/** * Copyright (c) Facebook, Inc. and its affiliates. * * This source code is licensed under the MIT license found in the * LICENSE file in the root directory of this source tree. */ // -*- c++ -*- #include #include #include #include #include #include #include #include #include #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 sgemv_(const char *trans, FINTEGER *m, FINTEGER *n, float *alpha, const float *a, FINTEGER *lda, const float *x, FINTEGER *incx, float *beta, float *y, FINTEGER *incy); } namespace faiss { /*************************************************************************** * 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 * ip, const float * x, const float * y, size_t d, size_t ny) { // Not sure which one is fastest #if 0 { FINTEGER di = d; FINTEGER nyi = ny; float one = 1.0, zero = 0.0; FINTEGER onei = 1; sgemv_ ("T", &di, &nyi, &one, y, &di, x, &onei, &zero, ip, &onei); } #endif for (size_t i = 0; i < ny; i++) { ip[i] = fvec_inner_product (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, ConcurrentBitsetPtr bitset = nullptr) { size_t k = res->k; size_t check_period = InterruptCallback::get_period_hint (ny * d); check_period *= omp_get_max_threads(); for (size_t i0 = 0; i0 < nx; i0 += check_period) { size_t i1 = std::min(i0 + check_period, nx); #pragma omp parallel for for (size_t i = i0; i < i1; i++) { const float * x_i = x + i * d; const float * y_j = y; float * __restrict simi = res->get_val(i); int64_t * __restrict idxi = res->get_ids (i); minheap_heapify (k, simi, idxi); for (size_t j = 0; j < ny; j++) { if(!bitset || !bitset->test(j)){ float ip = fvec_inner_product (x_i, y_j, d); if (ip > simi[0]) { minheap_pop (k, simi, idxi); minheap_push (k, simi, idxi, ip, j); } } y_j += d; } minheap_reorder (k, simi, idxi); } InterruptCallback::check (); } } 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, ConcurrentBitsetPtr bitset = nullptr) { size_t k = res->k; size_t check_period = InterruptCallback::get_period_hint (ny * d); check_period *= omp_get_max_threads(); for (size_t i0 = 0; i0 < nx; i0 += check_period) { size_t i1 = std::min(i0 + check_period, nx); #pragma omp parallel for for (size_t i = i0; i < i1; i++) { const float * x_i = x + i * d; const float * y_j = y; size_t j; float * simi = res->get_val(i); int64_t * idxi = res->get_ids (i); maxheap_heapify (k, simi, idxi); for (j = 0; j < ny; j++) { if(!bitset || !bitset->test(j)){ float disij = fvec_L2sqr (x_i, y_j, d); if (disij < simi[0]) { maxheap_pop (k, simi, idxi); maxheap_push (k, simi, idxi, disij, j); } } y_j += d; } maxheap_reorder (k, simi, idxi); } InterruptCallback::check (); } } /** 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, ConcurrentBitsetPtr bitset = nullptr) { 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]; ScopeDeleter del1(ip_block);; 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 */ #pragma omp parallel for for(size_t i = i0; i < i1; i++){ float * __restrict simi = res->get_val(i); int64_t * __restrict idxi = res->get_ids (i); const float *ip_line = ip_block + (i - i0) * (j1 - j0); for(size_t j = j0; j < j1; j++){ if(!bitset || !bitset->test(j)){ float dis = *ip_line; if(dis > simi[0]){ minheap_pop(k, simi, idxi); minheap_push(k, simi, idxi, dis, j); } } ip_line++; } } } InterruptCallback::check (); } res->reorder (); } // distance correction is an operator that can be applied to transform // the distances template 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, ConcurrentBitsetPtr bitset = nullptr) { 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]; float *y_norms = new float[ny]; ScopeDeleter del1(ip_block), del3(x_norms), del2(y_norms); fvec_norms_L2sqr (x_norms, x, d, nx); 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); int64_t * __restrict idxi = res->get_ids (i); const float *ip_line = ip_block + (i - i0) * (j1 - j0); for (size_t j = j0; j < j1; j++) { if(!bitset || !bitset->test(j)){ float ip = *ip_line; float dis = x_norms[i] + y_norms[j] - 2 * ip; // negative values can occur for identical vectors // due to roundoff errors if (dis < 0) dis = 0; dis = corr (dis, i, j); if (dis < simi[0]) { maxheap_pop (k, simi, idxi); maxheap_push (k, simi, idxi, dis, j); } } ip_line++; } } } InterruptCallback::check (); } res->reorder (); } template static void knn_jaccard_blas (const float * x, const float * y, size_t d, size_t nx, size_t ny, float_maxheap_array_t * res, const DistanceCorrection &corr, ConcurrentBitsetPtr bitset = nullptr) { 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]; float *y_norms = new float[ny]; ScopeDeleter del1(ip_block), del3(x_norms), del2(y_norms); fvec_norms_L2sqr (x_norms, x, d, nx); 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); int64_t * __restrict idxi = res->get_ids (i); const float *ip_line = ip_block + (i - i0) * (j1 - j0); for (size_t j = j0; j < j1; j++) { if(!bitset || !bitset->test(j)){ float ip = *ip_line; float dis = 1.0 - ip / (x_norms[i] + y_norms[j] - ip); // negative values can occur for identical vectors // due to roundoff errors if (dis < 0) dis = 0; dis = corr (dis, i, j); if (dis < simi[0]) { maxheap_pop (k, simi, idxi); maxheap_push (k, simi, idxi, dis, j); } } ip_line++; } } } InterruptCallback::check (); } res->reorder (); } /******************************************************* * 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, ConcurrentBitsetPtr bitset) { if (d % 4 == 0 && nx < distance_compute_blas_threshold) { knn_inner_product_sse (x, y, d, nx, ny, res, bitset); } else { knn_inner_product_blas (x, y, d, nx, ny, res, bitset); } } 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, ConcurrentBitsetPtr bitset) { if (d % 4 == 0 && nx < distance_compute_blas_threshold) { knn_L2sqr_sse (x, y, d, nx, ny, res, bitset); } else { NopDistanceCorrection nop; knn_L2sqr_blas (x, y, d, nx, ny, res, nop, bitset); } } void knn_jaccard (const float * x, const float * y, size_t d, size_t nx, size_t ny, float_maxheap_array_t * res, ConcurrentBitsetPtr bitset) { if (d % 4 == 0 && nx < distance_compute_blas_threshold) { // knn_jaccard_sse (x, y, d, nx, ny, res); printf("jaccard sse not implemented!\n"); } else { NopDistanceCorrection nop; knn_jaccard_blas (x, y, d, nx, ny, res, nop, bitset); } } void knn_jaccard (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_jaccard_sse (x, y, d, nx, ny, res); printf("sse_not implemented!\n"); } else { NopDistanceCorrection nop; knn_jaccard_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); } /*************************************************************************** * compute a subset of distances ***************************************************************************/ /* compute the inner product between x and a subset y of ny vectors, whose indices are given by idy. */ void fvec_inner_products_by_idx (float * __restrict ip, const float * x, const float * y, const int64_t * __restrict ids, /* for y vecs */ size_t d, size_t nx, size_t ny) { #pragma omp parallel for for (size_t j = 0; j < nx; j++) { const int64_t * __restrict idsj = ids + j * ny; const float * xj = x + j * d; float * __restrict ipj = ip + j * ny; for (size_t i = 0; i < ny; i++) { if (idsj[i] < 0) continue; ipj[i] = fvec_inner_product (xj, y + d * idsj[i], d); } } } /* compute the inner product between x and a subset y of ny vectors, whose indices are given by idy. */ void fvec_L2sqr_by_idx (float * __restrict dis, const float * x, const float * y, const int64_t * __restrict ids, /* ids of y vecs */ size_t d, size_t nx, size_t ny) { #pragma omp parallel for for (size_t j = 0; j < nx; j++) { const int64_t * __restrict idsj = ids + j * ny; const float * xj = x + j * d; float * __restrict disj = dis + j * ny; for (size_t i = 0; i < ny; i++) { if (idsj[i] < 0) continue; disj[i] = fvec_L2sqr (xj, y + d * idsj[i], d); } } } void pairwise_indexed_L2sqr ( size_t d, size_t n, const float * x, const int64_t *ix, const float * y, const int64_t *iy, float *dis) { #pragma omp parallel for for (size_t j = 0; j < n; j++) { if (ix[j] >= 0 && iy[j] >= 0) { dis[j] = fvec_L2sqr (x + d * ix[j], y + d * iy[j], d); } } } void pairwise_indexed_inner_product ( size_t d, size_t n, const float * x, const int64_t *ix, const float * y, const int64_t *iy, float *dis) { #pragma omp parallel for for (size_t j = 0; j < n; j++) { if (ix[j] >= 0 && iy[j] >= 0) { dis[j] = fvec_inner_product (x + d * ix[j], y + d * iy[j], d); } } } /* Find the nearest neighbors for nx queries in a set of ny vectors indexed by ids. May be useful for re-ranking a pre-selected vector list */ void knn_inner_products_by_idx (const float * x, const float * y, const int64_t * ids, 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 int64_t * idsi = ids + i * ny; size_t j; float * __restrict simi = res->get_val(i); int64_t * __restrict idxi = res->get_ids (i); minheap_heapify (k, simi, idxi); for (j = 0; j < ny; j++) { if (idsi[j] < 0) break; float ip = fvec_inner_product (x_, y + d * idsi[j], d); if (ip > simi[0]) { minheap_pop (k, simi, idxi); minheap_push (k, simi, idxi, ip, idsi[j]); } } minheap_reorder (k, simi, idxi); } } void knn_L2sqr_by_idx (const float * x, const float * y, const int64_t * __restrict ids, 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 int64_t * __restrict idsi = ids + i * ny; float * __restrict simi = res->get_val(i); int64_t * __restrict idxi = res->get_ids (i); maxheap_heapify (res->k, simi, idxi); for (size_t j = 0; j < ny; j++) { float disij = fvec_L2sqr (x_, y + d * idsi[j], d); if (disij < simi[0]) { maxheap_pop (k, simi, idxi); maxheap_push (k, simi, idxi, disij, idsi[j]); } } maxheap_reorder (res->k, simi, idxi); } } /*************************************************************************** * Range search ***************************************************************************/ /** Find the nearest neighbors for nx queries in a set of ny vectors * compute_l2 = compute pairwise squared L2 distance rather than inner prod */ template static void range_search_blas ( const float * x, const float * y, size_t d, size_t nx, size_t ny, float radius, RangeSearchResult *result) { // 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]; ScopeDeleter del0(ip_block); float *x_norms = nullptr, *y_norms = nullptr; ScopeDeleter del1, del2; if (compute_l2) { x_norms = new float[nx]; del1.set (x_norms); fvec_norms_L2sqr (x_norms, x, d, nx); y_norms = new float[ny]; del2.set (y_norms); fvec_norms_L2sqr (y_norms, y, d, ny); } std::vector partial_results; for (size_t j0 = 0; j0 < ny; j0 += bs_y) { size_t j1 = j0 + bs_y; if (j1 > ny) j1 = ny; RangeSearchPartialResult * pres = new RangeSearchPartialResult (result); partial_results.push_back (pres); for (size_t i0 = 0; i0 < nx; i0 += bs_x) { size_t i1 = i0 + bs_x; if(i1 > nx) i1 = nx; /* 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); } for (size_t i = i0; i < i1; i++) { const float *ip_line = ip_block + (i - i0) * (j1 - j0); RangeQueryResult & qres = pres->new_result (i); for (size_t j = j0; j < j1; j++) { float ip = *ip_line++; if (compute_l2) { float dis = x_norms[i] + y_norms[j] - 2 * ip; if (dis < radius) { qres.add (dis, j); } } else { if (ip > radius) { qres.add (ip, j); } } } } } InterruptCallback::check (); } RangeSearchPartialResult::merge (partial_results); } template static void range_search_sse (const float * x, const float * y, size_t d, size_t nx, size_t ny, float radius, RangeSearchResult *res) { FAISS_THROW_IF_NOT (d % 4 == 0); #pragma omp parallel { RangeSearchPartialResult pres (res); #pragma omp for for (size_t i = 0; i < nx; i++) { const float * x_ = x + i * d; const float * y_ = y; size_t j; RangeQueryResult & qres = pres.new_result (i); for (j = 0; j < ny; j++) { if (compute_l2) { float disij = fvec_L2sqr (x_, y_, d); if (disij < radius) { qres.add (disij, j); } } else { float ip = fvec_inner_product (x_, y_, d); if (ip > radius) { qres.add (ip, j); } } y_ += d; } } pres.finalize (); } // check just at the end because the use case is typically just // when the nb of queries is low. InterruptCallback::check(); } void range_search_L2sqr ( const float * x, const float * y, size_t d, size_t nx, size_t ny, float radius, RangeSearchResult *res) { if (d % 4 == 0 && nx < distance_compute_blas_threshold) { range_search_sse (x, y, d, nx, ny, radius, res); } else { range_search_blas (x, y, d, nx, ny, radius, res); } } void range_search_inner_product ( const float * x, const float * y, size_t d, size_t nx, size_t ny, float radius, RangeSearchResult *res) { if (d % 4 == 0 && nx < distance_compute_blas_threshold) { range_search_sse (x, y, d, nx, ny, radius, res); } else { range_search_blas (x, y, d, nx, ny, radius, res); } } void pairwise_L2sqr (int64_t d, int64_t nq, const float *xq, int64_t nb, const float *xb, float *dis, int64_t ldq, int64_t ldb, int64_t ldd) { if (nq == 0 || nb == 0) return; if (ldq == -1) ldq = d; if (ldb == -1) ldb = d; if (ldd == -1) ldd = nb; // store in beginning of distance matrix to avoid malloc float *b_norms = dis; #pragma omp parallel for for (int64_t i = 0; i < nb; i++) b_norms [i] = fvec_norm_L2sqr (xb + i * ldb, d); #pragma omp parallel for for (int64_t i = 1; i < nq; i++) { float q_norm = fvec_norm_L2sqr (xq + i * ldq, d); for (int64_t j = 0; j < nb; j++) dis[i * ldd + j] = q_norm + b_norms [j]; } { float q_norm = fvec_norm_L2sqr (xq, d); for (int64_t j = 0; j < nb; j++) dis[j] += q_norm; } { FINTEGER nbi = nb, nqi = nq, di = d, ldqi = ldq, ldbi = ldb, lddi = ldd; float one = 1.0, minus_2 = -2.0; sgemm_ ("Transposed", "Not transposed", &nbi, &nqi, &di, &minus_2, xb, &ldbi, xq, &ldqi, &one, dis, &lddi); } } } // namespace faiss