Commit Graph

20 Commits

Author SHA1 Message Date
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 b652d3b4f1 Unbreak the windows build
Change-Id: Ia838b94c7ce1bad178200ce705f02b460b0f266d
2023-10-09 15:10:37 -07:00
Sameer Agarwal b79c4d3505 ClangTidy fixes
Change-Id: I26a8bbce337dbd0b5fc18bc1345d9ccbee275080
2023-10-09 09:29:49 -07:00
Dmitriy Korchemkin dc7a859752 Single-threaded operations on small vectors
As pointed out by several users, introduction of parallel operations on
vectors severely impacts solver performance on small problems, with time
consumption increasing with the number of threads.

In order to minimize overhead of trying to execute small tasks using a
large number of threads, task scheduling mechanism was changed to avoid
scheduling all tasks at once.

However, there is still a large difference in exectuion time because the
main thread always launches the next thread before starting doing the
work. This leads to several orders of magnitude slowdown when going from
a single-threaded execution (which follows a fast-forward path to a
single loop over all indices, without any synchronization involved)
to a two-thread execution:

/bin/parallel_vector_operations_benchmark
-------------------------------------------
Benchmark                              Time
-------------------------------------------
SetZero/128                         12.8 ns
SetZeroParallel/128/1               16.6 ns
SetZeroParallel/128/2               2211 ns

In order to eliminate this effect, we limit the block-size of parallel
execution of vector operations to 2^16 elements (thus, starting parallel
execution only for vectors of at least 2^17 elements).

Threshold of 2^16 elements was choosen by evaluating thresholds from
2^10 to 2^20 (only powers of 2), with 2^14..2^20 significantly reducing
worst-case runtime degradation.

Details can be found in discussion of the issue at
https://github.com/ceres-solver/ceres-solver/issues/1016

Change-Id: I555c882d63ee53323ceb426743b970f989b65503
2023-10-09 13:55:30 +00:00
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 54ad3dd03c Reorganize ParallelFor source files
Change-Id: Ic4941919e59210b48e447cbb61e539200c8c89df
2023-04-11 00:33:55 +03:00
Dmitriy Korchemkin 8bf4a2f42c Inexact check for ParallelAssign test
Change-Id: I3880f51868c55bce2901e7414cf5109385cccee7
2023-01-31 17:13:19 +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
Sameer Agarwal 06bfe6ffac Remove OpenMP and No threading backends.
Since c++11, we can depend on C++ threads always being available.
With the recent work on the performance of CXX threading, the
additional complexity of maintaining multiple backends for some
minor performance delta is not worth it

https://github.com/ceres-solver/ceres-solver/issues/886

Change-Id: Idee480b22a498daec9c4366da8589aa58eaf36a1
2022-11-27 21:06:33 -08:00
Sameer Agarwal addcd342fd ClangTidy fixes
Change-Id: I2e7c8dad3afce24072eb81fa4690378e1cc33417
2022-11-14 12:00:18 -08:00
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 caf614a6c1 Modernize code using c++17 constructs
Mostly done using

find . \( -name '*.cc' -o -name '*.h' \) -a -type f -exec clang-tidy -p \
cmake-build -checks='-*,google-*,modernize-*,-modernize-use-nodiscard,-modernize-use-trailing-return-type' {} -fix \;

Change-Id: Ifccbcabe7a1d9a32a09d28ac4f3f8466696c1a50
2022-04-22 06:11:18 -07:00
Sergiu Deitsch f90833f5fa Simplify symbol export
Currently, the logic for exporting symbols is rather complicated: when
tests are enabled internal symbols are exported in addition to the
public symbols. Such logic causes several problems. (1) Test binaries
link against a Ceres build that is different from the final release
since fewer optimizations are applied if more symbols are exported. (2)
Also, some toolchains hide symbols by default breaking the existing
logic eventually causing linker errors.

Since internal symbols are not intended to be used outside of the
project, we can compile them into object files and use exactly the same
binary code both for the final build and the tests without relying on
conditionals.

By default, all symbols are now hidden unless annotated as public.
Internal symbols are explicitly marked as not being exported in case
users chose not to hide symbols by default.

Change-Id: I589dd10be2f6f438508783cf99d141af0120057b
2022-02-14 20:19:08 +01:00
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
Mike Vitus 5d8b494557 Adds a ParallelFor wrapper for no threads and OpenMP.
With the addition of C++11 support we can simplify the parallel for code by
removing the ifdef branching.  Converts coordinate_descent_minimizer.cc to use
the thread_id ParallelFor API.

Tested by building with OpenMP, C++11 threads, TBB, and no threads.  All tests
pass.

Also compared timing via the bundle adjuster.

./bin/bundle_adjuster --input=../problem-744-543562-pre.txt

With OpenMP num_threads=8

Head:
Time (in seconds):
  Residual only evaluation           0.807753 (5)
  Jacobian & residual evaluation     4.489404 (6)
  Linear solver                     41.826481 (5)
Minimizer                           50.745857
Total                               73.294424

CL:
Time (in seconds):
  Residual only evaluation           0.970483 (5)
  Jacobian & residual evaluation     4.647438 (6)
  Linear solver                     41.781892 (5)
Minimizer                           50.848904
Total                               73.089983

With OpenMP num_threads=1

HEAD:
Time (in seconds):
  Residual only evaluation           2.990246 (5)
  Jacobian & residual evaluation    14.132090 (6)
  Linear solver                     79.631951 (5)
Minimizer                          100.281847
Total                              122.946267

CL:
Time (in seconds):
  Residual only evaluation           3.075178 (5)
  Jacobian & residual evaluation    13.966451 (6)
  Linear solver                     77.005441 (5)
Minimizer                           97.568712
Total                              120.410454

Change-Id: I1857d7943073be7465b6c6476bf46ab11c5475a3
2018-04-09 10:10:03 -07:00
Mike Vitus f0c3b23684 Increases the performance of the C++11 threading.
Previously, the thread ID was acquired and released on every iteration
of the for loop.  The C++11 concurrent queue implementation is much
slower than TBB's version and consequently this was a huge bottleneck.

This introduces another ParallelFor API which takes the thread ID as a
parameter in the evaluation function.  This allows us to acquire and
release the thread ID for each block of work which drastically improves
the performance.

This change brings us on par with OpenMP and TBB.  See below for a
timing comparison.  Note: in this example this CLs C++11 version is
faster to compute the residuals because TBB still must acquire the
thread ID on every iteration, which has some overhead.

Tested by building and running tests for no threading, OpenMP, TBB, and
C++11 threads.  Also ran bazel tests.

./bin/bundle_adjuster --input=problem-744-543562-pre.txt --num_threads=8

C++11 @Head
Time (in seconds):
  Residual only evaluation           7.819692 (5)
  Jacobian & residual evaluation    11.606063 (6)
  Linear solver                     47.860195 (5)
Minimizer                           70.877072

Total                               90.806338
---------------------------------------------------

C++11 (This CL)
Time (in seconds):
  Residual only evaluation           1.217500 (5)
  Jacobian & residual evaluation     5.796112 (6)
  Linear solver                     44.080873 (5)
Minimizer                           54.635524

Total                               77.640072

---------------------------------------------------
OpenMP
Time (in seconds):
  Residual only evaluation           0.797023 (5)
  Jacobian & residual evaluation     5.633916 (6)
  Linear solver                     43.280020 (5)
Minimizer                           53.199058

Total                               76.250861

---------------------------------------------------
TBB
Time (in seconds):

  Residual only evaluation           1.911095 (5)
  Jacobian & residual evaluation     5.557807 (6)
  Linear solver                     44.074680 (5)
Minimizer                           55.002688

Total                               78.052687

---------------------------------------------------
No Threads

Time (in seconds):

  Residual only evaluation           2.939212 (5)
  Jacobian & residual evaluation    18.519874 (6)
  Linear solver                     74.017837 (5)
Minimizer                           98.980080

Total                              122.216391

Change-Id: I3af959b0771bbdfe8cad8c13896191d6ac903181
2018-03-01 09:00:44 -08:00
Sameer Agarwal 8c81149e4d Revert changes to MatrixTransposeMatrixMultiply.
This change while algebraically equivalent was causing non-trivial
changes in the numbers being reported by ceres and in some cases
they got worse.

Also fix a small header include in parallel_for_test.cc which
was discovered as part of testing this patch.

Change-Id: I8c8d61538819f0b25af6059fa75ad068fc22f5e4
2018-02-28 19:47:52 -08:00
Mike Vitus f408f89e8b Adds a Ceres Context structure.
A Ceres Context holds common global state that can be re-used within
Ceres.  The Context current contains a thread pool if compiling with
C++11 threading support.  Threads are expensive to create and destroy so
it is good to maintain across multiple Ceres solves.

Tested by compiling with and without TBB support and ran unit tests. Ran
bazel as well.

Change-Id: I82f598dfae642aa0e81a6039dc174608a5e8dbfb
2018-02-26 10:37:53 -08:00
Mike Vitus dc5ea0ea4d Adds a ParallelFor wrapper for tbb::parallel_for.
This is in preparation for adding support for a c++11 based parallel
for implementation. The parallel for abstraction does not have the
ability to constrain the total number of threads in nested for loops.
This is solved by distributing the number of threads evenly between
the nested for loops. Adds a TODO to consolidate the next for loops
into a single loop that can be properly split between threads.

Tested by building with TBB and running tests.

Change-Id: I546973b9a4d19b9cdd53caff55d1c80bac8ea953
2018-02-16 14:24:17 -08:00