add some basic linalg benchmarks

fix stan installation as a third party lib
shogun-toolbox · May 25, 2018 · af2ea4c · af2ea4c
1 parent 2afac83
commit af2ea4c
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Showing 4 changed files with 136 additions and 8 deletions.
diff --git a/cmake/external/StanMath.cmake b/cmake/external/StanMath.cmake
@@ -1,9 +1,9 @@
 set(STAN_STABLE_RELEASE 4b1a10bc877d941bbe0a12c198526807be27167a)
 
 set(STAN_INCLUDE_DIR_STAN_MATH ${CMAKE_BINARY_DIR}/StanMath/src/StanMath)
-set(STAN_INCLUDE_DIR_BOOST ${CMAKE_BINARY_DIR}/StanMath/src/StanMath/lib/boost_1.64.0)
-set(STAN_INCLUDE_DIR_CVODES ${CMAKE_BINARY_DIR}/StanMath/src/StanMath/lib/cvodes_2.9.0/include)
-set(STAN_INCLUDE_DIR_EIGEN ${CMAKE_BINARY_DIR}/StanMath/src/StanMath/lib/eigen_3.3.3)
+set(STAN_INCLUDE_DIR_BOOST ${STAN_INCLUDE_DIR_STAN_MATH}/lib/boost_1.64.0)
+set(STAN_INCLUDE_DIR_CVODES ${STAN_INCLUDE_DIR_STAN_MATH}/lib/cvodes_2.9.0/include)
+set(STAN_INCLUDE_DIR_EIGEN ${STAN_INCLUDE_DIR_STAN_MATH}/lib/eigen_3.3.3)
 
 include(ExternalProject)
 ExternalProject_Add(
@@ -14,7 +14,10 @@ ExternalProject_Add(
 	GIT_TAG ${STAN_STABLE_RELEASE}
 	CONFIGURE_COMMAND ""
 	BUILD_COMMAND ""
-	INSTALL_COMMAND ""
+	INSTALL_COMMAND ${CMAKE_COMMAND} -E copy_directory ${STAN_INCLUDE_DIR_STAN_MATH}/stan ${THIRD_PARTY_INCLUDE_DIR}/stan
+		&& ${CMAKE_COMMAND} -E copy_directory ${STAN_INCLUDE_DIR_BOOST} ${THIRD_PARTY_INCLUDE_DIR}/stan_boost
+		&& ${CMAKE_COMMAND} -E copy_directory ${STAN_INCLUDE_DIR_CVODES} ${THIRD_PARTY_INCLUDE_DIR}/stan_cvodes
+		&& ${CMAKE_COMMAND} -E copy_directory ${STAN_INCLUDE_DIR_EIGEN} ${THIRD_PARTY_INCLUDE_DIR}/eigen
 	LOG_DOWNLOAD ON
 	)
 add_dependencies(libshogun StanMath)
diff --git a/src/shogun/CMakeLists.txt b/src/shogun/CMakeLists.txt
@@ -282,17 +282,21 @@ endif()
 #Stan math
 include(external/StanMath)
 
-SHOGUN_INCLUDE_DIRS(SCOPE PRIVATE SYSTEM
+SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
   $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_STAN_MATH}>
+  $<INSTALL_INTERFACE:include/shogun/third_party/stan>
 )
-SHOGUN_INCLUDE_DIRS(SCOPE PRIVATE SYSTEM
+SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
   $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_BOOST}>
+  $<INSTALL_INTERFACE:include/shogun/third_party/stan_boost>
 )
-SHOGUN_INCLUDE_DIRS(SCOPE PRIVATE SYSTEM
+SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
   $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_CVODES}>
+  $<INSTALL_INTERFACE:include/shogun/third_party/stan_cvodes>
 )
-SHOGUN_INCLUDE_DIRS(SCOPE PRIVATE SYSTEM
+SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
   $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_EIGEN}>
+  $<INSTALL_INTERFACE:include/shogun/third_party/eigen>
 )
 
 ####### LINALG
@@ -574,6 +578,8 @@ IF (BUILD_BENCHMARKS)
   ADD_SHOGUN_BENCHMARK(features/RandomFourierDotFeatures_benchmark)
   ADD_SHOGUN_BENCHMARK(features/hashed/HashedDocDotFeatures_benchmark)
   ADD_SHOGUN_BENCHMARK(lib/RefCount_benchmark)
+  ADD_SHOGUN_BENCHMARK(mathematics/linalg/backend/eigen/BasicOps_benchmark)
+  ADD_SHOGUN_BENCHMARK(mathematics/linalg/backend/eigen/Misc_benchmark)
 ENDIF()
 
 #############################################

diff --git a/src/shogun/mathematics/linalg/backend/eigen/BasicOps_benchmark.cc b/src/shogun/mathematics/linalg/backend/eigen/BasicOps_benchmark.cc
@@ -0,0 +1,75 @@
+/*
+ * This software is distributed under BSD 3-clause license (see LICENSE file).
+ *
+ * Authors: Viktor Gal
+ */
+
+#include <benchmark/benchmark.h>
+
+#include "shogun/mathematics/linalg/LinalgNamespace.h"
+
+namespace shogun
+{
+
+template<typename T>
+void BM_LinAlg_SGVector_scale(benchmark::State& state)
+{
+	for (auto _ : state)
+	{
+		SGVector<T> v(state.range(0));
+		linalg::scale(v, T(12.3));
+	}
+}
+
+template<typename T>
+void BM_LinAlg_SGVector_zero(benchmark::State& state)
+{
+	for (auto _ : state)
+	{
+		SGVector<T> v(state.range(0));
+		linalg::zero(v);
+	}
+}
+
+template<typename T>
+void BM_SGVector_scale(benchmark::State& state)
+{
+	for (auto _ : state)
+	{
+		SGVector<T> v(state.range(0));
+		v.scale(T(12.3));
+	}
+}
+
+template<typename T>
+void BM_SGVector_zero(benchmark::State& state)
+{
+	for (auto _ : state)
+	{
+		SGVector<T> v(state.range(0));
+		v.zero();
+	}
+}
+
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_scale, int32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_scale, int64_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_scale, float32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_scale, float64_t)->Range(8, 8<<10);
+
+BENCHMARK_TEMPLATE(BM_SGVector_scale, int32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_scale, int64_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_scale, float32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_scale, float64_t)->Range(8, 8<<10);
+
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, int32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, int64_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, float32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, float64_t)->Range(8, 8<<10);
+
+BENCHMARK_TEMPLATE(BM_SGVector_zero, int32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_zero, int64_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_zero, float32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_zero, float64_t)->Range(8, 8<<10);
+
+
+}
diff --git a/src/shogun/mathematics/linalg/backend/eigen/Misc_benchmark.cc b/src/shogun/mathematics/linalg/backend/eigen/Misc_benchmark.cc
@@ -0,0 +1,44 @@
+/*
+ * This software is distributed under BSD 3-clause license (see LICENSE file).
+ *
+ * Authors: Viktor Gal
+ */
+
+#include <benchmark/benchmark.h>
+
+#include "shogun/mathematics/linalg/LinalgNamespace.h"
+
+namespace shogun
+{
+
+template<typename T>
+void BM_LinAlg_SGVector_zero(benchmark::State& state)
+{
+	for (auto _ : state)
+	{
+		SGVector<T> v(state.range(0));
+		linalg::zero(v);
+	}
+}
+
+template<typename T>
+void BM_SGVector_zero(benchmark::State& state)
+{
+	for (auto _ : state)
+	{
+		SGVector<T> v(state.range(0));
+		v.zero();
+	}
+}
+
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, int32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, int64_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, float32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_LinAlg_SGVector_zero, float64_t)->Range(8, 8<<10);
+
+BENCHMARK_TEMPLATE(BM_SGVector_zero, int32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_zero, int64_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_zero, float32_t)->Range(8, 8<<10);
+BENCHMARK_TEMPLATE(BM_SGVector_zero, float64_t)->Range(8, 8<<10);
+
+}