#include #include "BenchTimer.h" #include #include #include using namespace Eigen; std::map > results; template void bench(int id, int size = Size) { typedef Matrix Mat; Mat A(size,size); A.setRandom(); A = A*A.adjoint(); BenchTimer t_llt, t_ldlt, t_lu, t_fplu, t_qr, t_cpqr, t_cod, t_fpqr, t_jsvd, t_bdcsvd; int tries = 3; int rep = 1000/size; if(rep==0) rep = 1; // rep = rep*rep; LLT llt(A); LDLT ldlt(A); PartialPivLU lu(A); FullPivLU fplu(A); HouseholderQR qr(A); ColPivHouseholderQR cpqr(A); CompleteOrthogonalDecomposition cod(A); FullPivHouseholderQR fpqr(A); JacobiSVD jsvd(A.rows(),A.cols()); BDCSVD bdcsvd(A.rows(),A.cols()); BENCH(t_llt, tries, rep, llt.compute(A)); BENCH(t_ldlt, tries, rep, ldlt.compute(A)); BENCH(t_lu, tries, rep, lu.compute(A)); BENCH(t_fplu, tries, rep, fplu.compute(A)); BENCH(t_qr, tries, rep, qr.compute(A)); BENCH(t_cpqr, tries, rep, cpqr.compute(A)); BENCH(t_cod, tries, rep, cod.compute(A)); BENCH(t_fpqr, tries, rep, fpqr.compute(A)); if(size<500) // JacobiSVD is really too slow for too large matrices BENCH(t_jsvd, tries, rep, jsvd.compute(A,ComputeFullU|ComputeFullV)); BENCH(t_bdcsvd, tries, rep, bdcsvd.compute(A,ComputeFullU|ComputeFullV)); results["LLT"][id] = t_llt.best(); results["LDLT"][id] = t_ldlt.best(); results["PartialPivLU"][id] = t_lu.best(); results["FullPivLU"][id] = t_fplu.best(); results["HouseholderQR"][id] = t_qr.best(); results["ColPivHouseholderQR"][id] = t_cpqr.best(); results["CompleteOrthogonalDecomposition"][id] = t_cod.best(); results["FullPivHouseholderQR"][id] = t_fpqr.best(); results["JacobiSVD"][id] = size<500 ? t_jsvd.best() : 0; results["BDCSVD"][id] = t_bdcsvd.best(); } int main() { const int small = 8; const int medium = 100; const int large = 1000; const int xl = 4000; bench(0); bench(1,medium); bench(2,large); bench(3,xl); IOFormat fmt(3, 0, " \t", "\n", "", ""); std::cout << "solver/size " << small << "\t" << medium << "\t" << large << "\t" << xl << "\n"; std::cout << "LLT (ms) " << (results["LLT"]/1000.).format(fmt) << "\n"; std::cout << "LDLT (%) " << (results["LDLT"]/results["LLT"]).format(fmt) << "\n"; std::cout << "PartialPivLU (%) " << (results["PartialPivLU"]/results["LLT"]).format(fmt) << "\n"; std::cout << "FullPivLU (%) " << (results["FullPivLU"]/results["LLT"]).format(fmt) << "\n"; std::cout << "HouseholderQR (%) " << (results["HouseholderQR"]/results["LLT"]).format(fmt) << "\n"; std::cout << "ColPivHouseholderQR (%) " << (results["ColPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n"; std::cout << "CompleteOrthogonalDecomposition (%) " << (results["CompleteOrthogonalDecomposition"]/results["LLT"]).format(fmt) << "\n"; std::cout << "FullPivHouseholderQR (%) " << (results["FullPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n"; std::cout << "JacobiSVD (%) " << (results["JacobiSVD"]/results["LLT"]).format(fmt) << "\n"; std::cout << "BDCSVD (%) " << (results["BDCSVD"]/results["LLT"]).format(fmt) << "\n"; }