// g++ -DNDEBUG -O3 -I.. benchEigenSolver.cpp -o benchEigenSolver && ./benchEigenSolver // options: // -DBENCH_GMM // -DBENCH_GSL -lgsl /usr/lib/libcblas.so.3 // -DEIGEN_DONT_VECTORIZE // -msse2 // -DREPEAT=100 // -DTRIES=10 // -DSCALAR=double #include <iostream> #include <Eigen/Core> #include <Eigen/QR> #include <bench/BenchUtil.h> using namespace Eigen; #ifndef REPEAT #define REPEAT 1000 #endif #ifndef TRIES #define TRIES 4 #endif #ifndef SCALAR #define SCALAR float #endif typedef SCALAR Scalar; template <typename MatrixType> __attribute__ ((noinline)) void benchEigenSolver(const MatrixType& m) { int rows = m.rows(); int cols = m.cols(); int stdRepeats = std::max(1,int((REPEAT*1000)/(rows*rows*sqrt(rows)))); int saRepeats = stdRepeats * 4; typedef typename MatrixType::Scalar Scalar; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType; MatrixType a = MatrixType::Random(rows,cols); SquareMatrixType covMat = a * a.adjoint(); BenchTimer timerSa, timerStd; Scalar acc = 0; int r = internal::random<int>(0,covMat.rows()-1); int c = internal::random<int>(0,covMat.cols()-1); { SelfAdjointEigenSolver<SquareMatrixType> ei(covMat); for (int t=0; t<TRIES; ++t) { timerSa.start(); for (int k=0; k<saRepeats; ++k) { ei.compute(covMat); acc += ei.eigenvectors().coeff(r,c); } timerSa.stop(); } } { EigenSolver<SquareMatrixType> ei(covMat); for (int t=0; t<TRIES; ++t) { timerStd.start(); for (int k=0; k<stdRepeats; ++k) { ei.compute(covMat); acc += ei.eigenvectors().coeff(r,c); } timerStd.stop(); } } if (MatrixType::RowsAtCompileTime==Dynamic) std::cout << "dyn "; else std::cout << "fixed "; std::cout << covMat.rows() << " \t" << timerSa.value() * REPEAT / saRepeats << "s \t" << timerStd.value() * REPEAT / stdRepeats << "s"; #ifdef BENCH_GMM if (MatrixType::RowsAtCompileTime==Dynamic) { timerSa.reset(); timerStd.reset(); gmm::dense_matrix<Scalar> gmmCovMat(covMat.rows(),covMat.cols()); gmm::dense_matrix<Scalar> eigvect(covMat.rows(),covMat.cols()); std::vector<Scalar> eigval(covMat.rows()); eiToGmm(covMat, gmmCovMat); for (int t=0; t<TRIES; ++t) { timerSa.start(); for (int k=0; k<saRepeats; ++k) { gmm::symmetric_qr_algorithm(gmmCovMat, eigval, eigvect); acc += eigvect(r,c); } timerSa.stop(); } // the non-selfadjoint solver does not compute the eigen vectors // for (int t=0; t<TRIES; ++t) // { // timerStd.start(); // for (int k=0; k<stdRepeats; ++k) // { // gmm::implicit_qr_algorithm(gmmCovMat, eigval, eigvect); // acc += eigvect(r,c); // } // timerStd.stop(); // } std::cout << " | \t" << timerSa.value() * REPEAT / saRepeats << "s" << /*timerStd.value() * REPEAT / stdRepeats << "s"*/ " na "; } #endif #ifdef BENCH_GSL if (MatrixType::RowsAtCompileTime==Dynamic) { timerSa.reset(); timerStd.reset(); gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols()); gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols()); gsl_matrix* eigvect = gsl_matrix_alloc(covMat.rows(),covMat.cols()); gsl_vector* eigval = gsl_vector_alloc(covMat.rows()); gsl_eigen_symmv_workspace* eisymm = gsl_eigen_symmv_alloc(covMat.rows()); gsl_matrix_complex* eigvectz = gsl_matrix_complex_alloc(covMat.rows(),covMat.cols()); gsl_vector_complex* eigvalz = gsl_vector_complex_alloc(covMat.rows()); gsl_eigen_nonsymmv_workspace* einonsymm = gsl_eigen_nonsymmv_alloc(covMat.rows()); eiToGsl(covMat, &gslCovMat); for (int t=0; t<TRIES; ++t) { timerSa.start(); for (int k=0; k<saRepeats; ++k) { gsl_matrix_memcpy(gslCopy,gslCovMat); gsl_eigen_symmv(gslCopy, eigval, eigvect, eisymm); acc += gsl_matrix_get(eigvect,r,c); } timerSa.stop(); } for (int t=0; t<TRIES; ++t) { timerStd.start(); for (int k=0; k<stdRepeats; ++k) { gsl_matrix_memcpy(gslCopy,gslCovMat); gsl_eigen_nonsymmv(gslCopy, eigvalz, eigvectz, einonsymm); acc += GSL_REAL(gsl_matrix_complex_get(eigvectz,r,c)); } timerStd.stop(); } std::cout << " | \t" << timerSa.value() * REPEAT / saRepeats << "s \t" << timerStd.value() * REPEAT / stdRepeats << "s"; gsl_matrix_free(gslCovMat); gsl_vector_free(gslCopy); gsl_matrix_free(eigvect); gsl_vector_free(eigval); gsl_matrix_complex_free(eigvectz); gsl_vector_complex_free(eigvalz); gsl_eigen_symmv_free(eisymm); gsl_eigen_nonsymmv_free(einonsymm); } #endif std::cout << "\n"; // make sure the compiler does not optimize too much if (acc==123) std::cout << acc; } int main(int argc, char* argv[]) { const int dynsizes[] = {4,6,8,12,16,24,32,64,128,256,512,0}; std::cout << "size selfadjoint generic"; #ifdef BENCH_GMM std::cout << " GMM++ "; #endif #ifdef BENCH_GSL std::cout << " GSL (double + ATLAS) "; #endif std::cout << "\n"; for (uint i=0; dynsizes[i]>0; ++i) benchEigenSolver(Matrix<Scalar,Dynamic,Dynamic>(dynsizes[i],dynsizes[i])); benchEigenSolver(Matrix<Scalar,2,2>()); benchEigenSolver(Matrix<Scalar,3,3>()); benchEigenSolver(Matrix<Scalar,4,4>()); benchEigenSolver(Matrix<Scalar,6,6>()); benchEigenSolver(Matrix<Scalar,8,8>()); benchEigenSolver(Matrix<Scalar,12,12>()); benchEigenSolver(Matrix<Scalar,16,16>()); return 0; }