// #define EIGEN_TAUCS_SUPPORT // #define EIGEN_CHOLMOD_SUPPORT #include #include // 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 EigenSparseTriMatrix; typedef SparseMatrix 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(10,20); for(int i = j+1; i < rows; i++) { Scalar v = (internal::random(0,1) < density) ? internal::random() : 0; if (v!=0) dst.fill(i,j) = v; } } dst.endFill(); } #include template void doEigen(const char* name, const EigenSparseSelfAdjointMatrix& sm1, int flags = 0) { std::cout << name << "..." << std::flush; BenchTimer timer; timer.start(); SparseLLT 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 chol(m1);) // std::cout << "dense:\t" << timer.value() << endl; BenchTimer timer; timer.start(); LLT chol(m1); timer.stop(); std::cout << "dense:\t" << timer.value() << endl; int count = 0; for (int j=0; j("Eigen/Sparse", sm1, Eigen::IncompleteFactorization); #ifdef EIGEN_CHOLMOD_SUPPORT doEigen("Eigen/Cholmod", sm1, Eigen::IncompleteFactorization); #endif #ifdef EIGEN_TAUCS_SUPPORT doEigen("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; jcolptr[j]; icolptr[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 perm(cols); // std::vector set(ncols); for (int i=0; icolptr[j]; icolptr[j+1]; ++i) // std::cout << chol->values.s[i] << " "; // } } #endif #endif } return 0; }