#include <iostream> #include <stdlib.h> #include <cmath> #include <boost/numeric/ublas/vector.hpp> #include <boost/numeric/ublas/matrix.hpp> #include <boost/numeric/ublas/matrix_sparse.hpp> #include <boost/numeric/ublas/triangular.hpp> #include <boost/numeric/ublas/io.hpp> #include <boost/timer/timer.hpp> namespace ublas = boost::numeric::ublas; template<class mat, class vec> double diff(const mat& A, const vec& x, const vec& b) { vec temp(prod(A, x) - b); double result = 0; for (typename vec::size_type i=0; i<temp.size(); ++i) { result += temp(i)*temp(i); } return std::sqrt(result); } template<class mat, class vec> double diff(const vec& x, const mat& A, const vec& b) { return diff(trans(A), x, b); } namespace ublas = boost::numeric::ublas; int main() { const int n=7000; #if 1 ublas::compressed_matrix<double, ublas::row_major> mat_row_upp(n, n); ublas::compressed_matrix<double, ublas::column_major> mat_col_upp(n, n); ublas::compressed_matrix<double, ublas::row_major> mat_row_low(n, n); ublas::compressed_matrix<double, ublas::column_major> mat_col_low(n, n); #else ublas::matrix<double, ublas::row_major> mat_row_upp(n, n, 0); ublas::matrix<double, ublas::column_major> mat_col_upp(n, n, 0); ublas::matrix<double, ublas::row_major> mat_row_low(n, n, 0); ublas::matrix<double, ublas::column_major> mat_col_low(n, n, 0); #endif ublas::vector<double> b(n, 1); std::cerr << "Constructing..." << std::endl; for (int i=0; i<n; ++i) { b(i) = std::rand() % 10; double main = -10 + std::rand() % 20 ; if (main == 0) main+=1; double side = -10 + std::rand() % 20 ; if (i-1>=0) { mat_row_low(i, i-1) = side; } mat_row_low(i, i) = main; mat_col_low(i, i) = main; if (i+1<n) { mat_col_low(i+1, i) = side; } mat_row_upp(i, i) = main; if (i+1<n) { mat_row_upp(i, i+1) = side; } if (i-1>=0) { mat_col_upp(i-1, i) = side; } mat_col_upp(i, i) = main; } std::cerr << "Starting..." << std::endl; { boost::timer::auto_cpu_timer t(std::cerr, "col_low x: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(mat_col_low, x, ublas::lower_tag()); std::cerr << "delta: " << diff(mat_col_low, x, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "row_low x: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(mat_row_low, x, ublas::lower_tag()); std::cerr << "delta: " << diff(mat_row_low, x, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "col_upp x: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(mat_col_upp, x, ublas::upper_tag()); std::cerr << "delta: " << diff(mat_col_upp, x, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "row_upp x: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(mat_row_upp, x, ublas::upper_tag()); std::cerr << "delta: " << diff(mat_row_upp, x, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "x col_low: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(x, mat_col_low, ublas::lower_tag()); std::cerr << "delta: " << diff(x, mat_col_low, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "x row_low: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(x, mat_row_low, ublas::lower_tag()); std::cerr << "delta: " << diff(x, mat_row_low, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "x col_upp: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(x, mat_col_upp, ublas::upper_tag()); std::cerr << "delta: " << diff(x, mat_col_upp, b) << "\n"; } { boost::timer::auto_cpu_timer t(std::cerr, "x row_upp: %t sec CPU, %w sec real\n"); ublas::vector<double> x(b); ublas::inplace_solve(x, mat_row_upp, ublas::upper_tag()); std::cerr << "delta: " << diff(x, mat_row_upp, b) << "\n"; } }