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Blocked Jacobi SVD sweep with L2-cache-adaptive threshold

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libeigen/eigen!2206

Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
Co-authored-by: Rasmus Munk Larsen <rmlarsen@google.com>
This commit is contained in:
Rasmus Munk Larsen
2026-02-25 10:03:05 -08:00
parent 647e0009ba
commit a31de4778d
2 changed files with 349 additions and 33 deletions
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62
benchmarks/SVD/bench_jacobi_sweep.cpp Normal file
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// Standalone JacobiSVD benchmark for block-size and threshold sweeps.
// Compile-time parameters via -D flags:
// BLOCK_SIZE (default 24), BLOCKING_THRESHOLD (default 192)
//
// Build example:
// g++ -O3 -DNDEBUG -march=native -DBLOCK_SIZE=16 -DBLOCKING_THRESHOLD=128
// -I../.. bench_jacobi_sweep.cpp -lbenchmark -lbenchmark_main -lpthread
#include <benchmark/benchmark.h>
// Override block size before including Eigen headers.
#ifdef BLOCK_SIZE
#define EIGEN_JACOBI_SVD_BLOCK_SIZE BLOCK_SIZE
#endif
#ifdef BLOCKING_THRESHOLD
#define EIGEN_JACOBI_SVD_BLOCKING_THRESHOLD BLOCKING_THRESHOLD
#endif
#include <Eigen/Dense>
using namespace Eigen;
template <typename Scalar>
using Mat = Matrix<Scalar, Dynamic, Dynamic>;
template <typename SVD>
EIGEN_DONT_INLINE void do_compute(SVD& svd, const typename SVD::MatrixType& A) {
svd.compute(A);
}
template <typename Scalar, int Options>
static void BM_JacobiSVD(benchmark::State& state) {
const Index n = state.range(0);
Mat<Scalar> A = Mat<Scalar>::Random(n, n);
JacobiSVD<Mat<Scalar>, Options> svd(n, n);
for (auto _ : state) {
do_compute(svd, A);
benchmark::DoNotOptimize(svd.singularValues().data());
}
state.SetItemsProcessed(state.iterations());
}
static void Sizes(::benchmark::Benchmark* b) {
for (int s : {32, 64, 128, 192, 256, 384, 512}) b->Args({s});
}
// float ValuesOnly
BENCHMARK(BM_JacobiSVD<float, 0>)->Apply(Sizes)->Name("Jacobi_float_VO");
// float ThinUV
BENCHMARK(BM_JacobiSVD<float, ComputeThinU | ComputeThinV>)->Apply(Sizes)->Name("Jacobi_float_UV");
// double ValuesOnly
BENCHMARK(BM_JacobiSVD<double, 0>)->Apply(Sizes)->Name("Jacobi_double_VO");
// double ThinUV
BENCHMARK(BM_JacobiSVD<double, ComputeThinU | ComputeThinV>)->Apply(Sizes)->Name("Jacobi_double_UV");
// complex<float> ValuesOnly
BENCHMARK(BM_JacobiSVD<std::complex<float>, 0>)->Apply(Sizes)->Name("Jacobi_cfloat_VO");
// complex<float> ThinUV
BENCHMARK((BM_JacobiSVD<std::complex<float>, ComputeThinU | ComputeThinV>))->Apply(Sizes)->Name("Jacobi_cfloat_UV");
// complex<double> ValuesOnly
BENCHMARK(BM_JacobiSVD<std::complex<double>, 0>)->Apply(Sizes)->Name("Jacobi_cdouble_VO");
// complex<double> ThinUV
BENCHMARK((BM_JacobiSVD<std::complex<double>, ComputeThinU | ComputeThinV>))->Apply(Sizes)->Name("Jacobi_cdouble_UV");