27 Commits

Author SHA1 Message Date
Sameer Agarwal 6b9a690009 ClangTidy cleanup part 1
Change-Id: Id592fc68b8f184cd002df9d94a68d05fbbf9c24d
2024-07-21 14:55:46 -07:00
Sameer Agarwal 0a53aa9054 Take abseil as a dependency
1. Add abseil-cpp as a submodule. We are tracking the latest LTS
release, which is lts_2024_01_16.
2. Replace glog/gflags with absl::log and absl::flags.
3. Remove miniglog
4. Also take a whack at making the bazel build work with
   abseil-cpp and gtest.

There are a number of TODOs in this CL that still need to be resolved.

Change-Id: I39355ed7d61375be4ebcbc8596d9cc70acc1c678
2024-07-18 00:24:49 -07:00
Sameer Agarwal 5a30cae583 Preparing for 2.2.0rc1
1. Add a version history
2. Update copyright years across the code base
3. Run format_all.sh
4. Update version strings from 2.1.0 to 2.2.0 in the docs and
   elsewhere.

Change-Id: I46d8d479d54bd6002d532785e67342106e73c9ac
2023-09-21 11:23:38 -07:00
Dmitriy Korchemkin abbc4e7974 Explicitly compute number of non-zeros in row
Change-Id: Iaebaf6d23d33dbbbe5a7c7240319bf28cf2bdd3a
2023-05-04 21:16:39 +03:00
Dmitriy Korchemkin 77ad8bb4e5 Change storage in BlockRandomAccessSparseMatrix
- TripletSparseMatrix in BlockRandomAccessSparseMatrix is replaced with
   BlockSparseMatrix
 - BlockSparseMatrix::ToCompressedRowSparseMatrix is performed in a
   direct sort-less way

Change-Id: Ib951fda1b9394050e2c47a9721172c5e3c674801
2023-04-18 01:34:30 +03:00
Sameer Agarwal 8e5d83f07d ClangFormat and ClangTidy changes
Change-Id: Ib457dcc55ffb405aeaeac711c20bd9217b32f90e
2022-12-17 17:29:42 -08:00
Dmitriy Korchemkin b158515089 Parallel operations on vectors
Main focus of this change is to parallelize remaining operations (most of them
are operations on vectors) in code-path utilized with iterative Schur
complement.

Parallelization is handled using lazy evaluation of Eigen expressions.

On linux pc with intel 8176 processor parallelization of vector operations has
the following effect:

Running ./bin/parallel_vector_operations_benchmark
Run on (112 X 3200.32 MHz CPU s)
CPU Caches:
  L1 Data 32 KiB (x56)
  L1 Instruction 32 KiB (x56)
  L2 Unified 1024 KiB (x56)
  L3 Unified 39424 KiB (x2)
Load Average: 3.30, 8.41, 11.82
-----------------------------------
Benchmark                      Time
-----------------------------------
SetZero                 10009532 ns
SetZeroParallel/1       10024139 ns
...
SetZeroParallel/16        877606 ns

Negate                   4978856 ns
NegateParallel/1         5145413 ns
...
NegateParallel/16         721823 ns

Assign                  10731408 ns
AssignParallel/1        10749944 ns
...
AssignParallel/16        1829381 ns

D2X                     15214399 ns
D2XParallel/1           15623245 ns
...
D2XParallel/16           2687060 ns

DivideSqrt               8220050 ns
DivideSqrtParallel/1     9088467 ns
...
DivideSqrtParallel/16     905569 ns

Clamp                    3502010 ns
ClampParallel/1          4507897 ns
...
ClampParallel/16          759576 ns

Norm                     4426782 ns
NormParallel/1           4442805 ns
...
NormParallel/16           430290 ns

Dot                      9023276 ns
DotParallel/1            9031304 ns
...
DotParallel/16           1157267 ns

Axpby                   14608289 ns
AxpbyParallel/1         14570825 ns
...
AxpbyParallel/16         2672220 ns
-----------------------------------

Multi-threading of vector operations in ISC and program evaluation results into
the following improvement:

Running ./bin/evaluation_benchmark
--------------------------------------------------------------------------------------
Benchmark                                                               this   2fd81de
--------------------------------------------------------------------------------------
Residuals<problem-13682-4456117-pre.txt>/1                           4136 ms   4292 ms
Residuals<problem-13682-4456117-pre.txt>/2                           2919 ms   2670 ms
Residuals<problem-13682-4456117-pre.txt>/4                           2065 ms   2198 ms
Residuals<problem-13682-4456117-pre.txt>/8                           1458 ms   1609 ms
Residuals<problem-13682-4456117-pre.txt>/16                          1152 ms   1227 ms

ResidualsAndJacobian<problem-13682-4456117-pre.txt>/1               19759 ms  20084 ms
ResidualsAndJacobian<problem-13682-4456117-pre.txt>/2               10921 ms  10977 ms
ResidualsAndJacobian<problem-13682-4456117-pre.txt>/4                6220 ms   6941 ms
ResidualsAndJacobian<problem-13682-4456117-pre.txt>/8                3490 ms   4398 ms
ResidualsAndJacobian<problem-13682-4456117-pre.txt>/16               2277 ms   3172 ms

Plus<problem-13682-4456117-pre.txt>/1                                 339 ms    322 ms
Plus<problem-13682-4456117-pre.txt>/2                                 220 ms
Plus<problem-13682-4456117-pre.txt>/4                                 128 ms
Plus<problem-13682-4456117-pre.txt>/8                                78.0 ms
Plus<problem-13682-4456117-pre.txt>/16                               49.8 ms

ISCRightMultiplyAndAccumulate<problem-13682-4456117-pre.txt>/1       2434 ms   2478 ms
ISCRightMultiplyAndAccumulate<problem-13682-4456117-pre.txt>/2       2706 ms   2688 ms
ISCRightMultiplyAndAccumulate<problem-13682-4456117-pre.txt>/4       1430 ms   1548 ms
ISCRightMultiplyAndAccumulate<problem-13682-4456117-pre.txt>/8        742 ms    883 ms
ISCRightMultiplyAndAccumulate<problem-13682-4456117-pre.txt>/16       438 ms    555 ms

ISCRightMultiplyAndAccumulateDiag<problem-13682-4456117-pre.txt>/1   2438 ms   2481 ms
ISCRightMultiplyAndAccumulateDiag<problem-13682-4456117-pre.txt>/2   2565 ms   2790 ms
ISCRightMultiplyAndAccumulateDiag<problem-13682-4456117-pre.txt>/4   1434 ms   1551 ms
ISCRightMultiplyAndAccumulateDiag<problem-13682-4456117-pre.txt>/8    765 ms    892 ms
ISCRightMultiplyAndAccumulateDiag<problem-13682-4456117-pre.txt>/16   435 ms    559 ms

JacobianSquaredColumnNorm<problem-13682-4456117-pre.txt>/1           1278 ms
JacobianSquaredColumnNorm<problem-13682-4456117-pre.txt>/2           1555 ms
JacobianSquaredColumnNorm<problem-13682-4456117-pre.txt>/4            833 ms
JacobianSquaredColumnNorm<problem-13682-4456117-pre.txt>/8            459 ms
JacobianSquaredColumnNorm<problem-13682-4456117-pre.txt>/16           250 ms

JacobianScaleColumns<problem-13682-4456117-pre.txt>/1                1468 ms
JacobianScaleColumns<problem-13682-4456117-pre.txt>/2                1871 ms
JacobianScaleColumns<problem-13682-4456117-pre.txt>/4                 957 ms
JacobianScaleColumns<problem-13682-4456117-pre.txt>/8                 528 ms
JacobianScaleColumns<problem-13682-4456117-pre.txt>/16                294 ms

End-to-end improvements with bundle_adjuster invoked with
./bin/bundle_adjuster --num_threads 28 --num_iterations 40 \
                      --linear_solver iterative_schur \
                      --preconditioner jacobi --input
---------------------------------------------
Problem                         this  2fd81de
---------------------------------------------
problem-13682-4456117-pre.txt  508.6    892.7
problem-1778-993923-pre.txt    763.8   1129.9
problem-1723-156502-pre.txt      6.3     14.4
problem-356-226730-pre.txt      76.3    116.2
problem-257-65132-pre.txt       38.6     52.0

Change-Id: Ie31cc5015f13fa479c16ffb5ce48c9b880990d49
2022-12-17 02:52:27 +03:00
Dmitriy Korchemkin 5d53d1ee38 Parallel for with iteration costs and left product
Parallel for with user-supplied [cumulative] iteration costs allows to
get performance improvements on problems with significantly different
time requirements per parallel loop iteration.

One of those problems is left multiplication with block-sparse matrix.
Using number of non-zero values per column block, we partition column
blocks into contiguous sets with approximately equal number of
operations to be performed.

Change-Id: I4a862a10a586cdfbec22e8168a3423537039abc2
2022-11-12 18:58:06 +03:00
Sameer Agarwal d6a9310098 Clang Tidy Fixes
Change-Id: I65558225cc537e86428caa5081bde165968bfab3
2022-11-01 10:46:50 -07:00
Dmitriy Korchemkin 6685e629f9 AddBlockStructureTranspose to BlockSparseMatrix
Add structure of transposed matrix to BlockSparseMatrix

Number of non-zero values per row block and cumulative non-zero
values count are maintained for transposed structure

Change-Id: Icf38bb7a734ca695c788579eece1c92d36d78e54
2022-10-28 02:10:59 +03:00
Dmitriy Korchemkin b1fe603305 Parallel right products for partitioned view
Parallel implementations for right-multiply by dense vector for:
 - Partitioned matrix view
 - Block-sparse matrix
 - CRS matrix (non-symmetric only)

When coupled with non-interleaving indexes in parallel for, this
simple aproach provides a reasonable speedup.
For example, in CRS case difference with GPGPU approach reduces
closer to memory throughput ratio for high enough core count.

./bin/spmv_benchmark
-------------------------------------------------------------------
Benchmark                                                      Time
-------------------------------------------------------------------
BM_BlockSparseRightMultiplyAndAccumulateBA/1              28.5   ms
BM_BlockSparseRightMultiplyAndAccumulateBA/2              15.7   ms
BM_BlockSparseRightMultiplyAndAccumulateBA/4               9.01  ms
BM_BlockSparseRightMultiplyAndAccumulateBA/8               5.60  ms
BM_BlockSparseRightMultiplyAndAccumulateBA/16              3.86  ms
BM_BlockSparseRightMultiplyAndAccumulateBA/28              3.84  ms
BM_BlockSparseRightMultiplyAndAccumulateUnstructured/1    23.8   ms
BM_BlockSparseRightMultiplyAndAccumulateUnstructured/2    15.0   ms
BM_BlockSparseRightMultiplyAndAccumulateUnstructured/4     8.01  ms
BM_BlockSparseRightMultiplyAndAccumulateUnstructured/8     4.02  ms
BM_BlockSparseRightMultiplyAndAccumulateUnstructured/16    2.39  ms
BM_BlockSparseRightMultiplyAndAccumulateUnstructured/28    1.68  ms
BM_BlockSparseLeftMultiplyAndAccumulateBA                 30.7   ms
BM_BlockSparseLeftMultiplyAndAccumulateUnstructured       41.5   ms
BM_CRSRightMultiplyAndAccumulateBA/1                      24.1   ms
BM_CRSRightMultiplyAndAccumulateBA/2                      13.6   ms
BM_CRSRightMultiplyAndAccumulateBA/4                       8.70  ms
BM_CRSRightMultiplyAndAccumulateBA/8                       5.34  ms
BM_CRSRightMultiplyAndAccumulateBA/16                      3.99  ms
BM_CRSRightMultiplyAndAccumulateBA/28                      4.00  ms
BM_CRSRightMultiplyAndAccumulateUnstructured/1            21.1   ms
BM_CRSRightMultiplyAndAccumulateUnstructured/2            10.83  ms
BM_CRSRightMultiplyAndAccumulateUnstructured/4             5.88  ms
BM_CRSRightMultiplyAndAccumulateUnstructured/8             3.68  ms
BM_CRSRightMultiplyAndAccumulateUnstructured/16            2.21  ms
BM_CRSRightMultiplyAndAccumulateUnstructured/28            1.71  ms
BM_CRSLeftMultiplyAndAccumulateBA                         23.6   ms
BM_CRSLeftMultiplyAndAccumulateUnstructured               22.5   ms
BM_CudaRightMultiplyAndAccumulateBA                        0.679 ms
BM_CudaRightMultiplyAndAccumulateUnstructured              0.480 ms
BM_CudaLeftMultiplyAndAccumulateBA                         0.774 ms
BM_CudaLeftMultiplyAndAccumulateUnstructured               0.361 ms

./bin/partitioned_matrix_view_benchmark
-----------------------------------------------------------------
Benchmark                                                    Time
-----------------------------------------------------------------
BM_PatitionedViewRightMultiplyAndAccumulateE_Static/1    18.5  ms
BM_PatitionedViewRightMultiplyAndAccumulateE_Static/2    10.7  ms
BM_PatitionedViewRightMultiplyAndAccumulateE_Static/4     6.34 ms
BM_PatitionedViewRightMultiplyAndAccumulateE_Static/8     4.26 ms
BM_PatitionedViewRightMultiplyAndAccumulateE_Static/16    3.86 ms
BM_PatitionedViewRightMultiplyAndAccumulateE_Static/28    3.75 ms
BM_PatitionedViewRightMultiplyAndAccumulateF_Static/1    18.8  ms
BM_PatitionedViewRightMultiplyAndAccumulateF_Static/2    11.9  ms
BM_PatitionedViewRightMultiplyAndAccumulateF_Static/4     6.94 ms
BM_PatitionedViewRightMultiplyAndAccumulateF_Static/8     4.41 ms
BM_PatitionedViewRightMultiplyAndAccumulateF_Static/16    3.63 ms
BM_PatitionedViewRightMultiplyAndAccumulateF_Static/28    3.86 ms

Timings correspond to intel 8176 cpu and 2080ti nvidia gpu,
with OpenMP threading backend.

Change-Id: Idc07d0563103d057ca3c8412de81a7823fe232af
2022-09-30 17:23:13 +03:00
Joydeep Biswas 3af3dee189 Simplify the implementation to convert from BlockSparseMatrix to
CompressedRowSparseMatrix.

Since the conversion from BlockSparseMatrix to CompressedRowSparseMatrix
is not used in any performance-critical context, this CL simplifies it
by re-using existing conversions.

Change-Id: I51263bc95cc056efb31961ccda548cd7be35b2a4
2022-08-14 10:42:19 -05:00
Sameer Agarwal 04899645cc LinearOperator::FooMultiply -> LinearOperator::FooMultiplyAndAccumulate
These methods were historically poorly named and every time I read code
I get confused whether they are just multiplying or multiplying and
adding. Clarifying them also gives us the changce to introduce
RightMultiply and LeftMultiply methods in the base class which will
simplify a number call sites in a subsequent CL.

Fixes https://github.com/ceres-solver/ceres-solver/issues/855

Change-Id: Ice4fb483f1acd02527a6dd753ef0c5a66037f4b0
2022-08-10 10:03:03 -07:00
Sameer Agarwal 3e1cc89f63 A bunch of clang-tidy fixes.
Change-Id: I1442d69eb9be91a8c368187848d65196273e3de6
2022-08-08 21:13:30 -07:00
Joydeep Biswas c9d2ec8a9f Updates to sparse block matrix structures to support new
sparse linear solvers.

* Add methods to convert TripletSparseMatrix and BlockSparseMatrix to
  CRSMatrix structure.
* Added tests for conversion of TripletSparseMatrix and BlockSparseMatrix
  to CRSMatrix structure.
* Added documentation on the BlockSparseMatrix structure.

Change-Id: I020cfa91c301567ceeb39ff2064183c5d88c9ed5
2022-08-06 22:03:37 -05:00
Sergiu Deitsch c8658c8992 Modernize more
Apply clang-tidy Google and modernize fixes without trailing return type
using:

$ clang-tidy -p <build-dir> \
  -checks='-*,google-*,modernize-*,-modernize-use-trailing-return-type' {} -fix

Change-Id: I7450cc58ea9abf928f73a467e87876083217fa26
2022-02-26 22:16:56 +00:00
Sameer Agarwal ae65219e04 ClangTidy cleanups
1. NULL -> nullptr
2. foo.reset(new Bar) -> = foo = std::make_unique<Bar>()
3. Missing std library includes & prefixes

Change-Id: I260b261b484554be681ee5a7398126fdb3b3a789
2022-02-09 10:06:49 -08:00
Nikolaus Demmel 7b8f675bfd fix formatting for (non-generated) internal source files
- Change formatting standard to Cpp11. Main difference is not having
  the space between two closing >> for nested templates. We don't
  choose c++14, because older versions of clang-format (version 9
  and earlier) don't know this value yet, and it doesn't make a
  difference in the formatting.
- Apply clang-format to all (non generated) internal source files.
- Manually fix some code sections (clang-format on/off) and c-strings
- Exclude some embedded external files with very different formatting
  (gtest/gmock)
- Add script to format all source files

Change-Id: Ic6cea41575ad6e37c9e136dbce176b0d505dc44d
2020-09-21 02:52:07 +02:00
Sameer Agarwal 2ffddaccfe Use override & final instead of just using virtual.
This is safer than using virtual and this lead to a minor
bug fixes.

Change-Id: Id69cb1cc569bf6bf245f22f029c7871b6c712568
2019-07-25 16:29:14 -07:00
Sameer Agarwal 94712db5c7 Convert calls to CHECK_NOTNULL to CHECK.
CHECK_NOTNULL is being deprecated and removed from the
glog library.

Change-Id: I4a6d1eec6e82a768c7861c8f776bf1f9c0b50c74
2018-08-28 08:14:19 -07:00
Keir Mierle 7c4e8a454e Replace scoped_ptr with C++11's unique_ptr
Change-Id: Ib5a504c491e3a79af52a95accf009df473470c6b
2018-04-02 14:47:47 -07:00
Sameer Agarwal ef31944726 A number of changes to BlockSparseMatrix.
1. Add BlockSparseMatrix::CreateDiagonalMatrix
2. Add BlockSparseMatrix::AppendRows
3. Add BlockSparseMatrix::DeleteRowBlocks
4. Add BlockSparseMatrix::CreateRandomMatrix
5. Add a non-default constructor to Compressedlist.

Change-Id: I7cc7656616d059cef4471335f6d5b636807953e6
2017-06-14 10:57:27 -07:00
Keir Mierle 7492b0d8de Update copyright headers with new year and URL
Since Ceres is moving to using GitHub for issues, and the Google
Code URL in the current copyright header will soon become invalid,
update all the headers.

Change-Id: I1fce70375d1bcf098591f07b4d8f01a5c1e0789c
2015-03-18 05:43:23 +00:00
Sameer Agarwal 79d9353036 Remove Protocol Buffers support.
Change-Id: I451c543c82cdfb566736aab94d836abcfb5c689d
2013-06-24 14:28:40 -07:00
Sameer Agarwal dd2b17d7dd CERES_DONT_HAVE_PROTOCOL_BUFFERS -> CERES_NO_PROTOCOL_BUFFERS.
Change-Id: I6c9f50e4c006faf4e75a8f417455db18357f3187
2012-08-17 13:21:33 -07:00
Sameer Agarwal 0beab86dfa Fix glog includes and include sorting order.
Change-Id: I0ec85218e82d1714279d41f7635104d480fb91c3
2012-08-13 15:47:24 -07:00
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00