unsupported/bench/bench_svd.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/

// Bench to compare the efficiency of SVD algorithms

#include <iostream>
#include <bench/BenchTimer.h>
#include <unsupported/Eigen/SVD>

using namespace Eigen;
using namespace std;

// number of computations of each algorithm before the print of the time
#ifndef REPEAT
#define REPEAT 10
#endif

// number of tests of the same type
#ifndef NUMBER_SAMPLE
#define NUMBER_SAMPLE 2
#endif

template <typename MatrixType>
void bench_svd(const MatrixType& a = MatrixType()) {
  MatrixType m = MatrixType::Random(a.rows(), a.cols());
  BenchTimer timerJacobi;
  BenchTimer timerBDC;
  timerJacobi.reset();
  timerBDC.reset();

  cout << " Only compute Singular Values" << endl;
  for (int k = 1; k <= NUMBER_SAMPLE; ++k) {
    timerBDC.start();
    for (int i = 0; i < REPEAT; ++i) {
      BDCSVD<MatrixType> bdc_matrix(m);
    }
    timerBDC.stop();

    timerJacobi.start();
    for (int i = 0; i < REPEAT; ++i) {
      JacobiSVD<MatrixType> jacobi_matrix(m);
    }
    timerJacobi.stop();

    cout << "Sample " << k << " : " << REPEAT << " computations :  Jacobi : " << fixed << timerJacobi.value() << "s ";
    cout << " || "
         << " BDC : " << timerBDC.value() << "s " << endl
         << endl;

    if (timerBDC.value() >= timerJacobi.value())
      cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi" << endl;
    else
      cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi" << endl;
  }
  cout << "       =================" << endl;
  std::cout << std::endl;
  timerJacobi.reset();
  timerBDC.reset();
  cout << " Computes rotation matrix" << endl;
  for (int k = 1; k <= NUMBER_SAMPLE; ++k) {
    timerBDC.start();
    for (int i = 0; i < REPEAT; ++i) {
      BDCSVD<MatrixType> bdc_matrix(m, ComputeFullU | ComputeFullV);
    }
    timerBDC.stop();

    timerJacobi.start();
    for (int i = 0; i < REPEAT; ++i) {
      JacobiSVD<MatrixType> jacobi_matrix(m, ComputeFullU | ComputeFullV);
    }
    timerJacobi.stop();

    cout << "Sample " << k << " : " << REPEAT << " computations :  Jacobi : " << fixed << timerJacobi.value() << "s ";
    cout << " || "
         << " BDC : " << timerBDC.value() << "s " << endl
         << endl;

    if (timerBDC.value() >= timerJacobi.value())
      cout << "KO : BDC is " << timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi" << endl;
    else
      cout << "OK : BDC is " << timerJacobi.value() / timerBDC.value() << "  times faster than Jacobi" << endl;
  }
  std::cout << std::endl;
}

int main(int argc, char* argv[]) {
  std::cout << std::endl;

  std::cout << "On a (Dynamic, Dynamic) (6, 6) Matrix" << std::endl;
  bench_svd<Matrix<double, Dynamic, Dynamic> >(Matrix<double, Dynamic, Dynamic>(6, 6));

  std::cout << "On a (Dynamic, Dynamic) (32, 32) Matrix" << std::endl;
  bench_svd<Matrix<double, Dynamic, Dynamic> >(Matrix<double, Dynamic, Dynamic>(32, 32));

  // std::cout<<"On a (Dynamic, Dynamic) (128, 128) Matrix" <<std::endl;
  // bench_svd<Matrix<double,Dynamic,Dynamic> >(Matrix<double,Dynamic,Dynamic>(128, 128));

  std::cout << "On a (Dynamic, Dynamic) (160, 160) Matrix" << std::endl;
  bench_svd<Matrix<double, Dynamic, Dynamic> >(Matrix<double, Dynamic, Dynamic>(160, 160));

  std::cout << "--------------------------------------------------------------------" << std::endl;
}