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/***************************************************************************
* Copyright (c) Johan Mabille, Sylvain Corlay, Wolf Vollprecht and *
* Martin Renou *
* Copyright (c) QuantStack *
* Copyright (c) Serge Guelton *
* *
* Distributed under the terms of the BSD 3-Clause License. *
* *
* The full license is in the file LICENSE, distributed with this software. *
****************************************************************************/
// This file is derived from tsimd (MIT License)
// https://github.com/ospray/tsimd/blob/master/benchmarks/pico_bench.h
// Author Jefferson Amstutz / intel
#ifndef PICO_BENCH_H
#define PICO_BENCH_H
#include <algorithm>
#include <cassert>
#include <chrono>
#include <cmath>
#include <iterator>
#include <numeric>
#include <ostream>
#include <type_traits>
#include <utility>
#include <vector>
namespace pico_bench
{
/* Statistics on some time measurement value T, e.g. T =
* std::chrono::milliseconds T must be some std::chrono::duration type
*/
template <typename T>
class Statistics
{
using rep = typename T::rep;
std::vector<T> samples;
public:
std::string time_suffix;
Statistics(std::vector<T> s)
: samples(s)
{
std::sort(std::begin(samples), std::end(samples));
}
T percentile(const float p) const
{
return percentile(p, samples);
}
// Winsorize the data, sets all entries above 100 - limit percentile and
// below limit percentile to the value of that percentile
void winsorize(const float limit)
{
winsorize(limit, samples);
}
T median() const
{
return percentile(50.0, samples);
}
T median_abs_dev() const
{
const auto m = median();
std::vector<T> deviations;
deviations.reserve(samples.size());
std::transform(std::begin(samples),
std::end(samples),
std::back_inserter(deviations),
[&m](const T& t)
{ return T { std::abs((t - m).count()) }; });
std::sort(std::begin(deviations), std::end(deviations));
return percentile(50.0, deviations);
}
T mean() const
{
const auto m = std::accumulate(std::begin(samples), std::end(samples), T { 0 });
return m / samples.size();
}
T std_dev() const
{
const auto m = mean();
auto val = std::accumulate(
std::begin(samples), std::end(samples), T { 0 }, [&m](const T& p, const T& t)
{ return T { static_cast<rep>(p.count() + std::pow((t - m).count(), 2)) }; });
return T { static_cast<rep>(std::sqrt(1.0 / static_cast<double>(samples.size())
* static_cast<double>(val.count()))) };
}
T min() const
{
return samples.front();
}
T max() const
{
return samples.back();
}
std::size_t size() const
{
return samples.size();
}
const T& operator[](size_t i) const
{
return samples[i];
}
private:
// Winsorize the data, sets all entries above 100 - limit percentile and
// below limit percentile to the value of that percentile
static void winsorize(const float limit, std::vector<T>& samples)
{
const auto low = percentile(limit, samples);
const auto high = percentile(100.0 - limit, samples);
for (auto& t : samples)
{
if (t < low)
{
t = low;
}
else if (t > high)
{
t = high;
}
}
}
static T percentile(const float p, const std::vector<T>& samples)
{
assert(!samples.empty());
assert(p <= 100.0);
assert(p >= 0.0);
if (samples.size() == 1)
{
return samples.front();
}
if (p == 100.0)
{
return samples.back();
}
const double rank = p / 100.0 * (static_cast<double>(samples.size()) - 1.0);
const double low_r = std::floor(rank);
const double dist = rank - low_r;
const size_t k = static_cast<size_t>(low_r);
const auto low = samples[k];
const auto high = samples[k + 1];
return T { static_cast<rep>(low.count() + (high - low).count() * dist) };
}
};
/* Benchmarking measurment using some desired unit of time measurement,
* e.g. T = std::chrono::milliseconds. T must be some std::chrono::duration
*/
template <typename T>
class Benchmarker
{
const size_t MAX_ITER;
const T MAX_RUNTIME;
template <typename Fn>
struct BenchWrapper
{
Fn fn;
BenchWrapper(Fn fn)
: fn(fn)
{
}
T operator()()
{
auto start = std::chrono::high_resolution_clock::now();
fn();
auto end = std::chrono::high_resolution_clock::now();
return std::chrono::duration_cast<T>(end - start);
}
};
public:
using stats_type = Statistics<T>;
// Benchmark the functions either max_iter times or until max_runtime
// seconds have elapsed max_runtime should be > 0
Benchmarker(const size_t max_iter, const std::chrono::seconds max_runtime)
: MAX_ITER(max_iter)
, MAX_RUNTIME(std::chrono::duration_cast<T>(max_runtime))
{
}
// Create a benchmarker that will run the function for the desired number of
// iterations, regardless of how long it takes
Benchmarker(const size_t max_iter)
: MAX_ITER(max_iter)
, MAX_RUNTIME(0)
{
}
template <typename Fn>
typename std::enable_if<std::is_void<decltype(std::declval<Fn>()())>::value,
stats_type>::type
operator()(Fn fn) const
{
return (*this)(BenchWrapper<Fn> { fn });
}
template <typename Fn>
typename std::enable_if<std::is_same<decltype(std::declval<Fn>()()), T>::value,
stats_type>::type
operator()(Fn fn) const
{
// Do a single un-timed warm up run
fn();
T elapsed { 0 };
std::vector<T> samples;
for (size_t i = 0; i < MAX_ITER && (MAX_RUNTIME.count() == 0 || elapsed < MAX_RUNTIME);
++i, elapsed += samples.back())
{
samples.push_back(fn());
}
return stats_type { samples };
}
};
} // namespace pico_bench
template <typename T>
std::ostream&
operator<<(std::ostream& os, const pico_bench::Statistics<T>& stats)
{
os << "Statistics:\n"
<< "\tmax: " << stats.max().count() << stats.time_suffix << "\n"
<< "\tmin: " << stats.min().count() << stats.time_suffix << "\n"
<< "\tmedian: " << stats.median().count() << stats.time_suffix << "\n"
<< "\tmedian abs dev: " << stats.median_abs_dev().count() << stats.time_suffix << "\n"
<< "\tmean: " << stats.mean().count() << stats.time_suffix << "\n"
<< "\tstd dev: " << stats.std_dev().count() << stats.time_suffix << "\n"
<< "\t# of samples: " << stats.size();
return os;
}
#endif
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