// g++ -I.. sparse_lu.cpp -O3 -g0 -I /usr/include/superlu/ -lsuperlu -lgfortran -DSIZE=1000 -DDENSITY=.05 && ./a.out #define EIGEN_SUPERLU_SUPPORT #define EIGEN_UMFPACK_SUPPORT #include <Eigen/Sparse> #define NOGMM #define NOMTL #ifndef SIZE #define SIZE 10 #endif #ifndef DENSITY #define DENSITY 0.01 #endif #ifndef REPEAT #define REPEAT 1 #endif #include "BenchSparseUtil.h" #ifndef MINDENSITY #define MINDENSITY 0.0004 #endif #ifndef NBTRIES #define NBTRIES 10 #endif #define BENCH(X) \ timer.reset(); \ for (int _j=0; _j<NBTRIES; ++_j) { \ timer.start(); \ for (int _k=0; _k<REPEAT; ++_k) { \ X \ } timer.stop(); } typedef Matrix<Scalar,Dynamic,1> VectorX; #include <Eigen/LU> template<int Backend> void doEigen(const char* name, const EigenSparseMatrix& sm1, const VectorX& b, VectorX& x, int flags = 0) { std::cout << name << "..." << std::flush; BenchTimer timer; timer.start(); SparseLU<EigenSparseMatrix,Backend> lu(sm1, flags); timer.stop(); if (lu.succeeded()) std::cout << ":\t" << timer.value() << endl; else { std::cout << ":\t FAILED" << endl; return; } bool ok; timer.reset(); timer.start(); ok = lu.solve(b,&x); timer.stop(); if (ok) std::cout << " solve:\t" << timer.value() << endl; else std::cout << " solve:\t" << " FAILED" << endl; //std::cout << x.transpose() << "\n"; } int main(int argc, char *argv[]) { int rows = SIZE; int cols = SIZE; float density = DENSITY; BenchTimer timer; VectorX b = VectorX::Random(cols); VectorX x = VectorX::Random(cols); bool densedone = false; //for (float density = DENSITY; density>=MINDENSITY; density*=0.5) // float density = 0.5; { EigenSparseMatrix 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); eiToDense(sm1, m1); BenchTimer timer; timer.start(); FullPivLU<DenseMatrix> lu(m1); timer.stop(); std::cout << "Eigen/dense:\t" << timer.value() << endl; timer.reset(); timer.start(); lu.solve(b,&x); timer.stop(); std::cout << " solve:\t" << timer.value() << endl; // std::cout << b.transpose() << "\n"; // std::cout << x.transpose() << "\n"; } #endif #ifdef EIGEN_UMFPACK_SUPPORT x.setZero(); doEigen<Eigen::UmfPack>("Eigen/UmfPack (auto)", sm1, b, x, 0); #endif #ifdef EIGEN_SUPERLU_SUPPORT x.setZero(); doEigen<Eigen::SuperLU>("Eigen/SuperLU (nat)", sm1, b, x, Eigen::NaturalOrdering); // doEigen<Eigen::SuperLU>("Eigen/SuperLU (MD AT+A)", sm1, b, x, Eigen::MinimumDegree_AT_PLUS_A); // doEigen<Eigen::SuperLU>("Eigen/SuperLU (MD ATA)", sm1, b, x, Eigen::MinimumDegree_ATA); doEigen<Eigen::SuperLU>("Eigen/SuperLU (COLAMD)", sm1, b, x, Eigen::ColApproxMinimumDegree); #endif } return 0; }