1*bf2c3715SXin Li
2*bf2c3715SXin Li // g++ -I.. sparse_lu.cpp -O3 -g0 -I /usr/include/superlu/ -lsuperlu -lgfortran -DSIZE=1000 -DDENSITY=.05 && ./a.out
3*bf2c3715SXin Li
4*bf2c3715SXin Li #define EIGEN_SUPERLU_SUPPORT
5*bf2c3715SXin Li #define EIGEN_UMFPACK_SUPPORT
6*bf2c3715SXin Li #include <Eigen/Sparse>
7*bf2c3715SXin Li
8*bf2c3715SXin Li #define NOGMM
9*bf2c3715SXin Li #define NOMTL
10*bf2c3715SXin Li
11*bf2c3715SXin Li #ifndef SIZE
12*bf2c3715SXin Li #define SIZE 10
13*bf2c3715SXin Li #endif
14*bf2c3715SXin Li
15*bf2c3715SXin Li #ifndef DENSITY
16*bf2c3715SXin Li #define DENSITY 0.01
17*bf2c3715SXin Li #endif
18*bf2c3715SXin Li
19*bf2c3715SXin Li #ifndef REPEAT
20*bf2c3715SXin Li #define REPEAT 1
21*bf2c3715SXin Li #endif
22*bf2c3715SXin Li
23*bf2c3715SXin Li #include "BenchSparseUtil.h"
24*bf2c3715SXin Li
25*bf2c3715SXin Li #ifndef MINDENSITY
26*bf2c3715SXin Li #define MINDENSITY 0.0004
27*bf2c3715SXin Li #endif
28*bf2c3715SXin Li
29*bf2c3715SXin Li #ifndef NBTRIES
30*bf2c3715SXin Li #define NBTRIES 10
31*bf2c3715SXin Li #endif
32*bf2c3715SXin Li
33*bf2c3715SXin Li #define BENCH(X) \
34*bf2c3715SXin Li timer.reset(); \
35*bf2c3715SXin Li for (int _j=0; _j<NBTRIES; ++_j) { \
36*bf2c3715SXin Li timer.start(); \
37*bf2c3715SXin Li for (int _k=0; _k<REPEAT; ++_k) { \
38*bf2c3715SXin Li X \
39*bf2c3715SXin Li } timer.stop(); }
40*bf2c3715SXin Li
41*bf2c3715SXin Li typedef Matrix<Scalar,Dynamic,1> VectorX;
42*bf2c3715SXin Li
43*bf2c3715SXin Li #include <Eigen/LU>
44*bf2c3715SXin Li
45*bf2c3715SXin Li template<int Backend>
doEigen(const char * name,const EigenSparseMatrix & sm1,const VectorX & b,VectorX & x,int flags=0)46*bf2c3715SXin Li void doEigen(const char* name, const EigenSparseMatrix& sm1, const VectorX& b, VectorX& x, int flags = 0)
47*bf2c3715SXin Li {
48*bf2c3715SXin Li std::cout << name << "..." << std::flush;
49*bf2c3715SXin Li BenchTimer timer; timer.start();
50*bf2c3715SXin Li SparseLU<EigenSparseMatrix,Backend> lu(sm1, flags);
51*bf2c3715SXin Li timer.stop();
52*bf2c3715SXin Li if (lu.succeeded())
53*bf2c3715SXin Li std::cout << ":\t" << timer.value() << endl;
54*bf2c3715SXin Li else
55*bf2c3715SXin Li {
56*bf2c3715SXin Li std::cout << ":\t FAILED" << endl;
57*bf2c3715SXin Li return;
58*bf2c3715SXin Li }
59*bf2c3715SXin Li
60*bf2c3715SXin Li bool ok;
61*bf2c3715SXin Li timer.reset(); timer.start();
62*bf2c3715SXin Li ok = lu.solve(b,&x);
63*bf2c3715SXin Li timer.stop();
64*bf2c3715SXin Li if (ok)
65*bf2c3715SXin Li std::cout << " solve:\t" << timer.value() << endl;
66*bf2c3715SXin Li else
67*bf2c3715SXin Li std::cout << " solve:\t" << " FAILED" << endl;
68*bf2c3715SXin Li
69*bf2c3715SXin Li //std::cout << x.transpose() << "\n";
70*bf2c3715SXin Li }
71*bf2c3715SXin Li
main(int argc,char * argv[])72*bf2c3715SXin Li int main(int argc, char *argv[])
73*bf2c3715SXin Li {
74*bf2c3715SXin Li int rows = SIZE;
75*bf2c3715SXin Li int cols = SIZE;
76*bf2c3715SXin Li float density = DENSITY;
77*bf2c3715SXin Li BenchTimer timer;
78*bf2c3715SXin Li
79*bf2c3715SXin Li VectorX b = VectorX::Random(cols);
80*bf2c3715SXin Li VectorX x = VectorX::Random(cols);
81*bf2c3715SXin Li
82*bf2c3715SXin Li bool densedone = false;
83*bf2c3715SXin Li
84*bf2c3715SXin Li //for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
85*bf2c3715SXin Li // float density = 0.5;
86*bf2c3715SXin Li {
87*bf2c3715SXin Li EigenSparseMatrix sm1(rows, cols);
88*bf2c3715SXin Li fillMatrix(density, rows, cols, sm1);
89*bf2c3715SXin Li
90*bf2c3715SXin Li // dense matrices
91*bf2c3715SXin Li #ifdef DENSEMATRIX
92*bf2c3715SXin Li if (!densedone)
93*bf2c3715SXin Li {
94*bf2c3715SXin Li densedone = true;
95*bf2c3715SXin Li std::cout << "Eigen Dense\t" << density*100 << "%\n";
96*bf2c3715SXin Li DenseMatrix m1(rows,cols);
97*bf2c3715SXin Li eiToDense(sm1, m1);
98*bf2c3715SXin Li
99*bf2c3715SXin Li BenchTimer timer;
100*bf2c3715SXin Li timer.start();
101*bf2c3715SXin Li FullPivLU<DenseMatrix> lu(m1);
102*bf2c3715SXin Li timer.stop();
103*bf2c3715SXin Li std::cout << "Eigen/dense:\t" << timer.value() << endl;
104*bf2c3715SXin Li
105*bf2c3715SXin Li timer.reset();
106*bf2c3715SXin Li timer.start();
107*bf2c3715SXin Li lu.solve(b,&x);
108*bf2c3715SXin Li timer.stop();
109*bf2c3715SXin Li std::cout << " solve:\t" << timer.value() << endl;
110*bf2c3715SXin Li // std::cout << b.transpose() << "\n";
111*bf2c3715SXin Li // std::cout << x.transpose() << "\n";
112*bf2c3715SXin Li }
113*bf2c3715SXin Li #endif
114*bf2c3715SXin Li
115*bf2c3715SXin Li #ifdef EIGEN_UMFPACK_SUPPORT
116*bf2c3715SXin Li x.setZero();
117*bf2c3715SXin Li doEigen<Eigen::UmfPack>("Eigen/UmfPack (auto)", sm1, b, x, 0);
118*bf2c3715SXin Li #endif
119*bf2c3715SXin Li
120*bf2c3715SXin Li #ifdef EIGEN_SUPERLU_SUPPORT
121*bf2c3715SXin Li x.setZero();
122*bf2c3715SXin Li doEigen<Eigen::SuperLU>("Eigen/SuperLU (nat)", sm1, b, x, Eigen::NaturalOrdering);
123*bf2c3715SXin Li // doEigen<Eigen::SuperLU>("Eigen/SuperLU (MD AT+A)", sm1, b, x, Eigen::MinimumDegree_AT_PLUS_A);
124*bf2c3715SXin Li // doEigen<Eigen::SuperLU>("Eigen/SuperLU (MD ATA)", sm1, b, x, Eigen::MinimumDegree_ATA);
125*bf2c3715SXin Li doEigen<Eigen::SuperLU>("Eigen/SuperLU (COLAMD)", sm1, b, x, Eigen::ColApproxMinimumDegree);
126*bf2c3715SXin Li #endif
127*bf2c3715SXin Li
128*bf2c3715SXin Li }
129*bf2c3715SXin Li
130*bf2c3715SXin Li return 0;
131*bf2c3715SXin Li }
132*bf2c3715SXin Li
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