eigen_benchmark

#include <stdio.h>
#include <iostream>
#include <Eigen/Dense>
#include "eigen_mematrix.h"
#include "eigen_mematrix.cpp"
#include <time.h>

using namespace Eigen;
using namespace std;

int main()
{
    int a1, a2, b1, b2;
    a1 = b1 = b2 = 2139;
    a2 = 3;

    MatrixXd randomNumbers = MatrixXd::Random(a1, a2);
    mematrix<double> probRandom(a1, a2);
    mematrix<double> tXX;
    probRandom.data=randomNumbers;
    //symMat should be a symmetric matrix since this is a covariance matrix
    MatrixXd symMat = MatrixXd::Ones(b1, b2);
    mematrix<double> probSym(b1,b2);
    probSym.data=symMat;
    MatrixXd newmat;
    int n = 200;

    clock_t t1, t2;
    float diff;
    //repeat everything multiple times to exclude other processes interfering
    for (int b = 0; b < 3; b++)
    {
    //eigen native implementation for multiplying
        t1 = clock();
        for (int a = 0; a < n; a++)
        {
            MatrixXd tx = randomNumbers.transpose();
            tx=tx*symMat;
            newmat=tx*randomNumbers;

        }
        t2 = clock();
        diff = ((float) t2 - (float) t1) / 1000000.0F;
        printf("eigen mult.  : %.2lf seconds \n", diff);

    //make use of interface to eigen implementation for multiplying
        t1 = clock();
        for (int a = 0; a < n; a++)
        {
            newmat=probRandom.data.transpose()*probSym.data*probRandom.data;
        }
       t2 = clock();
       diff = ((float) t2 - (float) t1) / 1000000.0F;
       printf("probabel mult: %.2lf seconds \n", diff);

       //eigen native implementation for setting values
       double putvalue=12.34;
       t1 = clock();
       for (int a = 0; a < n; a++)
       {
           for (int i = 0; i < b1; i++){
               for (int j = 0; j < b2; j++){
                   probSym.put(putvalue,i,j);
               }
           }
       }

     t2 = clock();
     diff = ((float) t2 - (float) t1) / 1000000.0F;
     printf("probabel : put  %.2lf seconds \n", diff);

     //make use of interface to eigen implementation for setting values
    t1 = clock();
       for (int a = 0; a < n; a++)
       {
           for (int i = 0; i < b1; i++){
               for (int j = 0; j < b2; j++){
                   symMat(i,j)=putvalue;
               }
           }

       }
       t2 = clock();
       diff = ((float) t2 - (float) t1) / 1000000.0F;
       printf("eigen : put  %.2lf seconds \n", diff);

    }//end loop over all functions


}//end of main