add benchmarks

covariancematrix_test.go

@@ -5,6 +5,7 @@
 package stat
 
 import (
+	"math/rand"
 	"testing"
 
 	"github.com/gonum/blas/cblas"
@@ -50,3 +51,98 @@ func TestCovarianceMatrix(t *testing.T) {
 		}
 	}
 }
+
+// benchmarks
+
+func randMat(r, c int) mat64.Matrix {
+	x := make([]float64, r*c)
+	for i := range x {
+		x[i] = rand.Float64()
+	}
+	return mat64.NewDense(r, c, x)
+}
+
+func benchmarkCovarianceMatrix(b *testing.B, m mat64.Matrix) {
+	b.ResetTimer()
+	for i := 0; i < b.N; i++ {
+		CovarianceMatrix(m)
+	}
+}
+
+func BenchmarkCovarianceMatrixSmallxSmall(b *testing.B) {
+	// 10 * 10 elements
+	x := randMat(SMALL, SMALL)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixSmallxMedium(b *testing.B) {
+	// 10 * 1000 elements
+	x := randMat(SMALL, MEDIUM)
+	benchmarkCovarianceMatrix(b, x)
+}
+
+/*func BenchmarkCovarianceMatrixSmallxLarge(b *testing.B) {
+	x := randMat(SMALL, LARGE)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixSmallxHuge(b *testing.B) {
+	x := randMat(SMALL, HUGE)
+	benchmarkCovarianceMatrix(b, x)
+}*/
+
+func BenchmarkCovarianceMatrixMediumxSmall(b *testing.B) {
+	// 1000 * 10 elements
+	x := randMat(MEDIUM, SMALL)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixMediumxMedium(b *testing.B) {
+	// 1000 * 1000 elements
+	x := randMat(MEDIUM, MEDIUM)
+	benchmarkCovarianceMatrix(b, x)
+}
+
+/*func BenchmarkCovarianceMatrixMediumxLarge(b *testing.B) {
+	x := randMat(MEDIUM, LARGE)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixMediumxHuge(b *testing.B) {
+	x := randMat(MEDIUM, HUGE)
+	benchmarkCovarianceMatrix(b, x)
+}*/
+
+func BenchmarkCovarianceMatrixLargexSmall(b *testing.B) {
+	// 1e5 * 10 elements
+	x := randMat(LARGE, SMALL)
+	benchmarkCovarianceMatrix(b, x)
+}
+
+/*func BenchmarkCovarianceMatrixLargexMedium(b *testing.B) {
+	x := randMat(LARGE, MEDIUM)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixLargexLarge(b *testing.B) {
+	x := randMat(LARGE, LARGE)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixLargexHuge(b *testing.B) {
+	x := randMat(LARGE, HUGE)
+	benchmarkCovarianceMatrix(b, x)
+}*/
+
+func BenchmarkCovarianceMatrixHugexSmall(b *testing.B) {
+	// 1e7 * 10 elements
+	x := randMat(HUGE, SMALL)
+	benchmarkCovarianceMatrix(b, x)
+}
+
+/*func BenchmarkCovarianceMatrixHugexMedium(b *testing.B) {
+	x := randMat(HUGE, MEDIUM)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixHugexLarge(b *testing.B) {
+	x := randMat(HUGE, LARGE)
+	benchmarkCovarianceMatrix(b, x)
+}
+func BenchmarkCovarianceMatrixHugexHuge(b *testing.B) {
+	x := randMat(HUGE, HUGE)
+	benchmarkCovarianceMatrix(b, x)
+}*/