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

106 lines
4.1 KiB
C++

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2023 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
#ifndef CERES_INTERNAL_EIGEN_VECTOR_OPS_H_
#define CERES_INTERNAL_EIGEN_VECTOR_OPS_H_
#include <numeric>
#include "ceres/internal/eigen.h"
#include "ceres/internal/fixed_array.h"
#include "ceres/parallel_for.h"
#include "ceres/parallel_vector_ops.h"
namespace ceres::internal {
// Blas1 operations on Eigen vectors. These functions are needed as an
// abstraction layer so that we can use different versions of a vector style
// object in the conjugate gradients linear solver.
template <typename Derived>
inline double Norm(const Eigen::DenseBase<Derived>& x,
ContextImpl* context,
int num_threads) {
FixedArray<double> norms(num_threads, 0.);
ParallelFor(
context,
0,
x.rows(),
num_threads,
[&x, &norms](int thread_id, std::tuple<int, int> range) {
auto [start, end] = range;
norms[thread_id] += x.segment(start, end - start).squaredNorm();
},
kMinBlockSizeParallelVectorOps);
return std::sqrt(std::accumulate(norms.begin(), norms.end(), 0.));
}
inline void SetZero(Vector& x, ContextImpl* context, int num_threads) {
ParallelSetZero(context, num_threads, x);
}
inline void Axpby(double a,
const Vector& x,
double b,
const Vector& y,
Vector& z,
ContextImpl* context,
int num_threads) {
ParallelAssign(context, num_threads, z, a * x + b * y);
}
template <typename VectorLikeX, typename VectorLikeY>
inline double Dot(const VectorLikeX& x,
const VectorLikeY& y,
ContextImpl* context,
int num_threads) {
FixedArray<double> dots(num_threads, 0.);
ParallelFor(
context,
0,
x.rows(),
num_threads,
[&x, &y, &dots](int thread_id, std::tuple<int, int> range) {
auto [start, end] = range;
const int block_size = end - start;
const auto& x_block = x.segment(start, block_size);
const auto& y_block = y.segment(start, block_size);
dots[thread_id] += x_block.dot(y_block);
},
kMinBlockSizeParallelVectorOps);
return std::accumulate(dots.begin(), dots.end(), 0.);
}
inline void Copy(const Vector& from,
Vector& to,
ContextImpl* context,
int num_threads) {
ParallelAssign(context, num_threads, to, from);
}
} // namespace ceres::internal
#endif // CERES_INTERNAL_EIGEN_VECTOR_OPS_H_