1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
|
// g++ -DNDEBUG -O3 -I.. benchCholesky.cpp -o benchCholesky && ./benchCholesky
// options:
// -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3
// -DEIGEN_DONT_VECTORIZE
// -msse2
// -DREPEAT=100
// -DTRIES=10
// -DSCALAR=double
#include <Eigen/Array>
#include <Eigen/Cholesky>
#include <bench/BenchUtil.h>
using namespace Eigen;
#ifndef REPEAT
#define REPEAT 10000
#endif
#ifndef TRIES
#define TRIES 10
#endif
typedef float Scalar;
template <typename MatrixType>
__attribute__ ((noinline)) void benchCholesky(const MatrixType& m)
{
int rows = m.rows();
int cols = m.cols();
int cost = 0;
for (int j=0; j<rows; ++j)
{
int r = std::max(rows - j -1,0);
cost += 2*(r*j+r+j);
}
int repeats = (REPEAT*1000)/(rows*rows);
typedef typename MatrixType::Scalar Scalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
MatrixType a = MatrixType::Random(rows,cols);
SquareMatrixType covMat = a * a.adjoint();
BenchTimer timerNoSqrt, timerSqrt;
Scalar acc = 0;
int r = ei_random<int>(0,covMat.rows()-1);
int c = ei_random<int>(0,covMat.cols()-1);
for (int t=0; t<TRIES; ++t)
{
timerNoSqrt.start();
for (int k=0; k<repeats; ++k)
{
CholeskyWithoutSquareRoot<SquareMatrixType> cholnosqrt(covMat);
acc += cholnosqrt.matrixL().coeff(r,c);
}
timerNoSqrt.stop();
}
for (int t=0; t<TRIES; ++t)
{
timerSqrt.start();
for (int k=0; k<repeats; ++k)
{
Cholesky<SquareMatrixType> chol(covMat);
acc += chol.matrixL().coeff(r,c);
}
timerSqrt.stop();
}
if (MatrixType::RowsAtCompileTime==Dynamic)
std::cout << "dyn ";
else
std::cout << "fixed ";
std::cout << covMat.rows() << " \t"
<< (timerNoSqrt.value() * REPEAT) / repeats << "s \t"
<< (timerSqrt.value() * REPEAT) / repeats << "s "
<< "(" << 1e-6 * cost*repeats/timerSqrt.value() << " MFLOPS)\n";
#ifdef BENCH_GSL
if (MatrixType::RowsAtCompileTime==Dynamic)
{
timerSqrt.reset();
gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols());
gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols());
eiToGsl(covMat, &gslCovMat);
for (int t=0; t<TRIES; ++t)
{
timerSqrt.start();
for (int k=0; k<repeats; ++k)
{
gsl_matrix_memcpy(gslCopy,gslCovMat);
gsl_linalg_cholesky_decomp(gslCopy);
acc += gsl_matrix_get(gslCopy,r,c);
}
timerSqrt.stop();
}
std::cout << " | \t"
<< timerSqrt.value() * REPEAT / repeats << "s";
gsl_matrix_free(gslCovMat);
}
#endif
std::cout << "\n";
// make sure the compiler does not optimize too much
if (acc==123)
std::cout << acc;
}
int main(int argc, char* argv[])
{
const int dynsizes[] = {/*4,6,8,12,16,24,32,49,64,67,128,129,130,131,132,*/256,257,258,259,260,512,900,0};
std::cout << "size no sqrt standard";
#ifdef BENCH_GSL
std::cout << " GSL (standard + double + ATLAS) ";
#endif
std::cout << "\n";
for (uint i=0; dynsizes[i]>0; ++i)
benchCholesky(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i]));
// benchCholesky(Matrix<Scalar,2,2>());
// benchCholesky(Matrix<Scalar,3,3>());
// benchCholesky(Matrix<Scalar,4,4>());
// benchCholesky(Matrix<Scalar,5,5>());
// benchCholesky(Matrix<Scalar,6,6>());
// benchCholesky(Matrix<Scalar,7,7>());
// benchCholesky(Matrix<Scalar,8,8>());
// benchCholesky(Matrix<Scalar,12,12>());
// benchCholesky(Matrix<Scalar,16,16>());
return 0;
}
|
