjointMatrix& dst) { dst.startFill(rows*cols*density); for(int j = 0; j < cols; j++) { dst.fill(j,j) = internal::random<Scalar>(10,20); for(int i = j+1; i < rows; i++) { Scalar v = (internal::random<float>(0,1) < density) ? internal::random<Scalar>() : 0; if (v!=0) dst.fill(i,j) = v; } } dst.endFill(); } #include <Eigen/Cholesky> template<int Backend> void doEigen(const char* name, const EigenSparseSelfAdjointMatrix& sm1, int flags = 0) { std::cout << name << "..." << std::flush; BenchTimer timer; timer.start(); SparseLLT<EigenSparseSelfAdjointMatrix,Backend> chol(sm1, flags); timer.stop(); std::cout << ":\t" << timer.value() << endl; std::cout << " nnz: " << sm1.nonZeros() << " => " << chol.matrixL().nonZeros() << "\n"; // std::cout << "sparse\n" << chol.matrixL() << "%\n"; } int main(int argc, char *argv[]) { int rows = SIZE; int cols = SIZE; float density = DENSITY; BenchTimer timer; VectorXf b = VectorXf::Random(cols); VectorXf x = VectorXf::Random(cols); bool densedone = false; //for (float density = DENSITY; density>=MINDENSITY; density*=0.5) // float density = 0.5; { EigenSparseSelfAdjointMatrix sm1(rows, cols); std::cout << "Generate sparse matrix (might take a while)...\n"; fillSpdMatrix(density, rows, cols, sm1); std::cout << "DONE\n\n"; // dense matrices #ifdef DENSEMATRIX if (!densedone) { densedone = true; std::cout << "Eigen Dense\t" << density*100 << "%\n"; DenseMatrix m1(rows,cols); eiToDense(sm1, m1); m1 = (m1 + m1.transpose()).eval(); m1.diagonal() *= 0.5; // BENCH(LLT<DenseMatrix> chol(m1);) // std::cout << "dense:\t" << timer.value() << endl; BenchTimer timer; timer.start(); LLT<DenseMatrix> chol(m1); timer.stop(); std::cout << "dense:\t" << timer.value() << endl; int count = 0; for (int j=0; j<cols; ++j) for (int i=j; i<rows; ++i) if (!internal::isMuchSmallerThan(internal::abs(chol.matrixL()(i,j)), 0.1)) count++; std::cout << "dense: " << "nnz = " << count << "\n"; // std::cout << "dense:\n" << m1 << "\n\n" << chol.matrixL() << endl; } #endif // eigen sparse matrices doEigen<Eigen::DefaultBackend>("Eigen/Sparse", sm1, Eigen::IncompleteFactorization); #ifdef EIGEN_CHOLMOD_SUPPORT doEigen<Eigen::Cholmod>("Eigen/Cholmod", sm1, Eigen::IncompleteFactorization); #endif #ifdef EIGEN_TAUCS_SUPPORT doEigen<Eigen::Taucs>("Eigen/Taucs", sm1, Eigen::IncompleteFactorization); #endif #if 0 // TAUCS { taucs_ccs_matrix A = sm1.asTaucsMatrix(); //BENCH(taucs_ccs_matrix* chol = taucs_ccs_factor_llt(&A, 0, 0);) // BENCH(taucs_supernodal_factor_to_ccs(taucs_ccs_factor_llt_ll(&A));) // std::cout << "taucs:\t" << timer.value() << endl; taucs_ccs_matrix* chol = taucs_ccs_factor_llt(&A, 0, 0); for (int j=0; j<cols; ++j) { for (int i=chol->colptr[j]; i<chol->colptr[j+1]; ++i) std::cout << chol->values.d[i] << " "; } } // CHOLMOD #ifdef EIGEN_CHOLMOD_SUPPORT { cholmod_common c; cholmod_start (&c); cholmod_sparse A; cholmod_factor *L; A = sm1.asCholmodMatrix(); BenchTimer timer; // timer.reset(); timer.start(); std::vector<int> perm(cols); // std::vector<int> set(ncols); for (int i=0; i<cols; ++i) perm[i] = i; // c.nmethods = 1; // c.method[0] = 1; c.nmethods = 1; c.method [0].ordering = CHOLMOD_NATURAL; c.postorder = 0; c.final_ll = 1; L = cholmod_analyze_p(&A, &perm[0], &perm[0], cols, &c); timer.stop(); std::cout << "cholmod/analyze:\t" << timer.value() << endl; timer.reset(); timer.start(); cholmod_factorize(&A, L, &c); timer.stop(); std::cout << "cholmod/factorize:\t" << timer.value() << endl; cholmod_sparse* cholmat = cholmod_factor_to_sparse(L, &c); cholmod_print_factor(L, "Factors", &c); cholmod_print_sparse(cholmat, "Chol", &c); cholmod_write_sparse(stdout, cholmat, 0, 0, &c); // // cholmod_print_sparse(&A, "A", &c); // cholmod_write_sparse(stdout, &A, 0, 0, &c); // for (int j=0; j<cols; ++j) // { // for (int i=chol->colptr[j]; i<chol->colptr[j+1]; ++i) // std::cout << chol->values.s[i] << " "; // } } #endif #endif } return 0; }