// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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: joydeepb@cs.utexas.edu (Joydeep Biswas) #include "ceres/cuda_sparse_matrix.h" #include #include "ceres/block_sparse_matrix.h" #include "ceres/casts.h" #include "ceres/cuda_vector.h" #include "ceres/internal/config.h" #include "ceres/internal/eigen.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/triplet_sparse_matrix.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { #ifndef CERES_NO_CUDA class CudaSparseMatrixTest : public ::testing::Test { protected: void SetUp() final { std::string message; CHECK(context_.InitCuda(&message)) << "InitCuda() failed because: " << message; std::unique_ptr problem = CreateLinearLeastSquaresProblemFromId(2); CHECK(problem != nullptr); A_.reset(down_cast(problem->A.release())); CHECK(A_ != nullptr); CHECK(problem->b != nullptr); CHECK(problem->x != nullptr); b_.resize(A_->num_rows()); for (int i = 0; i < A_->num_rows(); ++i) { b_[i] = problem->b[i]; } x_.resize(A_->num_cols()); for (int i = 0; i < A_->num_cols(); ++i) { x_[i] = problem->x[i]; } CHECK_EQ(A_->num_rows(), b_.rows()); CHECK_EQ(A_->num_cols(), x_.rows()); } std::unique_ptr A_; Vector x_; Vector b_; ContextImpl context_; }; TEST_F(CudaSparseMatrixTest, RightMultiplyAndAccumulate) { std::string message; auto A_crs = A_->ToCompressedRowSparseMatrix(); CudaSparseMatrix A_gpu(&context_, *A_crs); CudaVector x_gpu(&context_, A_gpu.num_cols()); CudaVector res_gpu(&context_, A_gpu.num_rows()); x_gpu.CopyFromCpu(x_); const Vector minus_b = -b_; // res = -b res_gpu.CopyFromCpu(minus_b); // res += A * x A_gpu.RightMultiplyAndAccumulate(x_gpu, &res_gpu); Vector res; res_gpu.CopyTo(&res); Vector res_expected = minus_b; A_->RightMultiplyAndAccumulate(x_.data(), res_expected.data()); EXPECT_LE((res - res_expected).norm(), std::numeric_limits::epsilon() * 1e3); } TEST(CudaSparseMatrix, CopyValuesFromCpu) { // A1: // [ 1 1 0 0 // 0 1 1 0] // A2: // [ 1 2 0 0 // 0 3 4 0] // b: [1 2 3 4]' // A1 * b = [3 5]' // A2 * b = [5 18]' TripletSparseMatrix A1(2, 4, {0, 0, 1, 1}, {0, 1, 1, 2}, {1, 1, 1, 1}); TripletSparseMatrix A2(2, 4, {0, 0, 1, 1}, {0, 1, 1, 2}, {1, 2, 3, 4}); Vector b(4); b << 1, 2, 3, 4; ContextImpl context; std::string message; CHECK(context.InitCuda(&message)) << "InitCuda() failed because: " << message; auto A1_crs = CompressedRowSparseMatrix::FromTripletSparseMatrix(A1); CudaSparseMatrix A_gpu(&context, *A1_crs); CudaVector b_gpu(&context, A1.num_cols()); CudaVector x_gpu(&context, A1.num_rows()); b_gpu.CopyFromCpu(b); x_gpu.SetZero(); Vector x_expected(2); x_expected << 3, 5; A_gpu.RightMultiplyAndAccumulate(b_gpu, &x_gpu); Vector x_computed; x_gpu.CopyTo(&x_computed); EXPECT_EQ(x_computed, x_expected); auto A2_crs = CompressedRowSparseMatrix::FromTripletSparseMatrix(A2); A_gpu.CopyValuesFromCpu(*A2_crs); x_gpu.SetZero(); x_expected << 5, 18; A_gpu.RightMultiplyAndAccumulate(b_gpu, &x_gpu); x_gpu.CopyTo(&x_computed); EXPECT_EQ(x_computed, x_expected); } TEST(CudaSparseMatrix, RightMultiplyAndAccumulate) { // A: // [ 1 2 0 0 // 0 3 4 0] // b: [1 2 3 4]' // A * b = [5 18]' TripletSparseMatrix A(2, 4, {0, 0, 1, 1}, {0, 1, 1, 2}, {1, 2, 3, 4}); Vector b(4); b << 1, 2, 3, 4; Vector x_expected(2); x_expected << 5, 18; ContextImpl context; std::string message; CHECK(context.InitCuda(&message)) << "InitCuda() failed because: " << message; auto A_crs = CompressedRowSparseMatrix::FromTripletSparseMatrix(A); CudaSparseMatrix A_gpu(&context, *A_crs); CudaVector b_gpu(&context, A.num_cols()); CudaVector x_gpu(&context, A.num_rows()); b_gpu.CopyFromCpu(b); x_gpu.SetZero(); A_gpu.RightMultiplyAndAccumulate(b_gpu, &x_gpu); Vector x_computed; x_gpu.CopyTo(&x_computed); EXPECT_EQ(x_computed, x_expected); } TEST(CudaSparseMatrix, LeftMultiplyAndAccumulate) { // A: // [ 1 2 0 0 // 0 3 4 0] // b: [1 2]' // A'* b = [1 8 8 0]' TripletSparseMatrix A(2, 4, {0, 0, 1, 1}, {0, 1, 1, 2}, {1, 2, 3, 4}); Vector b(2); b << 1, 2; Vector x_expected(4); x_expected << 1, 8, 8, 0; ContextImpl context; std::string message; CHECK(context.InitCuda(&message)) << "InitCuda() failed because: " << message; auto A_crs = CompressedRowSparseMatrix::FromTripletSparseMatrix(A); CudaSparseMatrix A_gpu(&context, *A_crs); CudaVector b_gpu(&context, A.num_rows()); CudaVector x_gpu(&context, A.num_cols()); b_gpu.CopyFromCpu(b); x_gpu.SetZero(); A_gpu.LeftMultiplyAndAccumulate(b_gpu, &x_gpu); Vector x_computed; x_gpu.CopyTo(&x_computed); EXPECT_EQ(x_computed, x_expected); } // If there are numerical errors due to synchronization issues, they will show // up when testing with large matrices, since each operation will take // significant time, thus hopefully revealing any potential synchronization // issues. TEST(CudaSparseMatrix, LargeMultiplyAndAccumulate) { // Create a large NxN matrix A that has the following structure: // In row i, only columns i and i+1 are non-zero. // A_{i, i} = A_{i, i+1} = 1. // There will be 2 * N - 1 non-zero elements in A. // X = [1:N] // Right multiply test: // b = A * X // Left multiply test: // b = A' * X const int N = 10 * 1000 * 1000; const int num_non_zeros = 2 * N - 1; std::vector row_indices(num_non_zeros); std::vector col_indices(num_non_zeros); std::vector values(num_non_zeros); for (int i = 0; i < N; ++i) { row_indices[2 * i] = i; col_indices[2 * i] = i; values[2 * i] = 1.0; if (i + 1 < N) { col_indices[2 * i + 1] = i + 1; row_indices[2 * i + 1] = i; values[2 * i + 1] = 1; } } TripletSparseMatrix A(N, N, row_indices, col_indices, values); Vector x(N); for (int i = 0; i < N; ++i) { x[i] = i + 1; } ContextImpl context; std::string message; CHECK(context.InitCuda(&message)) << "InitCuda() failed because: " << message; auto A_crs = CompressedRowSparseMatrix::FromTripletSparseMatrix(A); CudaSparseMatrix A_gpu(&context, *A_crs); CudaVector b_gpu(&context, N); CudaVector x_gpu(&context, N); x_gpu.CopyFromCpu(x); // First check RightMultiply. { b_gpu.SetZero(); A_gpu.RightMultiplyAndAccumulate(x_gpu, &b_gpu); Vector b_computed; b_gpu.CopyTo(&b_computed); for (int i = 0; i < N; ++i) { if (i + 1 < N) { EXPECT_EQ(b_computed[i], 2 * (i + 1) + 1); } else { EXPECT_EQ(b_computed[i], i + 1); } } } // Next check LeftMultiply. { b_gpu.SetZero(); A_gpu.LeftMultiplyAndAccumulate(x_gpu, &b_gpu); Vector b_computed; b_gpu.CopyTo(&b_computed); for (int i = 0; i < N; ++i) { if (i > 0) { EXPECT_EQ(b_computed[i], 2 * (i + 1) - 1); } else { EXPECT_EQ(b_computed[i], i + 1); } } } } #endif // CERES_NO_CUDA } // namespace internal } // namespace ceres