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- // 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: 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/export.h"
- #include "glog/logging.h"
- #include "small_blas_generic.h"
- namespace ceres::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 <int kRowA, int kColA, int kRowB, int kColB, int kOperation> \
- 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<kRowA, kColA>::ConstMatrixRef Aref( \
- A, num_row_a, num_col_a); \
- const typename EigenTypes<kRowB, kColB>::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<kRowA, kColA, kRowB, kColB, kOperation>( \
- 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<MatrixRef, kRowA, kColB> 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 & (~(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 & (~(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<MatrixRef, kColA, kColB> 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 & (~(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 & (~(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 <int kRowA, int kColA, int kOperation>
- 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<kRowA, kColA>::ConstMatrixRef Aref(
- A, num_row_a, num_col_a);
- const typename EigenTypes<kColA>::ConstVectorRef bref(b, num_col_a);
- typename EigenTypes<kRowA>::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 & (~(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 & (~(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 <int kRowA, int kColA, int kOperation>
- 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<kRowA, kColA>::ConstMatrixRef Aref(
- A, num_row_a, num_col_a);
- const typename EigenTypes<kRowA>::ConstVectorRef bref(b, num_row_a);
- typename EigenTypes<kColA>::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 & (~(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 & (~(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 ceres::internal
- #endif // CERES_INTERNAL_SMALL_BLAS_H_
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