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utils.cpp
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utils.cpp
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/**
* Copyright (c) 2015-present, Facebook, Inc.
* All rights reserved.
*
* This source code is licensed under the BSD+Patents license found in the
* LICENSE file in the root directory of this source tree.
*/
// Copyright 2004-present Facebook. All Rights Reserved
// -*- c++ -*-
#include "utils.h"
#include <cstdio>
#include <cassert>
#include <cstring>
#include <cmath>
#include <immintrin.h>
#include <sys/time.h>
#include <sys/types.h>
#include <unistd.h>
#include <omp.h>
#include <algorithm>
#include <vector>
#include "AuxIndexStructures.h"
#include "FaissAssert.h"
#ifndef FINTEGER
#define FINTEGER long
#endif
extern "C" {
/* declare BLAS functions, see http://www.netlib.org/clapack/cblas/ */
int sgemm_ (const char *transa, const char *transb, FINTEGER *m, FINTEGER *
n, FINTEGER *k, const float *alpha, const float *a,
FINTEGER *lda, const float *b, FINTEGER *
ldb, float *beta, float *c, FINTEGER *ldc);
/* Lapack functions, see http://www.netlib.org/clapack/old/single/sgeqrf.c */
int sgeqrf_ (FINTEGER *m, FINTEGER *n, float *a, FINTEGER *lda,
float *tau, float *work, FINTEGER *lwork, FINTEGER *info);
int sorgqr_(FINTEGER *m, FINTEGER *n, FINTEGER *k, float *a,
FINTEGER *lda, float *tau, float *work,
FINTEGER *lwork, FINTEGER *info);
}
/**************************************************
* Get some stats about the system
**************************************************/
namespace faiss {
#ifdef __AVX__
#define USE_AVX
#endif
double getmillisecs () {
struct timeval tv;
gettimeofday (&tv, nullptr);
return tv.tv_sec * 1e3 + tv.tv_usec * 1e-3;
}
#ifdef __linux__
size_t get_mem_usage_kb ()
{
int pid = getpid ();
char fname[256];
snprintf (fname, 256, "/proc/%d/status", pid);
FILE * f = fopen (fname, "r");
FAISS_THROW_IF_NOT_MSG (f, "cannot open proc status file");
size_t sz = 0;
for (;;) {
char buf [256];
if (!fgets (buf, 256, f)) break;
if (sscanf (buf, "VmRSS: %ld kB", &sz) == 1) break;
}
fclose (f);
return sz;
}
#elif __APPLE__
size_t get_mem_usage_kb ()
{
fprintf(stderr, "WARN: get_mem_usage_kb not implemented on the mac\n");
return 0;
}
#endif
/**************************************************
* Random data generation functions
**************************************************/
/**
* The definition of random functions depends on the architecture:
*
* - for Linux, we rely on re-entrant functions (random_r). This
* provides good quality reproducible random sequences.
*
* - for Apple, we use rand_r. Apple is trying so hard to deprecate
* this function that it removed its definition form stdlib.h, so we
* re-declare it below. Fortunately, since it is deprecated, its
* prototype should not change much in the forerseeable future.
*
* Unfortunately, system designers are more concerned with making the
* most unpredictable random sequences for cryptographic use, when in
* scientific contexts what acutally matters is having reproducible
* squences in multi-threaded contexts.
*/
#ifdef __linux__
int RandomGenerator::rand_int ()
{
int32_t a;
random_r (&rand_data, &a);
return a;
}
long RandomGenerator::rand_long ()
{
int32_t a, b;
random_r (&rand_data, &a);
random_r (&rand_data, &b);
return long(a) | long(b) << 31;
}
RandomGenerator::RandomGenerator (long seed)
{
memset (&rand_data, 0, sizeof (rand_data));
initstate_r (seed, rand_state, sizeof (rand_state), &rand_data);
}
RandomGenerator::RandomGenerator (const RandomGenerator & other)
{
memcpy (rand_state, other.rand_state, sizeof(rand_state));
rand_data = other.rand_data;
setstate_r (rand_state, &rand_data);
}
#elif __APPLE__
extern "C" {
int rand_r(unsigned *seed);
}
RandomGenerator::RandomGenerator (long seed)
{
rand_state = seed;
}
RandomGenerator::RandomGenerator (const RandomGenerator & other)
{
rand_state = other.rand_state;
}
int RandomGenerator::rand_int ()
{
// RAND_MAX is 31 bits
// try to add more randomness in the lower bits
int lowbits = rand_r(&rand_state) >> 15;
return rand_r(&rand_state) ^ lowbits;
}
long RandomGenerator::rand_long ()
{
return long(random()) | long(random()) << 31;
}
#endif
int RandomGenerator::rand_int (int max)
{ // this suffers form non-uniform probabilities when max is not a
// power of 2, but if RAND_MAX >> max the bias is limited.
return rand_int () % max;
}
float RandomGenerator::rand_float ()
{
return rand_int() / float(1L << 31);
}
double RandomGenerator::rand_double ()
{
return rand_long() / double(1L << 62);
}
/***********************************************************************
* Random functions in this C file only exist because Torch
* counterparts are slow and not multi-threaded. Typical use is for
* more than 1-100 billion values. */
/* Generate a set of random floating point values such that x[i] in [0,1]
multi-threading. For this reason, we rely on re-entreant functions. */
void float_rand (float * x, size_t n, long seed)
{
// only try to parallelize on large enough arrays
const size_t nblock = n < 1024 ? 1 : 1024;
RandomGenerator rng0 (seed);
int a0 = rng0.rand_int (), b0 = rng0.rand_int ();
#pragma omp parallel for
for (size_t j = 0; j < nblock; j++) {
RandomGenerator rng (a0 + j * b0);
const size_t istart = j * n / nblock;
const size_t iend = (j + 1) * n / nblock;
for (size_t i = istart; i < iend; i++)
x[i] = rng.rand_float ();
}
}
void float_randn (float * x, size_t n, long seed)
{
// only try to parallelize on large enough arrays
const size_t nblock = n < 1024 ? 1 : 1024;
RandomGenerator rng0 (seed);
int a0 = rng0.rand_int (), b0 = rng0.rand_int ();
#pragma omp parallel for
for (size_t j = 0; j < nblock; j++) {
RandomGenerator rng (a0 + j * b0);
double a = 0, b = 0, s = 0;
int state = 0; /* generate two number per "do-while" loop */
const size_t istart = j * n / nblock;
const size_t iend = (j + 1) * n / nblock;
for (size_t i = istart; i < iend; i++) {
/* Marsaglia's method (see Knuth) */
if (state == 0) {
do {
a = 2.0 * rng.rand_double () - 1;
b = 2.0 * rng.rand_double () - 1;
s = a * a + b * b;
} while (s >= 1.0);
x[i] = a * sqrt(-2.0 * log(s) / s);
}
else
x[i] = b * sqrt(-2.0 * log(s) / s);
state = 1 - state;
}
}
}
/* Integer versions */
void long_rand (long * x, size_t n, long seed)
{
// only try to parallelize on large enough arrays
const size_t nblock = n < 1024 ? 1 : 1024;
RandomGenerator rng0 (seed);
int a0 = rng0.rand_int (), b0 = rng0.rand_int ();
#pragma omp parallel for
for (size_t j = 0; j < nblock; j++) {
RandomGenerator rng (a0 + j * b0);
const size_t istart = j * n / nblock;
const size_t iend = (j + 1) * n / nblock;
for (size_t i = istart; i < iend; i++)
x[i] = rng.rand_long ();
}
}
void rand_perm (int *perm, size_t n, long seed)
{
for (size_t i = 0; i < n; i++) perm[i] = i;
RandomGenerator rng (seed);
for (size_t i = 0; i + 1 < n; i++) {
int i2 = i + rng.rand_int (n - i);
std::swap(perm[i], perm[i2]);
}
}
void byte_rand (uint8_t * x, size_t n, long seed)
{
// only try to parallelize on large enough arrays
const size_t nblock = n < 1024 ? 1 : 1024;
RandomGenerator rng0 (seed);
int a0 = rng0.rand_int (), b0 = rng0.rand_int ();
#pragma omp parallel for
for (size_t j = 0; j < nblock; j++) {
RandomGenerator rng (a0 + j * b0);
const size_t istart = j * n / nblock;
const size_t iend = (j + 1) * n / nblock;
size_t i;
for (i = istart; i < iend; i++)
x[i] = rng.rand_long ();
}
}
void reflection (const float * __restrict u,
float * __restrict x,
size_t n, size_t d, size_t nu)
{
size_t i, j, l;
for (i = 0; i < n; i++) {
const float * up = u;
for (l = 0; l < nu; l++) {
float ip1 = 0, ip2 = 0;
for (j = 0; j < d; j+=2) {
ip1 += up[j] * x[j];
ip2 += up[j+1] * x[j+1];
}
float ip = 2 * (ip1 + ip2);
for (j = 0; j < d; j++)
x[j] -= ip * up[j];
up += d;
}
x += d;
}
}
/* Reference implementation (slower) */
void reflection_ref (const float * u, float * x, size_t n, size_t d, size_t nu)
{
size_t i, j, l;
for (i = 0; i < n; i++) {
const float * up = u;
for (l = 0; l < nu; l++) {
double ip = 0;
for (j = 0; j < d; j++)
ip += up[j] * x[j];
ip *= 2;
for (j = 0; j < d; j++)
x[j] -= ip * up[j];
up += d;
}
x += d;
}
}
/*********************************************************
* Optimized distance computations
*********************************************************/
/* Functions to compute:
- L2 distance between 2 vectors
- inner product between 2 vectors
- L2 norm of a vector
The functions should probably not be invoked when a large number of
vectors are be processed in batch (in which case Matrix multiply
is faster), but may be useful for comparing vectors isolated in
memory.
Works with any vectors of any dimension, even unaligned (in which
case they are slower).
*/
/*********************************************************
* Reference implementations
*/
/* same without SSE */
float fvec_L2sqr_ref (const float * x,
const float * y,
size_t d)
{
size_t i;
float res_ = 0;
for (i = 0; i < d; i++) {
const float tmp = x[i] - y[i];
res_ += tmp * tmp;
}
return res_;
}
float fvec_inner_product_ref (const float * x,
const float * y,
size_t d)
{
size_t i;
float res_ = 0;
for (i = 0; i < d; i++)
res_ += x[i] * y[i];
return res_;
}
float fvec_norm_L2sqr_ref (const float * __restrict x,
size_t d)
{
size_t i;
double res_ = 0;
for (i = 0; i < d; i++)
res_ += x[i] * x[i];
return res_;
}
/*********************************************************
* SSE and AVX implementations
*/
// reads 0 <= d < 4 floats as __m128
static inline __m128 masked_read (int d, const float *x)
{
assert (0 <= d && d < 4);
__attribute__((__aligned__(16))) float buf[4] = {0, 0, 0, 0};
switch (d) {
case 3:
buf[2] = x[2];
case 2:
buf[1] = x[1];
case 1:
buf[0] = x[0];
}
return _mm_load_ps (buf);
// cannot use AVX2 _mm_mask_set1_epi32
}
#ifdef USE_AVX
// reads 0 <= d < 8 floats as __m256
static inline __m256 masked_read_8 (int d, const float *x)
{
assert (0 <= d && d < 8);
if (d < 4) {
__m256 res = _mm256_setzero_ps ();
res = _mm256_insertf128_ps (res, masked_read (d, x), 0);
return res;
} else {
__m256 res = _mm256_setzero_ps ();
res = _mm256_insertf128_ps (res, _mm_loadu_ps (x), 0);
res = _mm256_insertf128_ps (res, masked_read (d - 4, x + 4), 1);
return res;
}
}
float fvec_inner_product (const float * x,
const float * y,
size_t d)
{
__m256 msum1 = _mm256_setzero_ps();
while (d >= 8) {
__m256 mx = _mm256_loadu_ps (x); x += 8;
__m256 my = _mm256_loadu_ps (y); y += 8;
msum1 = _mm256_add_ps (msum1, _mm256_mul_ps (mx, my));
d -= 8;
}
__m128 msum2 = _mm256_extractf128_ps(msum1, 1);
msum2 += _mm256_extractf128_ps(msum1, 0);
if (d >= 4) {
__m128 mx = _mm_loadu_ps (x); x += 4;
__m128 my = _mm_loadu_ps (y); y += 4;
msum2 = _mm_add_ps (msum2, _mm_mul_ps (mx, my));
d -= 4;
}
if (d > 0) {
__m128 mx = masked_read (d, x);
__m128 my = masked_read (d, y);
msum2 = _mm_add_ps (msum2, _mm_mul_ps (mx, my));
}
msum2 = _mm_hadd_ps (msum2, msum2);
msum2 = _mm_hadd_ps (msum2, msum2);
return _mm_cvtss_f32 (msum2);
}
float fvec_L2sqr (const float * x,
const float * y,
size_t d)
{
__m256 msum1 = _mm256_setzero_ps();
while (d >= 8) {
__m256 mx = _mm256_loadu_ps (x); x += 8;
__m256 my = _mm256_loadu_ps (y); y += 8;
const __m256 a_m_b1 = mx - my;
msum1 += a_m_b1 * a_m_b1;
d -= 8;
}
__m128 msum2 = _mm256_extractf128_ps(msum1, 1);
msum2 += _mm256_extractf128_ps(msum1, 0);
if (d >= 4) {
__m128 mx = _mm_loadu_ps (x); x += 4;
__m128 my = _mm_loadu_ps (y); y += 4;
const __m128 a_m_b1 = mx - my;
msum2 += a_m_b1 * a_m_b1;
d -= 4;
}
if (d > 0) {
__m128 mx = masked_read (d, x);
__m128 my = masked_read (d, y);
__m128 a_m_b1 = mx - my;
msum2 += a_m_b1 * a_m_b1;
}
msum2 = _mm_hadd_ps (msum2, msum2);
msum2 = _mm_hadd_ps (msum2, msum2);
return _mm_cvtss_f32 (msum2);
}
#else
/* SSE-implementation of L2 distance */
float fvec_L2sqr (const float * x,
const float * y,
size_t d)
{
__m128 msum1 = _mm_setzero_ps();
while (d >= 4) {
__m128 mx = _mm_loadu_ps (x); x += 4;
__m128 my = _mm_loadu_ps (y); y += 4;
const __m128 a_m_b1 = mx - my;
msum1 += a_m_b1 * a_m_b1;
d -= 4;
}
if (d > 0) {
// add the last 1, 2 or 3 values
__m128 mx = masked_read (d, x);
__m128 my = masked_read (d, y);
__m128 a_m_b1 = mx - my;
msum1 += a_m_b1 * a_m_b1;
}
msum1 = _mm_hadd_ps (msum1, msum1);
msum1 = _mm_hadd_ps (msum1, msum1);
return _mm_cvtss_f32 (msum1);
}
float fvec_inner_product (const float * x,
const float * y,
size_t d)
{
__m128 mx, my;
__m128 msum1 = _mm_setzero_ps();
while (d >= 4) {
mx = _mm_loadu_ps (x); x += 4;
my = _mm_loadu_ps (y); y += 4;
msum1 = _mm_add_ps (msum1, _mm_mul_ps (mx, my));
d -= 4;
}
// add the last 1, 2, or 3 values
mx = masked_read (d, x);
my = masked_read (d, y);
__m128 prod = _mm_mul_ps (mx, my);
msum1 = _mm_add_ps (msum1, prod);
msum1 = _mm_hadd_ps (msum1, msum1);
msum1 = _mm_hadd_ps (msum1, msum1);
return _mm_cvtss_f32 (msum1);
}
#endif
float fvec_norm_L2sqr (const float * x,
size_t d)
{
__m128 mx;
__m128 msum1 = _mm_setzero_ps();
while (d >= 4) {
mx = _mm_loadu_ps (x); x += 4;
msum1 = _mm_add_ps (msum1, _mm_mul_ps (mx, mx));
d -= 4;
}
mx = masked_read (d, x);
msum1 = _mm_add_ps (msum1, _mm_mul_ps (mx, mx));
msum1 = _mm_hadd_ps (msum1, msum1);
msum1 = _mm_hadd_ps (msum1, msum1);
return _mm_cvtss_f32 (msum1);
}
/***************************************************************************
* Matrix/vector ops
***************************************************************************/
/* Compute the inner product between a vector x and
a set of ny vectors y.
These functions are not intended to replace BLAS matrix-matrix, as they
would be significantly less efficient in this case. */
void fvec_inner_products_ny (float * __restrict ip,
const float * x,
const float * y,
size_t d, size_t ny)
{
for (size_t i = 0; i < ny; i++) {
ip[i] = fvec_inner_product (x, y, d);
y += d;
}
}
/* compute ny L2 distances between x and a set of vectors y */
void fvec_L2sqr_ny (float * __restrict dis,
const float * x,
const float * y,
size_t d, size_t ny)
{
for (size_t i = 0; i < ny; i++) {
dis[i] = fvec_L2sqr (x, y, d);
y += d;
}
}
/* Compute the L2 norm of a set of nx vectors */
void fvec_norms_L2 (float * __restrict nr,
const float * __restrict x,
size_t d, size_t nx)
{
#pragma omp parallel for
for (size_t i = 0; i < nx; i++) {
nr[i] = sqrtf (fvec_norm_L2sqr (x + i * d, d));
}
}
void fvec_norms_L2sqr (float * __restrict nr,
const float * __restrict x,
size_t d, size_t nx)
{
#pragma omp parallel for
for (size_t i = 0; i < nx; i++)
nr[i] = fvec_norm_L2sqr (x + i * d, d);
}
void fvec_renorm_L2 (size_t d, size_t nx, float * __restrict x)
{
#pragma omp parallel for
for (size_t i = 0; i < nx; i++) {
float * __restrict xi = x + i * d;
float nr = fvec_norm_L2sqr (xi, d);
if (nr > 0) {
size_t j;
const float inv_nr = 1.0 / sqrtf (nr);
for (j = 0; j < d; j++)
xi[j] *= inv_nr;
}
}
}
/***************************************************************************
* KNN functions
***************************************************************************/
/* Find the nearest neighbors for nx queries in a set of ny vectors */
static void knn_inner_product_sse (const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_minheap_array_t * res)
{
size_t k = res->k;
#pragma omp parallel for
for (size_t i = 0; i < nx; i++) {
const float * x_ = x + i * d;
const float * y_ = y;
float * __restrict simi = res->get_val(i);
long * __restrict idxi = res->get_ids (i);
minheap_heapify (k, simi, idxi);
for (size_t j = 0; j < ny; j++) {
float ip = fvec_inner_product (x_, y_, d);
if (ip > simi[0]) {
minheap_pop (k, simi, idxi);
minheap_push (k, simi, idxi, ip, j);
}
y_ += d;
}
minheap_reorder (k, simi, idxi);
}
}
static void knn_L2sqr_sse (
const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_maxheap_array_t * res)
{
size_t k = res->k;
#pragma omp parallel for
for (size_t i = 0; i < nx; i++) {
const float * x_ = x + i * d;
const float * y_ = y;
size_t j;
float * __restrict simi = res->get_val(i);
long * __restrict idxi = res->get_ids (i);
maxheap_heapify (k, simi, idxi);
for (j = 0; j < ny; j++) {
float disij = fvec_L2sqr (x_, y_, d);
if (disij < simi[0]) {
maxheap_pop (k, simi, idxi);
maxheap_push (k, simi, idxi, disij, j);
}
y_ += d;
}
maxheap_reorder (k, simi, idxi);
}
}
/** Find the nearest neighbors for nx queries in a set of ny vectors */
static void knn_inner_product_blas (
const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_minheap_array_t * res)
{
res->heapify ();
// BLAS does not like empty matrices
if (nx == 0 || ny == 0) return;
/* block sizes */
const size_t bs_x = 4096, bs_y = 1024;
// const size_t bs_x = 16, bs_y = 16;
float *ip_block = new float[bs_x * bs_y];
for (size_t i0 = 0; i0 < nx; i0 += bs_x) {
size_t i1 = i0 + bs_x;
if(i1 > nx) i1 = nx;
for (size_t j0 = 0; j0 < ny; j0 += bs_y) {
size_t j1 = j0 + bs_y;
if (j1 > ny) j1 = ny;
/* compute the actual dot products */
{
float one = 1, zero = 0;
FINTEGER nyi = j1 - j0, nxi = i1 - i0, di = d;
sgemm_ ("Transpose", "Not transpose", &nyi, &nxi, &di, &one,
y + j0 * d, &di,
x + i0 * d, &di, &zero,
ip_block, &nyi);
}
/* collect maxima */
res->addn (j1 - j0, ip_block, j0, i0, i1 - i0);
}
}
delete [] ip_block;
res->reorder ();
}
// distance correction is an operator that can be applied to transform
// the distances
template<class DistanceCorrection>
static void knn_L2sqr_blas (const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_maxheap_array_t * res,
const DistanceCorrection &corr)
{
res->heapify ();
// BLAS does not like empty matrices
if (nx == 0 || ny == 0) return;
size_t k = res->k;
/* block sizes */
const size_t bs_x = 4096, bs_y = 1024;
// const size_t bs_x = 16, bs_y = 16;
float *ip_block = new float[bs_x * bs_y];
float *x_norms = new float[nx];
fvec_norms_L2sqr (x_norms, x, d, nx);
float *y_norms = new float[ny];
fvec_norms_L2sqr (y_norms, y, d, ny);
for (size_t i0 = 0; i0 < nx; i0 += bs_x) {
size_t i1 = i0 + bs_x;
if(i1 > nx) i1 = nx;
for (size_t j0 = 0; j0 < ny; j0 += bs_y) {
size_t j1 = j0 + bs_y;
if (j1 > ny) j1 = ny;
/* compute the actual dot products */
{
float one = 1, zero = 0;
FINTEGER nyi = j1 - j0, nxi = i1 - i0, di = d;
sgemm_ ("Transpose", "Not transpose", &nyi, &nxi, &di, &one,
y + j0 * d, &di,
x + i0 * d, &di, &zero,
ip_block, &nyi);
}
/* collect minima */
#pragma omp parallel for
for (size_t i = i0; i < i1; i++) {
float * __restrict simi = res->get_val(i);
long * __restrict idxi = res->get_ids (i);
const float *ip_line = ip_block + (i - i0) * (j1 - j0);
for (size_t j = j0; j < j1; j++) {
float ip = *ip_line++;
float dis = x_norms[i] + y_norms[j] - 2 * ip;
dis = corr (dis, i, j);
if (dis < simi[0]) {
maxheap_pop (k, simi, idxi);
maxheap_push (k, simi, idxi, dis, j);
}
}
}
}
}
res->reorder ();
delete [] ip_block;
delete [] x_norms;
delete [] y_norms;
}
/*******************************************************
* KNN driver functions
*******************************************************/
int distance_compute_blas_threshold = 20;
void knn_inner_product (const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_minheap_array_t * res)
{
if (d % 4 == 0 && nx < distance_compute_blas_threshold) {
knn_inner_product_sse (x, y, d, nx, ny, res);
} else {
knn_inner_product_blas (x, y, d, nx, ny, res);
}
}
struct NopDistanceCorrection {
float operator()(float dis, size_t /*qno*/, size_t /*bno*/) const {
return dis;
}
};
void knn_L2sqr (const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_maxheap_array_t * res)
{
if (d % 4 == 0 && nx < distance_compute_blas_threshold) {
knn_L2sqr_sse (x, y, d, nx, ny, res);
} else {
NopDistanceCorrection nop;
knn_L2sqr_blas (x, y, d, nx, ny, res, nop);
}
}
struct BaseShiftDistanceCorrection {
const float *base_shift;
float operator()(float dis, size_t /*qno*/, size_t bno) const {
return dis - base_shift[bno];
}
};
void knn_L2sqr_base_shift (
const float * x,
const float * y,
size_t d, size_t nx, size_t ny,
float_maxheap_array_t * res,
const float *base_shift)
{
BaseShiftDistanceCorrection corr = {base_shift};
knn_L2sqr_blas (x, y, d, nx, ny, res, corr);
}