Add benchmark for hessians

benchmark/CMakeLists.txt

@@ -9,6 +9,7 @@ if (CLAD_ENABLE_ENZYME_BACKEND)
 endif(CLAD_ENABLE_ENZYME_BACKEND)
 CB_ADD_GBENCHMARK(VectorModeComparison VectorModeComparison.cpp)
 CB_ADD_GBENCHMARK(MemoryComplexity MemoryComplexity.cpp)
+CB_ADD_GBENCHMARK(Hessians Hessians.cpp)
 
 set (CLAD_BENCHMARK_DEPS clad)
 get_property(_benchmark_names DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR} PROPERTY TESTS)

benchmark/Hessians.cpp

@@ -0,0 +1,47 @@
+#include "benchmark/benchmark.h"
+
+#include "clad/Differentiator/Differentiator.h"
+
+#include "BenchmarkedFunctions.h"
+
+// Benchmark Hessian diagonal sum computation, by computing the
+// entire computation.
+static void BM_HessianCompleteComputation(benchmark::State& state) {
+  auto dfdx2 = clad::hessian(weightedSum, "p[0:1],w[0:1]");
+  double p[] = {1, 2};
+  double w[] = {3, 4};
+  unsigned long long sum = 0;
+  double hessianMatrix[16] = {};
+  for (unsigned i = 0; i < 16; i++)
+    hessianMatrix[i] = 0.0;
+  for (auto _ : state) {
+    dfdx2.execute(p, w, 3, hessianMatrix);
+    for (int i = 0; i < 4; i++)
+      // Sum the diagonal of the Hessian matrix.
+      benchmark::DoNotOptimize(sum += hessianMatrix[i * 4 + i]);
+  }
+}
+BENCHMARK(BM_HessianCompleteComputation);
+
+// Benchmark Hessian diagonal sum computation, by computing only
+// the diagonal elements.
+static void BM_HessianDiagonalComputation(benchmark::State& state) {
+  auto dfdx2 =
+      clad::hessian<clad::opts::diagonal_only>(weightedSum, "p[0:1],w[0:1]");
+  double p[] = {1, 2};
+  double w[] = {3, 4};
+  unsigned long long sum = 0;
+  double diagonalHessian[4] = {};
+  for (unsigned i = 0; i < 4; i++)
+    diagonalHessian[i] = 0.0;
+  for (auto _ : state) {
+    dfdx2.execute(p, w, 3, diagonalHessian);
+    for (int i = 0; i < 4; i++)
+      // Sum the diagonal of the Hessian matrix.
+      benchmark::DoNotOptimize(sum += diagonalHessian[i]);
+  }
+}
+BENCHMARK(BM_HessianDiagonalComputation);
+
+// Define our main.
+BENCHMARK_MAIN();