sparse_trisolver.cpp File Reference

#include "BenchSparseUtil.h"

Macros
#define	SIZE   10000
#define	DENSITY   0.01
#define	REPEAT   1
#define	MINDENSITY   0.0004
#define	NBTRIES   10
#define	BENCH(X)

Typedefs
typedef SparseMatrix< Scalar, UpperTriangular >	EigenSparseTriMatrix
typedef SparseMatrix< Scalar, RowMajorBit|UpperTriangular >	EigenSparseTriMatrixRow

Functions
void	fillMatrix (float density, int rows, int cols, EigenSparseTriMatrix &dst)
int	main (int argc, char *argv[])

Macro Definition Documentation

BENCH

#define BENCH

(

X

)

Value:

  timer.reset();                          \
  for (int _j = 0; _j < NBTRIES; ++_j) {  \
    timer.start();                        \
    for (int _k = 0; _k < REPEAT; ++_k) { \
      X                                   \
    }                                     \
    timer.stop();                         \
  }

DENSITY

#define DENSITY   0.01

MINDENSITY

#define MINDENSITY   0.0004

NBTRIES

#define NBTRIES   10

REPEAT

#define REPEAT   1

SIZE

#define SIZE   10000

Typedef Documentation

EigenSparseTriMatrix

typedef SparseMatrix<Scalar, UpperTriangular> EigenSparseTriMatrix

EigenSparseTriMatrixRow

typedef SparseMatrix<Scalar, RowMajorBit | UpperTriangular> EigenSparseTriMatrixRow

Function Documentation

fillMatrix()

void fillMatrix	(	float	density,
		int	rows,
		int	cols,
		EigenSparseTriMatrix &	dst
	)

                                                                              {
  dst.startFill(rows * cols * density);
  for (int j = 0; j < cols; j++) {
    for (int i = 0; i < j; i++) {
      Scalar v = (internal::random<float>(0, 1) < density) ? internal::random<Scalar>() : 0;
      if (v != 0) dst.fill(i, j) = v;
    }
    dst.fill(j, j) = internal::random<Scalar>();
  }
  dst.endFill();
}

References cols, UniformPSDSelfTest::density, i, j, rows, and v.

Referenced by main().

main()

int main	(	int argc	,
		char *	argv[]
	)

                                 {
  int rows = SIZE;
  int cols = SIZE;
  float density = DENSITY;
  BenchTimer timer;
#if 1
  EigenSparseTriMatrix sm1(rows, cols);
  typedef Matrix<Scalar, Dynamic, 1> DenseVector;
  DenseVector b = DenseVector::Random(cols);
  DenseVector x = DenseVector::Random(cols);
 
  bool densedone = false;
 
  for (float density = DENSITY; density >= MINDENSITY; density *= 0.5) {
    EigenSparseTriMatrix sm1(rows, cols);
    fillMatrix(density, rows, cols, sm1);
 
// dense matrices
#ifdef DENSEMATRIX
    if (!densedone) {
      densedone = true;
      std::cout << "Eigen Dense\t" << density * 100 << "%\n";
      DenseMatrix m1(rows, cols);
      Matrix<Scalar, Dynamic, Dynamic, Dynamic, Dynamic, RowMajorBit> m2(rows, cols);
      eiToDense(sm1, m1);
      m2 = m1;
 
      BENCH(x = m1.marked<UpperTriangular>().solveTriangular(b);)
      std::cout << "   colmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << x.transpose() << "\n";
 
      BENCH(x = m2.marked<UpperTriangular>().solveTriangular(b);)
      std::cout << "   rowmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << x.transpose() << "\n";
    }
#endif
 
    // eigen sparse matrices
    {
      std::cout << "Eigen sparse\t" << density * 100 << "%\n";
      EigenSparseTriMatrixRow sm2 = sm1;
 
      BENCH(x = sm1.solveTriangular(b);)
      std::cout << "   colmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << x.transpose() << "\n";
 
      BENCH(x = sm2.solveTriangular(b);)
      std::cout << "   rowmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << x.transpose() << "\n";
 
      //       x = b;
      //       BENCH(sm1.inverseProductInPlace(x);)
      //       std::cout << "   colmajor^-1 * b:\t" << timer.value() << " (inplace)" << endl;
      //       std::cerr << x.transpose() << "\n";
      //
      //       x = b;
      //       BENCH(sm2.inverseProductInPlace(x);)
      //       std::cout << "   rowmajor^-1 * b:\t" << timer.value() << " (inplace)" << endl;
      //       std::cerr << x.transpose() << "\n";
    }
 
// CSparse
#ifdef CSPARSE
    {
      std::cout << "CSparse \t" << density * 100 << "%\n";
      cs *m1;
      eiToCSparse(sm1, m1);
 
      BENCH(x = b; if (!cs_lsolve(m1, x.data())) {
        std::cerr << "cs_lsolve failed\n";
        break;
      };)
      std::cout << "   colmajor^-1 * b:\t" << timer.value() << endl;
    }
#endif
 
// GMM++
#ifndef NOGMM
    {
      std::cout << "GMM++ sparse\t" << density * 100 << "%\n";
      GmmSparse m1(rows, cols);
      gmm::csr_matrix<Scalar> m2;
      eiToGmm(sm1, m1);
      gmm::copy(m1, m2);
      std::vector<Scalar> gmmX(cols), gmmB(cols);
      Map<Matrix<Scalar, Dynamic, 1> >(&gmmX[0], cols) = x;
      Map<Matrix<Scalar, Dynamic, 1> >(&gmmB[0], cols) = b;
 
      gmmX = gmmB;
      BENCH(gmm::upper_tri_solve(m1, gmmX, false);)
      std::cout << "   colmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols).transpose() << "\n";
 
      gmmX = gmmB;
      BENCH(gmm::upper_tri_solve(m2, gmmX, false);)
      timer.stop();
      std::cout << "   rowmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << Map<Matrix<Scalar,Dynamic,1> >(&gmmX[0], cols).transpose() << "\n";
    }
#endif
 
// MTL4
#ifndef NOMTL
    {
      std::cout << "MTL4\t" << density * 100 << "%\n";
      MtlSparse m1(rows, cols);
      MtlSparseRowMajor m2(rows, cols);
      eiToMtl(sm1, m1);
      m2 = m1;
      mtl::dense_vector<Scalar> x(rows, 1.0);
      mtl::dense_vector<Scalar> b(rows, 1.0);
 
      BENCH(x = mtl::upper_trisolve(m1, b);)
      std::cout << "   colmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << x << "\n";
 
      BENCH(x = mtl::upper_trisolve(m2, b);)
      std::cout << "   rowmajor^-1 * b:\t" << timer.value() << endl;
      //       std::cerr << x << "\n";
    }
#endif
 
    std::cout << "\n\n";
  }
#endif
 
#if 0
    // bench small matrices (in-place versus return bye value)
    {
      timer.reset();
      for (int _j=0; _j<10; ++_j) {
        Matrix4f m = Matrix4f::Random();
        Vector4f b = Vector4f::Random();
        Vector4f x = Vector4f::Random();
        timer.start();
        for (int _k=0; _k<1000000; ++_k) {
          b = m.inverseProduct(b);
        }
        timer.stop();
      }
      std::cout << "4x4 :\t" << timer.value() << endl;
    }
 
    {
      timer.reset();
      for (int _j=0; _j<10; ++_j) {
        Matrix4f m = Matrix4f::Random();
        Vector4f b = Vector4f::Random();
        Vector4f x = Vector4f::Random();
        timer.start();
        for (int _k=0; _k<1000000; ++_k) {
          m.inverseProductInPlace(x);
        }
        timer.stop();
      }
      std::cout << "4x4 IP :\t" << timer.value() << endl;
    }
#endif
 
  return 0;
}

References b, BENCH, cols, copy(), UniformPSDSelfTest::density, DENSITY, eiToDense(), eiToGmm(), eiToMtl(), fillMatrix(), m, m1, m2(), MINDENSITY, rows, SIZE, and plotDoE::x.