11d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Ceres Solver - A fast non-linear least squares minimizer 21d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Copyright 2013 Google Inc. All rights reserved. 31d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// http://code.google.com/p/ceres-solver/ 41d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 51d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Redistribution and use in source and binary forms, with or without 61d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// modification, are permitted provided that the following conditions are met: 71d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 81d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// * Redistributions of source code must retain the above copyright notice, 91d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// this list of conditions and the following disclaimer. 101d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// * Redistributions in binary form must reproduce the above copyright notice, 111d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// this list of conditions and the following disclaimer in the documentation 121d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// and/or other materials provided with the distribution. 131d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// * Neither the name of Google Inc. nor the names of its contributors may be 141d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// used to endorse or promote products derived from this software without 151d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// specific prior written permission. 161d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 171d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 181d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 191d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 201d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 211d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 221d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 231d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 241d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 251d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 261d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 271d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// POSSIBILITY OF SUCH DAMAGE. 281d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Author: sameeragarwal@google.com (Sameer Agarwal) 301d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 311d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/block_random_access_crs_matrix.h" 321d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 331d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <algorithm> 341d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <set> 351d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <utility> 361d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <vector> 371d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/compressed_row_sparse_matrix.h" 381d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/internal/port.h" 391d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/internal/scoped_ptr.h" 401d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/mutex.h" 411d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/triplet_sparse_matrix.h" 421d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/types.h" 431d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "glog/logging.h" 441d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 451d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingnamespace ceres { 461d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingnamespace internal { 471d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 481d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingBlockRandomAccessCRSMatrix::BlockRandomAccessCRSMatrix( 491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const vector<int>& blocks, 501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const set<pair<int, int> >& block_pairs) 511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling : kMaxRowBlocks(10 * 1000 * 1000), 521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling blocks_(blocks) { 531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling CHECK_LT(blocks.size(), kMaxRowBlocks); 541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling col_layout_.resize(blocks_.size(), 0); 561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling row_strides_.resize(blocks_.size(), 0); 571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Build the row/column layout vector and count the number of scalar 591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // rows/columns. 601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int num_cols = 0; 611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (int i = 0; i < blocks_.size(); ++i) { 621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling col_layout_[i] = num_cols; 631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling num_cols += blocks_[i]; 641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 651d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 661d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Walk the sparsity pattern and count the number of non-zeros. 671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int num_nonzeros = 0; 681d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (set<pair<int, int> >::const_iterator it = block_pairs.begin(); 691d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling it != block_pairs.end(); 701d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ++it) { 711d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int row_block_size = blocks_[it->first]; 721d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int col_block_size = blocks_[it->second]; 731d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling num_nonzeros += row_block_size * col_block_size; 741d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 751d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 761d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling VLOG(2) << "Matrix Size [" << num_cols 771d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling << "," << num_cols 781d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling << "] " << num_nonzeros; 791d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 801d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling crsm_.reset(new CompressedRowSparseMatrix(num_cols, num_cols, num_nonzeros)); 811d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int* rows = crsm_->mutable_rows(); 821d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int* cols = crsm_->mutable_cols(); 831d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double* values = crsm_->mutable_values(); 841d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 851d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Iterate over the sparsity pattern and fill the scalar sparsity 861d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // pattern of the underlying compressed sparse row matrix. Along the 871d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // way also fill out the Layout object which will allow random 881d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // access into the CRS Matrix. 891d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling set<pair<int, int> >::const_iterator it = block_pairs.begin(); 901d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<int> col_blocks; 911d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int row_pos = 0; 921d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling rows[0] = 0; 931d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling while (it != block_pairs.end()) { 941d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Add entries to layout_ for all the blocks for this row. 951d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling col_blocks.clear(); 961d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int row_block_id = it->first; 971d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int row_block_size = blocks_[row_block_id]; 981d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int num_cols = 0; 991d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling while ((it != block_pairs.end()) && (it->first == row_block_id)) { 1001d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling layout_[IntPairToLong(it->first, it->second)] = 1011d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling new CellInfo(values + num_cols); 1021d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling col_blocks.push_back(it->second); 1031d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling num_cols += blocks_[it->second]; 1041d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ++it; 1051d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling }; 1061d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1071d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Count the number of non-zeros in the row block. 1081d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (int j = 0; j < row_block_size; ++j) { 1091d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling rows[row_pos + j + 1] = rows[row_pos + j] + num_cols; 1101d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1111d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1121d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Fill out the sparsity pattern for each row. 1131d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int col_pos = 0; 1141d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (int j = 0; j < col_blocks.size(); ++j) { 1151d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int col_block_id = col_blocks[j]; 1161d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int col_block_size = blocks_[col_block_id]; 1171d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (int r = 0; r < row_block_size; ++r) { 1181d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const int column_block_begin = rows[row_pos + r] + col_pos; 1191d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (int c = 0; c < col_block_size; ++c) { 1201d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling cols[column_block_begin + c] = col_layout_[col_block_id] + c; 1211d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1221d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1231d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling col_pos += col_block_size; 1241d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1251d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1261d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling row_pos += row_block_size; 1271d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling values += row_block_size * num_cols; 1281d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling row_strides_[row_block_id] = num_cols; 1291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1301d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} 1311d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1321d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Assume that the user does not hold any locks on any cell blocks 1331d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// when they are calling SetZero. 1341d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingBlockRandomAccessCRSMatrix::~BlockRandomAccessCRSMatrix() { 1351d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // TODO(sameeragarwal) this should be rationalized going forward and 1361d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // perhaps moved into BlockRandomAccessMatrix. 1371d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling for (LayoutType::iterator it = layout_.begin(); 1381d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling it != layout_.end(); 1391d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ++it) { 1401d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling delete it->second; 1411d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1421d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} 1431d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1441d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingCellInfo* BlockRandomAccessCRSMatrix::GetCell(int row_block_id, 1451d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int col_block_id, 1461d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int* row, 1471d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int* col, 1481d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int* row_stride, 1491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int* col_stride) { 1501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const LayoutType::iterator it = 1511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling layout_.find(IntPairToLong(row_block_id, col_block_id)); 1521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling if (it == layout_.end()) { 1531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return NULL; 1541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 1551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling *row = 0; 1571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling *col = 0; 1581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling *row_stride = blocks_[row_block_id]; 1591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling *col_stride = row_strides_[row_block_id]; 1601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return it->second; 1611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} 1621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Assume that the user does not hold any locks on any cell blocks 1641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// when they are calling SetZero. 1651d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingvoid BlockRandomAccessCRSMatrix::SetZero() { 1661d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling crsm_->SetZero(); 1671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} 1681d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1691d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} // namespace internal 1701d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} // namespace ceres 171