new unsupported and not finished SVD, using a divide and conquert algorithm, with tests and benchmark

1 files changed, 123 insertions, 0 deletions

diff --git a/unsupported/bench/bench_svd.cpp b/unsupported/bench/bench_svd.cpp
new file mode 100644
index 000000000..01d8231ae
--- /dev/null
+++ b/unsupported/bench/bench_svd.cpp
@@ -0,0 +1,123 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
+// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
+// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
+// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.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/
+
+// Bench to compare the efficiency of SVD algorithms
+
+#include <iostream>
+#include <bench/BenchTimer.h>
+#include <unsupported/Eigen/SVD>
+
+
+using namespace Eigen;
+using namespace std;
+
+// number of computations of each algorithm before the print of the time
+#ifndef REPEAT
+#define REPEAT 10
+#endif
+
+// number of tests of the same type
+#ifndef NUMBER_SAMPLE
+#define NUMBER_SAMPLE 2
+#endif
+
+template<typename MatrixType>
+void bench_svd(const MatrixType& a = MatrixType())
+{
+  MatrixType m = MatrixType::Random(a.rows(), a.cols());
+  BenchTimer timerJacobi;
+  BenchTimer timerBDC;
+  timerJacobi.reset();
+  timerBDC.reset();
+
+  cout << " Only compute Singular Values" <<endl;
+  for (int k=1; k<=NUMBER_SAMPLE; ++k)
+  {
+    timerBDC.start();
+    for (int i=0; i<REPEAT; ++i) 
+    {
+      BDCSVD<MatrixType> bdc_matrix(m);
+    }
+    timerBDC.stop();
+    
+    timerJacobi.start();
+    for (int i=0; i<REPEAT; ++i) 
+    {
+      JacobiSVD<MatrixType> jacobi_matrix(m);
+    }
+    timerJacobi.stop();
+
+
+    cout << "Sample " << k << " : " << REPEAT << " computations :  Jacobi : " << fixed << timerJacobi.value() << "s ";
+    cout << " || " << " BDC : " << timerBDC.value() << "s " <<endl <<endl;
+      
+    if (timerBDC.value() >= timerJacobi.value())  
+      cout << "KO : BDC is " <<  timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi" <<endl;
+    else 
+      cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi"  <<endl;
+      
+  }
+  cout << "       =================" <<endl;
+  std::cout<< std::endl;
+  timerJacobi.reset();
+  timerBDC.reset();
+  cout << " Computes rotaion matrix" <<endl;
+  for (int k=1; k<=NUMBER_SAMPLE; ++k)
+  {
+    timerBDC.start();
+    for (int i=0; i<REPEAT; ++i) 
+    {
+      BDCSVD<MatrixType> bdc_matrix(m, ComputeFullU|ComputeFullV);
+    }
+    timerBDC.stop();
+    
+    timerJacobi.start();
+    for (int i=0; i<REPEAT; ++i) 
+    {
+      JacobiSVD<MatrixType> jacobi_matrix(m, ComputeFullU|ComputeFullV);
+    }
+    timerJacobi.stop();
+
+
+    cout << "Sample " << k << " : " << REPEAT << " computations :  Jacobi : " << fixed << timerJacobi.value() << "s ";
+    cout << " || " << " BDC : " << timerBDC.value() << "s " <<endl <<endl;
+      
+    if (timerBDC.value() >= timerJacobi.value())  
+      cout << "KO : BDC is " <<  timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi" <<endl;
+    else 
+      cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi"  <<endl;
+      
+  }
+  std::cout<< std::endl;
+}
+
+
+
+int main(int argc, char* argv[])
+{
+  std::cout<< std::endl;
+
+  std::cout<<"On a (Dynamic, Dynamic) (6, 6) Matrix" <<std::endl;
+  bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(6, 6));
+  
+  std::cout<<"On a (Dynamic, Dynamic) (32, 32) Matrix" <<std::endl;
+  bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(32, 32));
+
+  //std::cout<<"On a (Dynamic, Dynamic) (128, 128) Matrix" <<std::endl;
+  //bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(128, 128));
+
+  std::cout<<"On a (Dynamic, Dynamic) (160, 160) Matrix" <<std::endl;
+  bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(160, 160));
+  
+  std::cout<< "--------------------------------------------------------------------"<< std::endl;
+           
+}