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			130 lines
		
	
	
		
			3.6 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
			
		
		
	
	
			130 lines
		
	
	
		
			3.6 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
| // g++ -DNDEBUG -O3 -I.. benchCholesky.cpp  -o benchCholesky && ./benchCholesky
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| // options:
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| //  -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3
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| //  -DEIGEN_DONT_VECTORIZE
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| //  -msse2
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| //  -DREPEAT=100
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| //  -DTRIES=10
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| //  -DSCALAR=double
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| 
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| #include <iostream>
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| 
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| #include <bench/BenchUtil.h>
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| #include <Eigen/Cholesky>
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| #include <Eigen/Core>
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| using namespace Eigen;
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| 
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| #ifndef REPEAT
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| #define REPEAT 10000
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| #endif
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| 
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| #ifndef TRIES
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| #define TRIES 10
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| #endif
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| 
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| typedef float Scalar;
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| 
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| template <typename MatrixType>
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| __attribute__((noinline)) void benchLLT(const MatrixType& m) {
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|   int rows = m.rows();
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|   int cols = m.cols();
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| 
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|   double cost = 0;
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|   for (int j = 0; j < rows; ++j) {
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|     int r = std::max(rows - j - 1, 0);
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|     cost += 2 * (r * j + r + j);
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|   }
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| 
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|   int repeats = (REPEAT * 1000) / (rows * rows);
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| 
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|   typedef typename MatrixType::Scalar Scalar;
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|   typedef Matrix<Scalar, MatrixType::RowsAtCompileTime,
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|                  MatrixType::RowsAtCompileTime>
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|       SquareMatrixType;
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| 
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|   MatrixType a = MatrixType::Random(rows, cols);
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|   SquareMatrixType covMat = a * a.adjoint();
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| 
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|   BenchTimer timerNoSqrt, timerSqrt;
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| 
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|   Scalar acc = 0;
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|   int r = internal::random<int>(0, covMat.rows() - 1);
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|   int c = internal::random<int>(0, covMat.cols() - 1);
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|   for (int t = 0; t < TRIES; ++t) {
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|     timerNoSqrt.start();
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|     for (int k = 0; k < repeats; ++k) {
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|       LDLT<SquareMatrixType> cholnosqrt(covMat);
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|       acc += cholnosqrt.matrixL().coeff(r, c);
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|     }
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|     timerNoSqrt.stop();
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|   }
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| 
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|   for (int t = 0; t < TRIES; ++t) {
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|     timerSqrt.start();
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|     for (int k = 0; k < repeats; ++k) {
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|       LLT<SquareMatrixType> chol(covMat);
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|       acc += chol.matrixL().coeff(r, c);
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|     }
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|     timerSqrt.stop();
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|   }
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| 
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|   if (MatrixType::RowsAtCompileTime == Dynamic)
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|     std::cout << "dyn   ";
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|   else
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|     std::cout << "fixed ";
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|   std::cout << covMat.rows() << " \t" << (timerNoSqrt.best()) / repeats << "s "
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|             << "(" << 1e-9 * cost * repeats / timerNoSqrt.best() << " GFLOPS)\t"
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|             << (timerSqrt.best()) / repeats << "s "
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|             << "(" << 1e-9 * cost * repeats / timerSqrt.best() << " GFLOPS)\n";
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| 
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| #ifdef BENCH_GSL
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|   if (MatrixType::RowsAtCompileTime == Dynamic) {
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|     timerSqrt.reset();
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| 
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|     gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(), covMat.cols());
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|     gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(), covMat.cols());
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| 
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|     eiToGsl(covMat, &gslCovMat);
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|     for (int t = 0; t < TRIES; ++t) {
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|       timerSqrt.start();
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|       for (int k = 0; k < repeats; ++k) {
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|         gsl_matrix_memcpy(gslCopy, gslCovMat);
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|         gsl_linalg_cholesky_decomp(gslCopy);
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|         acc += gsl_matrix_get(gslCopy, r, c);
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|       }
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|       timerSqrt.stop();
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|     }
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| 
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|     std::cout << " | \t" << timerSqrt.value() * REPEAT / repeats << "s";
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| 
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|     gsl_matrix_free(gslCovMat);
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|   }
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| #endif
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|   std::cout << "\n";
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|   // make sure the compiler does not optimize too much
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|   if (acc == 123) std::cout << acc;
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| }
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| 
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| int main(int argc, char* argv[]) {
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|   const int dynsizes[] = {4,  6,   8,   16,  24,  32,   49,
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|                           64, 128, 256, 512, 900, 1500, 0};
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|   std::cout << "size            LDLT                            LLT";
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|   //   #ifdef BENCH_GSL
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|   //   std::cout << "       GSL (standard + double + ATLAS)  ";
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|   //   #endif
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|   std::cout << "\n";
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|   for (int i = 0; dynsizes[i] > 0; ++i)
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|     benchLLT(Matrix<Scalar, Dynamic, Dynamic>(dynsizes[i], dynsizes[i]));
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| 
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|   benchLLT(Matrix<Scalar, 2, 2>());
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|   benchLLT(Matrix<Scalar, 3, 3>());
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|   benchLLT(Matrix<Scalar, 4, 4>());
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|   benchLLT(Matrix<Scalar, 5, 5>());
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|   benchLLT(Matrix<Scalar, 6, 6>());
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|   benchLLT(Matrix<Scalar, 7, 7>());
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|   benchLLT(Matrix<Scalar, 8, 8>());
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|   benchLLT(Matrix<Scalar, 12, 12>());
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|   benchLLT(Matrix<Scalar, 16, 16>());
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|   return 0;
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| }
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