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
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
Previously some matrices used Block to keep track of
row/column block sizes and some would just use ints, and
then compute the position of each row and column from it.
By uniformly using Block everywhere, we reduce duplicate
computation and data copies.
I also cleaned up a bunch of c++17 related stuff as I edited
these files.
Change-Id: I4c86b1593fd4c91f9057fbb38314f62f303e0477
1. Add CreateFakeBundleAdjustmentJacobian to create
bundle adjustment structured jacobians.
2. sparse_linear_operator_benchmark -> spmv_benchmark
3. Refactor spmv_benchmark to use CreateFakeBundleAdjustmentJacobian.
4. Add BA and unstructured Jacobian variants of spmv benchmarks
5. Add BA and unstructured Jacobian benchmarks for the block Jacobi
preconditioner.
6. Fix BlockSparseMatrix::ToCompressedRowSparseMatrix to add the
row and column block structure to the output.
Change-Id: I737a3d7d82dad665b1f2e7886c2c3aedd702ffcd
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
Use same instance of a PRNG throughout by passing it to methods and
functions as an argument to generate random numbers without breaking the
sequence.
Change-Id: Ib024bbc1ea2d14e4b9afb71857856a5fb77b1667
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
1. Remove an unused variable from block_sparse_matrix.cc
2. Add explicit types to the distributions to get around
-Wctad-maybe-unsupported
Change-Id: Ib7d606fbfe2b93ba4fce408f38ee4f7626b74ff0
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
Do not define trivial constructors or destructors unless necessary
(e.g., for implementing pimpl) following the rule of zero. Define
virtual base class destructors out-of-line to avoid emitting vtables in
every translation unit.
Change-Id: Iea2d8978e62a8ee5a97b86cbb4e858d56e0fb274
Applied changes correspond to clang-tidy fixes
stemming from the modernize-use-equals-default check.
Change-Id: I254b0908a76d464131564b637cd0e42a6b03fb5a
- 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
The key idea being, use some subset of the rows of the Jacobian
as the preconditioner.
This CL only implements the preconditioner assuming that the row
selection has already been done. How the rows are selected will be
left to the user based on their knowledge of the problem.
A follow up CL will hook this preconditioner into the rest of the
solver.
Change-Id: I3e18dc57811116534e9ddf35d7b154bcce496d3b
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
For historical reasons we had a "using namespace std;" in port.h. This
is generally a bad idea. So removing it and along the way doing a bunch
of cpplint cleanup.
Change-Id: Ia125601a55ae62695e247fb0250df4c6f86c46c6
1. When a LAPACK implementation is present, then
DENSE_QR, DENSE_NORMAL_CHOLESKY and DENSE_SCHUR
can use it for doing dense linear algebra operations.
2. The user can switch dense linear algebra libraries
by setting Solver::Options::dense_linear_algebra_library_type.
3. Solver::Options::sparse_linear_algebra_library is now
Solver::Options::sparse_linear_algebra_library_type to be consistent
with all the other enums in Solver::Options.
4. Updated documentation as well as Solver::Summary::FullReport
to reflect these changes.
Change-Id: I5ab930bc15e90906b648bc399b551e6bd5d6498f
With this ITERATIVE_SCHUR with JACOBI preconditioner went down from
280 seconds to 150 seconds on problem-744-543562-pre.txt.
Change-Id: I4f319c1108421e8d59f58654a4c0576ad65df609
1. Make the mechanism for writing problems to disk, generic and
controllable using an enum DumpType visible in the API.
2. Instead of single file containing protocol buffers, now matrices can
be written in a matlab/octave friendly format. This is now the default.
3. The support for writing problems to disk is moved into
linear_least_squares_problem.cc/h
4. SparseMatrix now has a ToTextFile virtual method which is
implemented by each of its subclasses to write a (i,j,s) triplets.
5. Minor changes to simple_bundle_adjuster to enable logging at startup.
Dmitriy Korchemkin