Block Decomposition JMH

- improved JMH coverage of block decomposition internals
- combined single and concurrent into one benchmark

Accessors
- Reshape instead of throwing exception if there's a miss match matrix shape miss match for passed in matrices
- Standard practice in EJML

Author: lessthanoptimal

main/ejml-ddense/benchmarks/src/org/ejml/dense/block/decompose/chol/BenchmarkDecompositionCholesky_DDRB.java

@@ -21,6 +21,7 @@
 import org.ejml.data.DMatrixRBlock;
 import org.ejml.dense.block.MatrixOps_DDRB;
 import org.ejml.dense.block.decomposition.chol.CholeskyOuterForm_DDRB;
+import org.ejml.dense.block.decomposition.chol.CholeskyOuterForm_MT_DDRB;
 import org.ejml.dense.row.RandomMatrices_DDRM;
 import org.ejml.interfaces.decomposition.CholeskyDecomposition_F64;
 import org.openjdk.jmh.annotations.*;
@@ -48,12 +49,14 @@ public class BenchmarkDecompositionCholesky_DDRB {
     public DMatrixRBlock A, A_template, L;
 
     CholeskyDecomposition_F64<DMatrixRBlock> cholesky;
+    CholeskyDecomposition_F64<DMatrixRBlock> choleskyMT;
 
     @Setup
     public void setup() {
         Random rand = new Random(234);
 
         cholesky = new CholeskyOuterForm_DDRB(lower);
+        choleskyMT = new CholeskyOuterForm_MT_DDRB(lower);
         A = MatrixOps_DDRB.convert(RandomMatrices_DDRM.symmetricPosDef(size, rand));
         A_template = A.copy();
         L = new DMatrixRBlock(1, 1);
@@ -64,13 +67,18 @@ public void reset() {
         A.setTo(A_template);
     }
 
-    @Benchmark
-    public void decompose() {
+    @Benchmark public void outer() {
         if (!cholesky.decompose(A))
             throw new RuntimeException("FAILED?!");
         cholesky.getT(L);
     }
 
+    @Benchmark public void outer_MT() {
+        if (!choleskyMT.decompose(A))
+            throw new RuntimeException("FAILED?!");
+        choleskyMT.getT(L);
+    }
+
     public static void main( String[] args ) throws RunnerException {
         Options opt = new OptionsBuilder()
                 .include(BenchmarkDecompositionCholesky_DDRB.class.getSimpleName())

main/ejml-ddense/benchmarks/src/org/ejml/dense/block/decompose/chol/BenchmarkDecompositionCholesky_MT_DDRB.java

@@ -21,6 +21,7 @@
 import org.ejml.data.DMatrixRBlock;
 import org.ejml.dense.block.MatrixOps_DDRB;
 import org.ejml.dense.block.decomposition.hessenberg.TridiagonalDecompositionHouseholder_DDRB;
+import org.ejml.dense.block.decomposition.hessenberg.TridiagonalDecompositionHouseholder_MT_DDRB;
 import org.ejml.dense.row.RandomMatrices_DDRM;
 import org.openjdk.jmh.annotations.*;
 import org.openjdk.jmh.runner.Runner;
@@ -39,27 +40,42 @@
 @Fork(value = 1)
 public class BenchmarkDecompositionHessenberg_DDRB {
     //    @Param({"100", "500", "1000", "5000", "10000"})
-    @Param({"2000"})
+    @Param({"500", "2000"})
     public int size;
 
-    public DMatrixRBlock S, S_template;
+    public DMatrixRBlock S, S_template,Q, R;
 
-    TridiagonalDecompositionHouseholder_DDRB tridiagonal = new TridiagonalDecompositionHouseholder_DDRB();
+    TridiagonalDecompositionHouseholder_DDRB house = new TridiagonalDecompositionHouseholder_DDRB();
+    TridiagonalDecompositionHouseholder_MT_DDRB houseMT = new TridiagonalDecompositionHouseholder_MT_DDRB();
 
     @Setup public void setup() {
         Random rand = new Random(234);
 
         S = MatrixOps_DDRB.convert(RandomMatrices_DDRM.symmetric(size, -1, 1, rand));
         S_template = S.copy();
+        Q = new DMatrixRBlock(1, 1);
+        R = new DMatrixRBlock(1, 1);
     }
 
     @Setup(Level.Invocation) public void reset() {
         S.setTo(S_template);
     }
 
     @Benchmark public void tridiagonal() {
-        if (!tridiagonal.decompose(S))
+        if (!house.decompose(S))
             throw new RuntimeException("Decomposition failed?");
+        // transposed and not exercise different paths
+        house.getQ(Q, false);
+        house.getQ(Q, true);
+        house.getT(R);
+    }
+
+    @Benchmark public void tridiagonal_MT() {
+        if (!houseMT.decompose(S))
+            throw new RuntimeException("Decomposition failed?");
+        houseMT.getQ(Q, false);
+        houseMT.getQ(Q, true);
+        houseMT.getT(R);
     }
 
     public static void main( String[] args ) throws RunnerException {

main/ejml-ddense/benchmarks/src/org/ejml/dense/block/decompose/hessenberg/BenchmarkDecompositionHessenberg_DDRB.java

@@ -21,6 +21,7 @@
 import org.ejml.data.DMatrixRBlock;
 import org.ejml.dense.block.MatrixOps_DDRB;
 import org.ejml.dense.block.decomposition.qr.QRDecompositionHouseholder_DDRB;
+import org.ejml.dense.block.decomposition.qr.QRDecompositionHouseholder_MT_DDRB;
 import org.ejml.interfaces.decomposition.QRDecomposition;
 import org.openjdk.jmh.annotations.*;
 import org.openjdk.jmh.runner.Runner;
@@ -42,25 +43,41 @@ public class BenchmarkDecompositionQR_DDRB {
     @Param({"1000", "2000"})
     public int size;
 
-    public DMatrixRBlock A, A_template;
+    public DMatrixRBlock A, A_template, Q, R;
 
-    QRDecomposition<DMatrixRBlock> qr = new QRDecompositionHouseholder_DDRB();
+    QRDecomposition<DMatrixRBlock> house = new QRDecompositionHouseholder_DDRB();
+    QRDecomposition<DMatrixRBlock> houseMT = new QRDecompositionHouseholder_MT_DDRB();
 
-    @Setup
-    public void setup() {
+    @Setup public void setup() {
         Random rand = new Random(234);
 
         A = MatrixOps_DDRB.createRandom(size*4, size/4, -1, 1, rand);
         A_template = A.copy();
+
+        Q = new DMatrixRBlock(1, 1);
+        R = new DMatrixRBlock(1, 1);
     }
 
     @Setup(Level.Invocation) public void reset() {
         A.setTo(A_template);
     }
 
-    @Benchmark public void decompose() {
-        if (!qr.decompose(A))
+    @Benchmark public void householder() {
+        if (!house.decompose(A))
+            throw new RuntimeException("FAILED?!");
+
+        // get Q and R to fully exercise the code. Compact format to avoid having Q dominate
+        house.getQ(Q, true);
+        house.getR(R, true);
+    }
+
+    @Benchmark public void householder_MT() {
+        if (!houseMT.decompose(A))
             throw new RuntimeException("FAILED?!");
+
+        // get Q and R to fully exercise the code. Compact format to avoid having Q dominate
+        houseMT.getQ(Q, true);
+        houseMT.getR(R, true);
     }
 
     public static void main( String[] args ) throws RunnerException {

main/ejml-ddense/benchmarks/src/org/ejml/dense/block/decompose/hessenberg/BenchmarkDecompositionHessenberg_MT_DDRB.java

@@ -65,9 +65,9 @@ public DMatrixRBlock getT( @Nullable DMatrixRBlock T ) {
         if (T == null) {
             T = new DMatrixRBlock(A.numRows, A.numCols, A.blockLength);
         } else {
-            if (T.numRows != A.numRows || T.numCols != A.numCols)
-                throw new IllegalArgumentException("T must have the same dimensions as the input matrix");
-
+            if (T.blockLength != A.blockLength)
+                throw new RuntimeException("Block lengths don't match");
+            T.reshape(A.numRows, A.numCols);
             CommonOps_DDRM.fill(T, 0);
         }