Blame internal/ceres/block_sparse_matrix.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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//   this list of conditions and the following disclaimer in the documentation
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//   and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/block_sparse_matrix.h"
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#include <cstddef>
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#include <algorithm>
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#include <vector>
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#include "ceres/block_structure.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/random.h"
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#include "ceres/small_blas.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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using std::vector;
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BlockSparseMatrix::~BlockSparseMatrix() {}
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BlockSparseMatrix::BlockSparseMatrix(
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    CompressedRowBlockStructure* block_structure)
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    : num_rows_(0),
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      num_cols_(0),
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      num_nonzeros_(0),
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      values_(NULL),
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      block_structure_(block_structure) {
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  CHECK_NOTNULL(block_structure_.get());
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  // Count the number of columns in the matrix.
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  for (int i = 0; i < block_structure_->cols.size(); ++i) {
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    num_cols_ += block_structure_->cols[i].size;
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  }
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  // Count the number of non-zero entries and the number of rows in
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  // the matrix.
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_size = block_structure_->rows[i].block.size;
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    num_rows_ += row_block_size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      num_nonzeros_ += col_block_size * row_block_size;
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    }
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  }
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  CHECK_GE(num_rows_, 0);
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  CHECK_GE(num_cols_, 0);
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  CHECK_GE(num_nonzeros_, 0);
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  VLOG(2) << "Allocating values array with "
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          << num_nonzeros_ * sizeof(double) << " bytes.";  // NOLINT
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  values_.reset(new double[num_nonzeros_]);
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  max_num_nonzeros_ = num_nonzeros_;
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  CHECK_NOTNULL(values_.get());
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}
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void BlockSparseMatrix::SetZero() {
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  std::fill(values_.get(), values_.get() + num_nonzeros_, 0.0);
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}
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void BlockSparseMatrix::RightMultiply(const double* x,  double* y) const {
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  CHECK_NOTNULL(x);
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  CHECK_NOTNULL(y);
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_pos = block_structure_->rows[i].block.position;
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    int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      int col_block_pos = block_structure_->cols[col_block_id].position;
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      MatrixVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
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          values_.get() + cells[j].position, row_block_size, col_block_size,
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          x + col_block_pos,
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          y + row_block_pos);
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    }
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  }
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}
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void BlockSparseMatrix::LeftMultiply(const double* x, double* y) const {
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  CHECK_NOTNULL(x);
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  CHECK_NOTNULL(y);
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_pos = block_structure_->rows[i].block.position;
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    int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      int col_block_pos = block_structure_->cols[col_block_id].position;
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      MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
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          values_.get() + cells[j].position, row_block_size, col_block_size,
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          x + row_block_pos,
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          y + col_block_pos);
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    }
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  }
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}
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void BlockSparseMatrix::SquaredColumnNorm(double* x) const {
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  CHECK_NOTNULL(x);
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  VectorRef(x, num_cols_).setZero();
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      int col_block_pos = block_structure_->cols[col_block_id].position;
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      const MatrixRef m(values_.get() + cells[j].position,
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                        row_block_size, col_block_size);
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      VectorRef(x + col_block_pos, col_block_size) += m.colwise().squaredNorm();
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    }
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  }
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}
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void BlockSparseMatrix::ScaleColumns(const double* scale) {
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  CHECK_NOTNULL(scale);
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      int col_block_pos = block_structure_->cols[col_block_id].position;
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      MatrixRef m(values_.get() + cells[j].position,
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                        row_block_size, col_block_size);
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      m *= ConstVectorRef(scale + col_block_pos, col_block_size).asDiagonal();
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    }
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  }
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}
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void BlockSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
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  CHECK_NOTNULL(dense_matrix);
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  dense_matrix->resize(num_rows_, num_cols_);
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  dense_matrix->setZero();
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  Matrix& m = *dense_matrix;
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_pos = block_structure_->rows[i].block.position;
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    int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      int col_block_pos = block_structure_->cols[col_block_id].position;
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      int jac_pos = cells[j].position;
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      m.block(row_block_pos, col_block_pos, row_block_size, col_block_size)
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          += MatrixRef(values_.get() + jac_pos, row_block_size, col_block_size);
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    }
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  }
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}
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void BlockSparseMatrix::ToTripletSparseMatrix(
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    TripletSparseMatrix* matrix) const {
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  CHECK_NOTNULL(matrix);
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  matrix->Reserve(num_nonzeros_);
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  matrix->Resize(num_rows_, num_cols_);
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  matrix->SetZero();
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    int row_block_pos = block_structure_->rows[i].block.position;
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    int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      int col_block_id = cells[j].block_id;
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      int col_block_size = block_structure_->cols[col_block_id].size;
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      int col_block_pos = block_structure_->cols[col_block_id].position;
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      int jac_pos = cells[j].position;
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       for (int r = 0; r < row_block_size; ++r) {
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        for (int c = 0; c < col_block_size; ++c, ++jac_pos) {
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          matrix->mutable_rows()[jac_pos] = row_block_pos + r;
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          matrix->mutable_cols()[jac_pos] = col_block_pos + c;
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          matrix->mutable_values()[jac_pos] = values_[jac_pos];
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        }
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      }
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    }
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  }
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  matrix->set_num_nonzeros(num_nonzeros_);
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}
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// Return a pointer to the block structure. We continue to hold
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// ownership of the object though.
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const CompressedRowBlockStructure* BlockSparseMatrix::block_structure()
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    const {
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  return block_structure_.get();
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}
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void BlockSparseMatrix::ToTextFile(FILE* file) const {
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  CHECK_NOTNULL(file);
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  for (int i = 0; i < block_structure_->rows.size(); ++i) {
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    const int row_block_pos = block_structure_->rows[i].block.position;
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    const int row_block_size = block_structure_->rows[i].block.size;
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    const vector<Cell>& cells = block_structure_->rows[i].cells;
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    for (int j = 0; j < cells.size(); ++j) {
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      const int col_block_id = cells[j].block_id;
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      const int col_block_size = block_structure_->cols[col_block_id].size;
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      const int col_block_pos = block_structure_->cols[col_block_id].position;
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      int jac_pos = cells[j].position;
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      for (int r = 0; r < row_block_size; ++r) {
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        for (int c = 0; c < col_block_size; ++c) {
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          fprintf(file, "% 10d % 10d %17f\n",
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                  row_block_pos + r,
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                  col_block_pos + c,
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                  values_[jac_pos++]);
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        }
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      }
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    }
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  }
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}
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BlockSparseMatrix* BlockSparseMatrix::CreateDiagonalMatrix(
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    const double* diagonal, const std::vector<Block>& column_blocks) {
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  // Create the block structure for the diagonal matrix.
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  CompressedRowBlockStructure* bs = new CompressedRowBlockStructure();
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  bs->cols = column_blocks;
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  int position = 0;
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  bs->rows.resize(column_blocks.size(), CompressedRow(1));
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  for (int i = 0; i < column_blocks.size(); ++i) {
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    CompressedRow& row = bs->rows[i];
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    row.block = column_blocks[i];
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    Cell& cell = row.cells[0];
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    cell.block_id = i;
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    cell.position = position;
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    position += row.block.size * row.block.size;
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  }
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  // Create the BlockSparseMatrix with the given block structure.
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  BlockSparseMatrix* matrix = new BlockSparseMatrix(bs);
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  matrix->SetZero();
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  // Fill the values array of the block sparse matrix.
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  double* values = matrix->mutable_values();
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  for (int i = 0; i < column_blocks.size(); ++i) {
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    const int size = column_blocks[i].size;
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    for (int j = 0; j < size; ++j) {
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      // (j + 1) * size is compact way of accessing the (j,j) entry.
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      values[j * (size + 1)] = diagonal[j];
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    }
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    diagonal += size;
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    values += size * size;
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  }
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  return matrix;
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}
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void BlockSparseMatrix::AppendRows(const BlockSparseMatrix& m) {
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  const int old_num_nonzeros = num_nonzeros_;
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  const int old_num_row_blocks = block_structure_->rows.size();
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  const CompressedRowBlockStructure* m_bs = m.block_structure();
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  block_structure_->rows.resize(old_num_row_blocks + m_bs->rows.size());
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  for (int i = 0; i < m_bs->rows.size(); ++i) {
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    const CompressedRow& m_row = m_bs->rows[i];
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    CompressedRow& row = block_structure_->rows[old_num_row_blocks + i];
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    row.block.size = m_row.block.size;
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    row.block.position = num_rows_;
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    num_rows_ += m_row.block.size;
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    row.cells.resize(m_row.cells.size());
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    for (int c = 0; c < m_row.cells.size(); ++c) {
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      const int block_id = m_row.cells[c].block_id;
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      row.cells[c].block_id = block_id;
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      row.cells[c].position = num_nonzeros_;
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      num_nonzeros_ += m_row.block.size * m_bs->cols[block_id].size;
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    }
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  }
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  if (num_nonzeros_ > max_num_nonzeros_) {
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    double* new_values = new double[num_nonzeros_];
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    std::copy(values_.get(), values_.get() + old_num_nonzeros, new_values);
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    values_.reset(new_values);
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    max_num_nonzeros_ = num_nonzeros_;
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  }
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  std::copy(m.values(),
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            m.values() + m.num_nonzeros(),
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            values_.get() + old_num_nonzeros);
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}
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void BlockSparseMatrix::DeleteRowBlocks(const int delta_row_blocks) {
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  const int num_row_blocks = block_structure_->rows.size();
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  int delta_num_nonzeros = 0;
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  int delta_num_rows = 0;
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  const std::vector<Block>& column_blocks = block_structure_->cols;
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  for (int i = 0; i < delta_row_blocks; ++i) {
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    const CompressedRow& row = block_structure_->rows[num_row_blocks - i - 1];
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    delta_num_rows += row.block.size;
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    for (int c = 0; c < row.cells.size(); ++c) {
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      const Cell& cell = row.cells[c];
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      delta_num_nonzeros += row.block.size * column_blocks[cell.block_id].size;
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    }
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  }
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  num_nonzeros_ -= delta_num_nonzeros;
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  num_rows_ -= delta_num_rows;
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  block_structure_->rows.resize(num_row_blocks - delta_row_blocks);
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}
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BlockSparseMatrix* BlockSparseMatrix::CreateRandomMatrix(
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    const BlockSparseMatrix::RandomMatrixOptions& options) {
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  CHECK_GT(options.num_row_blocks, 0);
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  CHECK_GT(options.min_row_block_size, 0);
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  CHECK_GT(options.max_row_block_size, 0);
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  CHECK_LE(options.min_row_block_size, options.max_row_block_size);
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  CHECK_GT(options.num_col_blocks, 0);
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  CHECK_GT(options.min_col_block_size, 0);
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  CHECK_GT(options.max_col_block_size, 0);
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  CHECK_LE(options.min_col_block_size, options.max_col_block_size);
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  CHECK_GT(options.block_density, 0.0);
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  CHECK_LE(options.block_density, 1.0);
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  CompressedRowBlockStructure* bs = new CompressedRowBlockStructure();
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    // Generate the col block structure.
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  int col_block_position = 0;
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  for (int i = 0; i < options.num_col_blocks; ++i) {
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    // Generate a random integer in [min_col_block_size, max_col_block_size]
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    const int delta_block_size =
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        Uniform(options.max_col_block_size - options.min_col_block_size);
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    const int col_block_size = options.min_col_block_size + delta_block_size;
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    bs->cols.push_back(Block(col_block_size, col_block_position));
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    col_block_position += col_block_size;
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  }
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  bool matrix_has_blocks = false;
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  while (!matrix_has_blocks) {
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    LOG(INFO) << "clearing";
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    bs->rows.clear();
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    int row_block_position = 0;
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    int value_position = 0;
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    for (int r = 0; r < options.num_row_blocks; ++r) {
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      const int delta_block_size =
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          Uniform(options.max_row_block_size - options.min_row_block_size);
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      const int row_block_size = options.min_row_block_size + delta_block_size;
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      bs->rows.push_back(CompressedRow());
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      CompressedRow& row = bs->rows.back();
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      row.block.size = row_block_size;
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      row.block.position = row_block_position;
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      row_block_position += row_block_size;
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      for (int c = 0; c < options.num_col_blocks; ++c) {
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        if (RandDouble() > options.block_density) continue;
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        row.cells.push_back(Cell());
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        Cell& cell = row.cells.back();
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        cell.block_id = c;
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        cell.position = value_position;
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        value_position += row_block_size * bs->cols[c].size;
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        matrix_has_blocks = true;
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      }
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    }
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  }
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  BlockSparseMatrix* matrix = new BlockSparseMatrix(bs);
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  double* values = matrix->mutable_values();
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  for (int i = 0; i < matrix->num_nonzeros(); ++i) {
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    values[i] = RandNormal();
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  }
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  return matrix;
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}
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}  // namespace internal
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}  // namespace ceres