10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: keir@google.com (Keir Mierle) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/dense_sparse_matrix.h" 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <algorithm> 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/triplet_sparse_matrix.h" 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h" 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/port.h" 371d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "glog/logging.h" 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongDenseSparseMatrix::DenseSparseMatrix(int num_rows, int num_cols) 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : has_diagonal_appended_(false), 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_reserved_(false) { 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.resize(num_rows, num_cols); 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.setZero(); 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingDenseSparseMatrix::DenseSparseMatrix(int num_rows, 501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int num_cols, 511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool reserve_diagonal) 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : has_diagonal_appended_(false), 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_reserved_(reserve_diagonal) { 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (reserve_diagonal) { 551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Allocate enough space for the diagonal. 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.resize(num_rows + num_cols, num_cols); 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } else { 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.resize(num_rows, num_cols); 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.setZero(); 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongDenseSparseMatrix::DenseSparseMatrix(const TripletSparseMatrix& m) 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : m_(Eigen::MatrixXd::Zero(m.num_rows(), m.num_cols())), 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_appended_(false), 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_reserved_(false) { 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const double *values = m.values(); 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const int *rows = m.rows(); 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const int *cols = m.cols(); 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_nonzeros = m.num_nonzeros(); 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_nonzeros; ++i) { 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_(rows[i], cols[i]) += values[i]; 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 771d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingDenseSparseMatrix::DenseSparseMatrix(const ColMajorMatrix& m) 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : m_(m), 790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_appended_(false), 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_reserved_(false) { 810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::SetZero() { 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.setZero(); 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::RightMultiply(const double* x, double* y) const { 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong VectorRef(y, num_rows()) += matrix() * ConstVectorRef(x, num_cols()); 890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::LeftMultiply(const double* x, double* y) const { 920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong VectorRef(y, num_cols()) += 930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong matrix().transpose() * ConstVectorRef(x, num_rows()); 940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::SquaredColumnNorm(double* x) const { 970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong VectorRef(x, num_cols()) = m_.colwise().squaredNorm(); 980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::ScaleColumns(const double* scale) { 1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_ *= ConstVectorRef(scale, num_cols()).asDiagonal(); 1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const { 1051d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling *dense_matrix = m_.block(0, 0, num_rows(), num_cols()); 1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::AppendDiagonal(double *d) { 1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CHECK(!has_diagonal_appended_); 1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (!has_diagonal_reserved_) { 1111d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ColMajorMatrix tmp = m_; 1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.resize(m_.rows() + m_.cols(), m_.cols()); 1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.setZero(); 1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.block(0, 0, tmp.rows(), tmp.cols()) = tmp; 1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_reserved_ = true; 1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong m_.bottomLeftCorner(m_.cols(), m_.cols()) = 1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ConstVectorRef(d, m_.cols()).asDiagonal(); 1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_appended_ = true; 1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::RemoveDiagonal() { 1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CHECK(has_diagonal_appended_); 1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong has_diagonal_appended_ = false; 1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Leave the diagonal reserved. 1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongint DenseSparseMatrix::num_rows() const { 1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (has_diagonal_reserved_ && !has_diagonal_appended_) { 1310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return m_.rows() - m_.cols(); 1320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return m_.rows(); 1340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongint DenseSparseMatrix::num_cols() const { 1370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return m_.cols(); 1380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongint DenseSparseMatrix::num_nonzeros() const { 1410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (has_diagonal_reserved_ && !has_diagonal_appended_) { 1420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return (m_.rows() - m_.cols()) * m_.cols(); 1430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return m_.rows() * m_.cols(); 1450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1471d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingConstColMajorMatrixRef DenseSparseMatrix::matrix() const { 1481d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return ConstColMajorMatrixRef( 1491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling m_.data(), 1501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ((has_diagonal_reserved_ && !has_diagonal_appended_) 1511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ? m_.rows() - m_.cols() 1521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling : m_.rows()), 1531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling m_.cols(), 1541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Eigen::Stride<Eigen::Dynamic, 1>(m_.rows(), 1)); 1550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingColMajorMatrixRef DenseSparseMatrix::mutable_matrix() { 1581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return ColMajorMatrixRef( 1591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling m_.data(), 1601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ((has_diagonal_reserved_ && !has_diagonal_appended_) 1611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ? m_.rows() - m_.cols() 1621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling : m_.rows()), 1631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling m_.cols(), 1641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Eigen::Stride<Eigen::Dynamic, 1>(m_.rows(), 1)); 1650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid DenseSparseMatrix::ToTextFile(FILE* file) const { 1690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CHECK_NOTNULL(file); 1700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const int active_rows = 1710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong (has_diagonal_reserved_ && !has_diagonal_appended_) 1720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ? (m_.rows() - m_.cols()) 1730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : m_.rows(); 1740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int r = 0; r < active_rows; ++r) { 1760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int c = 0; c < m_.cols(); ++c) { 1770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong fprintf(file, "% 10d % 10d %17f\n", r, c, m_(r, c)); 1780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 1830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 184