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Benchmark for the main resolution steps
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@aescande
aescande committed Jul 16, 2024
1 parent 4b94661 commit e6a1435
Showing 1 changed file with 137 additions and 2 deletions.
139 changes: 137 additions & 2 deletions benchmarks/SolverPreDecomposition.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -59,8 +59,11 @@ class ProblemFixture : public ::benchmark::Fixture
};

using test0 = ProblemFixture<1000, 0>;
using test30 = ProblemFixture<1000, 30>;
using test50 = ProblemFixture<1000, 50>;
using test65 = ProblemFixture<1000, 65>;

#if 0
BENCHMARK_DEFINE_F(test0, LLT_INTERNAL)(benchmark::State & st)
{
for(auto _ : st)
Expand Down Expand Up @@ -103,6 +106,7 @@ BENCHMARK_DEFINE_F(test0, LLT_PREALLOC)(benchmark::State & st)
}
}
BENCHMARK_REGISTER_F(test0, LLT_PREALLOC)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10);
#endif \\0

#define BENCH_DECOMP(fixture) \
BENCHMARK_DEFINE_F(fixture, NO_PRE_DECOMP)(benchmark::State & st) \
Expand Down Expand Up @@ -174,7 +178,138 @@ BENCHMARK_REGISTER_F(test0, LLT_PREALLOC)->Unit(benchmark::kMicrosecond)->DenseR
} \
BENCHMARK_REGISTER_F(fixture, DECOMP_TINV)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10);

BENCH_DECOMP(test0)
BENCH_DECOMP(test50)
#define BENCH_FULL_DECOMP(fixture) \
BENCHMARK_DEFINE_F(fixture, FULL_DECOMP_0)(benchmark::State & st) \
{ \
int n = static_cast<int>(st.range(0)); \
int neq = fixture::nEq(n); \
GoldfarbIdnaniSolver solver(n, neq, false); \
MatrixXd J(n, n); \
Eigen::VectorXd tmp(n); \
Eigen::MatrixXd B(n, neq); \
Eigen::HouseholderQR<Eigen::MatrixXd> qr(n, neq); \
\
for(auto _ : st) \
{ \
auto & pb = getGIPb(); \
Eigen::internal::llt_inplace<double, Eigen::Lower>::blocked(pb.G); \
} \
} \
BENCHMARK_REGISTER_F(fixture, FULL_DECOMP_0)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10); \
BENCHMARK_DEFINE_F(fixture, FULL_DECOMP_1)(benchmark::State & st) \
{ \
int n = static_cast<int>(st.range(0)); \
int neq = fixture::nEq(n); \
GoldfarbIdnaniSolver solver(n, neq, false); \
MatrixXd J(n, n); \
Eigen::VectorXd tmp(n); \
Eigen::MatrixXd B(n, neq); \
Eigen::HouseholderQR<Eigen::MatrixXd> qr(n, neq); \
\
for(auto _ : st) \
{ \
auto & pb = getGIPb(); \
Eigen::internal::llt_inplace<double, Eigen::Lower>::blocked(pb.G); \
auto L = pb.G.template triangularView<Eigen::Lower>(); \
J.setIdentity(); \
L.transpose().solveInPlace(J); \
} \
} \
BENCHMARK_REGISTER_F(fixture, FULL_DECOMP_1)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10); \
BENCHMARK_DEFINE_F(fixture, FULL_DECOMP_2)(benchmark::State & st) \
{ \
int n = static_cast<int>(st.range(0)); \
int neq = fixture::nEq(n); \
GoldfarbIdnaniSolver solver(n, neq, false); \
MatrixXd J(n, n); \
Eigen::VectorXd tmp(n); \
Eigen::MatrixXd B(n, neq); \
Eigen::HouseholderQR<Eigen::MatrixXd> qr(n, neq); \
\
for(auto _ : st) \
{ \
auto & pb = getGIPb(); \
Eigen::internal::llt_inplace<double, Eigen::Lower>::blocked(pb.G); \
auto L = pb.G.template triangularView<Eigen::Lower>(); \
J.setIdentity(); \
L.transpose().solveInPlace(J); \
B.noalias() = J.template triangularView<Eigen::Upper>().transpose() * pb.C.leftCols(neq); \
} \
} \
BENCHMARK_REGISTER_F(fixture, FULL_DECOMP_2)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10); \
BENCHMARK_DEFINE_F(fixture, FULL_DECOMP_3)(benchmark::State & st) \
{ \
int n = static_cast<int>(st.range(0)); \
int neq = fixture::nEq(n); \
GoldfarbIdnaniSolver solver(n, neq, false); \
MatrixXd J(n, n); \
Eigen::VectorXd tmp(n); \
Eigen::MatrixXd B(n, neq); \
Eigen::HouseholderQR<Eigen::MatrixXd> qr(n, neq); \
\
for(auto _ : st) \
{ \
auto & pb = getGIPb(); \
Eigen::internal::llt_inplace<double, Eigen::Lower>::blocked(pb.G); \
auto L = pb.G.template triangularView<Eigen::Lower>(); \
J.setIdentity(); \
L.transpose().solveInPlace(J); \
B.noalias() = J.template triangularView<Eigen::Upper>().transpose() * pb.C.leftCols(neq); \
qr.compute(B); \
} \
} \
BENCHMARK_REGISTER_F(fixture, FULL_DECOMP_3)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10); \
BENCHMARK_DEFINE_F(fixture, FULL_DECOMP_4)(benchmark::State & st) \
{ \
int n = static_cast<int>(st.range(0)); \
int neq = fixture::nEq(n); \
GoldfarbIdnaniSolver solver(n, neq, false); \
MatrixXd J(n, n); \
Eigen::VectorXd tmp(n); \
Eigen::MatrixXd B(n, neq); \
Eigen::HouseholderQR<Eigen::MatrixXd> qr(n, neq); \
\
for(auto _ : st) \
{ \
auto & pb = getGIPb(); \
Eigen::internal::llt_inplace<double, Eigen::Lower>::blocked(pb.G); \
auto L = pb.G.template triangularView<Eigen::Lower>(); \
J.setIdentity(); \
L.transpose().solveInPlace(J); \
B.noalias() = J.template triangularView<Eigen::Upper>().transpose() * pb.C.leftCols(neq); \
qr.compute(B); \
qr.householderQ().applyThisOnTheRight(J, tmp); \
} \
} \
BENCHMARK_REGISTER_F(fixture, FULL_DECOMP_4)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10); \
BENCHMARK_DEFINE_F(fixture, FULL_DECOMP_VAR)(benchmark::State & st) \
{ \
int n = static_cast<int>(st.range(0)); \
int neq = fixture::nEq(n); \
GoldfarbIdnaniSolver solver(n, neq, false); \
MatrixXd J(n, n); \
Eigen::VectorXd tmp(n); \
Eigen::MatrixXd B(n, neq); \
Eigen::HouseholderQR<Eigen::MatrixXd> qr(n, neq); \
\
for(auto _ : st) \
{ \
auto & pb = getGIPb(); \
Eigen::internal::llt_inplace<double, Eigen::Lower>::blocked(pb.G); \
auto L = pb.G.template triangularView<Eigen::Lower>(); \
J.setIdentity(); \
L.solveInPlace(J); \
B.noalias() = J.template triangularView<Eigen::Lower>() * pb.C.leftCols(neq); \
qr.compute(B); \
qr.householderQ().applyThisOnTheLeft(J, tmp); \
} \
} \
BENCHMARK_REGISTER_F(fixture, FULL_DECOMP_VAR)->Unit(benchmark::kMicrosecond)->DenseRange(10, 100, 10);

//BENCH_DECOMP(test0)
//BENCH_DECOMP(test50)

BENCH_FULL_DECOMP(test30)
BENCH_FULL_DECOMP(test65)

BENCHMARK_MAIN();

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