Add benchmarks script

benchmark/benchmarks.jl

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+#=
+This file defines a benchmark suite with the tools provided by
+`PkgBenchmark` and `BenchmarkTools`.
+
+To run the benchmarks, execute:
+
+```julia
+julia> using PkgBenchmark
+julia> results = benchmarkpkg("Expokit")
+```
+
+To compare current version to another tagged version, commit or branch:
+
+```julia
+julia> results = judge("Expokit", <tagged-version-or-branch>)
+```
+
+To export the benchmark results to a Markdown file:
+
+```julia
+julia> export_markdown("results.md", results)
+```
+
+To export the benchmark results to a JSON file:
+
+```julia
+julia> writeresults("results.json", results)
+```
+=#
+using BenchmarkTools, Expokit
+
+SUITE = BenchmarkGroup()  # parent BenchmarkGroup to contain our suite
+
+include("slicot/slicot.jl")
+
+# From BenchmarkTools.jl
+# ----------------------
+# If a cache of tuned parameters already exists, use it, otherwise, tune and cache
+# the benchmark parameters. Reusing cached parameters is faster and more reliable
+# than re-tuning `suite` every time the file is included.
+paramspath = joinpath(dirname(@__FILE__), "params.json")
+
+if isfile(paramspath)
+    loadparams!(SUITE, BenchmarkTools.load(paramspath)[1], :evals);
+else
+    tune!(SUITE)
+    BenchmarkTools.save(paramspath, params(SUITE));
+end

benchmark/slicot/slicot.jl

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+using JLD
+
+S = SUITE["SLICOT"] = BenchmarkGroup(["expmv"])
+
+begin
+    slicot_models = load("benchmark/slicot/slicot.jld")
+    for si in keys(slicot_models)
+        A = slicot_models[si]["A"]
+        N = eltype(A)
+        n = size(A, 1)
+
+        c =  zeros(N, n) # concentrated weight
+        c[1] = one(N)
+        S[si, n, "c"] = @benchmarkable expmv(-1e-3, $A, $c) 
+
+        u = fill(one(N)/sqrt(n), n)
+        S[si, n, "u"] = @benchmarkable expmv(-1e-3, $A, $u) # uniform weight
+    end
+end