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ceres-solver/internal/ceres/linear_operator.h
T
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

92 lines
3.8 KiB
C++

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 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)
//
// Base classes for access to an linear operator.
#ifndef CERES_INTERNAL_LINEAR_OPERATOR_H_
#define CERES_INTERNAL_LINEAR_OPERATOR_H_
#include "ceres/internal/eigen.h"
#include "ceres/internal/export.h"
#include "ceres/types.h"
namespace ceres::internal {
class ContextImpl;
// This is an abstract base class for linear operators. It supports
// access to size information and left and right multiply operators.
class CERES_NO_EXPORT LinearOperator {
public:
virtual ~LinearOperator();
// y = y + Ax;
virtual void RightMultiplyAndAccumulate(const double* x, double* y) const = 0;
virtual void RightMultiplyAndAccumulate(const double* x,
double* y,
ContextImpl* context,
int num_threads) const;
// y = y + A'x;
virtual void LeftMultiplyAndAccumulate(const double* x, double* y) const = 0;
virtual void LeftMultiplyAndAccumulate(const double* x,
double* y,
ContextImpl* context,
int num_threads) const;
virtual void RightMultiplyAndAccumulate(const Vector& x, Vector& y) const {
RightMultiplyAndAccumulate(x.data(), y.data());
}
virtual void LeftMultiplyAndAccumulate(const Vector& x, Vector& y) const {
LeftMultiplyAndAccumulate(x.data(), y.data());
}
virtual void RightMultiplyAndAccumulate(const Vector& x,
Vector& y,
ContextImpl* context,
int num_threads) const {
RightMultiplyAndAccumulate(x.data(), y.data(), context, num_threads);
}
virtual void LeftMultiplyAndAccumulate(const Vector& x,
Vector& y,
ContextImpl* context,
int num_threads) const {
LeftMultiplyAndAccumulate(x.data(), y.data(), context, num_threads);
}
virtual int num_rows() const = 0;
virtual int num_cols() const = 0;
};
} // namespace ceres::internal
#endif // CERES_INTERNAL_LINEAR_OPERATOR_H_