function timespvals(options, n, d) % TIMESPVALS Measure the performance of SPVALS % TIMESPVALS(OPTIONS) Script file to test the performance of the % sparse grid interpolation routine SPVALS by measuring the % required time to compute the hierarchical surpluses. By default, % the Clenshaw-Curtis grid is used. Other grid types can be % selected using the SPSET method. % % TIMESPVALS(OPTIONS, D) argument D contains the dimension that % the performance should be measured and graphed for, N % % Note: This demo takes a couple of minutes to run. % % See also SPSET, SPVALS, TESTFUNCTIONS. % Author : Andreas Klimke, Universitaet Stuttgart % Version: 1.6 % Date : May 31, 2006 % ------------------------------------------------------------ % Sparse Grid Interpolation Toolbox % Copyright (c) 2006 W. Andreas Klimke, Universitaet Stuttgart % Copyright (c) 2007-2008 W. A. Klimke. All Rights Reserved. % See LICENSE.txt for license. % email: klimkeas@ians.uni-stuttgart.de % web : http://www.ians.uni-stuttgart.de/spinterp % ------------------------------------------------------------ if nargin < 1, options = []; end if nargin < 2, n = []; d = []; end sparseIndices = spget(options, 'SparseIndices', 'auto'); gridtype = spget(options, 'GridType', 'Clenshaw-Curtis'); enableDCT = spget(options, 'EnableDCT', 'on'); plotasymptotic = 0; % Set the problem dimensions and the maximum discretization levels % for each dimension. switch lower(gridtype) case 'clenshaw-curtis' if isempty(d) d = [1,2,4,8,16]; n = [17,13,10,6,4]; end if strcmpi(sparseIndices, 'off') plotasymptotic = 1; end case 'noboundary' if isempty(d) d = [1,2,4,8,16]; n = [15,11,8,5,4]; end case 'maximum' if isempty(d) d = [1,2,4,8]; n = [16,12,7,2]; end case 'chebyshev' if isempty(d) d = [1,2,4,8,16]; if strcmpi(enableFFT, 'on') n = [17,13,10,6,4]; else n = [15,13,10,6,4]; end end otherwise error('Unknown grid type.'); end ndims = length(n); markers = ['s', '.', 'd', '+', 'o', 'x', '*', 'v', '^']; % Compute random constants w and c for Gerz' test functions. w = rand(d(end),1); c = rand(d(end),1); sumc = sum(c,1); sumw = sum(w,1); c = 1.5.*c/sumc; w = w/sumw; time = NaN*ones(ndims,n(1)+1); npoints = zeros(ndims,n(1)+1); for m = 1:ndims disp(['Current dim: ' num2str(d(m))]); z = []; for l = 0:n(m) disp(['Current level n = ' num2str(l) '...']); options = spset('MinDepth',l,'MaxDepth',l,'Vectorized','on', ... 'GridType', gridtype, 'EnableDCT', enableDCT, ... 'SparseIndices', sparseIndices, 'PrevResults', z); z = spvals('testfunctions',d(m),[],options,1,c(1:d(m)),w(1: ... d(m))); t = z.surplusCompTime; disp(['Computing sparse grid points and evaluating function took ' ... num2str(z.fevalTime) ' [s].']); time(m,l+1) = t; disp(['Computing hierarchical surpluses took ' num2str(t) ' [s].']); disp(' '); npoints(m,l+1) = z.nPoints; end end % Plot results h = loglog(npoints(:,2:end)', time(:,2:end)', 'LineWidth', 1); axis tight; for k = 1:ndims set(h(k), 'Marker', markers(k)); hold on; end axis manual; % Plot assymtotic curves for two cases if plotasymptotic for nd = [1 ndims] asymptotic = zeros(n(nd),1); for k = 0:n(nd) levelseq = double(spgetseq(k,d(nd))'); seqpoints = prod((levelseq <= 1) .* 2.^levelseq + ... (levelseq > 1) .* 2.^(levelseq-1)); asymptotic(k+1) = sum((prod(levelseq+1)-1).*seqpoints)*min(n(nd),d(nd)); if k > 0 asymptotic(k+1) = asymptotic(k+1) + asymptotic(k); end end const = 1./asymptotic(end).*time(nd,n(nd)+1); plot(npoints(nd,1:n(nd)+1),asymptotic.*const,'k--'); end end % Add legend and axis labels hold off; title(['Time to compute hierarchical surpluses for ' gridtype ' grid']); ylabel('time [s]'); xlabel('number of nodes N'); s = {}; for k = 1:ndims s{k} = ['d = ' num2str(d(k))]; end if plotasymptotic s{ndims+1} = 'asymptotic'; end legend(s,2);