112 lines
3.8 KiB
C++
112 lines
3.8 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
|
|
// for linear algebra.
|
|
//
|
|
// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
|
|
// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
|
|
// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
|
|
// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.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/
|
|
|
|
// Bench to compare the efficiency of SVD algorithms
|
|
|
|
#include <iostream>
|
|
#include <bench/BenchTimer.h>
|
|
#include <unsupported/Eigen/SVD>
|
|
|
|
using namespace Eigen;
|
|
using namespace std;
|
|
|
|
// number of computations of each algorithm before the print of the time
|
|
#ifndef REPEAT
|
|
#define REPEAT 10
|
|
#endif
|
|
|
|
// number of tests of the same type
|
|
#ifndef NUMBER_SAMPLE
|
|
#define NUMBER_SAMPLE 2
|
|
#endif
|
|
|
|
template <typename MatrixType>
|
|
void bench_svd(const MatrixType& a = MatrixType()) {
|
|
MatrixType m = MatrixType::Random(a.rows(), a.cols());
|
|
BenchTimer timerJacobi;
|
|
BenchTimer timerBDC;
|
|
timerJacobi.reset();
|
|
timerBDC.reset();
|
|
|
|
cout << " Only compute Singular Values" << endl;
|
|
for (int k = 1; k <= NUMBER_SAMPLE; ++k) {
|
|
timerBDC.start();
|
|
for (int i = 0; i < REPEAT; ++i) {
|
|
BDCSVD<MatrixType> bdc_matrix(m);
|
|
}
|
|
timerBDC.stop();
|
|
|
|
timerJacobi.start();
|
|
for (int i = 0; i < REPEAT; ++i) {
|
|
JacobiSVD<MatrixType> jacobi_matrix(m);
|
|
}
|
|
timerJacobi.stop();
|
|
|
|
cout << "Sample " << k << " : " << REPEAT << " computations : Jacobi : " << fixed << timerJacobi.value() << "s ";
|
|
cout << " || "
|
|
<< " BDC : " << timerBDC.value() << "s " << endl
|
|
<< endl;
|
|
|
|
if (timerBDC.value() >= timerJacobi.value())
|
|
cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl;
|
|
else
|
|
cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl;
|
|
}
|
|
cout << " =================" << endl;
|
|
std::cout << std::endl;
|
|
timerJacobi.reset();
|
|
timerBDC.reset();
|
|
cout << " Computes rotation matrix" << endl;
|
|
for (int k = 1; k <= NUMBER_SAMPLE; ++k) {
|
|
timerBDC.start();
|
|
for (int i = 0; i < REPEAT; ++i) {
|
|
BDCSVD<MatrixType> bdc_matrix(m, ComputeFullU | ComputeFullV);
|
|
}
|
|
timerBDC.stop();
|
|
|
|
timerJacobi.start();
|
|
for (int i = 0; i < REPEAT; ++i) {
|
|
JacobiSVD<MatrixType> jacobi_matrix(m, ComputeFullU | ComputeFullV);
|
|
}
|
|
timerJacobi.stop();
|
|
|
|
cout << "Sample " << k << " : " << REPEAT << " computations : Jacobi : " << fixed << timerJacobi.value() << "s ";
|
|
cout << " || "
|
|
<< " BDC : " << timerBDC.value() << "s " << endl
|
|
<< endl;
|
|
|
|
if (timerBDC.value() >= timerJacobi.value())
|
|
cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl;
|
|
else
|
|
cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << " times faster than Jacobi" << endl;
|
|
}
|
|
std::cout << std::endl;
|
|
}
|
|
|
|
int main(int argc, char* argv[]) {
|
|
std::cout << std::endl;
|
|
|
|
std::cout << "On a (Dynamic, Dynamic) (6, 6) Matrix" << std::endl;
|
|
bench_svd<Matrix<double, Dynamic, Dynamic> >(Matrix<double, Dynamic, Dynamic>(6, 6));
|
|
|
|
std::cout << "On a (Dynamic, Dynamic) (32, 32) Matrix" << std::endl;
|
|
bench_svd<Matrix<double, Dynamic, Dynamic> >(Matrix<double, Dynamic, Dynamic>(32, 32));
|
|
|
|
// std::cout<<"On a (Dynamic, Dynamic) (128, 128) Matrix" <<std::endl;
|
|
// bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(128, 128));
|
|
|
|
std::cout << "On a (Dynamic, Dynamic) (160, 160) Matrix" << std::endl;
|
|
bench_svd<Matrix<double, Dynamic, Dynamic> >(Matrix<double, Dynamic, Dynamic>(160, 160));
|
|
|
|
std::cout << "--------------------------------------------------------------------" << std::endl;
|
|
}
|