GaussNewtonOptimizerPerformanceTest

GaussNewtonOptimizerPerformanceTest.java

package org.apache.commons.math3.fitting.leastsquares;

import org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer.Decomposition;
import org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.DiagonalMatrix;
import org.apache.commons.math3.optim.SimpleVectorValueChecker;
import org.junit.Ignore;
import org.junit.Test;

import java.io.IOException;
import java.util.Arrays;

public class GaussNewtonOptimizerPerformanceTest {

    //single thread compare two methods
    @Test
    @Ignore
    public void testPerformanceST() throws IOException {
        //domain setup
        final int numPoints = 1000000;
        CircleVectorial circle = new CircleVectorial();
        double[] weights = new double[numPoints];
        Arrays.fill(weights, 2);
        RandomCirclePointGenerator generator = new RandomCirclePointGenerator(0.1, 0.1, 1.0, 0.1, 0.1, 1337);
        Vector2D[] points = generator.generate(numPoints);
        for (int i = 0; i < numPoints; ++i) {
            circle.addPoint(points[i].getX(), points[i].getY());
        }
        final double[] start = {0, 0};
        //problem
        LeastSquaresProblem lsp = new LeastSquaresBuilder()
                .checkerPair(new SimpleVectorValueChecker(1e-6, 1e-6))
                .maxEvaluations(100)
                .maxIterations(100)
                .model(circle.getModeFunctionAndJacobian())
                .target(new double[circle.getN()])
                .weight(new DiagonalMatrix(weights))
                .start(start)
                .build();
        //optimizers
        GaussNewtonOptimizer lu = new GaussNewtonOptimizer(Decomposition.LU);
        GaussNewtonOptimizer qr = new GaussNewtonOptimizer(Decomposition.QR);
        GaussNewtonOptimizer chol = new GaussNewtonOptimizer(Decomposition.CHOLESKY);

        // times to execute
        final int n = 1;
        //output format
        final String format = "%5s: %10g s %20g%n";

        // performance
        while (true) {

            // accumulator to introduce data dependence
            double ac = 0.0;
            long time = System.currentTimeMillis();
            for (int i = 0; i < n; i++) {
                ac += lu.optimize(lsp).getEvaluations();
            }
            long diff = System.currentTimeMillis() - time;
            System.out.format(format, "lu", diff / 1e3, ac);

            // accumulator to introduce data dependence
            ac = 0.0;
            time = System.currentTimeMillis();
            for (int i = 0; i < n; i++) {
                ac += qr.optimize(lsp).getEvaluations();
            }
            diff = System.currentTimeMillis() - time;
            System.out.format(format, "qr", diff / 1e3, ac);

            // accumulator to introduce data dependence
            ac = 0.0;
            time = System.currentTimeMillis();
            for (int i = 0; i < n; i++) {
                ac += chol.optimize(lsp).getEvaluations();
            }
            diff = System.currentTimeMillis() - time;
            System.out.format(format, "chol", diff / 1e3, ac);

        }
    }

}