mirror of
https://gitlab.com/libeigen/eigen.git
synced 2026-04-10 11:34:33 +08:00
add a benchmark routine for all sparse linear solvers in Eigen
This commit is contained in:
65
bench/spbench/CMakeLists.txt
Normal file
65
bench/spbench/CMakeLists.txt
Normal file
@@ -0,0 +1,65 @@
|
||||
|
||||
|
||||
set(BLAS_FOUND TRUE)
|
||||
set(LAPACK_FOUND TRUE)
|
||||
set(BLAS_LIBRARIES eigen_blas_static)
|
||||
set(LAPACK_LIBRARIES eigen_lapack_static)
|
||||
|
||||
set(SPARSE_LIBS "")
|
||||
|
||||
# find_library(PARDISO_LIBRARIES pardiso412-GNU450-X86-64)
|
||||
# if(PARDISO_LIBRARIES)
|
||||
# add_definitions("-DEIGEN_PARDISO_SUPPORT")
|
||||
# set(SPARSE_LIBS ${SPARSE_LIBS} ${PARDISO_LIBRARIES})
|
||||
# endif(PARDISO_LIBRARIES)
|
||||
|
||||
find_package(Cholmod)
|
||||
if(CHOLMOD_FOUND AND BLAS_FOUND AND LAPACK_FOUND)
|
||||
add_definitions("-DEIGEN_CHOLMOD_SUPPORT")
|
||||
include_directories(${CHOLMOD_INCLUDES})
|
||||
set(SPARSE_LIBS ${SPARSE_LIBS} ${CHOLMOD_LIBRARIES} ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES})
|
||||
set(CHOLMOD_ALL_LIBS ${CHOLMOD_LIBRARIES} ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES})
|
||||
endif()
|
||||
|
||||
find_package(Umfpack)
|
||||
if(UMFPACK_FOUND AND BLAS_FOUND)
|
||||
add_definitions("-DEIGEN_UMFPACK_SUPPORT")
|
||||
include_directories(${UMFPACK_INCLUDES})
|
||||
set(SPARSE_LIBS ${SPARSE_LIBS} ${UMFPACK_LIBRARIES} ${BLAS_LIBRARIES})
|
||||
set(UMFPACK_ALL_LIBS ${UMFPACK_LIBRARIES} ${BLAS_LIBRARIES})
|
||||
endif()
|
||||
|
||||
find_package(SuperLU)
|
||||
if(SUPERLU_FOUND AND BLAS_FOUND)
|
||||
add_definitions("-DEIGEN_SUPERLU_SUPPORT")
|
||||
include_directories(${SUPERLU_INCLUDES})
|
||||
set(SPARSE_LIBS ${SPARSE_LIBS} ${SUPERLU_LIBRARIES} ${BLAS_LIBRARIES})
|
||||
set(SUPERLU_ALL_LIBS ${SUPERLU_LIBRARIES} ${BLAS_LIBRARIES})
|
||||
endif()
|
||||
|
||||
|
||||
find_package(Pastix)
|
||||
find_package(Scotch)
|
||||
find_package(Metis)
|
||||
if(PASTIX_FOUND AND BLAS_FOUND)
|
||||
add_definitions("-DEIGEN_PASTIX_SUPPORT")
|
||||
include_directories(${PASTIX_INCLUDES})
|
||||
if(SCOTCH_FOUND)
|
||||
include_directories(${SCOTCH_INCLUDES})
|
||||
set(PASTIX_LIBRARIES ${PASTIX_LIBRARIES} ${SCOTCH_LIBRARIES})
|
||||
elseif(METIS_FOUND)
|
||||
include_directories(${METIS_INCLUDES})
|
||||
set(PASTIX_LIBRARIES ${PASTIX_LIBRARIES} ${METIS_LIBRARIES})
|
||||
endif(SCOTCH_FOUND)
|
||||
set(SPARSE_LIBS ${SPARSE_LIBS} ${PASTIX_LIBRARIES} ${ORDERING_LIBRARIES} ${BLAS_LIBRARIES})
|
||||
set(PASTIX_ALL_LIBS ${PASTIX_LIBRARIES} ${BLAS_LIBRARIES})
|
||||
endif(PASTIX_FOUND AND BLAS_FOUND)
|
||||
|
||||
find_library(RT_LIBRARY rt)
|
||||
if(RT_LIBRARY)
|
||||
set(SPARSE_LIBS ${SPARSE_LIBS} ${RT_LIBRARY})
|
||||
endif(RT_LIBRARY)
|
||||
|
||||
add_executable(spbenchsolver spbenchsolver.cpp)
|
||||
target_link_libraries (spbenchsolver ${SPARSE_LIBS})
|
||||
|
||||
79
bench/spbench/spbenchsolver.cpp
Normal file
79
bench/spbench/spbenchsolver.cpp
Normal file
@@ -0,0 +1,79 @@
|
||||
#include <bench/spbench/spbenchsolver.h>
|
||||
|
||||
void bench_printhelp()
|
||||
{
|
||||
cout<< " \nbenchsolver : performs a benchmark of all the solvers available in Eigen \n\n";
|
||||
cout<< " MATRIX FOLDER : \n";
|
||||
cout<< " The matrices for the benchmark should be collected in a folder specified with an environment variable EIGEN_MATRIXDIR \n";
|
||||
cout<< " This folder should contain the subfolders real/ and complex/ : \n";
|
||||
cout<< " The matrices are stored using the matrix market coordinate format \n";
|
||||
cout<< " The matrix and associated right-hand side (rhs) files are named respectively \n";
|
||||
cout<< " as MatrixName.mtx and MatrixName_b.mtx. If the rhs does not exist, a random one is generated. \n";
|
||||
cout<< " If a matrix is SPD, the matrix should be named as MatrixName_SPD.mtx \n";
|
||||
cout<< " If a true solution exists, it should be named as MatrixName_x.mtx; \n" ;
|
||||
cout<< " it will be used to compute the norm of the error relative to the computed solutions\n\n";
|
||||
cout<< " OPTIONS : \n";
|
||||
cout<< " -h or --help \n print this help and return\n\n";
|
||||
cout<< " -d matrixdir \n Use matrixdir as the matrix folder instead of the one specified in the environment variable EIGEN_MATRIXDIR\n\n";
|
||||
cout<< " -o outputfile.html \n Output the statistics to a html file \n\n";
|
||||
|
||||
}
|
||||
int main(int argc, char ** args)
|
||||
{
|
||||
|
||||
bool help = ( get_options(argc, args, "-h") || get_options(argc, args, "--help") );
|
||||
if(help) {
|
||||
bench_printhelp();
|
||||
return 0;
|
||||
}
|
||||
|
||||
// Get the location of the test matrices
|
||||
string matrix_dir;
|
||||
if (!get_options(argc, args, "-d", &matrix_dir))
|
||||
{
|
||||
if(getenv("EIGEN_MATRIXDIR") == NULL){
|
||||
std::cerr << "Please, specify the location of the matrices with -d mat_folder or the environment variable EIGEN_MATRIXDIR \n";
|
||||
std::cerr << " Run with --help to see the list of all the available options \n";
|
||||
return -1;
|
||||
}
|
||||
matrix_dir = getenv("EIGEN_MATRIXDIR");
|
||||
}
|
||||
|
||||
std::ofstream statbuf;
|
||||
string statFile ;
|
||||
|
||||
// Get the file to write the statistics
|
||||
bool statFileExists = get_options(argc, args, "-o", &statFile);
|
||||
if(statFileExists)
|
||||
{
|
||||
statbuf.open(statFile.c_str(), std::ios::out);
|
||||
if(statbuf.good()){
|
||||
statFileExists = true;
|
||||
printStatheader(statbuf);
|
||||
statbuf.close();
|
||||
}
|
||||
else
|
||||
std::cerr << "Unable to open the provided file for writting... \n";
|
||||
}
|
||||
|
||||
string current_dir;
|
||||
// Test the matrices in %EIGEN_MATRIXDIR/real
|
||||
current_dir = matrix_dir + "/real";
|
||||
Browse_Matrices<double>(current_dir, statFileExists, statFile);
|
||||
|
||||
// Test the matrices in %EIGEN_MATRIXDIR/complex
|
||||
current_dir = matrix_dir + "/complex";
|
||||
Browse_Matrices<std::complex<double> >(current_dir, statFileExists, statFile);
|
||||
|
||||
if(statFileExists)
|
||||
{
|
||||
statbuf.open(statFile.c_str(), std::ios::app);
|
||||
statbuf << "</TABLE> \n";
|
||||
cout << "\n Output written in " << statFile << " ...\n";
|
||||
statbuf.close();
|
||||
}
|
||||
|
||||
return 0;
|
||||
}
|
||||
|
||||
|
||||
539
bench/spbench/spbenchsolver.h
Normal file
539
bench/spbench/spbenchsolver.h
Normal file
@@ -0,0 +1,539 @@
|
||||
// This file is part of Eigen, a lightweight C++ template library
|
||||
// for linear algebra.
|
||||
//
|
||||
// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
|
||||
//
|
||||
// Eigen is free software; you can redistribute it and/or
|
||||
// modify it under the terms of the GNU Lesser General Public
|
||||
// License as published by the Free Software Foundation; either
|
||||
// version 3 of the License, or (at your option) any later version.
|
||||
//
|
||||
// Alternatively, you can redistribute it and/or
|
||||
// modify it under the terms of the GNU General Public License as
|
||||
// published by the Free Software Foundation; either version 2 of
|
||||
// the License, or (at your option) any later version.
|
||||
//
|
||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
|
||||
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
|
||||
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU Lesser General Public
|
||||
// License and a copy of the GNU General Public License along with
|
||||
// Eigen. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
#include <iostream>
|
||||
#include <fstream>
|
||||
#include "Eigen/SparseCore"
|
||||
#include <bench/BenchTimer.h>
|
||||
#include <cstdlib>
|
||||
#include <string>
|
||||
#include <Eigen/Cholesky>
|
||||
#include <Eigen/Jacobi>
|
||||
#include <Eigen/Householder>
|
||||
#include <Eigen/IterativeLinearSolvers>
|
||||
#include <Eigen/LU>
|
||||
#include <unsupported/Eigen/SparseExtra>
|
||||
|
||||
#ifdef EIGEN_CHOLMOD_SUPPORT
|
||||
#include <Eigen/CholmodSupport>
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN_UMFPACK_SUPPORT
|
||||
#include <Eigen/UmfPackSupport>
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN_PARDISO_SUPPORT
|
||||
#include <Eigen/PardisoSupport>
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN_SUPERLU_SUPPORT
|
||||
#include <Eigen/SuperLUSupport>
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN_PASTIX_SUPPORT
|
||||
#include <Eigen/PaStiXSupport>
|
||||
#endif
|
||||
|
||||
// CONSTANTS
|
||||
#define EIGEN_UMFPACK 0
|
||||
#define EIGEN_SUPERLU 1
|
||||
#define EIGEN_PASTIX 2
|
||||
#define EIGEN_PARDISO 3
|
||||
#define EIGEN_BICGSTAB 4
|
||||
#define EIGEN_BICGSTAB_ILUT 5
|
||||
#define EIGEN_GMRES 6
|
||||
#define EIGEN_GMRES_ILUT 7
|
||||
#define EIGEN_SIMPLICIAL_LDLT 8
|
||||
#define EIGEN_CHOLMOD_LDLT 9
|
||||
#define EIGEN_PASTIX_LDLT 10
|
||||
#define EIGEN_PARDISO_LDLT 11
|
||||
#define EIGEN_SIMPLICIAL_LLT 12
|
||||
#define EIGEN_CHOLMOD_SUPERNODAL_LLT 13
|
||||
#define EIGEN_CHOLMOD_SIMPLICIAL_LLT 14
|
||||
#define EIGEN_PASTIX_LLT 15
|
||||
#define EIGEN_PARDISO_LLT 16
|
||||
#define EIGEN_CG 17
|
||||
#define EIGEN_CG_PRECOND 18
|
||||
#define EIGEN_ALL_SOLVERS 19
|
||||
|
||||
using namespace Eigen;
|
||||
using namespace std;
|
||||
|
||||
struct Stats{
|
||||
ComputationInfo info;
|
||||
double total_time;
|
||||
double compute_time;
|
||||
double solve_time;
|
||||
double rel_error;
|
||||
int memory_used;
|
||||
int iterations;
|
||||
int isavail;
|
||||
int isIterative;
|
||||
};
|
||||
|
||||
template<typename T> inline typename NumTraits<T>::Real test_precision() { return NumTraits<T>::dummy_precision(); }
|
||||
template<> inline float test_precision<float>() { return 1e-3f; }
|
||||
template<> inline double test_precision<double>() { return 1e-6; }
|
||||
template<> inline float test_precision<std::complex<float> >() { return test_precision<float>(); }
|
||||
template<> inline double test_precision<std::complex<double> >() { return test_precision<double>(); }
|
||||
|
||||
void printStatheader(std::ofstream& out)
|
||||
{
|
||||
int LUcnt = 0;
|
||||
string LUlist =" ", LLTlist = "<TH > LLT", LDLTlist = "<TH > LDLT ";
|
||||
|
||||
#ifdef EIGEN_UMFPACK_SUPPORT
|
||||
LUlist += "<TH > UMFPACK "; LUcnt++;
|
||||
#endif
|
||||
#ifdef EIGEN_SUPERLU_SUPPORT
|
||||
LUlist += "<TH > SUPERLU "; LUcnt++;
|
||||
#endif
|
||||
#ifdef EIGEN_CHOLMOD_SUPPORT
|
||||
LLTlist += "<TH > CHOLMOD SP LLT<TH > CHOLMOD LLT";
|
||||
LDLTlist += "<TH>CHOLMOD LDLT";
|
||||
#endif
|
||||
#ifdef EIGEN_PARDISO_SUPPORT
|
||||
LUlist += "<TH > PARDISO LU"; LUcnt++;
|
||||
LLTlist += "<TH > PARDISO LLT";
|
||||
LDLTlist += "<TH > PARDISO LDLT";
|
||||
#endif
|
||||
#ifdef EIGEN_PASTIX_SUPPORT
|
||||
LUlist += "<TH > PASTIX LU"; LUcnt++;
|
||||
LLTlist += "<TH > PASTIX LLT";
|
||||
LDLTlist += "<TH > PASTIX LDLT";
|
||||
#endif
|
||||
|
||||
out << "<TABLE border=\"1\" >\n ";
|
||||
out << "<TR><TH>Matrix <TH> N <TH> NNZ <TH> ";
|
||||
if (LUcnt) out << LUlist;
|
||||
out << " <TH >BiCGSTAB <TH >BiCGSTAB+ILUT"<< "<TH >GMRES+ILUT" <<LDLTlist << LLTlist << "<TH> CG "<< std::endl;
|
||||
}
|
||||
|
||||
|
||||
template<typename Solver, typename Scalar>
|
||||
Stats call_solver(Solver &solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX)
|
||||
{
|
||||
Stats stat;
|
||||
Matrix<Scalar, Dynamic, 1> x;
|
||||
BenchTimer timer;
|
||||
timer.reset();
|
||||
timer.start();
|
||||
solver.compute(A);
|
||||
if (solver.info() != Success)
|
||||
{
|
||||
stat.info = NumericalIssue;
|
||||
std::cerr << "Solver failed ... \n";
|
||||
return stat;
|
||||
}
|
||||
timer.stop();
|
||||
stat.compute_time = timer.value();
|
||||
|
||||
timer.reset();
|
||||
timer.start();
|
||||
x = solver.solve(b);
|
||||
if (solver.info() == NumericalIssue)
|
||||
{
|
||||
stat.info = NumericalIssue;
|
||||
std::cerr << "Solver failed ... \n";
|
||||
return stat;
|
||||
}
|
||||
|
||||
timer.stop();
|
||||
stat.solve_time = timer.value();
|
||||
stat.total_time = stat.solve_time + stat.compute_time;
|
||||
stat.memory_used = 0;
|
||||
// Verify the relative error
|
||||
if(refX.size() != 0)
|
||||
stat.rel_error = (refX - x).norm()/refX.norm();
|
||||
else
|
||||
{
|
||||
// Compute the relative residual norm
|
||||
Matrix<Scalar, Dynamic, 1> temp;
|
||||
temp = A * x;
|
||||
stat.rel_error = (b-temp).norm()/b.norm();
|
||||
}
|
||||
if ( stat.rel_error > test_precision<Scalar>() )
|
||||
{
|
||||
stat.info = NoConvergence;
|
||||
return stat;
|
||||
}
|
||||
else
|
||||
{
|
||||
stat.info = Success;
|
||||
return stat;
|
||||
}
|
||||
}
|
||||
|
||||
template<typename Solver, typename Scalar>
|
||||
Stats call_directsolver(Solver& solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX)
|
||||
{
|
||||
Stats stat;
|
||||
stat = call_solver(solver, A, b, refX);
|
||||
return stat;
|
||||
}
|
||||
|
||||
template<typename Solver, typename Scalar>
|
||||
Stats call_itersolver(Solver &solver, const typename Solver::MatrixType& A, const Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX)
|
||||
{
|
||||
Stats stat;
|
||||
solver.setTolerance(1e-10);
|
||||
stat = call_solver(solver, A, b, refX);
|
||||
stat.iterations = solver.iterations();
|
||||
return stat;
|
||||
}
|
||||
|
||||
inline void printStatItem(Stats *stat, int solver_id, int& best_time_id, double& best_time_val)
|
||||
{
|
||||
stat[solver_id].isavail = 1;
|
||||
|
||||
if (stat[solver_id].info == NumericalIssue)
|
||||
{
|
||||
cout << " SOLVER FAILED ... Probably a numerical issue \n";
|
||||
return;
|
||||
}
|
||||
if (stat[solver_id].info == NoConvergence){
|
||||
cout << "REL. ERROR " << stat[solver_id].rel_error;
|
||||
if(stat[solver_id].isIterative == 1)
|
||||
cout << " (" << stat[solver_id].iterations << ") \n";
|
||||
return;
|
||||
}
|
||||
|
||||
// Record the best CPU time
|
||||
if (!best_time_val)
|
||||
{
|
||||
best_time_val = stat[solver_id].total_time;
|
||||
best_time_id = solver_id;
|
||||
}
|
||||
else if (stat[solver_id].total_time < best_time_val)
|
||||
{
|
||||
best_time_val = stat[solver_id].total_time;
|
||||
best_time_id = solver_id;
|
||||
}
|
||||
// Print statistics to standard output
|
||||
if (stat[solver_id].info == Success){
|
||||
cout<< "COMPUTE TIME : " << stat[solver_id].compute_time<< " \n";
|
||||
cout<< "SOLVE TIME : " << stat[solver_id].solve_time<< " \n";
|
||||
cout<< "TOTAL TIME : " << stat[solver_id].total_time<< " \n";
|
||||
cout << "REL. ERROR : " << stat[solver_id].rel_error ;
|
||||
if(stat[solver_id].isIterative == 1) {
|
||||
cout << " (" << stat[solver_id].iterations << ") ";
|
||||
}
|
||||
cout << std::endl;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
/* Print the results from all solvers corresponding to a particular matrix
|
||||
* The best CPU time is printed in bold
|
||||
*/
|
||||
inline void printHtmlStatLine(Stats *stat, int best_time_id, string& statline)
|
||||
{
|
||||
|
||||
string markup;
|
||||
ostringstream compute,solve,total,error;
|
||||
for (int i = 0; i < EIGEN_ALL_SOLVERS; i++)
|
||||
{
|
||||
if (stat[i].isavail == 0) continue;
|
||||
if(i == best_time_id)
|
||||
markup = "<TD style=\"background-color:red\">";
|
||||
else
|
||||
markup = "<TD>";
|
||||
|
||||
if (stat[i].info == Success){
|
||||
compute << markup << stat[i].compute_time;
|
||||
solve << markup << stat[i].solve_time;
|
||||
total << markup << stat[i].total_time;
|
||||
error << " <TD> " << stat[i].rel_error;
|
||||
if(stat[i].isIterative == 1) {
|
||||
error << " (" << stat[i].iterations << ") ";
|
||||
}
|
||||
}
|
||||
else {
|
||||
compute << " <TD> -" ;
|
||||
solve << " <TD> -" ;
|
||||
total << " <TD> -" ;
|
||||
if(stat[i].info == NoConvergence){
|
||||
error << " <TD> "<< stat[i].rel_error ;
|
||||
if(stat[i].isIterative == 1)
|
||||
error << " (" << stat[i].iterations << ") ";
|
||||
}
|
||||
else error << " <TD> - ";
|
||||
}
|
||||
}
|
||||
|
||||
statline = "<TH>Compute Time " + compute.str() + "\n"
|
||||
+ "<TR><TH>Solve Time " + solve.str() + "\n"
|
||||
+ "<TR><TH>Total Time " + total.str() + "\n"
|
||||
+"<TR><TH>Error(Iter)" + error.str() + "\n";
|
||||
|
||||
}
|
||||
|
||||
template <typename Scalar>
|
||||
int SelectSolvers(const SparseMatrix<Scalar>&A, unsigned int sym, Matrix<Scalar, Dynamic, 1>& b, const Matrix<Scalar, Dynamic, 1>& refX, Stats *stat)
|
||||
{
|
||||
typedef SparseMatrix<Scalar, ColMajor> SpMat;
|
||||
// First, deal with Nonsymmetric and symmetric matrices
|
||||
int best_time_id = 0;
|
||||
double best_time_val = 0.0;
|
||||
//UMFPACK
|
||||
#ifdef EIGEN_UMFPACK_SUPPORT
|
||||
{
|
||||
cout << "Solving with UMFPACK LU ... \n";
|
||||
UmfPackLU<SpMat> solver;
|
||||
stat[EIGEN_UMFPACK] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat, EIGEN_UMFPACK, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
//SuperLU
|
||||
#ifdef EIGEN_SUPERLU_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with SUPERLU ... \n";
|
||||
SuperLU<SpMat> solver;
|
||||
stat[EIGEN_SUPERLU] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat, EIGEN_SUPERLU, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
// PaStix LU
|
||||
#ifdef EIGEN_PASTIX_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with PASTIX LU ... \n";
|
||||
PastixLU<SpMat> solver;
|
||||
stat[EIGEN_PASTIX] = call_directsolver(solver, A, b, refX) ;
|
||||
printStatItem(stat, EIGEN_PASTIX, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
//PARDISO LU
|
||||
#ifdef EIGEN_PARDISO_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with PARDISO LU ... \n";
|
||||
PardisoLU<SpMat> solver;
|
||||
stat[EIGEN_PARDISO] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat, EIGEN_PARDISO, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
|
||||
|
||||
//BiCGSTAB
|
||||
{
|
||||
cout << "\nSolving with BiCGSTAB ... \n";
|
||||
BiCGSTAB<SpMat> solver;
|
||||
stat[EIGEN_BICGSTAB] = call_itersolver(solver, A, b, refX);
|
||||
stat[EIGEN_BICGSTAB].isIterative = 1;
|
||||
printStatItem(stat, EIGEN_BICGSTAB, best_time_id, best_time_val);
|
||||
}
|
||||
//BiCGSTAB+ILUT
|
||||
{
|
||||
cout << "\nSolving with BiCGSTAB and ILUT ... \n";
|
||||
BiCGSTAB<SpMat, IncompleteLUT<Scalar> > solver;
|
||||
stat[EIGEN_BICGSTAB_ILUT] = call_itersolver(solver, A, b, refX);
|
||||
stat[EIGEN_BICGSTAB_ILUT].isIterative = 1;
|
||||
printStatItem(stat, EIGEN_BICGSTAB_ILUT, best_time_id, best_time_val);
|
||||
}
|
||||
|
||||
|
||||
//GMRES
|
||||
// {
|
||||
// cout << "\nSolving with GMRES ... \n";
|
||||
// GMRES<SpMat> solver;
|
||||
// stat[EIGEN_GMRES] = call_itersolver(solver, A, b, refX);
|
||||
// stat[EIGEN_GMRES].isIterative = 1;
|
||||
// printStatItem(stat, EIGEN_GMRES, best_time_id, best_time_val);
|
||||
// }
|
||||
//GMRES+ILUT
|
||||
{
|
||||
cout << "\nSolving with GMRES and ILUT ... \n";
|
||||
GMRES<SpMat, IncompleteLUT<Scalar> > solver;
|
||||
stat[EIGEN_GMRES_ILUT] = call_itersolver(solver, A, b, refX);
|
||||
stat[EIGEN_GMRES_ILUT].isIterative = 1;
|
||||
printStatItem(stat, EIGEN_GMRES_ILUT, best_time_id, best_time_val);
|
||||
}
|
||||
|
||||
// Symmetric and not necessarily positive-definites
|
||||
if ( (sym == Symmetric) || (sym == SPD) )
|
||||
{
|
||||
// Internal Cholesky
|
||||
{
|
||||
cout << "\nSolving with Simplicial LDLT ... \n";
|
||||
SimplicialLDLT<SpMat, Lower> solver;
|
||||
stat[EIGEN_SIMPLICIAL_LDLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat, EIGEN_SIMPLICIAL_LDLT, best_time_id, best_time_val);
|
||||
}
|
||||
|
||||
// CHOLMOD
|
||||
#ifdef EIGEN_CHOLMOD_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with CHOLMOD LDLT ... \n";
|
||||
CholmodDecomposition<SpMat, Lower> solver;
|
||||
solver.setMode(CholmodLDLt);
|
||||
stat[EIGEN_CHOLMOD_LDLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_CHOLMOD_LDLT, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
//PASTIX LLT
|
||||
#ifdef EIGEN_PASTIX_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with PASTIX LDLT ... \n";
|
||||
PastixLDLT<SpMat, Lower> solver;
|
||||
stat[EIGEN_PASTIX_LDLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_PASTIX_LDLT, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
//PARDISO LLT
|
||||
#ifdef EIGEN_PARDISO_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with PARDISO LDLT ... \n";
|
||||
PardisoLDLT<SpMat, Lower> solver;
|
||||
stat[EIGEN_PARDISO_LDLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_PARDISO_LDLT, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
}
|
||||
|
||||
// Now, symmetric POSITIVE DEFINITE matrices
|
||||
if (sym == SPD)
|
||||
{
|
||||
|
||||
//Internal Sparse Cholesky
|
||||
{
|
||||
cout << "\nSolving with SIMPLICIAL LLT ... \n";
|
||||
SimplicialLLT<SpMat, Lower> solver;
|
||||
stat[EIGEN_SIMPLICIAL_LLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_SIMPLICIAL_LLT, best_time_id, best_time_val);
|
||||
}
|
||||
|
||||
// CHOLMOD
|
||||
#ifdef EIGEN_CHOLMOD_SUPPORT
|
||||
{
|
||||
// CholMOD SuperNodal LLT
|
||||
cout << "\nSolving with CHOLMOD LLT (Supernodal)... \n";
|
||||
CholmodDecomposition<SpMat, Lower> solver;
|
||||
solver.setMode(CholmodSupernodalLLt);
|
||||
stat[EIGEN_CHOLMOD_SUPERNODAL_LLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_CHOLMOD_SUPERNODAL_LLT, best_time_id, best_time_val);
|
||||
// CholMod Simplicial LLT
|
||||
cout << "\nSolving with CHOLMOD LLT (Simplicial) ... \n";
|
||||
solver.setMode(CholmodSimplicialLLt);
|
||||
stat[EIGEN_CHOLMOD_SIMPLICIAL_LLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_CHOLMOD_SIMPLICIAL_LLT, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
//PASTIX LLT
|
||||
#ifdef EIGEN_PASTIX_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with PASTIX LLT ... \n";
|
||||
PastixLLT<SpMat, Lower> solver;
|
||||
stat[EIGEN_PASTIX_LLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_PASTIX_LLT, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
//PARDISO LLT
|
||||
#ifdef EIGEN_PARDISO_SUPPORT
|
||||
{
|
||||
cout << "\nSolving with PARDISO LLT ... \n";
|
||||
PardisoLLT<SpMat, Lower> solver;
|
||||
stat[EIGEN_PARDISO_LLT] = call_directsolver(solver, A, b, refX);
|
||||
printStatItem(stat,EIGEN_PARDISO_LLT, best_time_id, best_time_val);
|
||||
}
|
||||
#endif
|
||||
|
||||
// Internal CG
|
||||
{
|
||||
cout << "\nSolving with CG ... \n";
|
||||
ConjugateGradient<SpMat, Lower> solver;
|
||||
stat[EIGEN_CG] = call_itersolver(solver, A, b, refX);
|
||||
stat[EIGEN_CG].isIterative = 1;
|
||||
printStatItem(stat,EIGEN_CG, best_time_id, best_time_val);
|
||||
}
|
||||
//CG+IdentityPreconditioner
|
||||
// {
|
||||
// cout << "\nSolving with CG and IdentityPreconditioner ... \n";
|
||||
// ConjugateGradient<SpMat, Lower, IdentityPreconditioner> solver;
|
||||
// stat[EIGEN_CG_PRECOND] = call_itersolver(solver, A, b, refX);
|
||||
// stat[EIGEN_CG_PRECOND].isIterative = 1;
|
||||
// printStatItem(stat,EIGEN_CG_PRECOND, best_time_id, best_time_val);
|
||||
// }
|
||||
} // End SPD matrices
|
||||
|
||||
return best_time_id;
|
||||
}
|
||||
|
||||
/* Browse all the matrices available in the specified folder
|
||||
* and solve the associated linear system.
|
||||
* The results of each solve are printed in the standard output
|
||||
* and optionally in the provided html file
|
||||
*/
|
||||
template <typename Scalar>
|
||||
void Browse_Matrices(const string folder, bool statFileExists, std::string& statFile)
|
||||
{
|
||||
MatrixMarketIterator<Scalar> it(folder);
|
||||
Stats stat[EIGEN_ALL_SOLVERS];
|
||||
for ( ; it; ++it)
|
||||
{
|
||||
for (int i = 0; i < EIGEN_ALL_SOLVERS; i++)
|
||||
{
|
||||
stat[i].isavail = 0;
|
||||
stat[i].isIterative = 0;
|
||||
}
|
||||
|
||||
int best_time_id;
|
||||
cout<< "\n\n===================================================== \n";
|
||||
cout<< " ====== SOLVING WITH MATRIX " << it.matname() << " ====\n";
|
||||
cout<< " =================================================== \n\n";
|
||||
Matrix<Scalar, Dynamic, 1> refX;
|
||||
if(it.hasrefX()) refX = it.refX();
|
||||
best_time_id = SelectSolvers<Scalar>(it.matrix(), it.sym(), it.rhs(), refX, &stat[0]);
|
||||
|
||||
if(statFileExists)
|
||||
{
|
||||
string statline;
|
||||
printHtmlStatLine(&stat[0], best_time_id, statline);
|
||||
std::ofstream statbuf(statFile.c_str(), std::ios::app);
|
||||
statbuf << "<TR><TH rowspan=\"4\">" << it.matname() << " <TD rowspan=\"4\"> "
|
||||
<< it.matrix().rows() << " <TD rowspan=\"4\"> " << it.matrix().nonZeros()<< " "<< statline ;
|
||||
statbuf.close();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
bool get_options(int argc, char **args, string option, string* value=0)
|
||||
{
|
||||
int idx = 1, found=false;
|
||||
while (idx<argc && !found){
|
||||
if (option.compare(args[idx]) == 0){
|
||||
found = true;
|
||||
if(value) *value = args[idx+1];
|
||||
}
|
||||
idx+=2;
|
||||
}
|
||||
return found;
|
||||
}
|
||||
Reference in New Issue
Block a user