// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) // // Simple blas functions for use in the Schur Eliminator. These are // fairly basic implementations which already yield a significant // speedup in the eliminator performance. #ifndef CERES_INTERNAL_SMALL_BLAS_H_ #define CERES_INTERNAL_SMALL_BLAS_H_ #include "ceres/internal/eigen.h" #include "ceres/internal/port.h" #include "glog/logging.h" #include "small_blas_generic.h" namespace ceres { namespace internal { // The following three macros are used to share code and reduce // template junk across the various GEMM variants. #define CERES_GEMM_BEGIN(name) \ template \ inline void name(const double* A, \ const int num_row_a, \ const int num_col_a, \ const double* B, \ const int num_row_b, \ const int num_col_b, \ double* C, \ const int start_row_c, \ const int start_col_c, \ const int row_stride_c, \ const int col_stride_c) #define CERES_GEMM_NAIVE_HEADER \ DCHECK_GT(num_row_a, 0); \ DCHECK_GT(num_col_a, 0); \ DCHECK_GT(num_row_b, 0); \ DCHECK_GT(num_col_b, 0); \ DCHECK_GE(start_row_c, 0); \ DCHECK_GE(start_col_c, 0); \ DCHECK_GT(row_stride_c, 0); \ DCHECK_GT(col_stride_c, 0); \ DCHECK((kRowA == Eigen::Dynamic) || (kRowA == num_row_a)); \ DCHECK((kColA == Eigen::Dynamic) || (kColA == num_col_a)); \ DCHECK((kRowB == Eigen::Dynamic) || (kRowB == num_row_b)); \ DCHECK((kColB == Eigen::Dynamic) || (kColB == num_col_b)); \ const int NUM_ROW_A = (kRowA != Eigen::Dynamic ? kRowA : num_row_a); \ const int NUM_COL_A = (kColA != Eigen::Dynamic ? kColA : num_col_a); \ const int NUM_ROW_B = (kRowB != Eigen::Dynamic ? kRowB : num_row_b); \ const int NUM_COL_B = (kColB != Eigen::Dynamic ? kColB : num_col_b); #define CERES_GEMM_EIGEN_HEADER \ const typename EigenTypes::ConstMatrixRef Aref( \ A, num_row_a, num_col_a); \ const typename EigenTypes::ConstMatrixRef Bref( \ B, num_row_b, num_col_b); \ MatrixRef Cref(C, row_stride_c, col_stride_c); // clang-format off #define CERES_CALL_GEMM(name) \ name( \ A, num_row_a, num_col_a, \ B, num_row_b, num_col_b, \ C, start_row_c, start_col_c, row_stride_c, col_stride_c); // clang-format on #define CERES_GEMM_STORE_SINGLE(p, index, value) \ if (kOperation > 0) { \ p[index] += value; \ } else if (kOperation < 0) { \ p[index] -= value; \ } else { \ p[index] = value; \ } #define CERES_GEMM_STORE_PAIR(p, index, v1, v2) \ if (kOperation > 0) { \ p[index] += v1; \ p[index + 1] += v2; \ } else if (kOperation < 0) { \ p[index] -= v1; \ p[index + 1] -= v2; \ } else { \ p[index] = v1; \ p[index + 1] = v2; \ } // For the matrix-matrix functions below, there are three variants for // each functionality. Foo, FooNaive and FooEigen. Foo is the one to // be called by the user. FooNaive is a basic loop based // implementation and FooEigen uses Eigen's implementation. Foo // chooses between FooNaive and FooEigen depending on how many of the // template arguments are fixed at compile time. Currently, FooEigen // is called if all matrix dimensions are compile time // constants. FooNaive is called otherwise. This leads to the best // performance currently. // // The MatrixMatrixMultiply variants compute: // // C op A * B; // // The MatrixTransposeMatrixMultiply variants compute: // // C op A' * B // // where op can be +=, -=, or =. // // The template parameters (kRowA, kColA, kRowB, kColB) allow // specialization of the loop at compile time. If this information is // not available, then Eigen::Dynamic should be used as the template // argument. // // kOperation = 1 -> C += A * B // kOperation = -1 -> C -= A * B // kOperation = 0 -> C = A * B // // The functions can write into matrices C which are larger than the // matrix A * B. This is done by specifying the true size of C via // row_stride_c and col_stride_c, and then indicating where A * B // should be written into by start_row_c and start_col_c. // // Graphically if row_stride_c = 10, col_stride_c = 12, start_row_c = // 4 and start_col_c = 5, then if A = 3x2 and B = 2x4, we get // // ------------ // ------------ // ------------ // ------------ // -----xxxx--- // -----xxxx--- // -----xxxx--- // ------------ // ------------ // ------------ // CERES_GEMM_BEGIN(MatrixMatrixMultiplyEigen) { CERES_GEMM_EIGEN_HEADER Eigen::Block block( Cref, start_row_c, start_col_c, num_row_a, num_col_b); if (kOperation > 0) { block.noalias() += Aref * Bref; } else if (kOperation < 0) { block.noalias() -= Aref * Bref; } else { block.noalias() = Aref * Bref; } } CERES_GEMM_BEGIN(MatrixMatrixMultiplyNaive) { CERES_GEMM_NAIVE_HEADER DCHECK_EQ(NUM_COL_A, NUM_ROW_B); const int NUM_ROW_C = NUM_ROW_A; const int NUM_COL_C = NUM_COL_B; DCHECK_LE(start_row_c + NUM_ROW_C, row_stride_c); DCHECK_LE(start_col_c + NUM_COL_C, col_stride_c); const int span = 4; // Calculate the remainder part first. // Process the last odd column if present. if (NUM_COL_C & 1) { int col = NUM_COL_C - 1; const double* pa = &A[0]; for (int row = 0; row < NUM_ROW_C; ++row, pa += NUM_COL_A) { const double* pb = &B[col]; double tmp = 0.0; for (int k = 0; k < NUM_COL_A; ++k, pb += NUM_COL_B) { tmp += pa[k] * pb[0]; } const int index = (row + start_row_c) * col_stride_c + start_col_c + col; CERES_GEMM_STORE_SINGLE(C, index, tmp); } // Return directly for efficiency of extremely small matrix multiply. if (NUM_COL_C == 1) { return; } } // Process the couple columns in remainder if present. if (NUM_COL_C & 2) { int col = NUM_COL_C & (int)(~(span - 1)); const double* pa = &A[0]; for (int row = 0; row < NUM_ROW_C; ++row, pa += NUM_COL_A) { const double* pb = &B[col]; double tmp1 = 0.0, tmp2 = 0.0; for (int k = 0; k < NUM_COL_A; ++k, pb += NUM_COL_B) { double av = pa[k]; tmp1 += av * pb[0]; tmp2 += av * pb[1]; } const int index = (row + start_row_c) * col_stride_c + start_col_c + col; CERES_GEMM_STORE_PAIR(C, index, tmp1, tmp2); } // Return directly for efficiency of extremely small matrix multiply. if (NUM_COL_C < span) { return; } } // Calculate the main part with multiples of 4. int col_m = NUM_COL_C & (int)(~(span - 1)); for (int col = 0; col < col_m; col += span) { for (int row = 0; row < NUM_ROW_C; ++row) { const int index = (row + start_row_c) * col_stride_c + start_col_c + col; // clang-format off MMM_mat1x4(NUM_COL_A, &A[row * NUM_COL_A], &B[col], NUM_COL_B, &C[index], kOperation); // clang-format on } } } CERES_GEMM_BEGIN(MatrixMatrixMultiply) { #ifdef CERES_NO_CUSTOM_BLAS CERES_CALL_GEMM(MatrixMatrixMultiplyEigen) return; #else if (kRowA != Eigen::Dynamic && kColA != Eigen::Dynamic && kRowB != Eigen::Dynamic && kColB != Eigen::Dynamic) { CERES_CALL_GEMM(MatrixMatrixMultiplyEigen) } else { CERES_CALL_GEMM(MatrixMatrixMultiplyNaive) } #endif } CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiplyEigen) { CERES_GEMM_EIGEN_HEADER // clang-format off Eigen::Block block(Cref, start_row_c, start_col_c, num_col_a, num_col_b); // clang-format on if (kOperation > 0) { block.noalias() += Aref.transpose() * Bref; } else if (kOperation < 0) { block.noalias() -= Aref.transpose() * Bref; } else { block.noalias() = Aref.transpose() * Bref; } } CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiplyNaive) { CERES_GEMM_NAIVE_HEADER DCHECK_EQ(NUM_ROW_A, NUM_ROW_B); const int NUM_ROW_C = NUM_COL_A; const int NUM_COL_C = NUM_COL_B; DCHECK_LE(start_row_c + NUM_ROW_C, row_stride_c); DCHECK_LE(start_col_c + NUM_COL_C, col_stride_c); const int span = 4; // Process the remainder part first. // Process the last odd column if present. if (NUM_COL_C & 1) { int col = NUM_COL_C - 1; for (int row = 0; row < NUM_ROW_C; ++row) { const double* pa = &A[row]; const double* pb = &B[col]; double tmp = 0.0; for (int k = 0; k < NUM_ROW_A; ++k) { tmp += pa[0] * pb[0]; pa += NUM_COL_A; pb += NUM_COL_B; } const int index = (row + start_row_c) * col_stride_c + start_col_c + col; CERES_GEMM_STORE_SINGLE(C, index, tmp); } // Return directly for efficiency of extremely small matrix multiply. if (NUM_COL_C == 1) { return; } } // Process the couple columns in remainder if present. if (NUM_COL_C & 2) { int col = NUM_COL_C & (int)(~(span - 1)); for (int row = 0; row < NUM_ROW_C; ++row) { const double* pa = &A[row]; const double* pb = &B[col]; double tmp1 = 0.0, tmp2 = 0.0; for (int k = 0; k < NUM_ROW_A; ++k) { double av = *pa; tmp1 += av * pb[0]; tmp2 += av * pb[1]; pa += NUM_COL_A; pb += NUM_COL_B; } const int index = (row + start_row_c) * col_stride_c + start_col_c + col; CERES_GEMM_STORE_PAIR(C, index, tmp1, tmp2); } // Return directly for efficiency of extremely small matrix multiply. if (NUM_COL_C < span) { return; } } // Process the main part with multiples of 4. int col_m = NUM_COL_C & (int)(~(span - 1)); for (int col = 0; col < col_m; col += span) { for (int row = 0; row < NUM_ROW_C; ++row) { const int index = (row + start_row_c) * col_stride_c + start_col_c + col; // clang-format off MTM_mat1x4(NUM_ROW_A, &A[row], NUM_COL_A, &B[col], NUM_COL_B, &C[index], kOperation); // clang-format on } } } CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiply) { #ifdef CERES_NO_CUSTOM_BLAS CERES_CALL_GEMM(MatrixTransposeMatrixMultiplyEigen) return; #else if (kRowA != Eigen::Dynamic && kColA != Eigen::Dynamic && kRowB != Eigen::Dynamic && kColB != Eigen::Dynamic) { CERES_CALL_GEMM(MatrixTransposeMatrixMultiplyEigen) } else { CERES_CALL_GEMM(MatrixTransposeMatrixMultiplyNaive) } #endif } // Matrix-Vector multiplication // // c op A * b; // // where op can be +=, -=, or =. // // The template parameters (kRowA, kColA) allow specialization of the // loop at compile time. If this information is not available, then // Eigen::Dynamic should be used as the template argument. // // kOperation = 1 -> c += A' * b // kOperation = -1 -> c -= A' * b // kOperation = 0 -> c = A' * b template inline void MatrixVectorMultiply(const double* A, const int num_row_a, const int num_col_a, const double* b, double* c) { #ifdef CERES_NO_CUSTOM_BLAS const typename EigenTypes::ConstMatrixRef Aref( A, num_row_a, num_col_a); const typename EigenTypes::ConstVectorRef bref(b, num_col_a); typename EigenTypes::VectorRef cref(c, num_row_a); // lazyProduct works better than .noalias() for matrix-vector // products. if (kOperation > 0) { cref += Aref.lazyProduct(bref); } else if (kOperation < 0) { cref -= Aref.lazyProduct(bref); } else { cref = Aref.lazyProduct(bref); } #else DCHECK_GT(num_row_a, 0); DCHECK_GT(num_col_a, 0); DCHECK((kRowA == Eigen::Dynamic) || (kRowA == num_row_a)); DCHECK((kColA == Eigen::Dynamic) || (kColA == num_col_a)); const int NUM_ROW_A = (kRowA != Eigen::Dynamic ? kRowA : num_row_a); const int NUM_COL_A = (kColA != Eigen::Dynamic ? kColA : num_col_a); const int span = 4; // Calculate the remainder part first. // Process the last odd row if present. if (NUM_ROW_A & 1) { int row = NUM_ROW_A - 1; const double* pa = &A[row * NUM_COL_A]; const double* pb = &b[0]; double tmp = 0.0; for (int col = 0; col < NUM_COL_A; ++col) { tmp += (*pa++) * (*pb++); } CERES_GEMM_STORE_SINGLE(c, row, tmp); // Return directly for efficiency of extremely small matrix multiply. if (NUM_ROW_A == 1) { return; } } // Process the couple rows in remainder if present. if (NUM_ROW_A & 2) { int row = NUM_ROW_A & (int)(~(span - 1)); const double* pa1 = &A[row * NUM_COL_A]; const double* pa2 = pa1 + NUM_COL_A; const double* pb = &b[0]; double tmp1 = 0.0, tmp2 = 0.0; for (int col = 0; col < NUM_COL_A; ++col) { double bv = *pb++; tmp1 += *(pa1++) * bv; tmp2 += *(pa2++) * bv; } CERES_GEMM_STORE_PAIR(c, row, tmp1, tmp2); // Return directly for efficiency of extremely small matrix multiply. if (NUM_ROW_A < span) { return; } } // Calculate the main part with multiples of 4. int row_m = NUM_ROW_A & (int)(~(span - 1)); for (int row = 0; row < row_m; row += span) { // clang-format off MVM_mat4x1(NUM_COL_A, &A[row * NUM_COL_A], NUM_COL_A, &b[0], &c[row], kOperation); // clang-format on } #endif // CERES_NO_CUSTOM_BLAS } // Similar to MatrixVectorMultiply, except that A is transposed, i.e., // // c op A' * b; template inline void MatrixTransposeVectorMultiply(const double* A, const int num_row_a, const int num_col_a, const double* b, double* c) { #ifdef CERES_NO_CUSTOM_BLAS const typename EigenTypes::ConstMatrixRef Aref( A, num_row_a, num_col_a); const typename EigenTypes::ConstVectorRef bref(b, num_row_a); typename EigenTypes::VectorRef cref(c, num_col_a); // lazyProduct works better than .noalias() for matrix-vector // products. if (kOperation > 0) { cref += Aref.transpose().lazyProduct(bref); } else if (kOperation < 0) { cref -= Aref.transpose().lazyProduct(bref); } else { cref = Aref.transpose().lazyProduct(bref); } #else DCHECK_GT(num_row_a, 0); DCHECK_GT(num_col_a, 0); DCHECK((kRowA == Eigen::Dynamic) || (kRowA == num_row_a)); DCHECK((kColA == Eigen::Dynamic) || (kColA == num_col_a)); const int NUM_ROW_A = (kRowA != Eigen::Dynamic ? kRowA : num_row_a); const int NUM_COL_A = (kColA != Eigen::Dynamic ? kColA : num_col_a); const int span = 4; // Calculate the remainder part first. // Process the last odd column if present. if (NUM_COL_A & 1) { int row = NUM_COL_A - 1; const double* pa = &A[row]; const double* pb = &b[0]; double tmp = 0.0; for (int col = 0; col < NUM_ROW_A; ++col) { tmp += *pa * (*pb++); pa += NUM_COL_A; } CERES_GEMM_STORE_SINGLE(c, row, tmp); // Return directly for efficiency of extremely small matrix multiply. if (NUM_COL_A == 1) { return; } } // Process the couple columns in remainder if present. if (NUM_COL_A & 2) { int row = NUM_COL_A & (int)(~(span - 1)); const double* pa = &A[row]; const double* pb = &b[0]; double tmp1 = 0.0, tmp2 = 0.0; for (int col = 0; col < NUM_ROW_A; ++col) { // clang-format off double bv = *pb++; tmp1 += *(pa ) * bv; tmp2 += *(pa + 1) * bv; pa += NUM_COL_A; // clang-format on } CERES_GEMM_STORE_PAIR(c, row, tmp1, tmp2); // Return directly for efficiency of extremely small matrix multiply. if (NUM_COL_A < span) { return; } } // Calculate the main part with multiples of 4. int row_m = NUM_COL_A & (int)(~(span - 1)); for (int row = 0; row < row_m; row += span) { // clang-format off MTV_mat4x1(NUM_ROW_A, &A[row], NUM_COL_A, &b[0], &c[row], kOperation); // clang-format on } #endif // CERES_NO_CUSTOM_BLAS } #undef CERES_GEMM_BEGIN #undef CERES_GEMM_EIGEN_HEADER #undef CERES_GEMM_NAIVE_HEADER #undef CERES_CALL_GEMM #undef CERES_GEMM_STORE_SINGLE #undef CERES_GEMM_STORE_PAIR } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_SMALL_BLAS_H_