Add cholesky benchmark

Author: emmanuellujan

examples/agentic/generate-dagger-linear-solver/cholesky_benchmark.jl

@@ -0,0 +1,79 @@
+using LinearAlgebra, CUDA, Dagger, BenchmarkTools
+
+# SPD Matrix
+N = 10_000
+A = randn(N, N)
+A = A*A' + N*I
+
+# Right-hand side
+b = randn(N)
+
+
+# Cholesky: CUDA #############################################################
+
+# SPD Matrix and right-hand side on GPU (CUDA)
+A_cuda = CUDA.CuArray(A)
+b_cuda = CUDA.CuArray(b)
+
+# Warm-up
+x_cuda = cholesky(A_cuda) \ b_cuda
+
+# Benchmark time and memory
+@time cholesky(A_cuda) #  0.895192 seconds (660 allocations: 12.094 KiB)
+#@benchmark cholesky($A_cuda)
+@time cholesky(A_cuda) \ b_cuda  # 0.882263 seconds (953 allocations: 16.844 KiB)
+#@benchmark cholesky($A_cuda) \ $b_cuda
+
+# Errors
+e_cuda = norm(A_cuda*x_cuda - b_cuda)/norm(b_cuda)
+
+# Free memory
+A_cuda = nothing
+b_cuda = nothing
+GC.gc()
+CUDA.reclaim()
+
+
+# Cholesky: Dagger ########################################################### 
+
+# SPD Matrix and right-hand side on GPU (Dagger Distributed)
+A_d = Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+    distribute(A, Blocks(N÷4, N÷4))
+end
+b_d = Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+    distribute(b, Blocks(N÷4))
+end
+
+# Warm-up
+x_d = Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+    cholesky(A_d)
+end
+Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+    cholesky(A_d) \ b_d
+end
+
+CUDA.reclaim()
+
+# Benchmark time and memory
+@time Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+     cholesky(A_d)
+end #  1.039517 seconds (88.80 k allocations: 4.146 MiB, 7.74% gc time, 18 lock conflicts, 5.70% compilation time: <1% of which was recompilation)
+@time Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+     cholesky(A_d) \ b_d
+end #  1.046506 seconds (88.80 k allocations: 4.146 MiB, 7.74% gc time, 18 lock conflicts, 5.70% compilation time: <1% of which was recompilation)
+# @benchmark Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+#     cholesky($A_d)
+# end samples = 1
+# @benchmark Dagger.with_options(scope=Dagger.scope(;cuda_gpu=1)) do
+#     cholesky($A_d) \ $b_d
+# end samples = 1
+# Free memory
+
+# Errors
+e_d = norm(A_d*x_d - b_d)
+
+# Free memory
+A_d = nothing
+b_d = nothing
+GC.gc()
+