// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2017 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) #ifndef CERES_INTERNAL_INNER_PRODUCT_COMPUTER_H_ #define CERES_INTERNAL_INNER_PRODUCT_COMPUTER_H_ #include #include #include "ceres/block_sparse_matrix.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/internal/port.h" namespace ceres { namespace internal { // This class is used to repeatedly compute the inner product // // result = m' * m // // where the sparsity structure of m remains constant across calls. // // Upon creation, the class computes and caches information needed to // compute v, and then uses it to efficiently compute the product // every time InnerProductComputer::Compute is called. // // See sparse_normal_cholesky_solver.cc for example usage. // // Note that the result matrix is a block upper or lower-triangular // matrix, i.e., it will contain entries in the upper or lower // triangular part of the matrix corresponding to the block that occur // along its diagonal. // // This is not a problem as sparse linear algebra libraries can ignore // these entries with ease and the space used is minimal/linear in the // size of the matrices. class CERES_EXPORT_INTERNAL InnerProductComputer { public: // Factory // // m is the input matrix // // Since m' * m is a symmetric matrix, we only compute half of the // matrix and the value of storage_type which must be // UPPER_TRIANGULAR or LOWER_TRIANGULAR determines which half is // computed. // // The user must ensure that the matrix m is valid for the life time // of this object. static InnerProductComputer* Create( const BlockSparseMatrix& m, CompressedRowSparseMatrix::StorageType storage_type); // This factory method allows the user control over range of row // blocks of m that should be used to compute the inner product. // // a = m(start_row_block : end_row_block, :); // result = a' * a; static InnerProductComputer* Create( const BlockSparseMatrix& m, int start_row_block, int end_row_block, CompressedRowSparseMatrix::StorageType storage_type); // Update result_ to be numerically equal to m' * m. void Compute(); // Accessors for the result containing the inner product. // // Compute must be called before accessing this result for // the first time. const CompressedRowSparseMatrix& result() const { return *result_; } CompressedRowSparseMatrix* mutable_result() const { return result_.get(); } private: // A ProductTerm is a term in the block inner product of a matrix // with itself. struct ProductTerm { ProductTerm(const int row, const int col, const int index) : row(row), col(col), index(index) {} bool operator<(const ProductTerm& right) const { if (row == right.row) { if (col == right.col) { return index < right.index; } return col < right.col; } return row < right.row; } int row; int col; int index; }; InnerProductComputer(const BlockSparseMatrix& m, int start_row_block, int end_row_block); void Init(CompressedRowSparseMatrix::StorageType storage_type); CompressedRowSparseMatrix* CreateResultMatrix( const CompressedRowSparseMatrix::StorageType storage_type, int num_nonzeros); int ComputeNonzeros(const std::vector& product_terms, std::vector* row_block_nnz); void ComputeOffsetsAndCreateResultMatrix( const CompressedRowSparseMatrix::StorageType storage_type, const std::vector& product_terms); const BlockSparseMatrix& m_; const int start_row_block_; const int end_row_block_; std::unique_ptr result_; // For each term in the inner product, result_offsets_ contains the // location in the values array of the result_ matrix where it // should be stored. // // This is the principal look up table that allows this class to // compute the inner product fast. std::vector result_offsets_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_INNER_PRODUCT_COMPUTER_H_