// 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) #include "ceres/block_sparse_matrix.h" #include #include #include #include "ceres/block_structure.h" #include "ceres/internal/eigen.h" #include "ceres/small_blas.h" #include "ceres/triplet_sparse_matrix.h" #include "glog/logging.h" namespace ceres { namespace internal { BlockSparseMatrix::~BlockSparseMatrix() {} BlockSparseMatrix::BlockSparseMatrix( CompressedRowBlockStructure* block_structure) : num_rows_(0), num_cols_(0), num_nonzeros_(0), values_(NULL), block_structure_(block_structure) { CHECK_NOTNULL(block_structure_.get()); // Count the number of columns in the matrix. for (int i = 0; i < block_structure_->cols.size(); ++i) { num_cols_ += block_structure_->cols[i].size; } // Count the number of non-zero entries and the number of rows in // the matrix. for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_size = block_structure_->rows[i].block.size; num_rows_ += row_block_size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; num_nonzeros_ += col_block_size * row_block_size; } } CHECK_GE(num_rows_, 0); CHECK_GE(num_cols_, 0); CHECK_GE(num_nonzeros_, 0); VLOG(2) << "Allocating values array with " << num_nonzeros_ * sizeof(double) << " bytes."; // NOLINT values_.reset(new double[num_nonzeros_]); CHECK_NOTNULL(values_.get()); } void BlockSparseMatrix::SetZero() { fill(values_.get(), values_.get() + num_nonzeros_, 0.0); } void BlockSparseMatrix::RightMultiply(const double* x, double* y) const { CHECK_NOTNULL(x); CHECK_NOTNULL(y); for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_pos = block_structure_->rows[i].block.position; int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; int col_block_pos = block_structure_->cols[col_block_id].position; MatrixVectorMultiply( values_.get() + cells[j].position, row_block_size, col_block_size, x + col_block_pos, y + row_block_pos); } } } void BlockSparseMatrix::LeftMultiply(const double* x, double* y) const { CHECK_NOTNULL(x); CHECK_NOTNULL(y); for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_pos = block_structure_->rows[i].block.position; int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; int col_block_pos = block_structure_->cols[col_block_id].position; MatrixTransposeVectorMultiply( values_.get() + cells[j].position, row_block_size, col_block_size, x + row_block_pos, y + col_block_pos); } } } void BlockSparseMatrix::SquaredColumnNorm(double* x) const { CHECK_NOTNULL(x); VectorRef(x, num_cols_).setZero(); for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; int col_block_pos = block_structure_->cols[col_block_id].position; const MatrixRef m(values_.get() + cells[j].position, row_block_size, col_block_size); VectorRef(x + col_block_pos, col_block_size) += m.colwise().squaredNorm(); } } } void BlockSparseMatrix::ScaleColumns(const double* scale) { CHECK_NOTNULL(scale); for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; int col_block_pos = block_structure_->cols[col_block_id].position; MatrixRef m(values_.get() + cells[j].position, row_block_size, col_block_size); m *= ConstVectorRef(scale + col_block_pos, col_block_size).asDiagonal(); } } } void BlockSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const { CHECK_NOTNULL(dense_matrix); dense_matrix->resize(num_rows_, num_cols_); dense_matrix->setZero(); Matrix& m = *dense_matrix; for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_pos = block_structure_->rows[i].block.position; int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; int col_block_pos = block_structure_->cols[col_block_id].position; int jac_pos = cells[j].position; m.block(row_block_pos, col_block_pos, row_block_size, col_block_size) += MatrixRef(values_.get() + jac_pos, row_block_size, col_block_size); } } } void BlockSparseMatrix::ToTripletSparseMatrix( TripletSparseMatrix* matrix) const { CHECK_NOTNULL(matrix); matrix->Reserve(num_nonzeros_); matrix->Resize(num_rows_, num_cols_); matrix->SetZero(); for (int i = 0; i < block_structure_->rows.size(); ++i) { int row_block_pos = block_structure_->rows[i].block.position; int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { int col_block_id = cells[j].block_id; int col_block_size = block_structure_->cols[col_block_id].size; int col_block_pos = block_structure_->cols[col_block_id].position; int jac_pos = cells[j].position; for (int r = 0; r < row_block_size; ++r) { for (int c = 0; c < col_block_size; ++c, ++jac_pos) { matrix->mutable_rows()[jac_pos] = row_block_pos + r; matrix->mutable_cols()[jac_pos] = col_block_pos + c; matrix->mutable_values()[jac_pos] = values_[jac_pos]; } } } } matrix->set_num_nonzeros(num_nonzeros_); } // Return a pointer to the block structure. We continue to hold // ownership of the object though. const CompressedRowBlockStructure* BlockSparseMatrix::block_structure() const { return block_structure_.get(); } void BlockSparseMatrix::ToTextFile(FILE* file) const { CHECK_NOTNULL(file); for (int i = 0; i < block_structure_->rows.size(); ++i) { const int row_block_pos = block_structure_->rows[i].block.position; const int row_block_size = block_structure_->rows[i].block.size; const vector& cells = block_structure_->rows[i].cells; for (int j = 0; j < cells.size(); ++j) { const int col_block_id = cells[j].block_id; const int col_block_size = block_structure_->cols[col_block_id].size; const int col_block_pos = block_structure_->cols[col_block_id].position; int jac_pos = cells[j].position; for (int r = 0; r < row_block_size; ++r) { for (int c = 0; c < col_block_size; ++c) { fprintf(file, "% 10d % 10d %17f\n", row_block_pos + r, col_block_pos + c, values_[jac_pos++]); } } } } } } // namespace internal } // namespace ceres