Integrated blas into gtsam using autotools
Alex Cunningham
parent
3a5aeeeb0d
commit
a1273a91fc
50
configure.ac
50
configure.ac
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@ -26,30 +26,44 @@ AC_ARG_ENABLE([debug],
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AM_CONDITIONAL([DEBUG], [test x$debug = xtrue])
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# search for gsl
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AM_PATH_GSL(1.1)
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#AM_PATH_GSL(1.1)
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# enable using GSL for linalg
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AC_ARG_ENABLE([gsl],
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[ --enable-gsl Enable the GSL library],
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[case "${enableval}" in
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yes) gsl=true ;;
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no) gsl=false ;;
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*) AC_MSG_ERROR([bad value ${enableval} for --enable-gsl]) ;;
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esac],[gsl=false])
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AM_CONDITIONAL([GSL], [test x$gsl = xtrue])
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#AC_ARG_ENABLE([gsl],
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# [ --enable-gsl Enable the GSL library],
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# [case "${enableval}" in
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# yes) gsl=true ;;
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# no) gsl=false ;;
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# *) AC_MSG_ERROR([bad value ${enableval} for --enable-gsl]) ;;
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# esac],[gsl=false])
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#
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#AM_CONDITIONAL([GSL], [test x$gsl = xtrue])
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# enable using ATLAS for BLAS
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AC_ARG_ENABLE([atlas],
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[ --enable-atlas Enable ATLAS optimized BLAS],
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[case "${enableval}" in
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yes) atlas=true ;;
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no) atlas=false ;;
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*) AC_MSG_ERROR([bad value ${enableval} for --enable-atlas]) ;;
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esac],[atlas=false])
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#AC_ARG_ENABLE([atlas],
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# [ --enable-atlas Enable ATLAS optimized BLAS],
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# [case "${enableval}" in
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# yes) atlas=true ;;
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# no) atlas=false ;;
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# *) AC_MSG_ERROR([bad value ${enableval} for --enable-atlas]) ;;
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# esac],[atlas=false])
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#
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#AM_CONDITIONAL([ATLAS], [test x$atlas = xtrue])
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AM_CONDITIONAL([ATLAS], [test x$atlas = xtrue])
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# search for a blas implementation
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AX_BLAS()
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# enable BLAS with general purpose script
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AC_ARG_ENABLE([blas],
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[ --enable-blas Enable external BLAS library],
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[case "${enableval}" in
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yes) blas=true ;;
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no) blas=false ;;
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*) AC_MSG_ERROR([bad value ${enableval} for --enable-blas]) ;;
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esac],[blas=false])
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AM_CONDITIONAL([USE_BLAS], [test x$blas = xtrue])
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# Checks for programs.
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AC_PROG_CXX
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@ -293,27 +293,14 @@ include_HEADERS = $(headers)
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AM_CXXFLAGS += -I..
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AM_LDFLAGS = -L../CppUnitLite -lCppUnitLite $(BOOST_LDFLAGS) $(boost_serialization) #-L. -lgtsam
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# TESTING: adding cblas implementation with atlas
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#AM_CXXFLAGS += -DCBLAS
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#libgtsam_la_CPPFLAGS += -DCBLAS
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#AM_LDFLAGS += -L/opt/local/lib -lcblas -latlas -llapack -lptcblas -lptf77blas -lf77blas
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#libgtsam_la_LDFLAGS += -L/opt/local/lib -lcblas -latlas -llapack -lptcblas -lptf77blas -lf77blas
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# adding cblas implementation with atlas
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if USE_BLAS
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AM_CXXFLAGS += -DCBLAS
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libgtsam_la_CPPFLAGS += -DCBLAS
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AM_LDFLAGS += $(BLAS_LIBS) $(LIBS) $(FLIBS) # -lcblas -latlas
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libgtsam_la_LDFLAGS += $(BLAS_LIBS) $(LIBS) $(FLIBS) # -lcblas -latlas
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endif
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#######################
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# GSL/ATLAS inclusion
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#######################
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#GSL using ATLAS
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#if GSL
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#AM_CXXFLAGS += -DGSL $(GSL_CFLAGS)
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#libgtsam_la_CPPFLAGS += -DGSL $(GSL_CFLAGS)
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#if ATLAS
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#AM_LDFLAGS += $(GSL_LIBS_NO_CBLAS) -lcblas -latlas
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#libgtsam_la_LDFLAGS += $(GSL_LIBS_NO_CBLAS) -lcblas -latlas
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#else
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#AM_LDFLAGS += $(GSL_LIBS)
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#libgtsam_la_LDFLAGS += $(GSL_LIBS)
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#endif
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#endif
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TESTS = $(check_PROGRAMS)
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CXXLINK = $(LIBTOOL) $(AM_LIBTOOLFLAGS) $(LIBTOOLFLAGS) --mode=link \
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@ -34,10 +34,6 @@
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#include "Vector.h"
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#include "svdcmp.h"
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// use for switching quickly between GSL and nonGSL versions without reconfigure
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//#define REVERTGSL
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using namespace std;
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namespace ublas = boost::numeric::ublas;
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@ -158,7 +154,6 @@ bool assert_equal(const std::list<Matrix>& As, const std::list<Matrix>& Bs, doub
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/* ************************************************************************* */
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void multiplyAdd(double alpha, const Matrix& A, const Vector& x, Vector& e) {
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#if defined CBLAS
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// get sizes
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const size_t m = A.size1(), n = A.size2();
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@ -227,15 +222,15 @@ void transposeMultiplyAdd(double alpha, const Matrix& A, const Vector& e, Vector
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// get pointers
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const double * Aptr = A.data().begin();
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const double * Xptr = e.data().begin();
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double * Eptr = x.data().begin();
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const double * Eptr = e.data().begin();
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double * Xptr = x.data().begin();
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// fill in parameters
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const double beta = 1.0;
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const int incx = 1, incy = 1, ida = n;
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// execute blas call
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cblas_dgemv(CblasRowMajor, CblasTrans, m, n, alpha, Aptr, ida, Xptr, incx, beta, Eptr, incy);
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cblas_dgemv(CblasRowMajor, CblasTrans, m, n, alpha, Aptr, ida, Eptr, incx, beta, Xptr, incy);
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#elif defined GSL
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gsl_vector_const_view eg = gsl_vector_const_view_array(e.data().begin(), e.size());
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@ -482,28 +477,60 @@ inline void householder_update_manual(Matrix &A, int j, double beta, const Vecto
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}
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void householder_update(Matrix &A, int j, double beta, const Vector& vjm) {
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// TODO: SWAP IN ATLAS VERSION OF THE SYSTEM
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const size_t m = A.size1(), n = A.size2();
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#if defined CBLAS
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// CBLAS version not working, using manual approach
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householder_update_manual(A,j,beta,vjm);
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// // straight atlas version
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// const size_t m = A.size1(), n = A.size2(), mj = m-j;
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// const size_t mj = m-j;
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//
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// // find pointers to the data
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// const double * vptr = vjm.data().begin(); // mj long
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// double * Aptr = A.data().begin() + n*j; // mj x n - note that this starts at row j
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//
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// // first step: get w = beta*trans(A(j:m,:))*vjm
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// Vector w(n);
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// Vector w = zero(n);
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// double * wptr = w.data().begin();
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//
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// // DEBUG: create a duplicate version of the problem to solve simultaneously
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// Matrix aA(A); Vector avjm(vjm);
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//
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// // execute w generation
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// cblas_dgemv(CblasRowMajor, CblasTrans, mj, n, beta, Aptr, n, vptr, 1, 0.0, wptr, 1);
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//
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// // Execute w generation with alternate code
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// Vector aw(n);
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// for( size_t c = 0; c < n; c++) {
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// aw(c) = 0.0;
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// // dangerous as relies on row-major scheme
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// const double *a = &aA(j,c), * const v = &avjm(0);
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// for( size_t r=j, s=0 ; r < m ; r++, s++, a+=n )
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// // w(c) += A(r,c) * vjm(r-j)
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// aw(c) += (*a) * v[s];
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// aw(c) *= beta;
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// }
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//
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// print(w, "CBLAS w");
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// print(aw, "Alternate w");
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//
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// // second step: rank 1 update A(j:m,:) = v(j:m)*w' + A(j:m,:)
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// cblas_dger(CblasRowMajor, mj, n, 1.0, vptr, 1, wptr, 1, Aptr, n);
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// cblas_dger(CblasRowMajor, mj, n, 1.0, vptr, 1, wptr, 1, Aptr, n); // not correct
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//
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// // Execute second step using alternate code
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// for( size_t c = 0 ; c < n; c++) {
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// double wc = aw(c);
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// double *a = &aA(j,c); const double * const v =&avjm(0);
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// for( size_t r=j, s=0 ; r < m ; r++, s++, a+=n )
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// // A(r,c) -= vjm(r-j) * wjn(c-j);
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// (*a) -= v[s] * wc;
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// }
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//
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// // copy in alternate results, which should be correct
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// A = aA;
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#ifdef GSL
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#ifndef REVERTGSL
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const size_t m = A.size1(), n = A.size2();
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#elif defined GSL
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// use GSL version
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gsl_vector_const_view v = gsl_vector_const_view_array(vjm.data().begin(), m-j);
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gsl_matrix_view Ag = gsl_matrix_view_array(A.data().begin(), m, n);
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@ -512,10 +539,6 @@ void householder_update(Matrix &A, int j, double beta, const Vector& vjm) {
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#else
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householder_update_manual(A,j,beta,vjm);
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#endif
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#else
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householder_update_manual(A,j,beta,vjm);
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#endif
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}
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/* ************************************************************************* */
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@ -149,11 +149,12 @@ namespace gtsam {
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// update config
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shared_config newConfig(new C(expmap(*config_,delta))); // TODO: updateConfig
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if (verbosity >= TRYCONFIG)
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newConfig->print("config");
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// if (verbosity >= TRYCONFIG)
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// newConfig->print("config");
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// create new optimization state with more adventurous lambda
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NonlinearOptimizer next(graph_, newConfig, solver_, lambda_ / factor);
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cout << "next error = " << next.error_ << endl;
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if(lambdaMode >= CAUTIOUS) {
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throw runtime_error("CAUTIOUS mode not working yet, please use BOUNDED.");
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@ -171,8 +172,9 @@ namespace gtsam {
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// Either we're not cautious, or we are but the adventerous lambda is better than the same one.
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return next;
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} else {
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} else if (lambda_ > 1e+10) // if lambda gets too big, something is broken
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throw runtime_error("Lambda has grown too large!");
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else {
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// A more adventerous lambda was worse. If we're cautious, try the same lambda.
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if(lambdaMode == CAUTIOUS) {
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@ -184,6 +186,7 @@ namespace gtsam {
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// Either we're not cautious, or the same lambda was worse than the current error.
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// The more adventerous lambda was worse too, so make lambda more conservative
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// and keep the same config.
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// TODO: can we avoid copying the config ?
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if(lambdaMode >= BOUNDED && lambda_ >= 1.0e5) {
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return NonlinearOptimizer(graph_, newConfig, solver_, lambda_);;
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@ -216,6 +219,7 @@ namespace gtsam {
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linear->print("linear");
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// try lambda steps with successively larger lambda until we achieve descent
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cout << "Trying Lambda for the first time" << endl;
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return try_lambda(*linear, verbosity, lambdaFactor, lambdaMode);
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}
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@ -1 +1 @@
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./configure --prefix=$HOME --with-toolbox=$HOME/toolbox/ --with-boost=/opt/local/include/ --enable-gsl=no --enable-atlas=no CXXFLAGS=" -g -O2 -march=core2 -DNDEBUG" --disable-static
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./configure --prefix=$HOME --with-toolbox=$HOME/toolbox/ --with-boost=/opt/local/include/ --enable-blas --with-blas=atlas CXXFLAGS=" -g -O2 -march=core2 -DNDEBUG" --disable-static
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