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