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: sameeragarwal@google.com (Sameer Agarwal)
300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Interface for matrices that allow block based random access.
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_INTERNAL_BLOCK_RANDOM_ACCESS_MATRIX_H_
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_INTERNAL_BLOCK_RANDOM_ACCESS_MATRIX_H_
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/mutex.h"
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// A matrix implementing the BlockRandomAccessMatrix interface is a
420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// matrix whose rows and columns are divided into blocks. For example
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// the matrix A:
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//            3     4      5
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//  A =  5 [c_11  c_12  c_13]
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//       4 [c_21  c_22  c_23]
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// has row blocks of size 5 and 4, and column blocks of size 3, 4 and
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 5. It has six cells corresponding to the six row-column block
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// combinations.
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// BlockRandomAccessMatrix objects provide access to cells c_ij using
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// the GetCell method. when a cell is present, GetCell will return a
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CellInfo object containing a pointer to an array which contains the
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// cell as a submatrix and a mutex that guards this submatrix. If the
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// user is accessing the matrix concurrently, it is his responsibility
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// to use the mutex to exclude other writers from writing to the cell
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// concurrently.
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// There is no requirement that all cells be present, i.e. the matrix
620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// itself can be block sparse. When a cell is not present, the GetCell
630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// method will return a NULL pointer.
640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// There is no requirement about how the cells are stored beyond that
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// form a dense submatrix of a larger dense matrix. Like everywhere
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// else in Ceres, RowMajor storage assumed.
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Example usage:
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//  BlockRandomAccessMatrix* A = new BlockRandomAccessMatrixSubClass(...)
720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//  int row, col, row_stride, col_stride;
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//  CellInfo* cell = A->GetCell(row_block_id, col_block_id,
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//                              &row, &col,
760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//                              &row_stride, &col_stride);
770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//  if (cell != NULL) {
790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//     MatrixRef m(cell->values, row_stride, col_stride);
800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//     CeresMutexLock l(&cell->m);
810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//     m.block(row, col, row_block_size, col_block_size) = ...
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//  }
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Structure to carry a pointer to the array containing a cell and the
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Mutex guarding it.
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongstruct CellInfo {
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  CellInfo()
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      : values(NULL) {
890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  explicit CellInfo(double* ptr)
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      : values(ptr) {
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  double* values;
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Mutex m;
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass BlockRandomAccessMatrix {
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public:
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual ~BlockRandomAccessMatrix();
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // If the cell (row_block_id, col_block_id) is present, then return
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // a CellInfo with a pointer to the dense matrix containing it,
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // otherwise return NULL. The dense matrix containing this cell has
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // size row_stride, col_stride and the cell is located at position
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // (row, col) within this matrix.
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  //
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // The size of the cell is row_block_size x col_block_size is
1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // assumed known to the caller. row_block_size less than or equal to
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // row_stride and col_block_size is upper bounded by col_stride.
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual CellInfo* GetCell(int row_block_id,
1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                            int col_block_id,
1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                            int* row,
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                            int* col,
1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                            int* row_stride,
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                            int* col_stride) = 0;
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Zero out the values of the array. The structure of the matrix
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // (size and sparsity) is preserved.
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual void SetZero() = 0;
1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Number of scalar rows and columns in the matrix, i.e the sum of
1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // all row blocks and column block sizes respectively.
1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual int num_rows() const = 0;
1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual int num_cols() const = 0;
1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
1310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif  // CERES_INTERNAL_BLOCK_RANDOM_ACCESS_MATRIX_H_
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