// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // 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_COL_SPARSE_MATRIX_UTILS_H_ #define CERES_INTERNAL_COMPRESSED_COL_SPARSE_MATRIX_UTILS_H_ #include #include "ceres/internal/port.h" namespace ceres { namespace internal { // Extract the block sparsity pattern of the scalar compressed columns // matrix and return it in compressed column form. The compressed // column form is stored in two vectors block_rows, and block_cols, // which correspond to the row and column arrays in a compressed // column sparse matrix. // // If c_ij is the block in the matrix A corresponding to row block i // and column block j, then it is expected that A contains at least // one non-zero entry corresponding to the top left entry of c_ij, // as that entry is used to detect the presence of a non-zero c_ij. void CompressedColumnScalarMatrixToBlockMatrix( const int* scalar_rows, const int* scalar_cols, const std::vector& row_blocks, const std::vector& col_blocks, std::vector* block_rows, std::vector* block_cols); // Given a set of blocks and a permutation of these blocks, compute // the corresponding "scalar" ordering, where the scalar ordering of // size sum(blocks). void BlockOrderingToScalarOrdering( const std::vector& blocks, const std::vector& block_ordering, std::vector* scalar_ordering); // Solve the linear system // // R * solution = rhs // // Where R is an upper triangular compressed column sparse matrix. template void SolveUpperTriangularInPlace(IntegerType num_cols, const IntegerType* rows, const IntegerType* cols, const double* values, double* rhs_and_solution) { for (IntegerType c = num_cols - 1; c >= 0; --c) { rhs_and_solution[c] /= values[cols[c + 1] - 1]; for (IntegerType idx = cols[c]; idx < cols[c + 1] - 1; ++idx) { const IntegerType r = rows[idx]; const double v = values[idx]; rhs_and_solution[r] -= v * rhs_and_solution[c]; } } } // Solve the linear system // // R' * solution = rhs // // Where R is an upper triangular compressed column sparse matrix. template void SolveUpperTriangularTransposeInPlace(IntegerType num_cols, const IntegerType* rows, const IntegerType* cols, const double* values, double* rhs_and_solution) { for (IntegerType c = 0; c < num_cols; ++c) { for (IntegerType idx = cols[c]; idx < cols[c + 1] - 1; ++idx) { const IntegerType r = rows[idx]; const double v = values[idx]; rhs_and_solution[c] -= v * rhs_and_solution[r]; } rhs_and_solution[c] = rhs_and_solution[c] / values[cols[c + 1] - 1]; } } // Given a upper triangular matrix R in compressed column form, solve // the linear system, // // R'R x = b // // Where b is all zeros except for rhs_nonzero_index, where it is // equal to one. // // The function exploits this knowledge to reduce the number of // floating point operations. template void SolveRTRWithSparseRHS(IntegerType num_cols, const IntegerType* rows, const IntegerType* cols, const double* values, const int rhs_nonzero_index, double* solution) { std::fill(solution, solution + num_cols, 0.0); solution[rhs_nonzero_index] = 1.0 / values[cols[rhs_nonzero_index + 1] - 1]; for (IntegerType c = rhs_nonzero_index + 1; c < num_cols; ++c) { for (IntegerType idx = cols[c]; idx < cols[c + 1] - 1; ++idx) { const IntegerType r = rows[idx]; if (r < rhs_nonzero_index) continue; const double v = values[idx]; solution[c] -= v * solution[r]; } solution[c] = solution[c] / values[cols[c + 1] - 1]; } SolveUpperTriangularInPlace(num_cols, rows, cols, values, solution); } } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_COMPRESSED_COL_SPARSE_MATRIX_UTILS_H_