Files
wifi-densepose/crates/ruvector-solver/benches/solver_cg.rs
ruv d803bfe2b1 Squashed 'vendor/ruvector/' content from commit b64c2172
git-subtree-dir: vendor/ruvector
git-subtree-split: b64c21726f2bb37286d9ee36a7869fef60cc6900
2026-02-28 14:39:40 -05:00

379 lines
10 KiB
Rust

//! Benchmarks for the Conjugate Gradient (CG) solver.
//!
//! CG is the method of choice for symmetric positive-definite (SPD) systems.
//! These benchmarks measure scaling behaviour, the effect of diagonal
//! preconditioning, and a head-to-head comparison with the Neumann series
//! solver.
use criterion::{criterion_group, criterion_main, BenchmarkId, Criterion, Throughput};
use std::time::Duration;
use rand::rngs::StdRng;
use rand::{Rng, SeedableRng};
use ruvector_solver::types::CsrMatrix;
// ---------------------------------------------------------------------------
// Helpers
// ---------------------------------------------------------------------------
/// Build a symmetric positive-definite (SPD) CSR matrix.
///
/// Constructs a sparse SPD matrix by generating random off-diagonal entries
/// and ensuring strict diagonal dominance: `a_{ii} = sum_j |a_{ij}| + 1`.
fn spd_csr_matrix(n: usize, density: f64, seed: u64) -> CsrMatrix<f32> {
let mut rng = StdRng::seed_from_u64(seed);
let mut entries: Vec<(usize, usize, f32)> = Vec::new();
for i in 0..n {
for j in (i + 1)..n {
if rng.gen::<f64>() < density {
let val: f32 = rng.gen_range(-0.3..0.3);
entries.push((i, j, val));
entries.push((j, i, val));
}
}
}
let mut row_abs_sums = vec![0.0f32; n];
for &(r, _c, v) in &entries {
row_abs_sums[r] += v.abs();
}
for i in 0..n {
entries.push((i, i, row_abs_sums[i] + 1.0));
}
CsrMatrix::<f32>::from_coo(n, n, entries)
}
/// Random vector with deterministic seed.
fn random_vector(n: usize, seed: u64) -> Vec<f32> {
let mut rng = StdRng::seed_from_u64(seed);
(0..n).map(|_| rng.gen_range(-1.0..1.0)).collect()
}
// ---------------------------------------------------------------------------
// Inline CG solver for benchmarking
// ---------------------------------------------------------------------------
/// Conjugate gradient solver for SPD systems `Ax = b`.
///
/// This is a textbook CG implementation inlined here so the benchmark does
/// not depend on the (currently stub) cg module.
#[inline(never)]
fn cg_solve(
matrix: &CsrMatrix<f32>,
rhs: &[f32],
tolerance: f64,
max_iter: usize,
) -> (Vec<f32>, usize, f64) {
let n = matrix.rows;
let mut x = vec![0.0f32; n];
let mut r = rhs.to_vec(); // r_0 = b - A*x_0, with x_0 = 0 => r_0 = b
let mut p = r.clone();
let mut ap = vec![0.0f32; n];
let mut rs_old: f64 = r.iter().map(|&v| (v as f64) * (v as f64)).sum();
let mut iterations = 0;
for k in 0..max_iter {
// ap = A * p
matrix.spmv(&p, &mut ap);
// alpha = (r^T r) / (p^T A p)
let p_ap: f64 = p
.iter()
.zip(ap.iter())
.map(|(&pi, &api)| (pi as f64) * (api as f64))
.sum();
if p_ap.abs() < 1e-30 {
iterations = k + 1;
break;
}
let alpha = rs_old / p_ap;
// x = x + alpha * p
for i in 0..n {
x[i] += (alpha as f32) * p[i];
}
// r = r - alpha * ap
for i in 0..n {
r[i] -= (alpha as f32) * ap[i];
}
let rs_new: f64 = r.iter().map(|&v| (v as f64) * (v as f64)).sum();
iterations = k + 1;
if rs_new.sqrt() < tolerance {
break;
}
// p = r + (rs_new / rs_old) * p
let beta = rs_new / rs_old;
for i in 0..n {
p[i] = r[i] + (beta as f32) * p[i];
}
rs_old = rs_new;
}
let residual_norm = rs_old.sqrt();
(x, iterations, residual_norm)
}
/// Diagonal-preconditioned CG solver.
///
/// Uses the Jacobi (diagonal) preconditioner: `M = diag(A)`.
/// Solves `M^{-1} A x = M^{-1} b` via the preconditioned CG algorithm.
#[inline(never)]
fn pcg_solve(
matrix: &CsrMatrix<f32>,
rhs: &[f32],
tolerance: f64,
max_iter: usize,
) -> (Vec<f32>, usize, f64) {
let n = matrix.rows;
// Extract diagonal for preconditioner.
let mut diag_inv = vec![1.0f32; n];
for i in 0..n {
let start = matrix.row_ptr[i];
let end = matrix.row_ptr[i + 1];
for idx in start..end {
if matrix.col_indices[idx] == i {
let d = matrix.values[idx];
diag_inv[i] = if d.abs() > 1e-12 { 1.0 / d } else { 1.0 };
break;
}
}
}
let mut x = vec![0.0f32; n];
let mut r = rhs.to_vec();
let mut z: Vec<f32> = r
.iter()
.zip(diag_inv.iter())
.map(|(&ri, &di)| ri * di)
.collect();
let mut p = z.clone();
let mut ap = vec![0.0f32; n];
let mut rz_old: f64 = r
.iter()
.zip(z.iter())
.map(|(&ri, &zi)| (ri as f64) * (zi as f64))
.sum();
let mut iterations = 0;
for k in 0..max_iter {
matrix.spmv(&p, &mut ap);
let p_ap: f64 = p
.iter()
.zip(ap.iter())
.map(|(&pi, &api)| (pi as f64) * (api as f64))
.sum();
if p_ap.abs() < 1e-30 {
iterations = k + 1;
break;
}
let alpha = rz_old / p_ap;
for i in 0..n {
x[i] += (alpha as f32) * p[i];
r[i] -= (alpha as f32) * ap[i];
}
let residual_norm: f64 = r
.iter()
.map(|&v| (v as f64) * (v as f64))
.sum::<f64>()
.sqrt();
iterations = k + 1;
if residual_norm < tolerance {
break;
}
// z = M^{-1} r
for i in 0..n {
z[i] = r[i] * diag_inv[i];
}
let rz_new: f64 = r
.iter()
.zip(z.iter())
.map(|(&ri, &zi)| (ri as f64) * (zi as f64))
.sum();
let beta = rz_new / rz_old;
for i in 0..n {
p[i] = z[i] + (beta as f32) * p[i];
}
rz_old = rz_new;
}
let residual_norm = r
.iter()
.map(|&v| (v as f64) * (v as f64))
.sum::<f64>()
.sqrt();
(x, iterations, residual_norm)
}
/// Neumann series iteration (inlined for comparison benchmark).
#[inline(never)]
fn neumann_solve(
matrix: &CsrMatrix<f32>,
rhs: &[f32],
tolerance: f64,
max_iter: usize,
) -> (Vec<f32>, usize, f64) {
let n = matrix.rows;
let mut x = vec![0.0f32; n];
let mut residual_buf = vec![0.0f32; n];
let mut iterations = 0;
let mut residual_norm = f64::MAX;
for k in 0..max_iter {
matrix.spmv(&x, &mut residual_buf);
for i in 0..n {
residual_buf[i] = rhs[i] - residual_buf[i];
}
residual_norm = residual_buf
.iter()
.map(|&v| (v as f64) * (v as f64))
.sum::<f64>()
.sqrt();
iterations = k + 1;
if residual_norm < tolerance {
break;
}
for i in 0..n {
x[i] += residual_buf[i];
}
}
(x, iterations, residual_norm)
}
// ---------------------------------------------------------------------------
// Benchmark: CG scaling with problem size
// ---------------------------------------------------------------------------
fn cg_scaling(c: &mut Criterion) {
let mut group = c.benchmark_group("cg_scaling");
group.warm_up_time(Duration::from_secs(3));
for &n in &[100, 1000, 10_000] {
let density = if n <= 1000 { 0.02 } else { 0.005 };
let matrix = spd_csr_matrix(n, density, 42);
let rhs = random_vector(n, 43);
let sample_count = if n >= 10_000 { 20 } else { 100 };
group.sample_size(sample_count);
group.throughput(Throughput::Elements(matrix.nnz() as u64));
group.bench_with_input(BenchmarkId::new("n", n), &n, |b, _| {
b.iter(|| {
cg_solve(
criterion::black_box(&matrix),
criterion::black_box(&rhs),
1e-6,
5000,
)
});
});
}
group.finish();
}
// ---------------------------------------------------------------------------
// Benchmark: with vs without diagonal preconditioner
// ---------------------------------------------------------------------------
fn cg_preconditioning(c: &mut Criterion) {
let mut group = c.benchmark_group("cg_preconditioning");
group.warm_up_time(Duration::from_secs(3));
group.sample_size(100);
for &n in &[500, 1000, 2000] {
let matrix = spd_csr_matrix(n, 0.02, 42);
let rhs = random_vector(n, 43);
group.bench_with_input(BenchmarkId::new("cg_plain", n), &n, |b, _| {
b.iter(|| {
cg_solve(
criterion::black_box(&matrix),
criterion::black_box(&rhs),
1e-6,
5000,
)
});
});
group.bench_with_input(BenchmarkId::new("cg_diag_precond", n), &n, |b, _| {
b.iter(|| {
pcg_solve(
criterion::black_box(&matrix),
criterion::black_box(&rhs),
1e-6,
5000,
)
});
});
}
group.finish();
}
// ---------------------------------------------------------------------------
// Benchmark: CG vs Neumann for same problem
// ---------------------------------------------------------------------------
fn cg_vs_neumann(c: &mut Criterion) {
let mut group = c.benchmark_group("cg_vs_neumann");
group.warm_up_time(Duration::from_secs(3));
group.sample_size(100);
for &n in &[100, 500, 1000] {
let matrix = spd_csr_matrix(n, 0.02, 42);
let rhs = random_vector(n, 43);
group.bench_with_input(BenchmarkId::new("cg", n), &n, |b, _| {
b.iter(|| {
cg_solve(
criterion::black_box(&matrix),
criterion::black_box(&rhs),
1e-6,
5000,
)
});
});
group.bench_with_input(BenchmarkId::new("neumann", n), &n, |b, _| {
b.iter(|| {
neumann_solve(
criterion::black_box(&matrix),
criterion::black_box(&rhs),
1e-6,
5000,
)
});
});
}
group.finish();
}
criterion_group!(cg, cg_scaling, cg_preconditioning, cg_vs_neumann);
criterion_main!(cg);