| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2013 Google Inc. All rights reserved. |
| // http://code.google.com/p/ceres-solver/ |
| // |
| // 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) |
| // |
| // Simple blas functions for use in the Schur Eliminator. These are |
| // fairly basic implementations which already yield a significant |
| // speedup in the eliminator performance. |
| |
| #ifndef CERES_INTERNAL_SMALL_BLAS_H_ |
| #define CERES_INTERNAL_SMALL_BLAS_H_ |
| |
| #include "ceres/internal/port.h" |
| #include "ceres/internal/eigen.h" |
| #include "glog/logging.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| // The following three macros are used to share code and reduce |
| // template junk across the various GEMM variants. |
| #define CERES_GEMM_BEGIN(name) \ |
| template<int kRowA, int kColA, int kRowB, int kColB, int kOperation> \ |
| inline void name(const double* A, \ |
| const int num_row_a, \ |
| const int num_col_a, \ |
| const double* B, \ |
| const int num_row_b, \ |
| const int num_col_b, \ |
| double* C, \ |
| const int start_row_c, \ |
| const int start_col_c, \ |
| const int row_stride_c, \ |
| const int col_stride_c) |
| |
| #define CERES_GEMM_NAIVE_HEADER \ |
| DCHECK_GT(num_row_a, 0); \ |
| DCHECK_GT(num_col_a, 0); \ |
| DCHECK_GT(num_row_b, 0); \ |
| DCHECK_GT(num_col_b, 0); \ |
| DCHECK_GE(start_row_c, 0); \ |
| DCHECK_GE(start_col_c, 0); \ |
| DCHECK_GT(row_stride_c, 0); \ |
| DCHECK_GT(col_stride_c, 0); \ |
| DCHECK((kRowA == Eigen::Dynamic) || (kRowA == num_row_a)); \ |
| DCHECK((kColA == Eigen::Dynamic) || (kColA == num_col_a)); \ |
| DCHECK((kRowB == Eigen::Dynamic) || (kRowB == num_row_b)); \ |
| DCHECK((kColB == Eigen::Dynamic) || (kColB == num_col_b)); \ |
| const int NUM_ROW_A = (kRowA != Eigen::Dynamic ? kRowA : num_row_a); \ |
| const int NUM_COL_A = (kColA != Eigen::Dynamic ? kColA : num_col_a); \ |
| const int NUM_ROW_B = (kColB != Eigen::Dynamic ? kRowB : num_row_b); \ |
| const int NUM_COL_B = (kColB != Eigen::Dynamic ? kColB : num_col_b); |
| |
| #define CERES_GEMM_EIGEN_HEADER \ |
| const typename EigenTypes<kRowA, kColA>::ConstMatrixRef \ |
| Aref(A, num_row_a, num_col_a); \ |
| const typename EigenTypes<kRowB, kColB>::ConstMatrixRef \ |
| Bref(B, num_row_b, num_col_b); \ |
| MatrixRef Cref(C, row_stride_c, col_stride_c); \ |
| |
| #define CERES_CALL_GEMM(name) \ |
| name<kRowA, kColA, kRowB, kColB, kOperation>( \ |
| A, num_row_a, num_col_a, \ |
| B, num_row_b, num_col_b, \ |
| C, start_row_c, start_col_c, row_stride_c, col_stride_c); |
| |
| |
| // For the matrix-matrix functions below, there are three variants for |
| // each functionality. Foo, FooNaive and FooEigen. Foo is the one to |
| // be called by the user. FooNaive is a basic loop based |
| // implementation and FooEigen uses Eigen's implementation. Foo |
| // chooses between FooNaive and FooEigen depending on how many of the |
| // template arguments are fixed at compile time. Currently, FooEigen |
| // is called if all matrix dimensions are compile time |
| // constants. FooNaive is called otherwise. This leads to the best |
| // performance currently. |
| // |
| // The MatrixMatrixMultiply variants compute: |
| // |
| // C op A * B; |
| // |
| // The MatrixTransposeMatrixMultiply variants compute: |
| // |
| // C op A' * B |
| // |
| // where op can be +=, -=, or =. |
| // |
| // The template parameters (kRowA, kColA, kRowB, kColB) allow |
| // specialization of the loop at compile time. If this information is |
| // not available, then Eigen::Dynamic should be used as the template |
| // argument. |
| // |
| // kOperation = 1 -> C += A * B |
| // kOperation = -1 -> C -= A * B |
| // kOperation = 0 -> C = A * B |
| // |
| // The functions can write into matrices C which are larger than the |
| // matrix A * B. This is done by specifying the true size of C via |
| // row_stride_c and col_stride_c, and then indicating where A * B |
| // should be written into by start_row_c and start_col_c. |
| // |
| // Graphically if row_stride_c = 10, col_stride_c = 12, start_row_c = |
| // 4 and start_col_c = 5, then if A = 3x2 and B = 2x4, we get |
| // |
| // ------------ |
| // ------------ |
| // ------------ |
| // ------------ |
| // -----xxxx--- |
| // -----xxxx--- |
| // -----xxxx--- |
| // ------------ |
| // ------------ |
| // ------------ |
| // |
| CERES_GEMM_BEGIN(MatrixMatrixMultiplyEigen) { |
| CERES_GEMM_EIGEN_HEADER |
| Eigen::Block<MatrixRef, kRowA, kColB> |
| block(Cref, start_row_c, start_col_c, num_row_a, num_col_b); |
| |
| if (kOperation > 0) { |
| block.noalias() += Aref * Bref; |
| } else if (kOperation < 0) { |
| block.noalias() -= Aref * Bref; |
| } else { |
| block.noalias() = Aref * Bref; |
| } |
| } |
| |
| CERES_GEMM_BEGIN(MatrixMatrixMultiplyNaive) { |
| CERES_GEMM_NAIVE_HEADER |
| DCHECK_EQ(NUM_COL_A, NUM_ROW_B); |
| |
| const int NUM_ROW_C = NUM_ROW_A; |
| const int NUM_COL_C = NUM_COL_B; |
| DCHECK_LE(start_row_c + NUM_ROW_C, row_stride_c); |
| DCHECK_LE(start_col_c + NUM_COL_C, col_stride_c); |
| |
| for (int row = 0; row < NUM_ROW_C; ++row) { |
| for (int col = 0; col < NUM_COL_C; ++col) { |
| double tmp = 0.0; |
| for (int k = 0; k < NUM_COL_A; ++k) { |
| tmp += A[row * NUM_COL_A + k] * B[k * NUM_COL_B + col]; |
| } |
| |
| const int index = (row + start_row_c) * col_stride_c + start_col_c + col; |
| if (kOperation > 0) { |
| C[index] += tmp; |
| } else if (kOperation < 0) { |
| C[index] -= tmp; |
| } else { |
| C[index] = tmp; |
| } |
| } |
| } |
| } |
| |
| CERES_GEMM_BEGIN(MatrixMatrixMultiply) { |
| #ifdef CERES_NO_CUSTOM_BLAS |
| |
| CERES_CALL_GEMM(MatrixMatrixMultiplyEigen) |
| return; |
| |
| #else |
| |
| if (kRowA != Eigen::Dynamic && kColA != Eigen::Dynamic && |
| kRowB != Eigen::Dynamic && kColB != Eigen::Dynamic) { |
| CERES_CALL_GEMM(MatrixMatrixMultiplyEigen) |
| } else { |
| CERES_CALL_GEMM(MatrixMatrixMultiplyNaive) |
| } |
| |
| #endif |
| } |
| |
| CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiplyEigen) { |
| CERES_GEMM_EIGEN_HEADER |
| Eigen::Block<MatrixRef, kColA, kColB> block(Cref, |
| start_row_c, start_col_c, |
| num_col_a, num_col_b); |
| if (kOperation > 0) { |
| block.noalias() += Aref.transpose() * Bref; |
| } else if (kOperation < 0) { |
| block.noalias() -= Aref.transpose() * Bref; |
| } else { |
| block.noalias() = Aref.transpose() * Bref; |
| } |
| } |
| |
| CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiplyNaive) { |
| CERES_GEMM_NAIVE_HEADER |
| DCHECK_EQ(NUM_ROW_A, NUM_ROW_B); |
| |
| const int NUM_ROW_C = NUM_COL_A; |
| const int NUM_COL_C = NUM_COL_B; |
| DCHECK_LE(start_row_c + NUM_ROW_C, row_stride_c); |
| DCHECK_LE(start_col_c + NUM_COL_C, col_stride_c); |
| |
| for (int row = 0; row < NUM_ROW_C; ++row) { |
| for (int col = 0; col < NUM_COL_C; ++col) { |
| double tmp = 0.0; |
| for (int k = 0; k < NUM_ROW_A; ++k) { |
| tmp += A[k * NUM_COL_A + row] * B[k * NUM_COL_B + col]; |
| } |
| |
| const int index = (row + start_row_c) * col_stride_c + start_col_c + col; |
| if (kOperation > 0) { |
| C[index]+= tmp; |
| } else if (kOperation < 0) { |
| C[index]-= tmp; |
| } else { |
| C[index]= tmp; |
| } |
| } |
| } |
| } |
| |
| CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiply) { |
| #ifdef CERES_NO_CUSTOM_BLAS |
| |
| CERES_CALL_GEMM(MatrixTransposeMatrixMultiplyEigen) |
| return; |
| |
| #else |
| |
| if (kRowA != Eigen::Dynamic && kColA != Eigen::Dynamic && |
| kRowB != Eigen::Dynamic && kColB != Eigen::Dynamic) { |
| CERES_CALL_GEMM(MatrixTransposeMatrixMultiplyEigen) |
| } else { |
| CERES_CALL_GEMM(MatrixTransposeMatrixMultiplyNaive) |
| } |
| |
| #endif |
| } |
| |
| // Matrix-Vector multiplication |
| // |
| // c op A * b; |
| // |
| // where op can be +=, -=, or =. |
| // |
| // The template parameters (kRowA, kColA) allow specialization of the |
| // loop at compile time. If this information is not available, then |
| // Eigen::Dynamic should be used as the template argument. |
| // |
| // kOperation = 1 -> c += A' * b |
| // kOperation = -1 -> c -= A' * b |
| // kOperation = 0 -> c = A' * b |
| template<int kRowA, int kColA, int kOperation> |
| inline void MatrixVectorMultiply(const double* A, |
| const int num_row_a, |
| const int num_col_a, |
| const double* b, |
| double* c) { |
| #ifdef CERES_NO_CUSTOM_BLAS |
| const typename EigenTypes<kRowA, kColA>::ConstMatrixRef |
| Aref(A, num_row_a, num_col_a); |
| const typename EigenTypes<kColA>::ConstVectorRef bref(b, num_col_a); |
| typename EigenTypes<kRowA>::VectorRef cref(c, num_row_a); |
| |
| // lazyProduct works better than .noalias() for matrix-vector |
| // products. |
| if (kOperation > 0) { |
| cref += Aref.lazyProduct(bref); |
| } else if (kOperation < 0) { |
| cref -= Aref.lazyProduct(bref); |
| } else { |
| cref = Aref.lazyProduct(bref); |
| } |
| #else |
| |
| DCHECK_GT(num_row_a, 0); |
| DCHECK_GT(num_col_a, 0); |
| DCHECK((kRowA == Eigen::Dynamic) || (kRowA == num_row_a)); |
| DCHECK((kColA == Eigen::Dynamic) || (kColA == num_col_a)); |
| |
| const int NUM_ROW_A = (kRowA != Eigen::Dynamic ? kRowA : num_row_a); |
| const int NUM_COL_A = (kColA != Eigen::Dynamic ? kColA : num_col_a); |
| |
| for (int row = 0; row < NUM_ROW_A; ++row) { |
| double tmp = 0.0; |
| for (int col = 0; col < NUM_COL_A; ++col) { |
| tmp += A[row * NUM_COL_A + col] * b[col]; |
| } |
| |
| if (kOperation > 0) { |
| c[row] += tmp; |
| } else if (kOperation < 0) { |
| c[row] -= tmp; |
| } else { |
| c[row] = tmp; |
| } |
| } |
| #endif // CERES_NO_CUSTOM_BLAS |
| } |
| |
| // Similar to MatrixVectorMultiply, except that A is transposed, i.e., |
| // |
| // c op A' * b; |
| template<int kRowA, int kColA, int kOperation> |
| inline void MatrixTransposeVectorMultiply(const double* A, |
| const int num_row_a, |
| const int num_col_a, |
| const double* b, |
| double* c) { |
| #ifdef CERES_NO_CUSTOM_BLAS |
| const typename EigenTypes<kRowA, kColA>::ConstMatrixRef |
| Aref(A, num_row_a, num_col_a); |
| const typename EigenTypes<kRowA>::ConstVectorRef bref(b, num_row_a); |
| typename EigenTypes<kColA>::VectorRef cref(c, num_col_a); |
| |
| // lazyProduct works better than .noalias() for matrix-vector |
| // products. |
| if (kOperation > 0) { |
| cref += Aref.transpose().lazyProduct(bref); |
| } else if (kOperation < 0) { |
| cref -= Aref.transpose().lazyProduct(bref); |
| } else { |
| cref = Aref.transpose().lazyProduct(bref); |
| } |
| #else |
| |
| DCHECK_GT(num_row_a, 0); |
| DCHECK_GT(num_col_a, 0); |
| DCHECK((kRowA == Eigen::Dynamic) || (kRowA == num_row_a)); |
| DCHECK((kColA == Eigen::Dynamic) || (kColA == num_col_a)); |
| |
| const int NUM_ROW_A = (kRowA != Eigen::Dynamic ? kRowA : num_row_a); |
| const int NUM_COL_A = (kColA != Eigen::Dynamic ? kColA : num_col_a); |
| |
| for (int row = 0; row < NUM_COL_A; ++row) { |
| double tmp = 0.0; |
| for (int col = 0; col < NUM_ROW_A; ++col) { |
| tmp += A[col * NUM_COL_A + row] * b[col]; |
| } |
| |
| if (kOperation > 0) { |
| c[row] += tmp; |
| } else if (kOperation < 0) { |
| c[row] -= tmp; |
| } else { |
| c[row] = tmp; |
| } |
| } |
| #endif // CERES_NO_CUSTOM_BLAS |
| } |
| |
| #undef CERES_GEMM_BEGIN |
| #undef CERES_GEMM_EIGEN_HEADER |
| #undef CERES_GEMM_NAIVE_HEADER |
| #undef CERES_CALL_GEMM |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_SMALL_BLAS_H_ |
