qr.cpp

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/* =========================================================================
   Copyright (c) 2010-2016, Institute for Microelectronics,
                            Institute for Analysis and Scientific Computing,
                            TU Wien.
   Portions of this software are copyright by UChicago Argonne, LLC.

                            -----------------
                  ViennaCL - The Vienna Computing Library
                            -----------------

   Project Head:    Karl Rupp                   rupp@iue.tuwien.ac.at

   (A list of authors and contributors can be found in the PDF manual)

   License:         MIT (X11), see file LICENSE in the base directory
============================================================================= */

#define VIENNACL_WITH_UBLAS
#ifndef NDEBUG
 #define NDEBUG
#endif

#include <utility>
#include <iostream>
#include <fstream>
#include <string>
#include <cmath>
#include <algorithm>
#include <stdio.h>
#include <sys/time.h>
#include <time.h>

/*#include "viennacl/scalar.hpp"
#include "viennacl/matrix.hpp"
#include "viennacl/compressed_matrix.hpp"
#include "viennacl/linalg/cg.hpp"
#include "viennacl/linalg/prod.hpp"
#include "viennacl/linalg/inner_prod.hpp"
#include "viennacl/linalg/ilu.hpp"
#include "viennacl/linalg/norm_2.hpp"
#include "viennacl/io/matrix_market.hpp"*/
#include "viennacl/linalg/qr.hpp"
#include "boost/numeric/ublas/vector.hpp"
#include "boost/numeric/ublas/matrix.hpp"
#include "boost/numeric/ublas/io.hpp"


//typedef viennacl::compressed_matrix<float> SparseMatrix;
using namespace boost::numeric::ublas;
//using namespace viennacl::linalg;


int main (int argc, const char * argv[])
{
    typedef float               ScalarType;
    typedef boost::numeric::ublas::matrix<ScalarType, boost::numeric::ublas::column_major>        MatrixType;
    typedef boost::numeric::ublas::vector<ScalarType>                   VectorType;

    viennacl::tools::timer timer;
    double elapsed;

    std::size_t rows = 1800;
    std::size_t cols = 1800;
    double num_ops_qr = 2.0 * cols * cols * (rows - cols/3.0);
    double num_ops_recovery = 4.0 * (rows*rows*cols - rows*cols*cols + cols*cols*cols);

    MatrixType A(rows, cols);
    MatrixType Q(rows, rows);
    MatrixType R(rows, cols);

    for (std::size_t i=0; i<rows; ++i)
    {
      for (std::size_t j=0; j<cols; ++j)
      {
        A(i,j) = 1.0 + (i + 1)*(j+1);
        R(i,j) = 0.0;
      }
      for (std::size_t j=0; j<rows; ++j)
      {
        Q(i,j) = 0.0;
      }
    }

    //std::cout << "A: " << A << std::endl;
    timer.start();
    std::vector<ScalarType> betas = viennacl::linalg::block_qr(A);
    //std::vector<ScalarType> betas = viennacl::linalg::qr(A);
    elapsed = timer.get();
    std::cout << "Time for QR on CPU: " << elapsed << std::endl;
    std::cout << "Estimated GFLOPs: " << 2e-9 * num_ops_qr/ elapsed << std::endl;


    //std::cout << "Inplace QR-factored A: " << A << std::endl;

    timer.start();
    viennacl::linalg::recoverQ(A, betas, Q, R);
    elapsed = timer.get();
    std::cout << "Time for Q-recovery on CPU: " << elapsed << std::endl;
    std::cout << "Estimated GFLOPs: " << 2e-9 * num_ops_recovery / elapsed << std::endl;

    /*std::cout << "R after recovery: " << R << std::endl;
    std::cout << "Q after recovery: " << Q << std::endl;
    std::cout << "Q*Q^T: " << prod(Q, trans(Q)) << std::endl;

    std::cout << "Q * R: " << prod(Q, R) << std::endl;*/

    return EXIT_SUCCESS;
}