为什么我的Eigen代码没有使用更多线程进行扩展

时间:2018-04-24 23:43:08

标签: c++ matrix sparse-matrix eigen

我有一个特征/ C ++代码,其目的是执行行主稀疏密集和密集主要稀疏矩阵乘法both of which are multithreaded in Eigen

然而,我发现只有行主要稀疏 - 密集乘法是缩放,而不是密集col主稀疏乘法。为什么是这样?下面是代码和时间。

/*timer function*/
double getHighResolutionTime(void) {
struct timeval tod;
gettimeofday(&tod, NULL);
double time_seconds = (double) tod.tv_sec + ((double) tod.tv_usec / 1000000.0);
return time_seconds;
}

...

//define Col Major Sparse
Map<SparseMatrix<double,ColMajor> > gcol (m, n, nz, jc_int, ir_int, pr);

//define the same matrix but Row Major
Map<SparseMatrix<double,RowMajor> > grow (m, n, nz, jc_int, ir_int, pr);

//define dense matrix
Map<MatrixXd> G (PR1, M, N );

//define result
Map<MatrixXd> result (PR2, M, N);

//row major sparse - dense product
double tic=getHighResolutionTime();
result=grow*G;
double toc=getHighResolutionTime();
printf("\nsparse-dense time: %f seconds", (toc - tic));

//dense - col major sparse product
tic=getHighResolutionTime();
result=G*gcol;
toc=getHighResolutionTime();
printf("\ndense-sparse time: %f seconds\n", (toc - tic));

使用1,2,4,8和16个线程(在16核机器上)的输出和时序。只有稀疏密集的鳞片,不是密集稀疏的。

Using 1 threads...
sparse-dense time: 5.184886 seconds
dense-sparse time: 3.278560 seconds

Using 2 threads...
sparse-dense time: 2.808550 seconds
dense-sparse time: 3.275191 seconds

Using 4 threads...
sparse-dense time: 1.589596 seconds
dense-sparse time: 3.278983 seconds

Using 8 threads...
sparse-dense time: 1.005600 seconds
dense-sparse time: 3.279466 seconds

Using 16 threads...
sparse-dense time: 0.736803 seconds
dense-sparse time: 3.278893 seconds

附加信息:矩阵是7000x7000随机,真实和双重。稀疏矩阵是随机的,密度为1%。两次乘法的数值结果都是正确的。我正在使用以下标志进行编译:

-fomit-frame-pointer -O3 -DNDEBUG -fopenmp -march=native -fPIC

编辑:

ggael的答案很有效。以下是新的缩放:

Using 1 threads...
sparse-dense time: 5.070809 seconds
dense-sparse time: 3.270347 seconds

Using 2 threads...
sparse-dense time: 2.786790 seconds
dense-sparse time: 2.070378 seconds

Using 4 threads...
sparse-dense time: 1.580925 seconds
dense-sparse time: 1.243466 seconds

Using 8 threads...
sparse-dense time: 1.000152 seconds
dense-sparse time: 0.887953 seconds

Using 16 threads...
sparse-dense time: 0.898228 seconds
dense-sparse time: 0.909603 seconds

1 个答案:

答案 0 :(得分:1)

你需要Eigen的头部(参见相应的commit)。