Added support for MKL in Eigen and fixed several errors and warnings within Eigen when using MKL
Richard Roberts
parent
13a43f41a7
commit
0608e9a05b
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@ -59,6 +59,8 @@ option(GTSAM_POSE3_EXPMAP "Enable/Disable using Pose3::EXPMAP as the defau
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option(GTSAM_ROT3_EXPMAP "Ignore if GTSAM_USE_QUATERNIONS is OFF (Rot3::EXPMAP by default). Otherwise, enable Rot3::EXPMAP, or if disabled, use Rot3::CAYLEY." OFF)
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option(GTSAM_ENABLE_CONSISTENCY_CHECKS "Enable/Disable expensive consistency checks" OFF)
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option(GTSAM_WITH_TBB "Use Intel Threaded Building Blocks (TBB) if available" ON)
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option(GTSAM_WITH_EIGEN_MKL "Eigen will use Intel MKL if available" ON)
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option(GTSAM_WITH_EIGEN_MKL_OPENMP "Eigen, when using Intel MKL, will also use OpenMP for multithreading if available" ON)
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option(GTSAM_THROW_CHEIRALITY_EXCEPTION "Throw exception when a triangulated point is behind a camera" ON)
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# Options relating to MATLAB wrapper
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@ -157,6 +159,7 @@ if(TBB_FOUND AND GTSAM_WITH_TBB)
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else()
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set(GTSAM_TBB_LIBRARIES ${TBB_LIBRARIES})
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endif()
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list(APPEND GTSAM_ADDITIONAL_LIBRARIES ${GTSAM_TBB_LIBRARIES})
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else()
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set(GTSAM_USE_TBB 0) # This will go into config.h
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endif()
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@ -167,6 +170,28 @@ endif()
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find_package(GooglePerfTools)
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###############################################################################
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# Find MKL
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find_package(MKL)
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if(MKL_FOUND AND GTSAM_WITH_EIGEN_MKL)
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set(GTSAM_USE_EIGEN_MKL 1) # This will go into config.h
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set(EIGEN_USE_MKL_ALL 1) # This will go into config.h - it makes Eigen use MKL
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include_directories(${MKL_INCLUDE_DIR})
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list(APPEND GTSAM_ADDITIONAL_LIBRARIES ${MKL_LIBRARIES})
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endif()
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###############################################################################
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# Find OpenMP
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find_package(OpenMP)
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if(OPENMP_FOUND AND GTSAM_USE_EIGEN_MKL AND GTSAM_WITH_EIGEN_MKL_OPENMP)
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set(GTSAM_USE_EIGEN_MKL_OPENMP 1) # This will go into config.h
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set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
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endif()
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###############################################################################
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# Option for using system Eigen or GTSAM-bundled Eigen
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option(GTSAM_USE_SYSTEM_EIGEN "Find and use system-installed Eigen. If 'off', use the one bundled with GTSAM" OFF)
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@ -205,7 +230,7 @@ if(GTSAM_USE_TBB)
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set(preferred_allocator TBB)
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else()
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list(APPEND possible_allocators BoostPool STL)
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set(preferred_allocator BoostPool)
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set(preferred_allocator STL)
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endif()
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if(GOOGLE_PERFTOOLS_FOUND)
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list(APPEND possible_allocators tcmalloc)
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@ -368,6 +393,20 @@ elseif(TBB_FOUND)
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else()
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message(STATUS " Use Intel TBB : TBB not found")
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endif()
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if(GTSAM_USE_EIGEN_MKL)
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message(STATUS " Eigen will use MKL : Yes")
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elseif(MKL_FOUND)
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message(STATUS " Eigen will use MKL : MKL found but GTSAM_WITH_EIGEN_MKL is disabled")
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else()
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message(STATUS " Eigen will use MKL : MKL not found")
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endif()
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if(GTSAM_USE_EIGEN_MKL_OPENMP)
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message(STATUS " Eigen will use MKL and OpenMP : Yes")
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elseif(OPENMP_FOUND)
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message(STATUS " Eigen will use MKL and OpenMP : OpenMP found but Eigen using MKL is disabled")
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else()
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message(STATUS " Eigen will use MKL and OpenMP : OpenMP not found")
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endif()
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message(STATUS " Default allocator : ${GTSAM_DEFAULT_ALLOCATOR}")
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@ -386,8 +425,15 @@ print_config_flag(${GTSAM_BUILD_WRAP} "Build Wrap
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print_config_flag(${GTSAM_INSTALL_WRAP} "Install wrap utility ")
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message(STATUS "===============================================================")
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# Print warnings at the end
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if(GTSAM_WITH_TBB AND NOT TBB_FOUND)
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message(WARNING "GTSAM_USE_TBB is set to 'On' but TBB was not found. This is ok, but GTSAM parallelization will be disabled. Set GTSAM_WITH_TBB to 'Off' to avoid this warning.")
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message(WARNING "GTSAM_WITH_TBB is set to 'On' but TBB was not found. This is ok, but note that GTSAM parallelization will be disabled. Set GTSAM_WITH_TBB to 'Off' to avoid this warning.")
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endif()
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if(GTSAM_WITH_EIGEN_MKL AND NOT MKL_FOUND)
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message(WARNING "GTSAM_WITH_EIGEN_MKL is set to 'On' but MKL was not found. This is ok, but note that MKL yields better performance. Set GTSAM_WITH_EIGEN_MKL to 'Off' to avoid this warning.")
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endif()
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if(GTSAM_WITH_EIGEN_MKL_OPENMP AND NOT OPENMP_FOUND AND MKL_FOUND)
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message(WARNING "GTSAM_WITH_EIGEN_MKL_OPENMP is set to 'On' but your compiler does not support OpenMP. This is ok, but performance may be improved with OpenMP. Set GTSAM_WITH_EIGEN_MKL_OPENMP to 'Off' to avoid this warning.")
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endif()
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# Include CPack *after* all flags
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@ -33,7 +33,7 @@
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#ifndef EIGEN_LLT_MKL_H
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#define EIGEN_LLT_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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#include <iostream>
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namespace Eigen {
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@ -60,7 +60,7 @@ template<> struct mkl_llt<EIGTYPE> \
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lda = m.outerStride(); \
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\
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info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
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info = (info==0) ? Success : NumericalIssue; \
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info = (info==0) ? -1 : 1; \
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return info; \
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} \
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}; \
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@ -33,7 +33,7 @@
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#ifndef EIGEN_COMPLEX_SCHUR_MKL_H
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#define EIGEN_COMPLEX_SCHUR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -33,7 +33,7 @@
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#ifndef EIGEN_REAL_SCHUR_MKL_H
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#define EIGEN_REAL_SCHUR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -33,7 +33,7 @@
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#ifndef EIGEN_SAEIGENSOLVER_MKL_H
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#define EIGEN_SAEIGENSOLVER_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -33,7 +33,7 @@
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#ifndef EIGEN_PARTIALLU_LAPACK_H
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#define EIGEN_PARTIALLU_LAPACK_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -34,7 +34,7 @@
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#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -63,12 +63,12 @@ ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynami
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\
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m_nonzero_pivots = 0; \
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m_maxpivot = RealScalar(0);\
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m_colsPermutation.resize(cols); \
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m_colsPermutation.resize((int)cols); \
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m_colsPermutation.indices().setZero(); \
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\
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lapack_int lda = m_qr.outerStride(), i; \
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lapack_int lda = (lapack_int) m_qr.outerStride(), i; \
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lapack_int matrix_order = MKLCOLROW; \
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LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
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LAPACKE_##MKLPREFIX##geqp3( matrix_order, (lapack_int)rows, (lapack_int)cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
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m_isInitialized = true; \
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m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
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m_hCoeffs.adjointInPlace(); \
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@ -251,6 +251,7 @@ void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename
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}
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/** \internal */
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#ifndef EIGEN_USE_LAPACKE
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template<typename MatrixQR, typename HCoeffs>
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void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs,
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typename MatrixQR::Index maxBlockSize=32,
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@ -301,6 +302,7 @@ void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs,
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}
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}
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}
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#endif
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template<typename _MatrixType, typename Rhs>
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struct solve_retval<HouseholderQR<_MatrixType>, Rhs>
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@ -34,7 +34,7 @@
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#ifndef EIGEN_QR_MKL_H
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#define EIGEN_QR_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -48,9 +48,9 @@ void householder_qr_inplace_blocked(MatrixQR& mat, HCoeffs& hCoeffs, \
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typename MatrixQR::Index maxBlockSize=32, \
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EIGTYPE* tempData = 0) \
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{ \
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lapack_int m = mat.rows(); \
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lapack_int n = mat.cols(); \
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lapack_int lda = mat.outerStride(); \
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lapack_int m = (lapack_int) mat.rows(); \
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lapack_int n = (lapack_int) mat.cols(); \
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lapack_int lda = (lapack_int) mat.outerStride(); \
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lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
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LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
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hCoeffs.adjointInPlace(); \
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@ -33,7 +33,7 @@
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#ifndef EIGEN_JACOBISVD_MKL_H
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#define EIGEN_JACOBISVD_MKL_H
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#include "Eigen/src/Core/util/MKL_support.h"
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#include "../Core/util/MKL_support.h"
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namespace Eigen {
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@ -17,6 +17,7 @@
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#pragma once
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#cmakedefine EIGEN_USE_MKL_ALL // This is also defined in config.h
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#include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/Dense>
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#include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/QR>
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#include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/LU>
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@ -95,7 +95,7 @@ message(STATUS "Install prefix: ${CMAKE_INSTALL_PREFIX}")
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if (GTSAM_BUILD_STATIC_LIBRARY)
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message(STATUS "Building GTSAM - static")
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add_library(gtsam-static STATIC ${gtsam_srcs})
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target_link_libraries(gtsam-static ${GTSAM_BOOST_LIBRARIES} ${GTSAM_TBB_LIBRARIES} ${GTSAM_ADDITIONAL_LIBRARIES})
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target_link_libraries(gtsam-static ${GTSAM_BOOST_LIBRARIES} ${GTSAM_ADDITIONAL_LIBRARIES})
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set_target_properties(gtsam-static PROPERTIES
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OUTPUT_NAME gtsam
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CLEAN_DIRECT_OUTPUT 1
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@ -114,7 +114,7 @@ endif ()
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if (GTSAM_BUILD_SHARED_LIBRARY)
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message(STATUS "Building GTSAM - shared")
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add_library(gtsam-shared SHARED ${gtsam_srcs})
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target_link_libraries(gtsam-shared ${GTSAM_BOOST_LIBRARIES} ${GTSAM_TBB_LIBRARIES} ${GTSAM_ADDITIONAL_LIBRARIES})
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target_link_libraries(gtsam-shared ${GTSAM_BOOST_LIBRARIES} ${GTSAM_ADDITIONAL_LIBRARIES})
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set_target_properties(gtsam-shared PROPERTIES
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OUTPUT_NAME gtsam
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CLEAN_DIRECT_OUTPUT 1
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@ -163,5 +163,5 @@ if (GTSAM_INSTALL_MATLAB_TOOLBOX)
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# Macro to handle details of setting up targets
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# FIXME: issue with dependency between wrap_gtsam and wrap_gtsam_build, only shows up on CMake 2.8.3
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wrap_library(gtsam "${mexFlags}" "../" "${GTSAM_TBB_LIBRARIES}")
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wrap_library(gtsam "${mexFlags}" "../" "${GTSAM_ADDITIONAL_LIBRARIES}")
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endif ()
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@ -129,8 +129,17 @@ bool choleskyPartial(Matrix& ABC, size_t nFrontal) {
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// Compute Cholesky factorization of A, overwrites A.
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gttic(lld);
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Eigen::LLT<Matrix, Eigen::Upper> llt = ABC.block(0,0,nFrontal,nFrontal).selfadjointView<Eigen::Upper>().llt();
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ABC.block(0,0,nFrontal,nFrontal).triangularView<Eigen::Upper>() = llt.matrixU();
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Eigen::ComputationInfo lltResult;
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if(nFrontal > 0)
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{
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Eigen::LLT<Matrix, Eigen::Upper> llt = ABC.block(0, 0, nFrontal, nFrontal).selfadjointView<Eigen::Upper>().llt();
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ABC.block(0, 0, nFrontal, nFrontal).triangularView<Eigen::Upper>() = llt.matrixU();
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lltResult = llt.info();
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}
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else
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{
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lltResult = Eigen::Success;
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}
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gttoc(lld);
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if(debug) cout << "R:\n" << Eigen::MatrixXd(ABC.topLeftCorner(nFrontal,nFrontal).triangularView<Eigen::Upper>()) << endl;
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@ -155,7 +164,7 @@ bool choleskyPartial(Matrix& ABC, size_t nFrontal) {
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// Check last diagonal element - Eigen does not check it
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bool ok;
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if(llt.info() == Eigen::Success) {
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if(lltResult == Eigen::Success) {
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if(nFrontal >= 2) {
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int exp2, exp1;
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(void)frexp(ABC(nFrontal-2, nFrontal-2), &exp2);
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#include <boost/optional.hpp>
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#ifdef GTSAM_USE_TBB
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#include <tbb/task_scheduler_init.h>
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#include <tbb/tbb_exception.h>
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#include <tbb/scalable_allocator.h>
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#endif
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#ifdef GTSAM_USE_EIGEN_MKL_OPENMP
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#include <omp.h>
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#endif
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namespace gtsam {
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/// Integer nonlinear key type
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@ -227,6 +232,32 @@ namespace gtsam {
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InvalidArgumentThreadsafe(const std::string& description) : ThreadsafeException<InvalidArgumentThreadsafe>(description) {}
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};
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/* ************************************************************************* */
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/// An object whose scope defines a block where TBB and OpenMP parallelism are mixed. In such a
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/// block, we use default threads for TBB, and p/2 threads for OpenMP. If GTSAM is not compiled to
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/// use both TBB and OpenMP, this has no effect.
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class TbbOpenMPMixedScope
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{
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int previousOpenMPThreads;
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public:
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#if defined GTSAM_USE_TBB && defined GTSAM_USE_EIGEN_MKL_OPENMP
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TbbOpenMPMixedScope() :
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previousOpenMPThreads(omp_get_num_threads())
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{
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omp_set_num_threads(omp_get_num_procs() / 2);
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}
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~TbbOpenMPMixedScope()
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{
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omp_set_num_threads(previousOpenMPThreads);
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}
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#else
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TbbOpenMPMixedScope() : previousOpenMPThreads(-1) {}
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~TbbOpenMPMixedScope() {}
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#endif
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};
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}
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/* ************************************************************************* */
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// Whether we are using TBB (if TBB was found and GTSAM_WITH_TBB is enabled in CMake)
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#cmakedefine GTSAM_USE_TBB
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// Whether Eigen will use MKL (if MKL was found and GTSAM_WITH_EIGEN_MKL is enabled in CMake)
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#cmakedefine GTSAM_USE_EIGEN_MKL
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#cmakedefine EIGEN_USE_MKL_ALL // This is also defined in gtsam_eigen_includes.h
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// Whether Eigen with MKL will use OpenMP (if OpenMP was found, Eigen uses MKL, and GTSAM_WITH_EIGEN_MKL_OPENMP is enabled in CMake)
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#cmakedefine GTSAM_USE_EIGEN_MKL_OPENMP
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// The default allocator to use
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#cmakedefine GTSAM_ALLOCATOR_BOOSTPOOL
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#cmakedefine GTSAM_ALLOCATOR_TBB
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@ -162,8 +162,11 @@ namespace gtsam
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boost::shared_ptr<BayesTreeType> result = boost::make_shared<BayesTreeType>();
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EliminationData<This> rootsContainer(0, roots_.size());
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EliminationPostOrderVisitor<This> visitorPost(function, result->nodes_);
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treeTraversal::DepthFirstForestParallel(*this, rootsContainer,
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eliminationPreOrderVisitor<This>, visitorPost, 10);
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{
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TbbOpenMPMixedScope threadLimiter; // Limits OpenMP threads since we're mixing TBB and OpenMP
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treeTraversal::DepthFirstForestParallel(*this, rootsContainer,
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eliminationPreOrderVisitor<This>, visitorPost, 10);
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}
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// Create BayesTree from roots stored in the dummy BayesTree node.
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result->roots_.insert(result->roots_.end(), rootsContainer.bayesTreeNode->children.begin(), rootsContainer.bayesTreeNode->children.end());
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@ -134,6 +134,7 @@ namespace gtsam
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OptimizeData rootData;
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OptimizeClique<typename BAYESTREE::Clique> preVisitor;
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treeTraversal::no_op postVisitor;
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||||
TbbOpenMPMixedScope threadLimiter; // Limits OpenMP threads since we're mixing TBB and OpenMP
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treeTraversal::DepthFirstForestParallel(bayesTree, rootData, preVisitor, postVisitor);
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return preVisitor.collectedResult;
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}
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@ -286,6 +286,7 @@ GaussianFactorGraph::shared_ptr NonlinearFactorGraph::linearize(const Values& li
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#ifdef GTSAM_USE_TBB
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||||
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||||
linearFG->resize(this->size());
|
||||
TbbOpenMPMixedScope threadLimiter; // Limits OpenMP threads since we're mixing TBB and OpenMP
|
||||
tbb::parallel_for(tbb::blocked_range<size_t>(0, this->size()),
|
||||
_LinearizeOneFactor(*this, linearizationPoint, *linearFG));
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||||
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||||
|
|
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|||
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@ -114,7 +114,7 @@ if (GTSAM_INSTALL_MATLAB_TOOLBOX)
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endif()
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||||
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||||
# Macro to handle details of setting up targets
|
||||
wrap_library(gtsam_unstable "${mexFlags}" "./" "gtsam;${GTSAM_TBB_LIBRARIES}")
|
||||
wrap_library(gtsam_unstable "${mexFlags}" "./" "gtsam")
|
||||
|
||||
endif(GTSAM_INSTALL_MATLAB_TOOLBOX)
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue