" << it.matname() << " | "
<< it.matrix().rows() << " | " << it.matrix().nonZeros()<< " "<< statline ;
statbuf.close();
}
}
}
bool get_options(int argc, char **args, string option, string* value=0)
{
int idx = 1, found=false;
while (idx
// 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>
#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 0
#define EIGEN_SUPERLU 1
#define EIGEN_PASTIX 2
#define EIGEN_PARDISO 3
#define EIGEN_BICGSTAB 4
#define EIGEN_BICGSTAB_ILUT 5
#define EIGEN_GMRES 6
#define EIGEN_GMRES_ILUT 7
#define EIGEN_SIMPLICIAL_LDLT 8
#define EIGEN_CHOLMOD_LDLT 9
#define EIGEN_PASTIX_LDLT 10
#define EIGEN_PARDISO_LDLT 11
#define EIGEN_SIMPLICIAL_LLT 12
#define EIGEN_CHOLMOD_SUPERNODAL_LLT 13
#define EIGEN_CHOLMOD_SIMPLICIAL_LLT 14
#define EIGEN_PASTIX_LLT 15
#define EIGEN_PARDISO_LLT 16
#define EIGEN_CG 17
#define EIGEN_CG_PRECOND 18
#define EIGEN_ALL_SOLVERS 19
using namespace Eigen;
using namespace std;
struct Stats{
ComputationInfo info;
double total_time;
double compute_time;
double solve_time;
double rel_error;
int memory_used;
int iterations;
int isavail;
int isIterative;
};
// Global variables for input parameters
int MaximumIters; // Maximum number of iterations
double RelErr; // Relative error of the computed solution
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)
{
int LUcnt = 0;
string LUlist =" ", LLTlist = "<TH > LLT", LDLTlist = "<TH > LDLT ";
#ifdef EIGEN_UMFPACK_SUPPORT
LUlist += "<TH > UMFPACK "; LUcnt++;
#endif
#ifdef EIGEN_SUPERLU_SUPPORT
LUlist += "<TH > SUPERLU "; LUcnt++;
#endif
#ifdef EIGEN_CHOLMOD_SUPPORT
LLTlist += "<TH > CHOLMOD SP LLT<TH > CHOLMOD LLT";
LDLTlist += "<TH>CHOLMOD LDLT";
#endif
#ifdef EIGEN_PARDISO_SUPPORT
LUlist += "<TH > PARDISO LU"; LUcnt++;
LLTlist += "<TH > PARDISO LLT";
LDLTlist += "<TH > PARDISO LDLT";
#endif
#ifdef EIGEN_PASTIX_SUPPORT
LUlist += "<TH > PASTIX LU"; LUcnt++;
LLTlist += "<TH > PASTIX LLT";
LDLTlist += "<TH > PASTIX LDLT";
#endif
out << "<TABLE border=\"1\" >\n ";
out << "<TR><TH>Matrix <TH> N <TH> NNZ <TH> ";
if (LUcnt) out << LUlist;
out << " <TH >BiCGSTAB <TH >BiCGSTAB+ILUT"<< "<TH >GMRES+ILUT" <<LDLTlist << LLTlist << "<TH> CG "<< std::endl;
}
template<typename Solver, typename Scalar>
Stats call_solver(Solver &solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX)
{
Stats stat;
Matrix<Scalar, Dynamic, 1> x;
BenchTimer timer;
timer.reset();
timer.start();
solver.compute(A);
if (solver.info() != Success)
{
stat.info = NumericalIssue;
std::cerr << "Solver failed ... \n";
return stat;
}
timer.stop();
stat.compute_time = timer.value();
timer.reset();
timer.start();
x = solver.solve(b);
if (solver.info() == NumericalIssue)
{
stat.info = NumericalIssue;
std::cerr << "Solver failed ... \n";
return stat;
}
timer.stop();
stat.solve_time = timer.value();
stat.total_time = stat.solve_time + stat.compute_time;
stat.memory_used = 0;
// Verify the relative error
if(refX.size() != 0)
stat.rel_error = (refX - x).norm()/refX.norm();
else
{
// Compute the relative residual norm
Matrix<Scalar, Dynamic, 1> temp;
temp = A * x;
stat.rel_error = (b-temp).norm()/b.norm();
}
if ( stat.rel_error > RelErr )
{
stat.info = NoConvergence;
return stat;
}
else
{
stat.info = Success;
return stat;
}
}
template<typename Solver, typename Scalar>
Stats call_directsolver(Solver& solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX)
{
Stats stat;
stat = call_solver(solver, A, b, refX);
return stat;
}
template<typename Solver, typename Scalar>
Stats call_itersolver(Solver &solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX)
{
Stats stat;
solver.setTolerance(RelErr);
solver.setMaxIterations(MaximumIters);
stat = call_solver(solver, A, b, refX);
stat.iterations = solver.iterations();
return stat;
}
inline void printStatItem(Stats *stat, int solver_id, int& best_time_id, double& best_time_val)
{
stat[solver_id].isavail = 1;
if (stat[solver_id].info == NumericalIssue)
{
cout << " SOLVER FAILED ... Probably a numerical issue \n";
return;
}
if (stat[solver_id].info == NoConvergence){
cout << "REL. ERROR " << stat[solver_id].rel_error;
if(stat[solver_id].isIterative == 1)
cout << " (" << stat[solver_id].iterations << ") \n";
return;
}
// Record the best CPU time
if (!best_time_val)
{
best_time_val = stat[solver_id].total_time;
best_time_id = solver_id;
}
else if (stat[solver_id].total_time < best_time_val)
{
best_time_val = stat[solver_id].total_time;
best_time_id = solver_id;
}
// Print statistics to standard output
if (stat[solver_id].info == Success){
cout<< "COMPUTE TIME : " << stat[solver_id].compute_time<< " \n";
cout<< "SOLVE TIME : " << stat[solver_id].solve_time<< " \n";
cout<< "TOTAL TIME : " << stat[solver_id].total_time<< " \n";
cout << "REL. ERROR : " << stat[solver_id].rel_error ;
if(stat[solver_id].isIterative == 1) {
cout << " (" << stat[solver_id].iterations << ") ";
}
cout << std::endl;
}
}
/* Print the results from all solvers corresponding to a particular matrix
* The best CPU time is printed in bold
*/
inline void printHtmlStatLine(Stats *stat, int best_time_id, string& statline)
{
string markup;
ostringstream compute,solve,total,error;
for (int i = 0; i < EIGEN_ALL_SOLVERS; i++)
{
if (stat[i].isavail == 0) continue;
if(i == best_time_id)
markup = "<TD style=\"background-color:red\">";
else
markup = "<TD>";
if (stat[i].info == Success){
compute << markup << stat[i].compute_time;
solve << markup << stat[i].solve_time;
total << markup << stat[i].total_time;
error << " <TD> " << stat[i].rel_error;
if(stat[i].isIterative == 1) {
error << " (" << stat[i].iterations << ") ";
}
}
else {
compute << " <TD> -" ;
solve << " <TD> -" ;
total << " <TD> -" ;
if(stat[i].info == NoConvergence){
error << " <TD> "<< stat[i].rel_error ;
if(stat[i].isIterative == 1)
error << " (" << stat[i].iterations << ") ";
}
else error << " <TD> - ";
}
}
statline = "<TH>Compute Time " + compute.str() + "\n"
+ "<TR><TH>Solve Time " + solve.str() + "\n"
+ "<TR><TH>Total Time " + total.str() + "\n"
+"<TR><TH>Error(Iter)" + error.str() + "\n";
}
template <typename Scalar>
int SelectSolvers(const SparseMatrix<Scalar>&A, unsigned int sym, Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, Stats *stat)
{
typedef SparseMatrix<Scalar, ColMajor> SpMat;
// First, deal with Nonsymmetric and symmetric matrices
int best_time_id = 0;
double best_time_val = 0.0;
//UMFPACK
#ifdef EIGEN_UMFPACK_SUPPORT
{
cout << "Solving with UMFPACK LU ... \n";
UmfPackLU<SpMat> solver;
stat[EIGEN_UMFPACK] = call_directsolver(solver, A, b, refX);
printStatItem(stat, EIGEN_UMFPACK, best_time_id, best_time_val);
}
#endif
//SuperLU
#ifdef EIGEN_SUPERLU_SUPPORT
{
cout << "\nSolving with SUPERLU ... \n";
SuperLU<SpMat> solver;
stat[EIGEN_SUPERLU] = call_directsolver(solver, A, b, refX);
printStatItem(stat, EIGEN_SUPERLU, best_time_id, best_time_val);
}
#endif
// PaStix LU
#ifdef EIGEN_PASTIX_SUPPORT
{
cout << "\nSolving with PASTIX LU ... \n";
PastixLU<SpMat> solver;
stat[EIGEN_PASTIX] = call_directsolver(solver, A, b, refX) ;
printStatItem(stat, EIGEN_PASTIX, best_time_id, best_time_val);
}
#endif
//PARDISO LU
#ifdef EIGEN_PARDISO_SUPPORT
{
cout << "\nSolving with PARDISO LU ... \n";
PardisoLU<SpMat> solver;
stat[EIGEN_PARDISO] = call_directsolver(solver, A, b, refX);
printStatItem(stat, EIGEN_PARDISO, best_time_id, best_time_val);
}
#endif
//BiCGSTAB
{
cout << "\nSolving with BiCGSTAB ... \n";
BiCGSTAB<SpMat> solver;
stat[EIGEN_BICGSTAB] = call_itersolver(solver, A, b, refX);
stat[EIGEN_BICGSTAB].isIterative = 1;
printStatItem(stat, EIGEN_BICGSTAB, best_time_id, best_time_val);
}
//BiCGSTAB+ILUT
{
cout << "\nSolving with BiCGSTAB and ILUT ... \n";
BiCGSTAB<SpMat, IncompleteLUT<Scalar> > solver;
stat[EIGEN_BICGSTAB_ILUT] = call_itersolver(solver, A, b, refX);
stat[EIGEN_BICGSTAB_ILUT].isIterative = 1;
printStatItem(stat, EIGEN_BICGSTAB_ILUT, best_time_id, best_time_val);
}
//GMRES
// {
// cout << "\nSolving with GMRES ... \n";
// GMRES<SpMat> solver;
// stat[EIGEN_GMRES] = call_itersolver(solver, A, b, refX);
// stat[EIGEN_GMRES].isIterative = 1;
// printStatItem(stat, EIGEN_GMRES, best_time_id, best_time_val);
// }
//GMRES+ILUT
{
cout << "\nSolving with GMRES and ILUT ... \n";
GMRES<SpMat, IncompleteLUT<Scalar> > solver;
stat[EIGEN_GMRES_ILUT] = call_itersolver(solver, A, b, refX);
stat[EIGEN_GMRES_ILUT].isIterative = 1;
printStatItem(stat, EIGEN_GMRES_ILUT, best_time_id, best_time_val);
}
// Hermitian and not necessarily positive-definites
if (sym != NonSymmetric)
{
// Internal Cholesky
{
cout << "\nSolving with Simplicial LDLT ... \n";
SimplicialLDLT<SpMat, Lower> solver;
stat[EIGEN_SIMPLICIAL_LDLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat, EIGEN_SIMPLICIAL_LDLT, best_time_id, best_time_val);
}
// CHOLMOD
#ifdef EIGEN_CHOLMOD_SUPPORT
{
cout << "\nSolving with CHOLMOD LDLT ... \n";
CholmodDecomposition<SpMat, Lower> solver;
solver.setMode(CholmodLDLt);
stat[EIGEN_CHOLMOD_LDLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_CHOLMOD_LDLT, best_time_id, best_time_val);
}
#endif
//PASTIX LLT
#ifdef EIGEN_PASTIX_SUPPORT
{
cout << "\nSolving with PASTIX LDLT ... \n";
PastixLDLT<SpMat, Lower> solver;
stat[EIGEN_PASTIX_LDLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_PASTIX_LDLT, best_time_id, best_time_val);
}
#endif
//PARDISO LLT
#ifdef EIGEN_PARDISO_SUPPORT
{
cout << "\nSolving with PARDISO LDLT ... \n";
PardisoLDLT<SpMat, Lower> solver;
stat[EIGEN_PARDISO_LDLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_PARDISO_LDLT, best_time_id, best_time_val);
}
#endif
}
// Now, symmetric POSITIVE DEFINITE matrices
if (sym == SPD)
{
//Internal Sparse Cholesky
{
cout << "\nSolving with SIMPLICIAL LLT ... \n";
SimplicialLLT<SpMat, Lower> solver;
stat[EIGEN_SIMPLICIAL_LLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_SIMPLICIAL_LLT, best_time_id, best_time_val);
}
// CHOLMOD
#ifdef EIGEN_CHOLMOD_SUPPORT
{
// CholMOD SuperNodal LLT
cout << "\nSolving with CHOLMOD LLT (Supernodal)... \n";
CholmodDecomposition<SpMat, Lower> solver;
solver.setMode(CholmodSupernodalLLt);
stat[EIGEN_CHOLMOD_SUPERNODAL_LLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_CHOLMOD_SUPERNODAL_LLT, best_time_id, best_time_val);
// CholMod Simplicial LLT
cout << "\nSolving with CHOLMOD LLT (Simplicial) ... \n";
solver.setMode(CholmodSimplicialLLt);
stat[EIGEN_CHOLMOD_SIMPLICIAL_LLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_CHOLMOD_SIMPLICIAL_LLT, best_time_id, best_time_val);
}
#endif
//PASTIX LLT
#ifdef EIGEN_PASTIX_SUPPORT
{
cout << "\nSolving with PASTIX LLT ... \n";
PastixLLT<SpMat, Lower> solver;
stat[EIGEN_PASTIX_LLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_PASTIX_LLT, best_time_id, best_time_val);
}
#endif
//PARDISO LLT
#ifdef EIGEN_PARDISO_SUPPORT
{
cout << "\nSolving with PARDISO LLT ... \n";
PardisoLLT<SpMat, Lower> solver;
stat[EIGEN_PARDISO_LLT] = call_directsolver(solver, A, b, refX);
printStatItem(stat,EIGEN_PARDISO_LLT, best_time_id, best_time_val);
}
#endif
// Internal CG
{
cout << "\nSolving with CG ... \n";
ConjugateGradient<SpMat, Lower> solver;
stat[EIGEN_CG] = call_itersolver(solver, A, b, refX);
stat[EIGEN_CG].isIterative = 1;
printStatItem(stat,EIGEN_CG, best_time_id, best_time_val);
}
//CG+IdentityPreconditioner
// {
// cout << "\nSolving with CG and IdentityPreconditioner ... \n";
// ConjugateGradient<SpMat, Lower, IdentityPreconditioner> solver;
// stat[EIGEN_CG_PRECOND] = call_itersolver(solver, A, b, refX);
// stat[EIGEN_CG_PRECOND].isIterative = 1;
// printStatItem(stat,EIGEN_CG_PRECOND, best_time_id, best_time_val);
// }
} // End SPD matrices
return best_time_id;
}
/* 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);
Stats stat[EIGEN_ALL_SOLVERS];
for ( ; it; ++it)
{
for (int i = 0; i < EIGEN_ALL_SOLVERS; i++)
{
stat[i].isavail = 0;
stat[i].isIterative = 0;
}
int best_time_id;
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();
best_time_id = SelectSolvers<Scalar>(it.matrix(), it.sym(), it.rhs(), refX, &stat[0]);
if(statFileExists)
{
string statline;
printHtmlStatLine(&stat[0], best_time_id, statline);
std::ofstream statbuf(statFile.c_str(), std::ios::app);
statbuf << "<TR><TH rowspan=\"4\">" << it.matname() << " <TD rowspan=\"4\"> "
<< it.matrix().rows() << " <TD rowspan=\"4\"> " << it.matrix().nonZeros()<< " "<< statline ;
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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