Evaluation benchmark

Benchmark for evaluation of residuals and evaluation of both residuals
and jacobian.

For each input file (in BAL format) specified on the command line two
sets of benchmarks are created for different number of threads.

BAL data is preloaded before starting benchmark.

Usage:
./bin/evaluation_benchmark [flags] input_1.txt ... input_N.txt

Change-Id: I543df65f483e3b186f52785b68bd5e2b3e3552a3
diff --git a/include/ceres/problem.h b/include/ceres/problem.h
index 7219699..909d1fc 100644
--- a/include/ceres/problem.h
+++ b/include/ceres/problem.h
@@ -543,9 +543,10 @@
       double* residuals,
       double** jacobians) const;
 
+  // Returns pointer to Problem implementation
+  internal::ProblemImpl* mutable_impl();
+
  private:
-  friend class Solver;
-  friend class Covariance;
   std::unique_ptr<internal::ProblemImpl> impl_;
 };
 
diff --git a/internal/ceres/CMakeLists.txt b/internal/ceres/CMakeLists.txt
index cde3895..fef1c2d 100644
--- a/internal/ceres/CMakeLists.txt
+++ b/internal/ceres/CMakeLists.txt
@@ -574,6 +574,9 @@
 endmacro()
 
 if (BUILD_BENCHMARKS)
+  add_executable(evaluation_benchmark evaluation_benchmark.cc)
+  add_dependencies_to_benchmark(evaluation_benchmark)
+
   add_executable(small_blas_gemv_benchmark small_blas_gemv_benchmark.cc)
   add_dependencies_to_benchmark(small_blas_gemv_benchmark)
 
diff --git a/internal/ceres/bundle_adjustment_test_util.h b/internal/ceres/bundle_adjustment_test_util.h
index 44281b6..8e6197d 100644
--- a/internal/ceres/bundle_adjustment_test_util.h
+++ b/internal/ceres/bundle_adjustment_test_util.h
@@ -65,6 +65,10 @@
 // problem is hard coded in the constructor.
 class BundleAdjustmentProblem {
  public:
+  BundleAdjustmentProblem(const std::string input_file) {
+    ReadData(input_file);
+    BuildProblem();
+  }
   BundleAdjustmentProblem() {
     const string input_file = TestFileAbsolutePath("problem-16-22106-pre.txt");
     ReadData(input_file);
diff --git a/internal/ceres/covariance.cc b/internal/ceres/covariance.cc
index d63dd37..029f3f5 100644
--- a/internal/ceres/covariance.cc
+++ b/internal/ceres/covariance.cc
@@ -51,12 +51,12 @@
 bool Covariance::Compute(
     const vector<pair<const double*, const double*>>& covariance_blocks,
     Problem* problem) {
-  return impl_->Compute(covariance_blocks, problem->impl_.get());
+  return impl_->Compute(covariance_blocks, problem->mutable_impl());
 }
 
 bool Covariance::Compute(const vector<const double*>& parameter_blocks,
                          Problem* problem) {
-  return impl_->Compute(parameter_blocks, problem->impl_.get());
+  return impl_->Compute(parameter_blocks, problem->mutable_impl());
 }
 
 bool Covariance::GetCovarianceBlock(const double* parameter_block1,
diff --git a/internal/ceres/evaluation_benchmark.cc b/internal/ceres/evaluation_benchmark.cc
new file mode 100644
index 0000000..64bb9a5
--- /dev/null
+++ b/internal/ceres/evaluation_benchmark.cc
@@ -0,0 +1,170 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2022 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.
+//
+// Authors: dmitriy.korchemkin@gmail.com (Dmitriy Korchemkin)
+
+#include <benchmark/benchmark.h>
+#include <gflags/gflags.h>
+
+#include "ceres/bundle_adjustment_test_util.h"
+#include "ceres/evaluator.h"
+#include "ceres/problem.h"
+#include "ceres/problem_impl.h"
+#include "ceres/program.h"
+#include "ceres/sparse_matrix.h"
+
+namespace ceres::internal {
+
+// Benchmark library might invoke benchmark function multiple times.
+// In order to save time required to parse BAL data, we ensure that
+// each dataset is being loaded at most once.
+struct BALData {
+  BALData(const std::string& path) {
+    bal_problem = std::make_unique<BundleAdjustmentProblem>(path);
+    CHECK(bal_problem != nullptr);
+
+    auto problem_impl = bal_problem->mutable_problem()->mutable_impl();
+    auto program = problem_impl->mutable_program();
+    parameters.resize(program->NumParameters());
+    program->ParameterBlocksToStateVector(parameters.data());
+  }
+
+  Vector parameters;
+  std::unique_ptr<BundleAdjustmentProblem> bal_problem;
+};
+
+static void Residuals(benchmark::State& state,
+                      BALData* data,
+                      ContextImpl* context) {
+  auto problem = data->bal_problem->mutable_problem();
+  auto problem_impl = problem->mutable_impl();
+  CHECK(problem_impl != nullptr);
+  const int num_threads = state.range(0);
+
+  Evaluator::Options options;
+  options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
+  options.num_threads = num_threads;
+  options.context = context;
+  options.num_eliminate_blocks = 0;
+
+  std::string error;
+  auto program = problem_impl->mutable_program();
+  auto evaluator = Evaluator::Create(options, program, &error);
+  CHECK(evaluator != nullptr);
+
+  double cost = 0.;
+  Vector residuals = Vector::Zero(program->NumResiduals());
+
+  Evaluator::EvaluateOptions eval_options;
+  for (auto _ : state) {
+    CHECK(evaluator->Evaluate(eval_options,
+                              data->parameters.data(),
+                              &cost,
+                              residuals.data(),
+                              nullptr,
+                              nullptr));
+  }
+}
+
+static void ResidualsAndJacobian(benchmark::State& state,
+                                 BALData* data,
+                                 ContextImpl* context) {
+  auto problem = data->bal_problem->mutable_problem();
+  auto problem_impl = problem->mutable_impl();
+  CHECK(problem_impl != nullptr);
+  const int num_threads = state.range(0);
+
+  Evaluator::Options options;
+  options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
+  options.num_threads = num_threads;
+  options.context = context;
+  options.num_eliminate_blocks = 0;
+
+  std::string error;
+  auto program = problem_impl->mutable_program();
+  auto evaluator = Evaluator::Create(options, program, &error);
+  CHECK(evaluator != nullptr);
+
+  double cost = 0.;
+  Vector residuals = Vector::Zero(program->NumResiduals());
+  auto jacobian = evaluator->CreateJacobian();
+
+  Evaluator::EvaluateOptions eval_options;
+  for (auto _ : state) {
+    CHECK(evaluator->Evaluate(eval_options,
+                              data->parameters.data(),
+                              &cost,
+                              residuals.data(),
+                              nullptr,
+                              jacobian.get()));
+  }
+}
+
+}  // namespace ceres::internal
+
+int main(int argc, char** argv) {
+  using namespace ceres::internal;
+  ::benchmark::Initialize(&argc, argv);
+
+  std::vector<std::unique_ptr<BALData>> benchmark_data;
+  if (argc == 1) {
+    LOG(FATAL) << "No input datasets specified. Usage: " << argv[0]
+               << " [benchmark flags] path_to_BAL_data_1.txt ... "
+                  "path_to_BAL_data_N.txt";
+    return -1;
+  }
+
+  ContextImpl context;
+  context.EnsureMinimumThreads(16);
+
+  for (int i = 1; i < argc; ++i) {
+    const std::string path(argv[i]);
+    const std::string name_residuals = "Residuals<" + path + ">";
+    benchmark_data.emplace_back(std::make_unique<BALData>(path));
+    auto data = benchmark_data.back().get();
+    ::benchmark::RegisterBenchmark(
+        name_residuals.c_str(), Residuals, data, &context)
+        ->Arg(1)
+        ->Arg(2)
+        ->Arg(4)
+        ->Arg(8)
+        ->Arg(16);
+    const std::string name_jacobians = "ResidualsAndJacobian<" + path + ">";
+    ::benchmark::RegisterBenchmark(
+        name_jacobians.c_str(), ResidualsAndJacobian, data, &context)
+        ->Arg(1)
+        ->Arg(2)
+        ->Arg(4)
+        ->Arg(8)
+        ->Arg(16);
+  }
+
+  ::benchmark::RunSpecifiedBenchmarks();
+  ::benchmark::Shutdown();
+  return 0;
+}
diff --git a/internal/ceres/problem.cc b/internal/ceres/problem.cc
index f4c2656..8c6d504 100644
--- a/internal/ceres/problem.cc
+++ b/internal/ceres/problem.cc
@@ -212,4 +212,6 @@
   impl_->GetResidualBlocksForParameterBlock(values, residual_blocks);
 }
 
+internal::ProblemImpl* Problem::mutable_impl() { return impl_.get(); }
+
 }  // namespace ceres
diff --git a/internal/ceres/solver.cc b/internal/ceres/solver.cc
index 07e7216..12dfc59 100644
--- a/internal/ceres/solver.cc
+++ b/internal/ceres/solver.cc
@@ -723,7 +723,7 @@
     return;
   }
 
-  ProblemImpl* problem_impl = problem->impl_.get();
+  ProblemImpl* problem_impl = problem->mutable_impl();
   Program* program = problem_impl->mutable_program();
   PreSolveSummarize(options, problem_impl, summary);
 
@@ -805,7 +805,7 @@
   }
 
   const double postprocessor_start_time = WallTimeInSeconds();
-  problem_impl = problem->impl_.get();
+  problem_impl = problem->mutable_impl();
   program = problem_impl->mutable_program();
   // On exit, ensure that the parameter blocks again point at the user
   // provided values and the parameter blocks are numbered according