initial commit

2026-10-22 09:23:54 +08:00
commit 63f557a39f
4448 changed files with 584487 additions and 0 deletions
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+// g++ -DNDEBUG -O3 -I.. benchCholesky.cpp  -o benchCholesky && ./benchCholesky
+// options:
+//  -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/Cholesky>
+#include <bench/BenchUtil.h>
+using namespace Eigen;
+
+#ifndef REPEAT
+#define REPEAT 10000
+#endif
+
+#ifndef TRIES
+#define TRIES 10
+#endif
+
+typedef float Scalar;
+
+template <typename MatrixType>
+__attribute__((noinline)) void benchLLT(const MatrixType& m) {
+  int rows = m.rows();
+  int cols = m.cols();
+
+  double cost = 0;
+  for (int j = 0; j < rows; ++j) {
+    int r = std::max(rows - j - 1, 0);
+    cost += 2 * (r * j + r + j);
+  }
+
+  int repeats = (REPEAT * 1000) / (rows * rows);
+
+  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 timerNoSqrt, timerSqrt;
+
+  Scalar acc = 0;
+  int r = internal::random<int>(0, covMat.rows() - 1);
+  int c = internal::random<int>(0, covMat.cols() - 1);
+  for (int t = 0; t < TRIES; ++t) {
+    timerNoSqrt.start();
+    for (int k = 0; k < repeats; ++k) {
+      LDLT<SquareMatrixType> cholnosqrt(covMat);
+      acc += cholnosqrt.matrixL().coeff(r, c);
+    }
+    timerNoSqrt.stop();
+  }
+
+  for (int t = 0; t < TRIES; ++t) {
+    timerSqrt.start();
+    for (int k = 0; k < repeats; ++k) {
+      LLT<SquareMatrixType> chol(covMat);
+      acc += chol.matrixL().coeff(r, c);
+    }
+    timerSqrt.stop();
+  }
+
+  if (MatrixType::RowsAtCompileTime == Dynamic)
+    std::cout << "dyn   ";
+  else
+    std::cout << "fixed ";
+  std::cout << covMat.rows() << " \t" << (timerNoSqrt.best()) / repeats << "s "
+            << "(" << 1e-9 * cost * repeats / timerNoSqrt.best() << " GFLOPS)\t" << (timerSqrt.best()) / repeats << "s "
+            << "(" << 1e-9 * cost * repeats / timerSqrt.best() << " GFLOPS)\n";
+
+#ifdef BENCH_GSL
+  if (MatrixType::RowsAtCompileTime == Dynamic) {
+    timerSqrt.reset();
+
+    gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(), covMat.cols());
+    gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(), covMat.cols());
+
+    eiToGsl(covMat, &gslCovMat);
+    for (int t = 0; t < TRIES; ++t) {
+      timerSqrt.start();
+      for (int k = 0; k < repeats; ++k) {
+        gsl_matrix_memcpy(gslCopy, gslCovMat);
+        gsl_linalg_cholesky_decomp(gslCopy);
+        acc += gsl_matrix_get(gslCopy, r, c);
+      }
+      timerSqrt.stop();
+    }
+
+    std::cout << " | \t" << timerSqrt.value() * REPEAT / repeats << "s";
+
+    gsl_matrix_free(gslCovMat);
+  }
+#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, 16, 24, 32, 49, 64, 128, 256, 512, 900, 1500, 0};
+  std::cout << "size            LDLT                            LLT";
+  //   #ifdef BENCH_GSL
+  //   std::cout << "       GSL (standard + double + ATLAS)  ";
+  //   #endif
+  std::cout << "\n";
+  for (int i = 0; dynsizes[i] > 0; ++i) benchLLT(Matrix<Scalar, Dynamic, Dynamic>(dynsizes[i], dynsizes[i]));
+
+  benchLLT(Matrix<Scalar, 2, 2>());
+  benchLLT(Matrix<Scalar, 3, 3>());
+  benchLLT(Matrix<Scalar, 4, 4>());
+  benchLLT(Matrix<Scalar, 5, 5>());
+  benchLLT(Matrix<Scalar, 6, 6>());
+  benchLLT(Matrix<Scalar, 7, 7>());
+  benchLLT(Matrix<Scalar, 8, 8>());
+  benchLLT(Matrix<Scalar, 12, 12>());
+  benchLLT(Matrix<Scalar, 16, 16>());
+  return 0;
+}