Optimization for custom small blas multiplication with dynamic
template parameters in C level.

- unroll for loops
- matrix access more cache coherent
- platform independant

Briefly, this commit brings 1~50% performance improvments for
most cases in small_blas_gem(m/v)_benchmark, but a small drop
for corner cases with small dimensions especially 1,2,3. Here
we list the results partially, which show decrease percentage
of executing time, compared to unoptimized version.

Platform: desktop PC (i7-7700 CPU MP8@3.60GHz + ubuntu 17.10)
(Lenovo Research Device+ Lab, <yangfan34@lenovo.com>)

Benchmark                                   Time        CPU
-----------------------------------------------------------
BM_MatrixMatrixMultiplyDynamic/1/1/1     -0.0850    -0.0851
BM_MatrixMatrixMultiplyDynamic/1/1/2     -0.1444    -0.1446
BM_MatrixMatrixMultiplyDynamic/1/1/3     -0.1934    -0.1935
BM_MatrixMatrixMultiplyDynamic/1/1/4     -0.2933    -0.2934
BM_MatrixMatrixMultiplyDynamic/1/1/8     -0.1579    -0.1580
BM_MatrixMatrixMultiplyDynamic/1/1/12    -0.1556    -0.1558
BM_MatrixMatrixMultiplyDynamic/1/1/15    -0.1598    -0.1599
BM_MatrixMatrixMultiplyDynamic/1/2/1     -0.0797    -0.0799
BM_MatrixMatrixMultiplyDynamic/1/2/2     -0.2950    -0.2951
BM_MatrixMatrixMultiplyDynamic/1/2/3     -0.1363    -0.1364
BM_MatrixMatrixMultiplyDynamic/1/2/4     -0.2435    -0.2437
BM_MatrixMatrixMultiplyDynamic/1/2/8     -0.2299    -0.2300
BM_MatrixMatrixMultiplyDynamic/1/2/12    -0.2441    -0.2442
BM_MatrixMatrixMultiplyDynamic/1/2/15    -0.1671    -0.1673
BM_MatrixMatrixMultiplyDynamic/1/3/1     -0.0774    -0.0775
BM_MatrixMatrixMultiplyDynamic/1/3/2     -0.2761    -0.2762
BM_MatrixMatrixMultiplyDynamic/1/3/3     -0.0840    -0.0841
BM_MatrixMatrixMultiplyDynamic/1/3/4     -0.2027    -0.2028
BM_MatrixMatrixMultiplyDynamic/1/3/8     -0.2481    -0.2482
BM_MatrixMatrixMultiplyDynamic/1/3/12    -0.2629    -0.2630
BM_MatrixMatrixMultiplyDynamic/1/3/15    -0.1958    -0.1959
BM_MatrixMatrixMultiplyDynamic/1/4/1     -0.1260    -0.1261
BM_MatrixMatrixMultiplyDynamic/1/4/2     -0.1834    -0.1835
BM_MatrixMatrixMultiplyDynamic/1/4/3     -0.1379    -0.1380
BM_MatrixMatrixMultiplyDynamic/1/4/4     -0.2636    -0.2637
BM_MatrixMatrixMultiplyDynamic/1/4/8     -0.2838    -0.2839
BM_MatrixMatrixMultiplyDynamic/1/4/12    -0.3320    -0.3321
BM_MatrixMatrixMultiplyDynamic/1/4/15    -0.2464    -0.2465
BM_MatrixMatrixMultiplyDynamic/1/8/1     -0.0766    -0.0767
BM_MatrixMatrixMultiplyDynamic/1/8/2     -0.1713    -0.1714
BM_MatrixMatrixMultiplyDynamic/1/8/3     -0.1158    -0.1159
BM_MatrixMatrixMultiplyDynamic/1/8/4     -0.3205    -0.3206
BM_MatrixMatrixMultiplyDynamic/1/8/8     -0.3514    -0.3515
BM_MatrixMatrixMultiplyDynamic/1/8/12    -0.3658    -0.3658
BM_MatrixMatrixMultiplyDynamic/1/8/15    -0.3187    -0.3188
BM_MatrixMatrixMultiplyDynamic/1/12/1    -0.0424    -0.0425
BM_MatrixMatrixMultiplyDynamic/1/12/2    -0.1800    -0.1800
BM_MatrixMatrixMultiplyDynamic/1/12/3    -0.1457    -0.1457
BM_MatrixMatrixMultiplyDynamic/1/12/4    -0.3768    -0.3769
BM_MatrixMatrixMultiplyDynamic/1/12/8    -0.4072    -0.4073
BM_MatrixMatrixMultiplyDynamic/1/12/12   -0.4391    -0.4392
BM_MatrixMatrixMultiplyDynamic/1/12/15   -0.3383    -0.3383
BM_MatrixMatrixMultiplyDynamic/1/15/1    -0.0442    -0.0443
BM_MatrixMatrixMultiplyDynamic/1/15/2    -0.2378    -0.2379
BM_MatrixMatrixMultiplyDynamic/1/15/3    -0.1553    -0.1554
BM_MatrixMatrixMultiplyDynamic/1/15/4    -0.3954    -0.3955
BM_MatrixMatrixMultiplyDynamic/1/15/8    -0.4334    -0.4335
BM_MatrixMatrixMultiplyDynamic/1/15/12   -0.4175    -0.4175
BM_MatrixMatrixMultiplyDynamic/1/15/15   -0.3242    -0.3243

BM_MatrixVectorMultiply/1/1              +0.1613    +0.1613
BM_MatrixVectorMultiply/1/2              +0.1715    +0.1715
BM_MatrixVectorMultiply/1/3              +0.1051    +0.1051
BM_MatrixVectorMultiply/1/4              +0.1369    +0.1369
BM_MatrixVectorMultiply/1/8              +0.1180    +0.1180
BM_MatrixVectorMultiply/1/12             +0.0869    +0.0869
BM_MatrixVectorMultiply/1/15             +0.1887    +0.1886
BM_MatrixVectorMultiply/2/1              +0.1152    +0.1152
BM_MatrixVectorMultiply/2/2              +0.1520    +0.1520
BM_MatrixVectorMultiply/2/3              +0.1867    +0.1867
BM_MatrixVectorMultiply/2/4              +0.0173    +0.0173
BM_MatrixVectorMultiply/2/8              -0.0528    -0.0528
BM_MatrixVectorMultiply/2/12             -0.0176    -0.0176
BM_MatrixVectorMultiply/2/15             -0.0753    -0.0753
BM_MatrixVectorMultiply/3/1              +0.0844    +0.0844
BM_MatrixVectorMultiply/3/2              +0.0750    +0.0750
BM_MatrixVectorMultiply/3/3              -0.0153    -0.0153
BM_MatrixVectorMultiply/3/4              +0.0060    +0.0060
BM_MatrixVectorMultiply/3/8              +0.0152    +0.0152
BM_MatrixVectorMultiply/3/12             +0.0101    +0.0101
BM_MatrixVectorMultiply/3/15             -0.0795    -0.0795
BM_MatrixVectorMultiply/4/1              -0.1425    -0.1425
BM_MatrixVectorMultiply/4/2              -0.0869    -0.0869
BM_MatrixVectorMultiply/4/3              -0.1371    -0.1371
BM_MatrixVectorMultiply/4/4              -0.0088    -0.0088
BM_MatrixVectorMultiply/4/8              -0.1049    -0.1049
BM_MatrixVectorMultiply/4/12             -0.2566    -0.2566
BM_MatrixVectorMultiply/4/15             -0.2940    -0.2940
BM_MatrixVectorMultiply/6/1              -0.1798    -0.1798
BM_MatrixVectorMultiply/6/2              -0.0627    -0.0627
BM_MatrixVectorMultiply/6/3              -0.0389    -0.0389
BM_MatrixVectorMultiply/6/4              -0.1088    -0.1088
BM_MatrixVectorMultiply/6/8              -0.1815    -0.1815
BM_MatrixVectorMultiply/6/12             -0.1650    -0.1650
BM_MatrixVectorMultiply/6/15             -0.1855    -0.1855
BM_MatrixVectorMultiply/8/1              -0.1630    -0.1630
BM_MatrixVectorMultiply/8/2              -0.1248    -0.1248
BM_MatrixVectorMultiply/8/3              -0.1911    -0.1911
BM_MatrixVectorMultiply/8/4              -0.1996    -0.1996
BM_MatrixVectorMultiply/8/8              -0.2590    -0.2590
BM_MatrixVectorMultiply/8/12             -0.3266    -0.3266
BM_MatrixVectorMultiply/8/15             -0.3999    -0.3999
BM_MatrixTransposeVectorMultiply/1/1     -0.0234    -0.0234
BM_MatrixTransposeVectorMultiply/1/2     -0.0243    -0.0243
BM_MatrixTransposeVectorMultiply/1/3     -0.1324    -0.1324
BM_MatrixTransposeVectorMultiply/1/4     -0.2635    -0.2635
BM_MatrixTransposeVectorMultiply/1/8     -0.2461    -0.2461
BM_MatrixTransposeVectorMultiply/1/12    -0.2702    -0.2702
BM_MatrixTransposeVectorMultiply/1/15    -0.2538    -0.2538
BM_MatrixTransposeVectorMultiply/2/1     -0.0170    -0.0170
BM_MatrixTransposeVectorMultiply/2/2     -0.1475    -0.1475
BM_MatrixTransposeVectorMultiply/2/3     -0.1082    -0.1082
BM_MatrixTransposeVectorMultiply/2/4     -0.2594    -0.2595
BM_MatrixTransposeVectorMultiply/2/8     -0.2710    -0.2710
BM_MatrixTransposeVectorMultiply/2/12    -0.3053    -0.3053
BM_MatrixTransposeVectorMultiply/2/15    -0.2706    -0.2706
BM_MatrixTransposeVectorMultiply/3/1     -0.0096    -0.0096
BM_MatrixTransposeVectorMultiply/3/2     -0.2885    -0.2886
BM_MatrixTransposeVectorMultiply/3/3     -0.0790    -0.0790
BM_MatrixTransposeVectorMultiply/3/4     -0.2329    -0.2330
BM_MatrixTransposeVectorMultiply/3/8     -0.2742    -0.2742
BM_MatrixTransposeVectorMultiply/3/12    -0.3177    -0.3177
BM_MatrixTransposeVectorMultiply/3/15    -0.2610    -0.2610
BM_MatrixTransposeVectorMultiply/4/1     -0.0024    -0.0024
BM_MatrixTransposeVectorMultiply/4/2     -0.1578    -0.1578
BM_MatrixTransposeVectorMultiply/4/3     -0.0918    -0.0918
BM_MatrixTransposeVectorMultiply/4/4     -0.2570    -0.2570
BM_MatrixTransposeVectorMultiply/4/8     -0.3064    -0.3064
BM_MatrixTransposeVectorMultiply/4/12    -0.3316    -0.3316
BM_MatrixTransposeVectorMultiply/4/15    -0.2794    -0.2794
BM_MatrixTransposeVectorMultiply/6/1     -0.0484    -0.0484
BM_MatrixTransposeVectorMultiply/6/2     -0.1102    -0.1102
BM_MatrixTransposeVectorMultiply/6/3     -0.1188    -0.1188
BM_MatrixTransposeVectorMultiply/6/4     -0.2967    -0.2967
BM_MatrixTransposeVectorMultiply/6/8     -0.3190    -0.3190
BM_MatrixTransposeVectorMultiply/6/12    -0.3441    -0.3441
BM_MatrixTransposeVectorMultiply/6/15    -0.2723    -0.2723
BM_MatrixTransposeVectorMultiply/8/1     -0.0397    -0.0397
BM_MatrixTransposeVectorMultiply/8/2     -0.1453    -0.1453
BM_MatrixTransposeVectorMultiply/8/3     -0.1337    -0.1337
BM_MatrixTransposeVectorMultiply/8/4     -0.3084    -0.3084
BM_MatrixTransposeVectorMultiply/8/8     -0.3444    -0.3444
BM_MatrixTransposeVectorMultiply/8/12    -0.3717    -0.3717
BM_MatrixTransposeVectorMultiply/8/15    -0.3440    -0.3440

Change-Id: I17de05bf94699a07eea880b92a6d08daf1f038bb
diff --git a/internal/ceres/small_blas.h b/internal/ceres/small_blas.h
index 264ac53..81c5872 100644
--- a/internal/ceres/small_blas.h
+++ b/internal/ceres/small_blas.h
@@ -38,6 +38,7 @@
 #include "ceres/internal/port.h"
 #include "ceres/internal/eigen.h"
 #include "glog/logging.h"
+#include "small_blas_generic.h"
 
 namespace ceres {
 namespace internal {
@@ -89,6 +90,26 @@
       B, num_row_b, num_col_b,                                          \
       C, start_row_c, start_col_c, row_stride_c, col_stride_c);
 
+#define CERES_GEMM_STORE_SINGLE(p, index, value)                        \
+  if (kOperation > 0) {                                                 \
+    p[index] += value;                                                  \
+  } else if (kOperation < 0) {                                          \
+    p[index] -= value;                                                  \
+  } else {                                                              \
+    p[index] = value;                                                   \
+  }
+
+#define CERES_GEMM_STORE_PAIR(p, index, v1, v2)                         \
+  if (kOperation > 0) {                                                 \
+    p[index] += v1;                                                     \
+    p[index + 1] += v2;                                                 \
+  } else if (kOperation < 0) {                                          \
+    p[index] -= v1;                                                     \
+    p[index + 1] -= v2;                                                 \
+  } else {                                                              \
+    p[index] = v1;                                                      \
+    p[index + 1] = v2;                                                  \
+  }
 
 // For the matrix-matrix functions below, there are three variants for
 // each functionality. Foo, FooNaive and FooEigen. Foo is the one to
@@ -160,24 +181,64 @@
   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);
+  const int span = 4;
 
-  for (int row = 0; row < NUM_ROW_C; ++row) {
-    for (int col = 0; col < NUM_COL_C; ++col) {
+  // Calculate the remainder part first.
+
+  // Process the last odd column if present.
+  if (NUM_COL_C & 1) {
+    int col = NUM_COL_C - 1;
+    const double* pa = &A[0];
+    for (int row = 0; row < NUM_ROW_C; ++row, pa += NUM_COL_A) {
+      const double* pb = &B[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];
+      for (int k = 0; k < NUM_COL_A; ++k, pb += NUM_COL_B) {
+        tmp += pa[k] * pb[0];
       }
 
       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_STORE_SINGLE(C, index, tmp);
+    }
+
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_COL_C == 1) {
+      return;
     }
   }
+
+  // Process the couple columns in remainder if present.
+  if (NUM_COL_C & 2) {
+    int col = NUM_COL_C & (int)(~(span - 1)) ;
+    const double* pa = &A[0];
+    for (int row = 0; row < NUM_ROW_C; ++row, pa += NUM_COL_A) {
+      const double* pb = &B[col];
+      double tmp1 = 0.0, tmp2 = 0.0;
+      for (int k = 0; k < NUM_COL_A; ++k, pb += NUM_COL_B) {
+        double av = pa[k];
+        tmp1 += av * pb[0];
+        tmp2 += av * pb[1];
+      }
+
+      const int index = (row + start_row_c) * col_stride_c + start_col_c + col;
+      CERES_GEMM_STORE_PAIR(C, index, tmp1, tmp2);
+    }
+
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_COL_C < span) {
+      return;
+    }
+  }
+
+  // Calculate the main part with multiples of 4.
+  int col_m = NUM_COL_C & (int)(~(span - 1));
+  for (int col = 0; col < col_m; col += span) {
+    for (int row = 0; row < NUM_ROW_C; ++row) {
+      const int index = (row + start_row_c) * col_stride_c + start_col_c + col;
+      MMM_mat1x4(NUM_COL_A, &A[row * NUM_COL_A],
+                 &B[col], NUM_COL_B, &C[index], kOperation);
+    }
+  }
+
 }
 
 CERES_GEMM_BEGIN(MatrixMatrixMultiply) {
@@ -220,24 +281,68 @@
   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);
+  const int span = 4;
 
-  for (int row = 0; row < NUM_ROW_C; ++row) {
-    for (int col = 0; col < NUM_COL_C; ++col) {
+  // Process the remainder part first.
+
+  // Process the last odd column if present.
+  if (NUM_COL_C & 1) {
+    int col = NUM_COL_C - 1;
+    for (int row = 0; row < NUM_ROW_C; ++row) {
+      const double* pa = &A[row];
+      const double* pb = &B[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];
+        tmp += pa[0] * pb[0];
+        pa += NUM_COL_A;
+        pb += NUM_COL_B;
       }
 
       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_STORE_SINGLE(C, index, tmp);
+    }
+
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_COL_C == 1) {
+      return;
     }
   }
+
+  // Process the couple columns in remainder if present.
+  if (NUM_COL_C & 2) {
+    int col = NUM_COL_C & (int)(~(span - 1)) ;
+    for (int row = 0; row < NUM_ROW_C; ++row) {
+      const double* pa = &A[row];
+      const double* pb = &B[col];
+      double tmp1 = 0.0, tmp2 = 0.0;
+      for (int k = 0; k < NUM_ROW_A; ++k) {
+        double av = *pa;
+        tmp1 += av * pb[0];
+        tmp2 += av * pb[1];
+        pa += NUM_COL_A;
+        pb += NUM_COL_B;
+      }
+
+      const int index = (row + start_row_c) * col_stride_c + start_col_c + col;
+      CERES_GEMM_STORE_PAIR(C, index, tmp1, tmp2);
+    }
+
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_COL_C < span) {
+      return;
+    }
+  }
+
+  // Process the main part with multiples of 4.
+  int col_m = NUM_COL_C & (int)(~(span - 1));
+  for (int col = 0; col < col_m; col += span) {
+    for (int row = 0; row < NUM_ROW_C; ++row) {
+      const int index = (row + start_row_c) * col_stride_c + start_col_c + col;
+      MTM_mat1x4(NUM_ROW_A, &A[row], NUM_COL_A,
+                 &B[col], NUM_COL_B, &C[index], kOperation);
+    }
+  }
+
 }
 
 CERES_GEMM_BEGIN(MatrixTransposeMatrixMultiply) {
@@ -301,21 +406,54 @@
 
   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 span = 4;
 
-  for (int row = 0; row < NUM_ROW_A; ++row) {
+  // Calculate the remainder part first.
+
+  // Process the last odd row if present.
+  if (NUM_ROW_A & 1) {
+    int row  = NUM_ROW_A - 1;
+    const double* pa = &A[row * NUM_COL_A];
+    const double* pb = &b[0];
     double tmp = 0.0;
     for (int col = 0; col < NUM_COL_A; ++col) {
-      tmp += A[row * NUM_COL_A + col] * b[col];
+      tmp += (*pa++) * (*pb++);
     }
+    CERES_GEMM_STORE_SINGLE(c, row, tmp);
 
-    if (kOperation > 0) {
-      c[row] += tmp;
-    } else if (kOperation < 0) {
-      c[row] -= tmp;
-    } else {
-      c[row] = tmp;
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_ROW_A == 1) {
+      return;
     }
   }
+
+  // Process the couple rows in remainder if present.
+  if (NUM_ROW_A & 2) {
+    int row = NUM_ROW_A & (int)(~(span - 1));
+    const double* pa1 = &A[row * NUM_COL_A];
+    const double* pa2 = pa1 + NUM_COL_A;
+    const double* pb = &b[0];
+    double tmp1 = 0.0, tmp2 = 0.0;
+    for (int col = 0; col < NUM_COL_A; ++col) {
+      double bv = *pb++;
+      tmp1 += *(pa1++) * bv;
+      tmp2 += *(pa2++) * bv;
+    }
+    CERES_GEMM_STORE_PAIR(c, row, tmp1, tmp2);
+
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_ROW_A < span) {
+      return;
+    }
+  }
+
+  // Calculate the main part with multiples of 4.
+  int row_m = NUM_ROW_A & (int)(~(span - 1));
+  for (int row = 0; row < row_m; row += span) {
+    MVM_mat4x1(NUM_COL_A, &A[row * NUM_COL_A], NUM_COL_A,
+               &b[0], &c[row], kOperation);
+  }
+
 #endif  // CERES_NO_CUSTOM_BLAS
 }
 
@@ -352,21 +490,55 @@
 
   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 span = 4;
 
-  for (int row = 0; row < NUM_COL_A; ++row) {
+  // Calculate the remainder part first.
+
+  // Process the last odd column if present.
+  if (NUM_COL_A & 1) {
+    int row  = NUM_COL_A - 1;
+    const double* pa = &A[row];
+    const double* pb = &b[0];
     double tmp = 0.0;
     for (int col = 0; col < NUM_ROW_A; ++col) {
-      tmp += A[col * NUM_COL_A + row] * b[col];
+      tmp += *pa * (*pb++);
+      pa += NUM_COL_A;
     }
+    CERES_GEMM_STORE_SINGLE(c, row, tmp);
 
-    if (kOperation > 0) {
-      c[row] += tmp;
-    } else if (kOperation < 0) {
-      c[row] -= tmp;
-    } else {
-      c[row] = tmp;
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_COL_A == 1) {
+      return;
     }
   }
+
+  // Process the couple columns in remainder if present.
+  if (NUM_COL_A & 2) {
+    int row = NUM_COL_A & (int)(~(span - 1));
+    const double* pa = &A[row];
+    const double* pb = &b[0];
+    double tmp1 = 0.0, tmp2 = 0.0;
+    for (int col = 0; col < NUM_ROW_A; ++col) {
+      double bv = *pb++;
+      tmp1 += *(pa    ) * bv;
+      tmp2 += *(pa + 1) * bv;
+      pa += NUM_COL_A;
+    }
+    CERES_GEMM_STORE_PAIR(c, row, tmp1, tmp2);
+
+    // Return directly for efficiency of extremely small matrix multiply.
+    if (NUM_COL_A < span) {
+      return;
+    }
+  }
+
+  // Calculate the main part with multiples of 4.
+  int row_m = NUM_COL_A & (int)(~(span - 1));
+  for (int row = 0; row < row_m; row += span) {
+    MTV_mat4x1(NUM_ROW_A, &A[row], NUM_COL_A,
+               &b[0], &c[row], kOperation);
+  }
+
 #endif  // CERES_NO_CUSTOM_BLAS
 }
 
@@ -374,6 +546,8 @@
 #undef CERES_GEMM_EIGEN_HEADER
 #undef CERES_GEMM_NAIVE_HEADER
 #undef CERES_CALL_GEMM
+#undef CERES_GEMM_STORE_SINGLE
+#undef CERES_GEMM_STORE_PAIR
 
 }  // namespace internal
 }  // namespace ceres
diff --git a/internal/ceres/small_blas_generic.h b/internal/ceres/small_blas_generic.h
new file mode 100644
index 0000000..978c5d5
--- /dev/null
+++ b/internal/ceres/small_blas_generic.h
@@ -0,0 +1,315 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2018 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: yangfan34@lenovo.com (Lenovo Research Device+ Lab - Shanghai)
+//
+// Optimization for simple blas functions used in the Schur Eliminator.
+// These are fairly basic implementations which already yield a significant
+// speedup in the eliminator performance.
+
+#ifndef CERES_INTERNAL_SMALL_BLAS_GENERIC_H_
+#define CERES_INTERNAL_SMALL_BLAS_GENERIC_H_
+
+namespace ceres {
+namespace internal {
+
+// The following macros are used to share code
+#define CERES_GEMM_OPT_NAIVE_HEADER              \
+  double c0 = 0.0;                               \
+  double c1 = 0.0;                               \
+  double c2 = 0.0;                               \
+  double c3 = 0.0;                               \
+  const double* pa = a;                          \
+  const double* pb = b;                          \
+  const int span = 4;                            \
+  int col_r = col_a & (span - 1);                \
+  int col_m = col_a - col_r;
+
+#define CERES_GEMM_OPT_STORE_MAT1X4              \
+  if (kOperation > 0) {                          \
+    *c++ += c0;                                  \
+    *c++ += c1;                                  \
+    *c++ += c2;                                  \
+    *c++ += c3;                                  \
+  } else if (kOperation < 0) {                   \
+    *c++ -= c0;                                  \
+    *c++ -= c1;                                  \
+    *c++ -= c2;                                  \
+    *c++ -= c3;                                  \
+  } else {                                       \
+    *c++ = c0;                                   \
+    *c++ = c1;                                   \
+    *c++ = c2;                                   \
+    *c++ = c3;                                   \
+  }
+
+// Matrix-Matrix Multiplication
+// Figure out 1x4 of Matrix C in one batch
+//
+// c op a * B;
+// where op can be +=, -=, or =, indicated by kOperation.
+//
+//  Matrix C              Matrix A                   Matrix B
+//
+//  C0, C1, C2, C3   op   A0, A1, A2, A3, ...    *   B0, B1, B2, B3
+//                                                   B4, B5, B6, B7
+//                                                   B8, B9, Ba, Bb
+//                                                   Bc, Bd, Be, Bf
+//                                                   . , . , . , .
+//                                                   . , . , . , .
+//                                                   . , . , . , .
+//
+// unroll for loops
+// utilize the data resided in cache
+// NOTE: col_a means the columns of A
+static inline void MMM_mat1x4(const int col_a,
+                              const double* a,
+                              const double* b,
+                              const int col_stride_b,
+                              double* c,
+                              const int kOperation) {
+  CERES_GEMM_OPT_NAIVE_HEADER
+  double av = 0.0;
+  int bi = 0;
+
+#define CERES_GEMM_OPT_MMM_MAT1X4_MUL  \
+  av = pa[k];                          \
+  pb = b + bi;                         \
+  c0 += av * *pb++;                    \
+  c1 += av * *pb++;                    \
+  c2 += av * *pb++;                    \
+  c3 += av * *pb++;                    \
+  bi += col_stride_b;                  \
+  k++;
+
+  for (int k = 0; k < col_m;) {
+    CERES_GEMM_OPT_MMM_MAT1X4_MUL
+    CERES_GEMM_OPT_MMM_MAT1X4_MUL
+    CERES_GEMM_OPT_MMM_MAT1X4_MUL
+    CERES_GEMM_OPT_MMM_MAT1X4_MUL
+  }
+
+  for (int k = col_m; k < col_a;) {
+    CERES_GEMM_OPT_MMM_MAT1X4_MUL
+  }
+
+  CERES_GEMM_OPT_STORE_MAT1X4
+
+#undef CERES_GEMM_OPT_MMM_MAT1X4_MUL
+}
+
+// Matrix Transpose-Matrix multiplication
+// Figure out 1x4 of Matrix C in one batch
+//
+// c op a' * B;
+// where op can be +=, -=, or = indicated by kOperation.
+//
+//                        Matrix A
+//
+//                        A0
+//                        A1
+//                        A2
+//                        A3
+//                        .
+//                        .
+//                        .
+//
+//  Matrix C              Matrix A'                  Matrix B
+//
+//  C0, C1, C2, C3   op   A0, A1, A2, A3, ...    *   B0, B1, B2, B3
+//                                                   B4, B5, B6, B7
+//                                                   B8, B9, Ba, Bb
+//                                                   Bc, Bd, Be, Bf
+//                                                   . , . , . , .
+//                                                   . , . , . , .
+//                                                   . , . , . , .
+//
+// unroll for loops
+// utilize the data resided in cache
+// NOTE: col_a means the columns of A'
+static inline void MTM_mat1x4(const int col_a,
+                              const double* a,
+                              const int col_stride_a,
+                              const double* b,
+                              const int col_stride_b,
+                              double* c,
+                              const int kOperation) {
+  CERES_GEMM_OPT_NAIVE_HEADER
+  double av = 0.0;
+  int ai = 0;
+  int bi = 0;
+
+#define CERES_GEMM_OPT_MTM_MAT1X4_MUL  \
+  av = pa[ai];                         \
+  pb = b + bi;                         \
+  c0 += av * *pb++;                    \
+  c1 += av * *pb++;                    \
+  c2 += av * *pb++;                    \
+  c3 += av * *pb++;                    \
+  ai += col_stride_a;                  \
+  bi += col_stride_b;
+
+  for (int k = 0; k < col_m; k += span) {
+    CERES_GEMM_OPT_MTM_MAT1X4_MUL
+    CERES_GEMM_OPT_MTM_MAT1X4_MUL
+    CERES_GEMM_OPT_MTM_MAT1X4_MUL
+    CERES_GEMM_OPT_MTM_MAT1X4_MUL
+  }
+
+  for (int k = col_m; k < col_a; k++) {
+    CERES_GEMM_OPT_MTM_MAT1X4_MUL
+  }
+
+  CERES_GEMM_OPT_STORE_MAT1X4
+
+#undef CERES_GEMM_OPT_MTM_MAT1X4_MUL
+}
+
+// Matrix-Vector Multiplication
+// Figure out 4x1 of vector c in one batch
+//
+// c op A * b;
+// where op can be +=, -=, or =, indicated by kOperation.
+//
+//  Vector c              Matrix A                   Vector b
+//
+//  C0               op   A0, A1, A2, A3, ...    *   B0
+//  C1                    A4, A5, A6, A7, ...        B1
+//  C2                    A8, A9, Aa, Ab, ...        B2
+//  C3                    Ac, Ad, Ae, Af, ...        B3
+//                                                   .
+//                                                   .
+//                                                   .
+//
+// unroll for loops
+// utilize the data resided in cache
+// NOTE: col_a means the columns of A
+static inline void MVM_mat4x1(const int col_a,
+                              const double* a,
+                              const int col_stride_a,
+                              const double* b,
+                              double* c,
+                              const int kOperation) {
+  CERES_GEMM_OPT_NAIVE_HEADER
+  double bv = 0.0;
+
+#define CERES_GEMM_OPT_MVM_MAT4X1_MUL              \
+  bv = *pb;                                        \
+  c0 += *(pa                   ) * bv;             \
+  c1 += *(pa + col_stride_a    ) * bv;             \
+  c2 += *(pa + col_stride_a * 2) * bv;             \
+  c3 += *(pa + col_stride_a * 3) * bv;             \
+  pa++;                                            \
+  pb++;
+
+  for (int k = 0; k < col_m; k += span) {
+    CERES_GEMM_OPT_MVM_MAT4X1_MUL
+    CERES_GEMM_OPT_MVM_MAT4X1_MUL
+    CERES_GEMM_OPT_MVM_MAT4X1_MUL
+    CERES_GEMM_OPT_MVM_MAT4X1_MUL
+  }
+
+  for (int k = col_m; k < col_a; k++) {
+    CERES_GEMM_OPT_MVM_MAT4X1_MUL
+  }
+
+  CERES_GEMM_OPT_STORE_MAT1X4
+
+#undef CERES_GEMM_OPT_MVM_MAT4X1_MUL
+}
+
+// Matrix Transpose-Vector multiplication
+// Figure out 4x1 of vector c in one batch
+//
+// c op A' * b;
+// where op can be +=, -=, or =, indicated by kOperation.
+//
+//                        Matrix A
+//
+//                        A0, A4, A8, Ac
+//                        A1, A5, A9, Ad
+//                        A2, A6, Aa, Ae
+//                        A3, A7, Ab, Af
+//                        . , . , . , .
+//                        . , . , . , .
+//                        . , . , . , .
+//
+//  Vector c              Matrix A'                  Vector b
+//
+//  C0               op   A0, A1, A2, A3, ...    *   B0
+//  C1                    A4, A5, A6, A7, ...        B1
+//  C2                    A8, A9, Aa, Ab, ...        B2
+//  C3                    Ac, Ad, Ae, Af, ...        B3
+//                                                   .
+//                                                   .
+//                                                   .
+//
+// unroll for loops
+// utilize the data resided in cache
+// NOTE: col_a means the columns of A'
+static inline void MTV_mat4x1(const int col_a,
+                              const double* a,
+                              const int col_stride_a,
+                              const double* b,
+                              double* c,
+                              const int kOperation) {
+  CERES_GEMM_OPT_NAIVE_HEADER
+  double bv = 0.0;
+
+#define CERES_GEMM_OPT_MTV_MAT4X1_MUL  \
+  bv = *pb;                            \
+  c0 += *(pa    ) * bv;                \
+  c1 += *(pa + 1) * bv;                \
+  c2 += *(pa + 2) * bv;                \
+  c3 += *(pa + 3) * bv;                \
+  pa += col_stride_a;                  \
+  pb++;
+
+  for (int k = 0; k < col_m; k += span) {
+    CERES_GEMM_OPT_MTV_MAT4X1_MUL
+    CERES_GEMM_OPT_MTV_MAT4X1_MUL
+    CERES_GEMM_OPT_MTV_MAT4X1_MUL
+    CERES_GEMM_OPT_MTV_MAT4X1_MUL
+  }
+
+  for (int k = col_m; k < col_a; k++) {
+    CERES_GEMM_OPT_MTV_MAT4X1_MUL
+  }
+
+  CERES_GEMM_OPT_STORE_MAT1X4
+
+#undef CERES_GEMM_OPT_MTV_MAT4X1_MUL
+}
+
+#undef CERES_GEMM_OPT_NAIVE_HEADER
+#undef CERES_GEMM_OPT_STORE_MAT1X4
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_SMALL_BLAS_GENERIC_H_