* added innerSize / outerSize functions to MatrixBase

* added complete implementation of sparse matrix product
  (with a little glue in Eigen/Core)
* added an exhaustive bench of sparse products including GMM++ and MTL4
  => Eigen outperforms in all transposed/density configurations !

1 files changed, 199 insertions, 0 deletions

diff --git a/bench/sparse_product.cpp b/bench/sparse_product.cpp
new file mode 100644
index 000000000..846301fa5
--- /dev/null
+++ b/bench/sparse_product.cpp
@@ -0,0 +1,199 @@
+
+//g++ -O3 -g0 -DNDEBUG  sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.005 -DSIZE=10000 && ./a.out
+//g++ -O3 -g0 -DNDEBUG  sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.05 -DSIZE=2000 && ./a.out
+// -DNOGMM -DNOMTL
+
+#ifndef SIZE
+#define SIZE 10000
+#endif
+
+#ifndef DENSITY
+#define DENSITY 0.01
+#endif
+
+#ifndef REPEAT
+#define REPEAT 1
+#endif
+
+#include "BenchSparseUtil.h"
+
+#ifndef MINDENSITY
+#define MINDENSITY 0.0004
+#endif
+
+int main(int argc, char *argv[])
+{
+  int rows = SIZE;
+  int cols = SIZE;
+  float density = DENSITY;
+
+  EigenSparseMatrix sm1(rows,cols), sm2(rows,cols), sm3(rows,cols), sm4(rows,cols);
+
+  BenchTimer timer;
+  for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
+  {
+    fillMatrix(density, rows, cols, sm1);
+    fillMatrix(density, rows, cols, sm2);
+
+    // dense matrices
+    #ifdef DENSEMATRIX
+    {
+      std::cout << "Eigen Dense\t" << density*100 << "%\n";
+      DenseMatrix m1(rows,cols), m2(rows,cols), m3(rows,cols);
+      eiToDense(sm1, m1);
+      eiToDense(sm2, m2);
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = m1 * m2;
+      timer.stop();
+      std::cout << "   a * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = m1.transpose() * m2;
+      timer.stop();
+      std::cout << "   a' * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = m1.transpose() * m2.transpose();
+      timer.stop();
+      std::cout << "   a' * b':\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = m1 * m2.transpose();
+      timer.stop();
+      std::cout << "   a * b':\t" << timer.value() << endl;
+    }
+    #endif
+
+    // eigen sparse matrices
+    {
+      std::cout << "Eigen sparse\t" << density*100 << "%\n";
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        sm3 = sm1 * sm2;
+      timer.stop();
+      std::cout << "   a * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        sm3 = sm1.transpose() * sm2;
+      timer.stop();
+      std::cout << "   a' * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        sm3 = sm1.transpose() * sm2.transpose();
+      timer.stop();
+      std::cout << "   a' * b':\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        sm3 = sm1 * sm2.transpose();
+      timer.stop();
+      std::cout << "   a * b' :\t" << timer.value() << endl;
+    }
+
+    // GMM++
+    #ifndef NOGMM
+    {
+      std::cout << "GMM++ sparse\t" << density*100 << "%\n";
+      GmmDynSparse  gmmT3(rows,cols);
+      GmmSparse m1(rows,cols), m2(rows,cols), m3(rows,cols);
+      eiToGmm(sm1, m1);
+      eiToGmm(sm2, m2);
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        gmm::mult(m1, m2, gmmT3);
+      timer.stop();
+      std::cout << "   a * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        gmm::mult(gmm::transposed(m1), m2, gmmT3);
+      timer.stop();
+      std::cout << "   a' * b:\t" << timer.value() << endl;
+
+      if (rows<500)
+      {
+        timer.reset();
+        timer.start();
+        for (int k=0; k<REPEAT; ++k)
+          gmm::mult(gmm::transposed(m1), gmm::transposed(m2), gmmT3);
+        timer.stop();
+        std::cout << "   a' * b':\t" << timer.value() << endl;
+
+        timer.reset();
+        timer.start();
+        for (int k=0; k<REPEAT; ++k)
+          gmm::mult(m1, gmm::transposed(m2), gmmT3);
+        timer.stop();
+        std::cout << "   a * b':\t" << timer.value() << endl;
+      }
+      else
+      {
+        std::cout << "   a' * b':\t" << "forever" << endl;
+        std::cout << "   a * b':\t" << "forever" << endl;
+      }
+    }
+    #endif
+
+    // MTL4
+    #ifndef NOMTL
+    {
+      std::cout << "MTL4\t" << density*100 << "%\n";
+      MtlSparse m1(rows,cols), m2(rows,cols), m3(rows,cols);
+      eiToMtl(sm1, m1);
+      eiToMtl(sm2, m2);
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = m1 * m2;
+      timer.stop();
+      std::cout << "   a * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = trans(m1) * m2;
+      timer.stop();
+      std::cout << "   a' * b:\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = trans(m1) * trans(m2);
+      timer.stop();
+      std::cout << "  a' * b':\t" << timer.value() << endl;
+
+      timer.reset();
+      timer.start();
+      for (int k=0; k<REPEAT; ++k)
+        m3 = m1 * trans(m2);
+      timer.stop();
+      std::cout << "   a * b' :\t" << timer.value() << endl;
+    }
+    #endif
+
+    std::cout << "\n\n";
+  }
+
+  return 0;
+}
+