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% STK_BENCHMARK_COV2
% Copyright Notice
%
% Copyright (C) 2016 CentraleSupelec
% Copyright (C) 2013 SUPELEC
%
% Author: Julien Bect <julien.bect@centralesupelec.fr>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (https://github.com/stk-kriging/stk/)
%
% STK is free software: you can redistribute it and/or modify it under
% the terms of the GNU General Public License as published by the Free
% Software Foundation, either version 3 of the License, or (at your
% option) any later version.
%
% STK is distributed in the hope that it will be useful, but WITHOUT
% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
% License for more details.
%
% You should have received a copy of the GNU General Public License
% along with STK. If not, see <http://www.gnu.org/licenses/>.
%% Benchmark parameters
DIM = 1;
N_START = 50;
N_MAX = 2000;
covnames = { ...
'stk_materncov32_iso', ...
'stk_materncov52_iso', ...
'stk_materncov_iso' };
nb_cov = length (covnames);
result = struct ('covname', [], 't', [], 'n', []);
stk_figure ('stk_benchmark_cov2');
%% Main loop
for j = 1:4,
switch j
case 1
disp ('Using stk_parallel_engine_none...');
stk_parallel_stop ();
case 2
disp ('parallelization on (if available) / msfb = Inf');
stk_parallel_start ();
M = stk_options_get ('stk_rbf_matern', 'min_size_for_parallelization');
stk_options_set ('stk_rbf_matern', 'min_size_for_parallelization', +Inf);
case 3
disp ('parallelization on (if available) / msfb = 1');
stk_options_set ('stk_rbf_matern', 'min_size_for_parallelization', 1);
case 4
fprintf ('parallelization on (if available) / msfb = %d (default)', M);
stk_options_set ('stk_rbf_matern', 'min_size_for_parallelization', M);
end
for k = 1:nb_cov, % loop over covariance functions
result(j, k).covname = covnames{k};
model = stk_model (covnames{k}, DIM);
model.param = zeros (size (model.param));
REP = 5000;
n = N_START;
while n <= N_MAX
tic;
x = stk_sampling_regulargrid (n, DIM);
for i = 1:REP,
K = stk_make_matcov (model, x, x);
end
t = toc / REP;
result(j, k).n(end+1) = n;
result(j, k).t(end+1) = t;
cla; loglog (result(j, k).n, result(j, k).t, 'o-'); drawnow;
n = ceil (n * 1.4);
REP = ceil (1 / t);
end
end
end
%% Figure
legtxt = {}; %#ok<*AGROW>
loglog (vertcat(result(1, :).n)', vertcat(result(1, :).t)', 'x:'); hold on;
for k = 1:nb_cov
legtxt = [legtxt {sprintf('%s (par. off)', covnames{k})}];
end
loglog (vertcat(result(2, :).n)', vertcat(result(2, :).t)', 'o-');
for k = 1:nb_cov
legtxt = [legtxt {sprintf('%s (par. on, msfp=+Inf)', covnames{k})}];
end
loglog (vertcat(result(3, :).n)', vertcat(result(3, :).t)', 's--');
for k = 1:nb_cov
legtxt = [legtxt {sprintf('%s (par. on, msfp=1)', covnames{k})}];
end
loglog (vertcat(result(4, :).n)', vertcat(result(4, :).t)', 'd-.');
for k = 1:nb_cov
legtxt = [legtxt {sprintf('%s (par. on, msfp=%d)', covnames{k}, M)}];
end
h = legend (legtxt, 'Location', 'NorthWest');
set (h, 'Interpreter', 'none');
stk_labels ('n', 'computation time');
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