| // 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 --- | |
| // Both the product and the direct solve walk the right-hand side column by | |
| // column through the vec identity, so these cover the path where the per-column | |
| // vec-trick workspaces are reused instead of reallocated. | |
| 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 normalized once and 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); | |
| 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); | |
| 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); | |
| 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); | |
| 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); | |
| static void BM_KroneckerProductNonFiniteSparse(benchmark::State& state) { | |
| const Index n = state.range(0); | |
| SpMat A(n, n); | |
| for (Index i = 1; i < n; ++i) A.insert(i, i) = 2.0; | |
| Mat B = Mat::Identity(2, 2); | |
| B(0, 0) = NumTraits<double>::infinity(); | |
| auto K = makeKroneckerOperator(B, A); | |
| Vec x = Vec::Ones(2 * n), y = K * x; | |
| Vec expected = Vec::Constant(2 * n, 2.0); | |
| expected.head(n).setConstant(NumTraits<double>::infinity()); | |
| expected[0] = expected[n] = 0.0; // The empty sparse row annihilates Inf. | |
| if (!(y.array() == expected.array()).all()) { | |
| state.SkipWithError("non-finite product did not preserve structural zeros"); | |
| return; | |
| } | |
| for (auto _ : state) { | |
| y.noalias() = K * x; | |
| benchmark::DoNotOptimize(y.data()); | |
| } | |
| } | |
| BENCHMARK(BM_KroneckerProductNonFiniteSparse)->Arg(64)->Arg(128)->Arg(256)->Arg(512); |