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Diffstat (limited to 'extern/ceres/internal/ceres/block_random_access_sparse_matrix.cc')
-rw-r--r-- | extern/ceres/internal/ceres/block_random_access_sparse_matrix.cc | 196 |
1 files changed, 196 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/block_random_access_sparse_matrix.cc b/extern/ceres/internal/ceres/block_random_access_sparse_matrix.cc new file mode 100644 index 00000000000..5432ec1064a --- /dev/null +++ b/extern/ceres/internal/ceres/block_random_access_sparse_matrix.cc @@ -0,0 +1,196 @@ +// 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_random_access_sparse_matrix.h" + +#include <algorithm> +#include <set> +#include <utility> +#include <vector> +#include "ceres/internal/port.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/mutex.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/types.h" +#include "glog/logging.h" + +namespace ceres { +namespace internal { + +using std::make_pair; +using std::pair; +using std::set; +using std::vector; + +BlockRandomAccessSparseMatrix::BlockRandomAccessSparseMatrix( + const vector<int>& blocks, + const set<pair<int, int> >& block_pairs) + : kMaxRowBlocks(10 * 1000 * 1000), + blocks_(blocks) { + CHECK_LT(blocks.size(), kMaxRowBlocks); + + // Build the row/column layout vector and count the number of scalar + // rows/columns. + int num_cols = 0; + block_positions_.reserve(blocks_.size()); + for (int i = 0; i < blocks_.size(); ++i) { + block_positions_.push_back(num_cols); + num_cols += blocks_[i]; + } + + // Count the number of scalar non-zero entries and build the layout + // object for looking into the values array of the + // TripletSparseMatrix. + int num_nonzeros = 0; + for (set<pair<int, int> >::const_iterator it = block_pairs.begin(); + it != block_pairs.end(); + ++it) { + const int row_block_size = blocks_[it->first]; + const int col_block_size = blocks_[it->second]; + num_nonzeros += row_block_size * col_block_size; + } + + VLOG(1) << "Matrix Size [" << num_cols + << "," << num_cols + << "] " << num_nonzeros; + + tsm_.reset(new TripletSparseMatrix(num_cols, num_cols, num_nonzeros)); + tsm_->set_num_nonzeros(num_nonzeros); + int* rows = tsm_->mutable_rows(); + int* cols = tsm_->mutable_cols(); + double* values = tsm_->mutable_values(); + + int pos = 0; + for (set<pair<int, int> >::const_iterator it = block_pairs.begin(); + it != block_pairs.end(); + ++it) { + const int row_block_size = blocks_[it->first]; + const int col_block_size = blocks_[it->second]; + cell_values_.push_back(make_pair(make_pair(it->first, it->second), + values + pos)); + layout_[IntPairToLong(it->first, it->second)] = + new CellInfo(values + pos); + pos += row_block_size * col_block_size; + } + + // Fill the sparsity pattern of the underlying matrix. + for (set<pair<int, int> >::const_iterator it = block_pairs.begin(); + it != block_pairs.end(); + ++it) { + const int row_block_id = it->first; + const int col_block_id = it->second; + const int row_block_size = blocks_[row_block_id]; + const int col_block_size = blocks_[col_block_id]; + int pos = + layout_[IntPairToLong(row_block_id, col_block_id)]->values - values; + for (int r = 0; r < row_block_size; ++r) { + for (int c = 0; c < col_block_size; ++c, ++pos) { + rows[pos] = block_positions_[row_block_id] + r; + cols[pos] = block_positions_[col_block_id] + c; + values[pos] = 1.0; + DCHECK_LT(rows[pos], tsm_->num_rows()); + DCHECK_LT(cols[pos], tsm_->num_rows()); + } + } + } +} + +// Assume that the user does not hold any locks on any cell blocks +// when they are calling SetZero. +BlockRandomAccessSparseMatrix::~BlockRandomAccessSparseMatrix() { + for (LayoutType::iterator it = layout_.begin(); + it != layout_.end(); + ++it) { + delete it->second; + } +} + +CellInfo* BlockRandomAccessSparseMatrix::GetCell(int row_block_id, + int col_block_id, + int* row, + int* col, + int* row_stride, + int* col_stride) { + const LayoutType::iterator it = + layout_.find(IntPairToLong(row_block_id, col_block_id)); + if (it == layout_.end()) { + return NULL; + } + + // Each cell is stored contiguously as its own little dense matrix. + *row = 0; + *col = 0; + *row_stride = blocks_[row_block_id]; + *col_stride = blocks_[col_block_id]; + return it->second; +} + +// Assume that the user does not hold any locks on any cell blocks +// when they are calling SetZero. +void BlockRandomAccessSparseMatrix::SetZero() { + if (tsm_->num_nonzeros()) { + VectorRef(tsm_->mutable_values(), + tsm_->num_nonzeros()).setZero(); + } +} + +void BlockRandomAccessSparseMatrix::SymmetricRightMultiply(const double* x, + double* y) const { + vector< pair<pair<int, int>, double*> >::const_iterator it = + cell_values_.begin(); + for (; it != cell_values_.end(); ++it) { + const int row = it->first.first; + const int row_block_size = blocks_[row]; + const int row_block_pos = block_positions_[row]; + + const int col = it->first.second; + const int col_block_size = blocks_[col]; + const int col_block_pos = block_positions_[col]; + + MatrixVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>( + it->second, row_block_size, col_block_size, + x + col_block_pos, + y + row_block_pos); + + // Since the matrix is symmetric, but only the upper triangular + // part is stored, if the block being accessed is not a diagonal + // block, then use the same block to do the corresponding lower + // triangular multiply also. + if (row != col) { + MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>( + it->second, row_block_size, col_block_size, + x + row_block_pos, + y + col_block_pos); + } + } +} + +} // namespace internal +} // namespace ceres |