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// Benchmarks for the implicit Kronecker operator: applying and solving with
// A (x) B through the vec identity (A (x) B) vec(X) = vec(B X A^T) [Van Loan
// 2000] against materializing the dense Kronecker product. With n x n factors
// the implicit product costs O(n^3) and touches O(n^2) memory, while the dense
// operator costs O(n^4) to apply (plus O(n^4) to form and store); the direct
// solve factors two n x n matrices instead of one n^2 x n^2 matrix.
// SPDX-FileCopyrightText: The Eigen Authors
// SPDX-License-Identifier: MPL-2.0
#include <benchmark/benchmark.h>
#include <Eigen/Core>
#include <Eigen/LU>
#include <contrib/Eigen/StructuredMatrices>
using namespace Eigen;
typedef Matrix<double, Dynamic, 1> Vec;
typedef Matrix<double, Dynamic, Dynamic> Mat;
typedef DiagonalMatrix<double, Dynamic> Diag;
// --- Matrix-vector product y = (A (x) B) * x, n x n factors ---
static void BM_KroneckerProductImplicit(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n), B = Mat::Random(n, n);
KroneckerOperator<Mat, Mat> K(A, B);
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductImplicit)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
static void BM_KroneckerProductDense(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n), B = Mat::Random(n, n);
Mat dense = KroneckerOperator<Mat, Mat>(A, B); // materialized once, outside the loop
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = dense * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductDense)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
// Forming the dense Kronecker product: the up-front cost (and O(n^4) storage)
// the implicit operator avoids entirely.
static void BM_KroneckerMaterializeDense(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n), B = Mat::Random(n, n);
KroneckerOperator<Mat, Mat> K(A, B);
Mat dense(n * n, n * n);
for (auto _ : state) {
dense = K;
benchmark::DoNotOptimize(dense.data());
}
}
BENCHMARK(BM_KroneckerMaterializeDense)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
// --- Multiple right-hand sides ---
// The product and the direct solve apply the factors to cache-sized batches of
// right-hand sides (see bench_structured_kronecker_batched for the sweep over
// the number of right-hand sides).
static void BM_KroneckerProductImplicitMultiRhs(benchmark::State& state) {
const Index n = state.range(0), nrhs = state.range(1);
Mat A = Mat::Random(n, n), B = Mat::Random(n, n);
KroneckerOperator<Mat, Mat> K(A, B);
Mat X = Mat::Random(n * n, nrhs), Y(n * n, nrhs);
for (auto _ : state) {
Y.noalias() = K * X;
benchmark::DoNotOptimize(Y.data());
}
}
BENCHMARK(BM_KroneckerProductImplicitMultiRhs)->ArgsProduct({{8, 16, 32}, {8, 64}});
static void BM_KroneckerSolveImplicitMultiRhs(benchmark::State& state) {
const Index n = state.range(0), nrhs = state.range(1);
Mat A = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
Mat B = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
KroneckerOperator<Mat, Mat> K(A, B);
Mat rhs = Mat::Random(n * n, nrhs), X(n * n, nrhs);
for (auto _ : state) {
X = K.solve(rhs);
benchmark::DoNotOptimize(X.data());
}
}
BENCHMARK(BM_KroneckerSolveImplicitMultiRhs)->ArgsProduct({{8, 16, 32}, {8, 64}});
// --- Identity and diagonal factors ---
// The I (x) A and A (x) I operators of finite-difference discretizations. With
// the identity stored as a dense factor the vec trick still pays a full GEMM
// for the identity side; stored as a DiagonalMatrix (unit diagonal) that side
// degenerates to a diagonal scaling, leaving one GEMM of the other factor.
static void BM_KroneckerProductIdentityLeftDense(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n), Id = Mat::Identity(n, n);
KroneckerOperator<Mat, Mat> K(Id, A); // I_n (x) A, identity as a dense factor
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityLeftDense)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
static void BM_KroneckerProductIdentityLeftDiag(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n);
KroneckerOperator<Diag, Mat> K(Vec::Ones(n).asDiagonal(), A); // I_n (x) A, diagonal identity
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityLeftDiag)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
static void BM_KroneckerProductIdentityRightDense(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n), Id = Mat::Identity(n, n);
KroneckerOperator<Mat, Mat> K(A, Id); // A (x) I_n, identity as a dense factor
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityRightDense)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
static void BM_KroneckerProductIdentityRightDiag(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n);
KroneckerOperator<Mat, Diag> K(A, Vec::Ones(n).asDiagonal()); // A (x) I_n, diagonal identity
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityRightDiag)->Arg(8)->Arg(16)->Arg(32)->Arg(64);
// Solving (D (x) B) x = b: a densely stored diagonal factor costs a full LU
// per solve call; the DiagonalMatrix factor is divided entrywise, leaving the
// single LU of the dense factor.
static void BM_KroneckerSolveDiagFactorDense(benchmark::State& state) {
const Index n = state.range(0);
Vec d = Vec::Random(n) + Vec::Constant(n, 2.0);
Mat Dd = d.asDiagonal();
Mat B = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
KroneckerOperator<Mat, Mat> K(Dd, B);
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
x = K.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveDiagFactorDense)->Arg(8)->Arg(16)->Arg(32);
static void BM_KroneckerSolveDiagFactorDiag(benchmark::State& state) {
const Index n = state.range(0);
Vec d = Vec::Random(n) + Vec::Constant(n, 2.0);
Mat B = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
KroneckerOperator<Diag, Mat> K(d.asDiagonal(), B);
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
x = K.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveDiagFactorDiag)->Arg(8)->Arg(16)->Arg(32);
// --- Direct solve (A (x) B) x = b, n x n invertible factors ---
// The dense product is materialized once outside the timed loop. Each iteration
// then factorizes two n x n matrices for the implicit operator, versus one
// n^2 x n^2 matrix for the dense baseline.
static void BM_KroneckerSolveImplicit(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
Mat B = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
KroneckerOperator<Mat, Mat> K(A, B);
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
x = K.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveImplicit)->Arg(8)->Arg(16)->Arg(32);
static void BM_KroneckerSolveDense(benchmark::State& state) {
const Index n = state.range(0);
Mat A = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
Mat B = Mat::Random(n, n) + 2.0 * double(n) * Mat::Identity(n, n);
Mat dense = KroneckerOperator<Mat, Mat>(A, B); // materialized once, outside the loop
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
x = dense.partialPivLu().solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveDense)->Arg(8)->Arg(16)->Arg(32);
// ---- Sparse factors -----------------------------------------------------------
// I_n (x) A and A (x) I_n for a tridiagonal sparse A of order n: the
// sparse-factor operator against the materialized sparse Kronecker product, for
// the matrix-vector product and the one-shot direct solve (SparseLU per call).
using SpMat = SparseMatrix<double>;
static SpMat tridiagonal(Index n) {
SpMat A(n, n);
A.reserve(VectorXi::Constant(n, 3));
for (Index j = 0; j < n; ++j) {
if (j > 0) A.insert(j - 1, j) = -1.0;
A.insert(j, j) = 2.0;
if (j + 1 < n) A.insert(j + 1, j) = -1.0;
}
A.makeCompressed();
return A;
}
static void BM_KroneckerProductIdentityLeftSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(Vec::Ones(n).asDiagonal(), A);
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityLeftSparse)->Arg(64)->Arg(128)->Arg(256)->Arg(512)->Arg(1024);
static void BM_KroneckerProductIdentityLeftSparseMaterialized(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
SpMat K;
K = makeKroneckerOperator(Vec::Ones(n).asDiagonal(), A); // materialized once, outside the loop
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityLeftSparseMaterialized)->Arg(64)->Arg(128)->Arg(256)->Arg(512)->Arg(1024);
static void BM_KroneckerProductIdentityRightSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(A, Vec::Ones(n).asDiagonal());
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityRightSparse)->Arg(64)->Arg(128)->Arg(256)->Arg(512)->Arg(1024);
static void BM_KroneckerProductIdentityRightSparseMaterialized(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
SpMat K;
K = makeKroneckerOperator(A, Vec::Ones(n).asDiagonal());
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityRightSparseMaterialized)->Arg(64)->Arg(128)->Arg(256)->Arg(512)->Arg(1024);
static void BM_KroneckerMaterializeSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(Vec::Ones(n).asDiagonal(), A);
SpMat M;
for (auto _ : state) {
M = K;
benchmark::DoNotOptimize(M.valuePtr());
}
}
BENCHMARK(BM_KroneckerMaterializeSparse)->Arg(64)->Arg(128)->Arg(256)->Arg(512);
static void BM_KroneckerSolveIdentityLeftSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(Vec::Ones(n).asDiagonal(), A);
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
x = K.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveIdentityLeftSparse)->Arg(64)->Arg(128)->Arg(256);
static void BM_KroneckerSolveIdentityLeftSparseMaterialized(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
SpMat K;
K = makeKroneckerOperator(Vec::Ones(n).asDiagonal(), A);
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
SparseLU<SpMat> lu(K);
x = lu.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveIdentityLeftSparseMaterialized)->Arg(64)->Arg(128)->Arg(256);
static void BM_KroneckerSolveIdentityRightSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(A, Vec::Ones(n).asDiagonal());
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
x = K.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveIdentityRightSparse)->Arg(64)->Arg(128)->Arg(256);
static void BM_KroneckerSolveIdentityRightSparseMaterialized(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
SpMat K;
K = makeKroneckerOperator(A, Vec::Ones(n).asDiagonal());
Vec b = Vec::Random(n * n), x(n * n);
for (auto _ : state) {
SparseLU<SpMat> lu(K);
x = lu.solve(b);
benchmark::DoNotOptimize(x.data());
}
}
BENCHMARK(BM_KroneckerSolveIdentityRightSparseMaterialized)->Arg(64)->Arg(128)->Arg(256);
// I_n (x) A and A (x) I_n with the identity passed as Identity(): its side of
// the product is skipped, so a single right-hand side costs one sparse-dense
// product over x reshaped in place -- the work of the materialized product
// without storing it. The unit-diagonal cases above pay one diagonal scaling
// and one temporary on top.
static void BM_KroneckerProductIdentityFactorLeftSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(Mat::Identity(n, n), A);
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityFactorLeftSparse)->Arg(64)->Arg(128)->Arg(256)->Arg(512)->Arg(1024);
static void BM_KroneckerProductIdentityFactorRightSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(A, Mat::Identity(n, n));
Vec x = Vec::Random(n * n), y(n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductIdentityFactorRightSparse)->Arg(64)->Arg(128)->Arg(256)->Arg(512)->Arg(1024);
// The middle term I_n (x) A (x) I_n of a 3-D finite-difference operator on an
// n^3 grid: nested Kronecker factors against the materialized sparse product.
static void BM_KroneckerProductNestedSandwichSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(Mat::Identity(n, n), A, Mat::Identity(n, n));
Vec x = Vec::Random(n * n * n), y(n * n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductNestedSandwichSparse)->Arg(16)->Arg(32)->Arg(64)->Arg(128);
static void BM_KroneckerProductNestedSandwichSparseMaterialized(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
SpMat K;
K = makeKroneckerOperator(Mat::Identity(n, n), A, Mat::Identity(n, n));
Vec x = Vec::Random(n * n * n), y(n * n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductNestedSandwichSparseMaterialized)->Arg(16)->Arg(32)->Arg(64)->Arg(128);
// The same operator nested to the left, (I_n (x) A) (x) I_n, which applies the
// nested factor from the right.
static void BM_KroneckerProductLeftNestedSandwichSparse(benchmark::State& state) {
const Index n = state.range(0);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(makeKroneckerOperator(Mat::Identity(n, n), A), Mat::Identity(n, n));
Vec x = Vec::Random(n * n * n), y(n * n * n);
for (auto _ : state) {
y.noalias() = K * x;
benchmark::DoNotOptimize(y.data());
}
}
BENCHMARK(BM_KroneckerProductLeftNestedSandwichSparse)->Arg(16)->Arg(32)->Arg(64)->Arg(128);
// (A (x) A) (x) A on r right-hand sides, no identity factor.
static void BM_KroneckerProductLeftNestedSparse(benchmark::State& state) {
const Index n = state.range(0), r = state.range(1);
SpMat A = tridiagonal(n);
auto K = makeKroneckerOperator(makeKroneckerOperator(A, A), A);
Mat X = Mat::Random(n * n * n, r), Y(n * n * n, r);
for (auto _ : state) {
Y.noalias() = K * X;
benchmark::DoNotOptimize(Y.data());
}
}
BENCHMARK(BM_KroneckerProductLeftNestedSparse)->ArgsProduct({{16, 32, 64}, {1, 8}});