Optimized EvaluateSplut function (#5138)

* Add block based threading utilities.

tests/cpp/common/test_threading_utils.cc

@@ -0,0 +1,82 @@
+#include <gtest/gtest.h>
+
+#include "../../../src/common/column_matrix.h"
+#include "../../../src/common/threading_utils.h"
+
+namespace xgboost {
+namespace common {
+
+TEST(CreateBlockedSpace2d, Test) {
+  constexpr size_t kDim1 = 5;
+  constexpr size_t kDim2 = 3;
+  constexpr size_t kGrainSize = 1;
+
+  BlockedSpace2d space(kDim1, [&](size_t i) {
+      return kDim2;
+  }, kGrainSize);
+
+  ASSERT_EQ(kDim1 * kDim2, space.Size());
+
+  for (auto i = 0; i < kDim1; i++) {
+    for (auto j = 0; j < kDim2; j++) {
+      ASSERT_EQ(space.GetFirstDimension(i*kDim2 + j), i);
+      ASSERT_EQ(j, space.GetRange(i*kDim2 + j).begin());
+      ASSERT_EQ(j + kGrainSize, space.GetRange(i*kDim2 + j).end());
+    }
+  }
+}
+
+TEST(ParallelFor2d, Test) {
+  constexpr size_t kDim1 = 100;
+  constexpr size_t kDim2 = 15;
+  constexpr size_t kGrainSize = 2;
+
+  // working space is matrix of size (kDim1 x kDim2)
+  std::vector<int> matrix(kDim1 * kDim2, 0);
+  BlockedSpace2d space(kDim1, [&](size_t i) {
+      return kDim2;
+  }, kGrainSize);
+
+  ParallelFor2d(space, [&](size_t i, Range1d r) {
+    for (auto j = r.begin(); j < r.end(); ++j) {
+      matrix[i*kDim2 + j] += 1;
+    }
+  });
+
+  for (auto i = 0; i < kDim1 * kDim2; i++) {
+    ASSERT_EQ(matrix[i], 1);
+  }
+}
+
+TEST(ParallelFor2dNonUniform, Test) {
+  constexpr size_t kDim1 = 5;
+  constexpr size_t kGrainSize = 256;
+
+  // here are quite non-uniform distribution in space
+  // but ParallelFor2d should split them by blocks with max size = kGrainSize
+  // and process in balanced manner (optimal performance)
+  std::vector<size_t> dim2 { 1024, 500, 255, 5, 10000 };
+  BlockedSpace2d space(kDim1, [&](size_t i) {
+      return dim2[i];
+  }, kGrainSize);
+
+  std::vector<std::vector<int>> working_space(kDim1);
+  for (auto i = 0; i < kDim1; i++) {
+    working_space[i].resize(dim2[i], 0);
+  }
+
+  ParallelFor2d(space, [&](size_t i, Range1d r) {
+    for (auto j = r.begin(); j < r.end(); ++j) {
+      working_space[i][j] += 1;
+    }
+  });
+
+  for (auto i = 0; i < kDim1; i++) {
+    for (auto j = 0; j < dim2[i]; j++) {
+      ASSERT_EQ(working_space[i][j], 1);
+    }
+  }
+}
+
+}  // namespace common
+}  // namespace xgboost