// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include <iostream> #include <fstream> #include "Eigen/SparseCore" #include <bench/BenchTimer.h> #include <cstdlib> #include <string> #include <Eigen/Cholesky> #include <Eigen/Jacobi> #include <Eigen/Householder> #include <Eigen/IterativeLinearSolvers> #include <unsupported/Eigen/IterativeSolvers> #include <Eigen/LU> #include <unsupported/Eigen/SparseExtra> #ifdef EIGEN_CHOLMOD_SUPPORT #include <Eigen/CholmodSupport> #endif #ifdef EIGEN_UMFPACK_SUPPORT #include <Eigen/UmfPackSupport> #endif #ifdef EIGEN_PARDISO_SUPPORT #include <Eigen/PardisoSupport> #endif #ifdef EIGEN_SUPERLU_SUPPORT #include <Eigen/SuperLUSupport> #endif #ifdef EIGEN_PASTIX_SUPPORT #include <Eigen/PaStiXSupport> #endif // CONSTANTS #define EIGEN_UMFPACK 0 #define EIGEN_SUPERLU 1 #define EIGEN_PASTIX 2 #define EIGEN_PARDISO 3 #define EIGEN_BICGSTAB 4 #define EIGEN_BICGSTAB_ILUT 5 #define EIGEN_GMRES 6 #define EIGEN_GMRES_ILUT 7 #define EIGEN_SIMPLICIAL_LDLT 8 #define EIGEN_CHOLMOD_LDLT 9 #define EIGEN_PASTIX_LDLT 10 #define EIGEN_PARDISO_LDLT 11 #define EIGEN_SIMPLICIAL_LLT 12 #define EIGEN_CHOLMOD_SUPERNODAL_LLT 13 #define EIGEN_CHOLMOD_SIMPLICIAL_LLT 14 #define EIGEN_PASTIX_LLT 15 #define EIGEN_PARDISO_LLT 16 #define EIGEN_CG 17 #define EIGEN_CG_PRECOND 18 #define EIGEN_ALL_SOLVERS 19 using namespace Eigen; using namespace std; struct Stats{ ComputationInfo info; double total_time; double compute_time; double solve_time; double rel_error; int memory_used; int iterations; int isavail; int isIterative; }; // Global variables for input parameters int MaximumIters; // Maximum number of iterations double RelErr; // Relative error of the computed solution template<typename T> inline typename NumTraits<T>::Real test_precision() { return NumTraits<T>::dummy_precision(); } template<> inline float test_precision<float>() { return 1e-3f; } template<> inline double test_precision<double>() { return 1e-6; } template<> inline float test_precision<std::complex<float> >() { return test_precision<float>(); } template<> inline double test_precision<std::complex<double> >() { return test_precision<double>(); } void printStatheader(std::ofstream& out) { int LUcnt = 0; string LUlist =" ", LLTlist = "<TH > LLT", LDLTlist = "<TH > LDLT "; #ifdef EIGEN_UMFPACK_SUPPORT LUlist += "<TH > UMFPACK "; LUcnt++; #endif #ifdef EIGEN_SUPERLU_SUPPORT LUlist += "<TH > SUPERLU "; LUcnt++; #endif #ifdef EIGEN_CHOLMOD_SUPPORT LLTlist += "<TH > CHOLMOD SP LLT<TH > CHOLMOD LLT"; LDLTlist += "<TH>CHOLMOD LDLT"; #endif #ifdef EIGEN_PARDISO_SUPPORT LUlist += "<TH > PARDISO LU"; LUcnt++; LLTlist += "<TH > PARDISO LLT"; LDLTlist += "<TH > PARDISO LDLT"; #endif #ifdef EIGEN_PASTIX_SUPPORT LUlist += "<TH > PASTIX LU"; LUcnt++; LLTlist += "<TH > PASTIX LLT"; LDLTlist += "<TH > PASTIX LDLT"; #endif out << "<TABLE border=\"1\" >\n "; out << "<TR><TH>Matrix <TH> N <TH> NNZ <TH> "; if (LUcnt) out << LUlist; out << " <TH >BiCGSTAB <TH >BiCGSTAB+ILUT"<< "<TH >GMRES+ILUT" <<LDLTlist << LLTlist << "<TH> CG "<< std::endl; } template<typename Solver, typename Scalar> Stats call_solver(Solver &solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX) { Stats stat; Matrix<Scalar, Dynamic, 1> x; BenchTimer timer; timer.reset(); timer.start(); solver.compute(A); if (solver.info() != Success) { stat.info = NumericalIssue; std::cerr << "Solver failed ... \n"; return stat; } timer.stop(); stat.compute_time = timer.value(); timer.reset(); timer.start(); x = solver.solve(b); if (solver.info() == NumericalIssue) { stat.info = NumericalIssue; std::cerr << "Solver failed ... \n"; return stat; } timer.stop(); stat.solve_time = timer.value(); stat.total_time = stat.solve_time + stat.compute_time; stat.memory_used = 0; // Verify the relative error if(refX.size() != 0) stat.rel_error = (refX - x).norm()/refX.norm(); else { // Compute the relative residual norm Matrix<Scalar, Dynamic, 1> temp; temp = A * x; stat.rel_error = (b-temp).norm()/b.norm(); } if ( stat.rel_error > RelErr ) { stat.info = NoConvergence; return stat; } else { stat.info = Success; return stat; } } template<typename Solver, typename Scalar> Stats call_directsolver(Solver& solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX) { Stats stat; stat = call_solver(solver, A, b, refX); return stat; } template<typename Solver, typename Scalar> Stats call_itersolver(Solver &solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX) { Stats stat; solver.setTolerance(RelErr); solver.setMaxIterations(MaximumIters); stat = call_solver(solver, A, b, refX); stat.iterations = solver.iterations(); return stat; } inline void printStatItem(Stats *stat, int solver_id, int& best_time_id, double& best_time_val) { stat[solver_id].isavail = 1; if (stat[solver_id].info == NumericalIssue) { cout << " SOLVER FAILED ... Probably a numerical issue \n"; return; } if (stat[solver_id].info == NoConvergence){ cout << "REL. ERROR " << stat[solver_id].rel_error; if(stat[solver_id].isIterative == 1) cout << " (" << stat[solver_id].iterations << ") \n"; return; } // Record the best CPU time if (!best_time_val) { best_time_val = stat[solver_id].total_time; best_time_id = solver_id; } else if (stat[solver_id].total_time < best_time_val) { best_time_val = stat[solver_id].total_time; best_time_id = solver_id; } // Print statistics to standard output if (stat[solver_id].info == Success){ cout<< "COMPUTE TIME : " << stat[solver_id].compute_time<< " \n"; cout<< "SOLVE TIME : " << stat[solver_id].solve_time<< " \n"; cout<< "TOTAL TIME : " << stat[solver_id].total_time<< " \n"; cout << "REL. ERROR : " << stat[solver_id].rel_error ; if(stat[solver_id].isIterative == 1) { cout << " (" << stat[solver_id].iterations << ") "; } cout << std::endl; } } /* Print the results from all solvers corresponding to a particular matrix * The best CPU time is printed in bold */ inline void printHtmlStatLine(Stats *stat, int best_time_id, string& statline) { string markup; ostringstream compute,solve,total,error; for (int i = 0; i < EIGEN_ALL_SOLVERS; i++) { if (stat[i].isavail == 0) continue; if(i == best_time_id) markup = "<TD style=\"background-color:red\">"; else markup = "<TD>"; if (stat[i].info == Success){ compute << markup << stat[i].compute_time; solve << markup << stat[i].solve_time; total << markup << stat[i].total_time; error << " <TD> " << stat[i].rel_error; if(stat[i].isIterative == 1) { error << " (" << stat[i].iterations << ") "; } } else { compute << " <TD> -" ; solve << " <TD> -" ; total << " <TD> -" ; if(stat[i].info == NoConvergence){ error << " <TD> "<< stat[i].rel_error ; if(stat[i].isIterative == 1) error << " (" << stat[i].iterations << ") "; } else error << " <TD> - "; } } statline = "<TH>Compute Time " + compute.str() + "\n" + "<TR><TH>Solve Time " + solve.str() + "\n" + "<TR><TH>Total Time " + total.str() + "\n" +"<TR><TH>Error(Iter)" + error.str() + "\n"; } template <typename Scalar> int SelectSolvers(const SparseMatrix<Scalar>&A, unsigned int sym, Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, Stats *stat) { typedef SparseMatrix<Scalar, ColMajor> SpMat; // First, deal with Nonsymmetric and symmetric matrices int best_time_id = 0; double best_time_val = 0.0; //UMFPACK #ifdef EIGEN_UMFPACK_SUPPORT { cout << "Solving with UMFPACK LU ... \n"; UmfPackLU<SpMat> solver; stat[EIGEN_UMFPACK] = call_directsolver(solver, A, b, refX); printStatItem(stat, EIGEN_UMFPACK, best_time_id, best_time_val); } #endif //SuperLU #ifdef EIGEN_SUPERLU_SUPPORT { cout << "\nSolving with SUPERLU ... \n"; SuperLU<SpMat> solver; stat[EIGEN_SUPERLU] = call_directsolver(solver, A, b, refX); printStatItem(stat, EIGEN_SUPERLU, best_time_id, best_time_val); } #endif // PaStix LU #ifdef EIGEN_PASTIX_SUPPORT { cout << "\nSolving with PASTIX LU ... \n"; PastixLU<SpMat> solver; stat[EIGEN_PASTIX] = call_directsolver(solver, A, b, refX) ; printStatItem(stat, EIGEN_PASTIX, best_time_id, best_time_val); } #endif //PARDISO LU #ifdef EIGEN_PARDISO_SUPPORT { cout << "\nSolving with PARDISO LU ... \n"; PardisoLU<SpMat> solver; stat[EIGEN_PARDISO] = call_directsolver(solver, A, b, refX); printStatItem(stat, EIGEN_PARDISO, best_time_id, best_time_val); } #endif //BiCGSTAB { cout << "\nSolving with BiCGSTAB ... \n"; BiCGSTAB<SpMat> solver; stat[EIGEN_BICGSTAB] = call_itersolver(solver, A, b, refX); stat[EIGEN_BICGSTAB].isIterative = 1; printStatItem(stat, EIGEN_BICGSTAB, best_time_id, best_time_val); } //BiCGSTAB+ILUT { cout << "\nSolving with BiCGSTAB and ILUT ... \n"; BiCGSTAB<SpMat, IncompleteLUT<Scalar> > solver; stat[EIGEN_BICGSTAB_ILUT] = call_itersolver(solver, A, b, refX); stat[EIGEN_BICGSTAB_ILUT].isIterative = 1; printStatItem(stat, EIGEN_BICGSTAB_ILUT, best_time_id, best_time_val); } //GMRES // { // cout << "\nSolving with GMRES ... \n"; // GMRES<SpMat> solver; // stat[EIGEN_GMRES] = call_itersolver(solver, A, b, refX); // stat[EIGEN_GMRES].isIterative = 1; // printStatItem(stat, EIGEN_GMRES, best_time_id, best_time_val); // } //GMRES+ILUT { cout << "\nSolving with GMRES and ILUT ... \n"; GMRES<SpMat, IncompleteLUT<Scalar> > solver; stat[EIGEN_GMRES_ILUT] = call_itersolver(solver, A, b, refX); stat[EIGEN_GMRES_ILUT].isIterative = 1; printStatItem(stat, EIGEN_GMRES_ILUT, best_time_id, best_time_val); } // Hermitian and not necessarily positive-definites if (sym != NonSymmetric) { // Internal Cholesky { cout << "\nSolving with Simplicial LDLT ... \n"; SimplicialLDLT<SpMat, Lower> solver; stat[EIGEN_SIMPLICIAL_LDLT] = call_directsolver(solver, A, b, refX); printStatItem(stat, EIGEN_SIMPLICIAL_LDLT, best_time_id, best_time_val); } // CHOLMOD #ifdef EIGEN_CHOLMOD_SUPPORT { cout << "\nSolving with CHOLMOD LDLT ... \n"; CholmodDecomposition<SpMat, Lower> solver; solver.setMode(CholmodLDLt); stat[EIGEN_CHOLMOD_LDLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_CHOLMOD_LDLT, best_time_id, best_time_val); } #endif //PASTIX LLT #ifdef EIGEN_PASTIX_SUPPORT { cout << "\nSolving with PASTIX LDLT ... \n"; PastixLDLT<SpMat, Lower> solver; stat[EIGEN_PASTIX_LDLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_PASTIX_LDLT, best_time_id, best_time_val); } #endif //PARDISO LLT #ifdef EIGEN_PARDISO_SUPPORT { cout << "\nSolving with PARDISO LDLT ... \n"; PardisoLDLT<SpMat, Lower> solver; stat[EIGEN_PARDISO_LDLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_PARDISO_LDLT, best_time_id, best_time_val); } #endif } // Now, symmetric POSITIVE DEFINITE matrices if (sym == SPD) { //Internal Sparse Cholesky { cout << "\nSolving with SIMPLICIAL LLT ... \n"; SimplicialLLT<SpMat, Lower> solver; stat[EIGEN_SIMPLICIAL_LLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_SIMPLICIAL_LLT, best_time_id, best_time_val); } // CHOLMOD #ifdef EIGEN_CHOLMOD_SUPPORT { // CholMOD SuperNodal LLT cout << "\nSolving with CHOLMOD LLT (Supernodal)... \n"; CholmodDecomposition<SpMat, Lower> solver; solver.setMode(CholmodSupernodalLLt); stat[EIGEN_CHOLMOD_SUPERNODAL_LLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_CHOLMOD_SUPERNODAL_LLT, best_time_id, best_time_val); // CholMod Simplicial LLT cout << "\nSolving with CHOLMOD LLT (Simplicial) ... \n"; solver.setMode(CholmodSimplicialLLt); stat[EIGEN_CHOLMOD_SIMPLICIAL_LLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_CHOLMOD_SIMPLICIAL_LLT, best_time_id, best_time_val); } #endif //PASTIX LLT #ifdef EIGEN_PASTIX_SUPPORT { cout << "\nSolving with PASTIX LLT ... \n"; PastixLLT<SpMat, Lower> solver; stat[EIGEN_PASTIX_LLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_PASTIX_LLT, best_time_id, best_time_val); } #endif //PARDISO LLT #ifdef EIGEN_PARDISO_SUPPORT { cout << "\nSolving with PARDISO LLT ... \n"; PardisoLLT<SpMat, Lower> solver; stat[EIGEN_PARDISO_LLT] = call_directsolver(solver, A, b, refX); printStatItem(stat,EIGEN_PARDISO_LLT, best_time_id, best_time_val); } #endif // Internal CG { cout << "\nSolving with CG ... \n"; ConjugateGradient<SpMat, Lower> solver; stat[EIGEN_CG] = call_itersolver(solver, A, b, refX); stat[EIGEN_CG].isIterative = 1; printStatItem(stat,EIGEN_CG, best_time_id, best_time_val); } //CG+IdentityPreconditioner // { // cout << "\nSolving with CG and IdentityPreconditioner ... \n"; // ConjugateGradient<SpMat, Lower, IdentityPreconditioner> solver; // stat[EIGEN_CG_PRECOND] = call_itersolver(solver, A, b, refX); // stat[EIGEN_CG_PRECOND].isIterative = 1; // printStatItem(stat,EIGEN_CG_PRECOND, best_time_id, best_time_val); // } } // End SPD matrices return best_time_id; } /* Browse all the matrices available in the specified folder * and solve the associated linear system. * The results of each solve are printed in the standard output * and optionally in the provided html file */ template <typename Scalar> void Browse_Matrices(const string folder, bool statFileExists, std::string& statFile, int maxiters, double tol) { MaximumIters = maxiters; // Maximum number of iterations, global variable RelErr = tol; //Relative residual error as stopping criterion for iterative solvers MatrixMarketIterator<Scalar> it(folder); Stats stat[EIGEN_ALL_SOLVERS]; for ( ; it; ++it) { for (int i = 0; i < EIGEN_ALL_SOLVERS; i++) { stat[i].isavail = 0; stat[i].isIterative = 0; } int best_time_id; cout<< "\n\n===================================================== \n"; cout<< " ====== SOLVING WITH MATRIX " << it.matname() << " ====\n"; cout<< " =================================================== \n\n"; Matrix<Scalar, Dynamic, 1> refX; if(it.hasrefX()) refX = it.refX(); best_time_id = SelectSolvers<Scalar>(it.matrix(), it.sym(), it.rhs(), refX, &stat[0]); if(statFileExists) { string statline; printHtmlStatLine(&stat[0], best_time_id, statline); std::ofstream statbuf(statFile.c_str(), std::ios::app); statbuf << "<TR><TH rowspan=\"4\">" << it.matname() << " <TD rowspan=\"4\"> " << it.matrix().rows() << " <TD rowspan=\"4\"> " << it.matrix().nonZeros()<< " "<< statline ; statbuf.close(); } } } bool get_options(int argc, char **args, string option, string* value=0) { int idx = 1, found=false; while (idx<argc && !found){ if (option.compare(args[idx]) == 0){ found = true; if(value) *value = args[idx+1]; } idx+=2; } return found; }