mirror of
https://gitlab.com/libeigen/eigen.git
synced 2026-04-10 11:34:33 +08:00
* added innerSize / outerSize functions to MatrixBase
* added complete implementation of sparse matrix product (with a little glue in Eigen/Core) * added an exhaustive bench of sparse products including GMM++ and MTL4 => Eigen outperforms in all transposed/density configurations !
This commit is contained in:
Gael Guennebaud
75
bench/BenchSparseUtil.h
Normal file
75
bench/BenchSparseUtil.h
Normal file
@@ -0,0 +1,75 @@
|
||||
|
||||
#include <Eigen/Array>
|
||||
#include <Eigen/Sparse>
|
||||
#include <bench/BenchTimer.h>
|
||||
|
||||
|
||||
|
||||
using namespace std;
|
||||
using namespace Eigen;
|
||||
USING_PART_OF_NAMESPACE_EIGEN
|
||||
|
||||
#ifndef SIZE
|
||||
#define SIZE 1024
|
||||
#endif
|
||||
|
||||
#ifndef DENSITY
|
||||
#define DENSITY 0.01
|
||||
#endif
|
||||
|
||||
#ifndef SCALAR
|
||||
#define SCALAR float
|
||||
#endif
|
||||
|
||||
typedef SCALAR Scalar;
|
||||
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
|
||||
typedef SparseMatrix<Scalar> EigenSparseMatrix;
|
||||
|
||||
void fillMatrix(float density, int rows, int cols, EigenSparseMatrix& dst)
|
||||
{
|
||||
dst.startFill(rows*cols*density);
|
||||
for(int j = 0; j < cols; j++)
|
||||
{
|
||||
for(int i = 0; i < rows; i++)
|
||||
{
|
||||
Scalar v = (ei_random<float>(0,1) < density) ? ei_random<Scalar>() : 0;
|
||||
if (v!=0)
|
||||
dst.fill(i,j) = v;
|
||||
}
|
||||
}
|
||||
dst.endFill();
|
||||
}
|
||||
|
||||
void eiToDense(const EigenSparseMatrix& src, DenseMatrix& dst)
|
||||
{
|
||||
dst.setZero();
|
||||
for (int j=0; j<src.cols(); ++j)
|
||||
for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
|
||||
dst(it.index(),j) = it.value();
|
||||
}
|
||||
|
||||
#ifndef NOGMM
|
||||
#include "gmm/gmm.h"
|
||||
typedef gmm::csc_matrix<Scalar> GmmSparse;
|
||||
typedef gmm::col_matrix< gmm::wsvector<Scalar> > GmmDynSparse;
|
||||
void eiToGmm(const EigenSparseMatrix& src, GmmSparse& dst)
|
||||
{
|
||||
GmmDynSparse tmp(src.rows(), src.cols());
|
||||
for (int j=0; j<src.cols(); ++j)
|
||||
for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
|
||||
tmp(it.index(),j) = it.value();
|
||||
gmm::copy(tmp, dst);
|
||||
}
|
||||
#endif
|
||||
|
||||
#ifndef NOMTL
|
||||
#include <boost/numeric/mtl/mtl.hpp>
|
||||
typedef mtl::compressed2D<Scalar> MtlSparse;
|
||||
void eiToMtl(const EigenSparseMatrix& src, MtlSparse& dst)
|
||||
{
|
||||
mtl::matrix::inserter<MtlSparse> ins(dst);
|
||||
for (int j=0; j<src.cols(); ++j)
|
||||
for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
|
||||
ins[it.index()][j] = it.value();
|
||||
}
|
||||
#endif
|
||||
@@ -1,211 +0,0 @@
|
||||
|
||||
// g++ -O3 -DNDEBUG sparse_01.cpp -I .. -o sparse_01 && ./sparse_01
|
||||
|
||||
#include <Eigen/Array>
|
||||
#include <Eigen/Sparse>
|
||||
#include <bench/BenchTimer.h>
|
||||
|
||||
#include "gmm/gmm.h"
|
||||
|
||||
using namespace std;
|
||||
using namespace Eigen;
|
||||
USING_PART_OF_NAMESPACE_EIGEN
|
||||
|
||||
#ifndef REPEAT
|
||||
#define REPEAT 10
|
||||
#endif
|
||||
|
||||
#define REPEATPRODUCT 1
|
||||
|
||||
#define SIZE 10
|
||||
#define DENSITY 0.2
|
||||
|
||||
// #define NODENSEMATRIX
|
||||
|
||||
typedef MatrixXf DenseMatrix;
|
||||
// typedef Matrix<float,SIZE,SIZE> DenseMatrix;
|
||||
typedef SparseMatrix<float> EigenSparseMatrix;
|
||||
typedef gmm::csc_matrix<float> GmmSparse;
|
||||
typedef gmm::col_matrix< gmm::wsvector<float> > GmmDynSparse;
|
||||
|
||||
void fillMatrix(float density, int rows, int cols, DenseMatrix* pDenseMatrix, EigenSparseMatrix* pSparseMatrix, GmmSparse* pGmmMatrix=0)
|
||||
{
|
||||
GmmDynSparse gmmT(rows, cols);
|
||||
if (pSparseMatrix)
|
||||
pSparseMatrix->startFill(rows*cols*density);
|
||||
for(int j = 0; j < cols; j++)
|
||||
{
|
||||
for(int i = 0; i < rows; i++)
|
||||
{
|
||||
float v = (ei_random<float>(0,1) < density) ? ei_random<float>() : 0;
|
||||
if (pDenseMatrix)
|
||||
(*pDenseMatrix)(i,j) = v;
|
||||
if (v!=0)
|
||||
{
|
||||
if (pSparseMatrix)
|
||||
pSparseMatrix->fill(i,j) = v;
|
||||
if (pGmmMatrix)
|
||||
gmmT(i,j) = v;
|
||||
}
|
||||
}
|
||||
}
|
||||
if (pSparseMatrix)
|
||||
pSparseMatrix->endFill();
|
||||
if (pGmmMatrix)
|
||||
gmm::copy(gmmT, *pGmmMatrix);
|
||||
}
|
||||
|
||||
int main(int argc, char *argv[])
|
||||
{
|
||||
int rows = SIZE;
|
||||
int cols = SIZE;
|
||||
float density = DENSITY;
|
||||
|
||||
// dense matrices
|
||||
#ifndef NODENSEMATRIX
|
||||
DenseMatrix m1(rows,cols), m2(rows,cols), m3(rows,cols), m4(rows,cols);
|
||||
#endif
|
||||
|
||||
// sparse matrices
|
||||
EigenSparseMatrix sm1(rows,cols), sm2(rows,cols), sm3(rows,cols), sm4(rows,cols);
|
||||
|
||||
HashMatrix<float> hm4(rows,cols);
|
||||
|
||||
// GMM++ matrices
|
||||
|
||||
GmmDynSparse gmmT4(rows,cols);
|
||||
GmmSparse gmmM1(rows,cols), gmmM2(rows,cols), gmmM3(rows,cols), gmmM4(rows,cols);
|
||||
|
||||
#ifndef NODENSEMATRIX
|
||||
fillMatrix(density, rows, cols, &m1, &sm1, &gmmM1);
|
||||
fillMatrix(density, rows, cols, &m2, &sm2, &gmmM2);
|
||||
fillMatrix(density, rows, cols, &m3, &sm3, &gmmM3);
|
||||
#else
|
||||
fillMatrix(density, rows, cols, 0, &sm1, &gmmM1);
|
||||
fillMatrix(density, rows, cols, 0, &sm2, &gmmM2);
|
||||
fillMatrix(density, rows, cols, 0, &sm3, &gmmM3);
|
||||
#endif
|
||||
|
||||
BenchTimer timer;
|
||||
|
||||
//--------------------------------------------------------------------------------
|
||||
// COEFF WISE OPERATORS
|
||||
//--------------------------------------------------------------------------------
|
||||
#if 1
|
||||
std::cout << "\n\n\"m4 = m1 + m2 + 2 * m3\":\n\n";
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
asm("#begin");
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m4 = m1 + m2 + 2 * m3;
|
||||
asm("#end");
|
||||
timer.stop();
|
||||
std::cout << "Eigen dense = " << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
sm4 = sm1 + sm2 + 2 * sm3;
|
||||
timer.stop();
|
||||
std::cout << "Eigen sparse = " << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
hm4 = sm1 + sm2 + 2 * sm3;
|
||||
timer.stop();
|
||||
std::cout << "Eigen hash = " << timer.value() << endl;
|
||||
|
||||
LinkedVectorMatrix<float> lm4(rows, cols);
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
lm4 = sm1 + sm2 + 2 * sm3;
|
||||
timer.stop();
|
||||
std::cout << "Eigen linked vector = " << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
{
|
||||
gmm::add(gmmM1, gmmM2, gmmT4);
|
||||
gmm::add(gmm::scaled(gmmM3,2), gmmT4);
|
||||
}
|
||||
timer.stop();
|
||||
std::cout << "GMM++ sparse = " << timer.value() << endl;
|
||||
#endif
|
||||
//--------------------------------------------------------------------------------
|
||||
// PRODUCT
|
||||
//--------------------------------------------------------------------------------
|
||||
#if 0
|
||||
std::cout << "\n\nProduct:\n\n";
|
||||
|
||||
#ifndef NODENSEMATRIX
|
||||
timer.reset();
|
||||
timer.start();
|
||||
asm("#begin");
|
||||
for (int k=0; k<REPEATPRODUCT; ++k)
|
||||
m1 = m1 * m2;
|
||||
asm("#end");
|
||||
timer.stop();
|
||||
std::cout << "Eigen dense = " << timer.value() << endl;
|
||||
#endif
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEATPRODUCT; ++k)
|
||||
sm4 = sm1 * sm2;
|
||||
timer.stop();
|
||||
std::cout << "Eigen sparse = " << timer.value() << endl;
|
||||
|
||||
// timer.reset();
|
||||
// timer.start();
|
||||
// for (int k=0; k<REPEATPRODUCT; ++k)
|
||||
// hm4 = sm1 * sm2;
|
||||
// timer.stop();
|
||||
// std::cout << "Eigen hash = " << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEATPRODUCT; ++k)
|
||||
{
|
||||
gmm::csr_matrix<float> R(rows,cols);
|
||||
gmm::copy(gmmM1, R);
|
||||
//gmm::mult(gmmM1, gmmM2, gmmT4);
|
||||
}
|
||||
timer.stop();
|
||||
std::cout << "GMM++ sparse = " << timer.value() << endl;
|
||||
#endif
|
||||
//--------------------------------------------------------------------------------
|
||||
// VARIOUS
|
||||
//--------------------------------------------------------------------------------
|
||||
#if 1
|
||||
// sm3 = sm1 + m2;
|
||||
cout << m4.transpose() << "\n\n";
|
||||
// sm4 = sm1+sm2;
|
||||
cout << sm4 << "\n\n";
|
||||
cout << lm4 << endl;
|
||||
|
||||
LinkedVectorMatrix<float,RowMajorBit> lm5(rows, cols);
|
||||
lm5 = lm4;
|
||||
lm5 = sm4;
|
||||
cout << endl << lm5 << endl;
|
||||
|
||||
sm3 = sm4.transpose();
|
||||
cout << endl << lm5 << endl;
|
||||
|
||||
cout << endl << "SM1 before random editing: " << endl << sm1 << endl;
|
||||
{
|
||||
SparseSetter<EigenSparseMatrix,RandomAccessPattern> w1(sm1);
|
||||
w1->coeffRef(4,2) = ei_random<float>();
|
||||
w1->coeffRef(2,6) = ei_random<float>();
|
||||
w1->coeffRef(0,4) = ei_random<float>();
|
||||
w1->coeffRef(9,3) = ei_random<float>();
|
||||
}
|
||||
cout << endl << "SM1 after random editing: " << endl << sm1 << endl;
|
||||
#endif
|
||||
|
||||
return 0;
|
||||
}
|
||||
|
||||
199
bench/sparse_product.cpp
Normal file
199
bench/sparse_product.cpp
Normal file
@@ -0,0 +1,199 @@
|
||||
|
||||
//g++ -O3 -g0 -DNDEBUG sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.005 -DSIZE=10000 && ./a.out
|
||||
//g++ -O3 -g0 -DNDEBUG sparse_product.cpp -I.. -I/home/gael/Coding/LinearAlgebra/mtl4/ -DDENSITY=0.05 -DSIZE=2000 && ./a.out
|
||||
// -DNOGMM -DNOMTL
|
||||
|
||||
#ifndef SIZE
|
||||
#define SIZE 10000
|
||||
#endif
|
||||
|
||||
#ifndef DENSITY
|
||||
#define DENSITY 0.01
|
||||
#endif
|
||||
|
||||
#ifndef REPEAT
|
||||
#define REPEAT 1
|
||||
#endif
|
||||
|
||||
#include "BenchSparseUtil.h"
|
||||
|
||||
#ifndef MINDENSITY
|
||||
#define MINDENSITY 0.0004
|
||||
#endif
|
||||
|
||||
int main(int argc, char *argv[])
|
||||
{
|
||||
int rows = SIZE;
|
||||
int cols = SIZE;
|
||||
float density = DENSITY;
|
||||
|
||||
EigenSparseMatrix sm1(rows,cols), sm2(rows,cols), sm3(rows,cols), sm4(rows,cols);
|
||||
|
||||
BenchTimer timer;
|
||||
for (float density = DENSITY; density>=MINDENSITY; density*=0.5)
|
||||
{
|
||||
fillMatrix(density, rows, cols, sm1);
|
||||
fillMatrix(density, rows, cols, sm2);
|
||||
|
||||
// dense matrices
|
||||
#ifdef DENSEMATRIX
|
||||
{
|
||||
std::cout << "Eigen Dense\t" << density*100 << "%\n";
|
||||
DenseMatrix m1(rows,cols), m2(rows,cols), m3(rows,cols);
|
||||
eiToDense(sm1, m1);
|
||||
eiToDense(sm2, m2);
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = m1 * m2;
|
||||
timer.stop();
|
||||
std::cout << " a * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = m1.transpose() * m2;
|
||||
timer.stop();
|
||||
std::cout << " a' * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = m1.transpose() * m2.transpose();
|
||||
timer.stop();
|
||||
std::cout << " a' * b':\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = m1 * m2.transpose();
|
||||
timer.stop();
|
||||
std::cout << " a * b':\t" << timer.value() << endl;
|
||||
}
|
||||
#endif
|
||||
|
||||
// eigen sparse matrices
|
||||
{
|
||||
std::cout << "Eigen sparse\t" << density*100 << "%\n";
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
sm3 = sm1 * sm2;
|
||||
timer.stop();
|
||||
std::cout << " a * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
sm3 = sm1.transpose() * sm2;
|
||||
timer.stop();
|
||||
std::cout << " a' * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
sm3 = sm1.transpose() * sm2.transpose();
|
||||
timer.stop();
|
||||
std::cout << " a' * b':\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
sm3 = sm1 * sm2.transpose();
|
||||
timer.stop();
|
||||
std::cout << " a * b' :\t" << timer.value() << endl;
|
||||
}
|
||||
|
||||
// GMM++
|
||||
#ifndef NOGMM
|
||||
{
|
||||
std::cout << "GMM++ sparse\t" << density*100 << "%\n";
|
||||
GmmDynSparse gmmT3(rows,cols);
|
||||
GmmSparse m1(rows,cols), m2(rows,cols), m3(rows,cols);
|
||||
eiToGmm(sm1, m1);
|
||||
eiToGmm(sm2, m2);
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
gmm::mult(m1, m2, gmmT3);
|
||||
timer.stop();
|
||||
std::cout << " a * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
gmm::mult(gmm::transposed(m1), m2, gmmT3);
|
||||
timer.stop();
|
||||
std::cout << " a' * b:\t" << timer.value() << endl;
|
||||
|
||||
if (rows<500)
|
||||
{
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
gmm::mult(gmm::transposed(m1), gmm::transposed(m2), gmmT3);
|
||||
timer.stop();
|
||||
std::cout << " a' * b':\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
gmm::mult(m1, gmm::transposed(m2), gmmT3);
|
||||
timer.stop();
|
||||
std::cout << " a * b':\t" << timer.value() << endl;
|
||||
}
|
||||
else
|
||||
{
|
||||
std::cout << " a' * b':\t" << "forever" << endl;
|
||||
std::cout << " a * b':\t" << "forever" << endl;
|
||||
}
|
||||
}
|
||||
#endif
|
||||
|
||||
// MTL4
|
||||
#ifndef NOMTL
|
||||
{
|
||||
std::cout << "MTL4\t" << density*100 << "%\n";
|
||||
MtlSparse m1(rows,cols), m2(rows,cols), m3(rows,cols);
|
||||
eiToMtl(sm1, m1);
|
||||
eiToMtl(sm2, m2);
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = m1 * m2;
|
||||
timer.stop();
|
||||
std::cout << " a * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = trans(m1) * m2;
|
||||
timer.stop();
|
||||
std::cout << " a' * b:\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = trans(m1) * trans(m2);
|
||||
timer.stop();
|
||||
std::cout << " a' * b':\t" << timer.value() << endl;
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
for (int k=0; k<REPEAT; ++k)
|
||||
m3 = m1 * trans(m2);
|
||||
timer.stop();
|
||||
std::cout << " a * b' :\t" << timer.value() << endl;
|
||||
}
|
||||
#endif
|
||||
|
||||
std::cout << "\n\n";
|
||||
}
|
||||
|
||||
return 0;
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user