// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // 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_COMPRESSED_ROW_SPARSE_MATRIX_H_ #define CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_ #include #include "ceres/internal/macros.h" #include "ceres/internal/port.h" #include "ceres/sparse_matrix.h" #include "ceres/types.h" #include "glog/logging.h" namespace ceres { struct CRSMatrix; namespace internal { class TripletSparseMatrix; class CompressedRowSparseMatrix : public SparseMatrix { public: // Build a matrix with the same content as the TripletSparseMatrix // m. TripletSparseMatrix objects are easier to construct // incrementally, so we use them to initialize SparseMatrix // objects. // // We assume that m does not have any repeated entries. explicit CompressedRowSparseMatrix(const TripletSparseMatrix& m); // Use this constructor only if you know what you are doing. This // creates a "blank" matrix with the appropriate amount of memory // allocated. However, the object itself is in an inconsistent state // as the rows and cols matrices do not match the values of // num_rows, num_cols and max_num_nonzeros. // // The use case for this constructor is that when the user knows the // size of the matrix to begin with and wants to update the layout // manually, instead of going via the indirect route of first // constructing a TripletSparseMatrix, which leads to more than // double the peak memory usage. CompressedRowSparseMatrix(int num_rows, int num_cols, int max_num_nonzeros); // Build a square sparse diagonal matrix with num_rows rows and // columns. The diagonal m(i,i) = diagonal(i); CompressedRowSparseMatrix(const double* diagonal, int num_rows); virtual ~CompressedRowSparseMatrix(); // SparseMatrix interface. virtual void SetZero(); virtual void RightMultiply(const double* x, double* y) const; virtual void LeftMultiply(const double* x, double* y) const; virtual void SquaredColumnNorm(double* x) const; virtual void ScaleColumns(const double* scale); virtual void ToDenseMatrix(Matrix* dense_matrix) const; virtual void ToTextFile(FILE* file) const; virtual int num_rows() const { return num_rows_; } virtual int num_cols() const { return num_cols_; } virtual int num_nonzeros() const { return rows_[num_rows_]; } virtual const double* values() const { return &values_[0]; } virtual double* mutable_values() { return &values_[0]; } // Delete the bottom delta_rows. // num_rows -= delta_rows void DeleteRows(int delta_rows); // Append the contents of m to the bottom of this matrix. m must // have the same number of columns as this matrix. void AppendRows(const CompressedRowSparseMatrix& m); void ToCRSMatrix(CRSMatrix* matrix) const; // Low level access methods that expose the structure of the matrix. const int* cols() const { return &cols_[0]; } int* mutable_cols() { return &cols_[0]; } const int* rows() const { return &rows_[0]; } int* mutable_rows() { return &rows_[0]; } const vector& row_blocks() const { return row_blocks_; } vector* mutable_row_blocks() { return &row_blocks_; } const vector& col_blocks() const { return col_blocks_; } vector* mutable_col_blocks() { return &col_blocks_; } // Destructive array resizing method. void SetMaxNumNonZeros(int num_nonzeros); // Non-destructive array resizing method. void set_num_rows(const int num_rows) { num_rows_ = num_rows; } void set_num_cols(const int num_cols) { num_cols_ = num_cols; } void SolveLowerTriangularInPlace(double* solution) const; void SolveLowerTriangularTransposeInPlace(double* solution) const; CompressedRowSparseMatrix* Transpose() const; static CompressedRowSparseMatrix* CreateBlockDiagonalMatrix( const double* diagonal, const vector& blocks); // Compute the sparsity structure of the product m.transpose() * m // and create a CompressedRowSparseMatrix corresponding to it. // // Also compute a "program" vector, which for every term in the // outer product points to the entry in the values array of the // result matrix where it should be accumulated. // // This program is used by the ComputeOuterProduct function below to // compute the outer product. // // Since the entries of the program are the same for rows with the // same sparsity structure, the program only stores the result for // one row per row block. The ComputeOuterProduct function reuses // this information for each row in the row block. static CompressedRowSparseMatrix* CreateOuterProductMatrixAndProgram( const CompressedRowSparseMatrix& m, vector* program); // Compute the values array for the expression m.transpose() * m, // where the matrix used to store the result and a program have been // created using the CreateOuterProductMatrixAndProgram function // above. static void ComputeOuterProduct(const CompressedRowSparseMatrix& m, const vector& program, CompressedRowSparseMatrix* result); private: int num_rows_; int num_cols_; vector rows_; vector cols_; vector values_; // If the matrix has an underlying block structure, then it can also // carry with it row and column block sizes. This is auxilliary and // optional information for use by algorithms operating on the // matrix. The class itself does not make use of this information in // any way. vector row_blocks_; vector col_blocks_; CERES_DISALLOW_COPY_AND_ASSIGN(CompressedRowSparseMatrix); }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_