// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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: keir@google.com (Keir Mierle) #include "ceres/small_blas.h" #include #include #include "ceres/internal/eigen.h" #include "gtest/gtest.h" namespace ceres { namespace internal { const double kTolerance = 5.0 * std::numeric_limits::epsilon(); // Static or dynamic problem types. enum class DimType { Static, Dynamic }; // Constructs matrix functor type. #define MATRIX_FUN_TY(FN) \ template \ struct FN##Ty { \ void operator()(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) { \ if (kDimType == DimType::Static) { \ FN(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); \ } else { \ FN(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); \ } \ } \ }; MATRIX_FUN_TY(MatrixMatrixMultiply) MATRIX_FUN_TY(MatrixMatrixMultiplyNaive) MATRIX_FUN_TY(MatrixTransposeMatrixMultiply) MATRIX_FUN_TY(MatrixTransposeMatrixMultiplyNaive) #undef MATRIX_FUN_TY // Initializes matrix entries. static void initMatrix(Matrix& mat) { for (int i = 0; i < mat.rows(); ++i) { for (int j = 0; j < mat.cols(); ++j) { mat(i, j) = i + j + 1; } } } template class FunctorTy> struct TestMatrixFunctions { void operator()() { Matrix A(kRowA, kColA); initMatrix(A); const int kRowB = kColA; Matrix B(kRowB, kColB); initMatrix(B); for (int row_stride_c = kRowA; row_stride_c < 3 * kRowA; ++row_stride_c) { for (int col_stride_c = kColB; col_stride_c < 3 * kColB; ++col_stride_c) { Matrix C(row_stride_c, col_stride_c); C.setOnes(); Matrix C_plus = C; Matrix C_minus = C; Matrix C_assign = C; Matrix C_plus_ref = C; Matrix C_minus_ref = C; Matrix C_assign_ref = C; for (int start_row_c = 0; start_row_c + kRowA < row_stride_c; ++start_row_c) { for (int start_col_c = 0; start_col_c + kColB < col_stride_c; ++start_col_c) { C_plus_ref.block(start_row_c, start_col_c, kRowA, kColB) += A * B; FunctorTy()(A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_plus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_plus_ref - C_plus).norm(), 0.0, kTolerance) << "C += A * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_plus_ref << "\n" << "C: \n" << C_plus; C_minus_ref.block(start_row_c, start_col_c, kRowA, kColB) -= A * B; FunctorTy()( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_minus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_minus_ref - C_minus).norm(), 0.0, kTolerance) << "C -= A * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_minus_ref << "\n" << "C: \n" << C_minus; C_assign_ref.block(start_row_c, start_col_c, kRowA, kColB) = A * B; FunctorTy()( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_assign.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_assign_ref - C_assign).norm(), 0.0, kTolerance) << "C = A * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_assign_ref << "\n" << "C: \n" << C_assign; } } } } } }; template class FunctorTy> struct TestMatrixTransposeFunctions { void operator()() { Matrix A(kRowA, kColA); initMatrix(A); const int kRowB = kRowA; Matrix B(kRowB, kColB); initMatrix(B); for (int row_stride_c = kColA; row_stride_c < 3 * kColA; ++row_stride_c) { for (int col_stride_c = kColB; col_stride_c < 3 * kColB; ++col_stride_c) { Matrix C(row_stride_c, col_stride_c); C.setOnes(); Matrix C_plus = C; Matrix C_minus = C; Matrix C_assign = C; Matrix C_plus_ref = C; Matrix C_minus_ref = C; Matrix C_assign_ref = C; for (int start_row_c = 0; start_row_c + kColA < row_stride_c; ++start_row_c) { for (int start_col_c = 0; start_col_c + kColB < col_stride_c; ++start_col_c) { C_plus_ref.block(start_row_c, start_col_c, kColA, kColB) += A.transpose() * B; FunctorTy()(A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_plus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_plus_ref - C_plus).norm(), 0.0, kTolerance) << "C += A' * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_plus_ref << "\n" << "C: \n" << C_plus; C_minus_ref.block(start_row_c, start_col_c, kColA, kColB) -= A.transpose() * B; FunctorTy()( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_minus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_minus_ref - C_minus).norm(), 0.0, kTolerance) << "C -= A' * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_minus_ref << "\n" << "C: \n" << C_minus; C_assign_ref.block(start_row_c, start_col_c, kColA, kColB) = A.transpose() * B; FunctorTy()( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_assign.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_assign_ref - C_assign).norm(), 0.0, kTolerance) << "C = A' * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_assign_ref << "\n" << "C: \n" << C_assign; } } } } } }; TEST(BLAS, MatrixMatrixMultiply_5_3_7) { TestMatrixFunctions<5, 3, 7, DimType::Static, MatrixMatrixMultiplyTy>()(); } TEST(BLAS, MatrixMatrixMultiply_5_3_7_Dynamic) { TestMatrixFunctions<5, 3, 7, DimType::Dynamic, MatrixMatrixMultiplyTy>()(); } TEST(BLAS, MatrixMatrixMultiply_1_1_1) { TestMatrixFunctions<1, 1, 1, DimType::Static, MatrixMatrixMultiplyTy>()(); } TEST(BLAS, MatrixMatrixMultiply_1_1_1_Dynamic) { TestMatrixFunctions<1, 1, 1, DimType::Dynamic, MatrixMatrixMultiplyTy>()(); } TEST(BLAS, MatrixMatrixMultiply_9_9_9) { TestMatrixFunctions<9, 9, 9, DimType::Static, MatrixMatrixMultiplyTy>()(); } TEST(BLAS, MatrixMatrixMultiply_9_9_9_Dynamic) { TestMatrixFunctions<9, 9, 9, DimType::Dynamic, MatrixMatrixMultiplyTy>()(); } TEST(BLAS, MatrixMatrixMultiplyNaive_5_3_7) { TestMatrixFunctions<5, 3, 7, DimType::Static, MatrixMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixMatrixMultiplyNaive_5_3_7_Dynamic) { TestMatrixFunctions<5, 3, 7, DimType::Dynamic, MatrixMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixMatrixMultiplyNaive_1_1_1) { TestMatrixFunctions<1, 1, 1, DimType::Static, MatrixMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixMatrixMultiplyNaive_1_1_1_Dynamic) { TestMatrixFunctions<1, 1, 1, DimType::Dynamic, MatrixMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixMatrixMultiplyNaive_9_9_9) { TestMatrixFunctions<9, 9, 9, DimType::Static, MatrixMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixMatrixMultiplyNaive_9_9_9_Dynamic) { TestMatrixFunctions<9, 9, 9, DimType::Dynamic, MatrixMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiply_5_3_7) { TestMatrixTransposeFunctions<5, 3, 7, DimType::Static, MatrixTransposeMatrixMultiplyTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiply_5_3_7_Dynamic) { TestMatrixTransposeFunctions<5, 3, 7, DimType::Dynamic, MatrixTransposeMatrixMultiplyTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiply_1_1_1) { TestMatrixTransposeFunctions<1, 1, 1, DimType::Static, MatrixTransposeMatrixMultiplyTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiply_1_1_1_Dynamic) { TestMatrixTransposeFunctions<1, 1, 1, DimType::Dynamic, MatrixTransposeMatrixMultiplyTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiply_9_9_9) { TestMatrixTransposeFunctions<9, 9, 9, DimType::Static, MatrixTransposeMatrixMultiplyTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiply_9_9_9_Dynamic) { TestMatrixTransposeFunctions<9, 9, 9, DimType::Dynamic, MatrixTransposeMatrixMultiplyTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiplyNaive_5_3_7) { TestMatrixTransposeFunctions<5, 3, 7, DimType::Static, MatrixTransposeMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiplyNaive_5_3_7_Dynamic) { TestMatrixTransposeFunctions<5, 3, 7, DimType::Dynamic, MatrixTransposeMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiplyNaive_1_1_1) { TestMatrixTransposeFunctions<1, 1, 1, DimType::Static, MatrixTransposeMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiplyNaive_1_1_1_Dynamic) { TestMatrixTransposeFunctions<1, 1, 1, DimType::Dynamic, MatrixTransposeMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiplyNaive_9_9_9) { TestMatrixTransposeFunctions<9, 9, 9, DimType::Static, MatrixTransposeMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixTransposeMatrixMultiplyNaive_9_9_9_Dynamic) { TestMatrixTransposeFunctions<9, 9, 9, DimType::Dynamic, MatrixTransposeMatrixMultiplyNaiveTy>()(); } TEST(BLAS, MatrixVectorMultiply) { for (int num_rows_a = 1; num_rows_a < 10; ++num_rows_a) { for (int num_cols_a = 1; num_cols_a < 10; ++num_cols_a) { Matrix A(num_rows_a, num_cols_a); A.setOnes(); Vector b(num_cols_a); b.setOnes(); Vector c(num_rows_a); c.setOnes(); Vector c_plus = c; Vector c_minus = c; Vector c_assign = c; Vector c_plus_ref = c; Vector c_minus_ref = c; Vector c_assign_ref = c; // clang-format off c_plus_ref += A * b; MatrixVectorMultiply( A.data(), num_rows_a, num_cols_a, b.data(), c_plus.data()); EXPECT_NEAR((c_plus_ref - c_plus).norm(), 0.0, kTolerance) << "c += A * b \n" << "c_ref : \n" << c_plus_ref << "\n" << "c: \n" << c_plus; c_minus_ref -= A * b; MatrixVectorMultiply( A.data(), num_rows_a, num_cols_a, b.data(), c_minus.data()); EXPECT_NEAR((c_minus_ref - c_minus).norm(), 0.0, kTolerance) << "c -= A * b \n" << "c_ref : \n" << c_minus_ref << "\n" << "c: \n" << c_minus; c_assign_ref = A * b; MatrixVectorMultiply( A.data(), num_rows_a, num_cols_a, b.data(), c_assign.data()); EXPECT_NEAR((c_assign_ref - c_assign).norm(), 0.0, kTolerance) << "c = A * b \n" << "c_ref : \n" << c_assign_ref << "\n" << "c: \n" << c_assign; // clang-format on } } } TEST(BLAS, MatrixTransposeVectorMultiply) { for (int num_rows_a = 1; num_rows_a < 10; ++num_rows_a) { for (int num_cols_a = 1; num_cols_a < 10; ++num_cols_a) { Matrix A(num_rows_a, num_cols_a); A.setRandom(); Vector b(num_rows_a); b.setRandom(); Vector c(num_cols_a); c.setOnes(); Vector c_plus = c; Vector c_minus = c; Vector c_assign = c; Vector c_plus_ref = c; Vector c_minus_ref = c; Vector c_assign_ref = c; // clang-format off c_plus_ref += A.transpose() * b; MatrixTransposeVectorMultiply( A.data(), num_rows_a, num_cols_a, b.data(), c_plus.data()); EXPECT_NEAR((c_plus_ref - c_plus).norm(), 0.0, kTolerance) << "c += A' * b \n" << "c_ref : \n" << c_plus_ref << "\n" << "c: \n" << c_plus; c_minus_ref -= A.transpose() * b; MatrixTransposeVectorMultiply( A.data(), num_rows_a, num_cols_a, b.data(), c_minus.data()); EXPECT_NEAR((c_minus_ref - c_minus).norm(), 0.0, kTolerance) << "c -= A' * b \n" << "c_ref : \n" << c_minus_ref << "\n" << "c: \n" << c_minus; c_assign_ref = A.transpose() * b; MatrixTransposeVectorMultiply( A.data(), num_rows_a, num_cols_a, b.data(), c_assign.data()); EXPECT_NEAR((c_assign_ref - c_assign).norm(), 0.0, kTolerance) << "c = A' * b \n" << "c_ref : \n" << c_assign_ref << "\n" << "c: \n" << c_assign; // clang-format on } } } } // namespace internal } // namespace ceres