// 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) #include "ceres/compressed_row_sparse_matrix.h" #include #include #include #include "ceres/crs_matrix.h" #include "ceres/internal/port.h" #include "ceres/triplet_sparse_matrix.h" #include "glog/logging.h" namespace ceres { namespace internal { using std::vector; namespace { // Helper functor used by the constructor for reordering the contents // of a TripletSparseMatrix. This comparator assumes thay there are no // duplicates in the pair of arrays rows and cols, i.e., there is no // indices i and j (not equal to each other) s.t. // // rows[i] == rows[j] && cols[i] == cols[j] // // If this is the case, this functor will not be a StrictWeakOrdering. struct RowColLessThan { RowColLessThan(const int* rows, const int* cols) : rows(rows), cols(cols) { } bool operator()(const int x, const int y) const { if (rows[x] == rows[y]) { return (cols[x] < cols[y]); } return (rows[x] < rows[y]); } const int* rows; const int* cols; }; } // namespace // This constructor gives you a semi-initialized CompressedRowSparseMatrix. CompressedRowSparseMatrix::CompressedRowSparseMatrix(int num_rows, int num_cols, int max_num_nonzeros) { num_rows_ = num_rows; num_cols_ = num_cols; rows_.resize(num_rows + 1, 0); cols_.resize(max_num_nonzeros, 0); values_.resize(max_num_nonzeros, 0.0); VLOG(1) << "# of rows: " << num_rows_ << " # of columns: " << num_cols_ << " max_num_nonzeros: " << cols_.size() << ". Allocating " << (num_rows_ + 1) * sizeof(int) + // NOLINT cols_.size() * sizeof(int) + // NOLINT cols_.size() * sizeof(double); // NOLINT } CompressedRowSparseMatrix::CompressedRowSparseMatrix( const TripletSparseMatrix& m) { num_rows_ = m.num_rows(); num_cols_ = m.num_cols(); rows_.resize(num_rows_ + 1, 0); cols_.resize(m.num_nonzeros(), 0); values_.resize(m.max_num_nonzeros(), 0.0); // index is the list of indices into the TripletSparseMatrix m. vector index(m.num_nonzeros(), 0); for (int i = 0; i < m.num_nonzeros(); ++i) { index[i] = i; } // Sort index such that the entries of m are ordered by row and ties // are broken by column. sort(index.begin(), index.end(), RowColLessThan(m.rows(), m.cols())); VLOG(1) << "# of rows: " << num_rows_ << " # of columns: " << num_cols_ << " max_num_nonzeros: " << cols_.size() << ". Allocating " << ((num_rows_ + 1) * sizeof(int) + // NOLINT cols_.size() * sizeof(int) + // NOLINT cols_.size() * sizeof(double)); // NOLINT // Copy the contents of the cols and values array in the order given // by index and count the number of entries in each row. for (int i = 0; i < m.num_nonzeros(); ++i) { const int idx = index[i]; ++rows_[m.rows()[idx] + 1]; cols_[i] = m.cols()[idx]; values_[i] = m.values()[idx]; } // Find the cumulative sum of the row counts. for (int i = 1; i < num_rows_ + 1; ++i) { rows_[i] += rows_[i - 1]; } CHECK_EQ(num_nonzeros(), m.num_nonzeros()); } CompressedRowSparseMatrix::CompressedRowSparseMatrix(const double* diagonal, int num_rows) { CHECK_NOTNULL(diagonal); num_rows_ = num_rows; num_cols_ = num_rows; rows_.resize(num_rows + 1); cols_.resize(num_rows); values_.resize(num_rows); rows_[0] = 0; for (int i = 0; i < num_rows_; ++i) { cols_[i] = i; values_[i] = diagonal[i]; rows_[i + 1] = i + 1; } CHECK_EQ(num_nonzeros(), num_rows); } CompressedRowSparseMatrix::~CompressedRowSparseMatrix() { } void CompressedRowSparseMatrix::SetZero() { std::fill(values_.begin(), values_.end(), 0); } void CompressedRowSparseMatrix::RightMultiply(const double* x, double* y) const { CHECK_NOTNULL(x); CHECK_NOTNULL(y); for (int r = 0; r < num_rows_; ++r) { for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { y[r] += values_[idx] * x[cols_[idx]]; } } } void CompressedRowSparseMatrix::LeftMultiply(const double* x, double* y) const { CHECK_NOTNULL(x); CHECK_NOTNULL(y); for (int r = 0; r < num_rows_; ++r) { for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { y[cols_[idx]] += values_[idx] * x[r]; } } } void CompressedRowSparseMatrix::SquaredColumnNorm(double* x) const { CHECK_NOTNULL(x); std::fill(x, x + num_cols_, 0.0); for (int idx = 0; idx < rows_[num_rows_]; ++idx) { x[cols_[idx]] += values_[idx] * values_[idx]; } } void CompressedRowSparseMatrix::ScaleColumns(const double* scale) { CHECK_NOTNULL(scale); for (int idx = 0; idx < rows_[num_rows_]; ++idx) { values_[idx] *= scale[cols_[idx]]; } } void CompressedRowSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const { CHECK_NOTNULL(dense_matrix); dense_matrix->resize(num_rows_, num_cols_); dense_matrix->setZero(); for (int r = 0; r < num_rows_; ++r) { for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { (*dense_matrix)(r, cols_[idx]) = values_[idx]; } } } void CompressedRowSparseMatrix::DeleteRows(int delta_rows) { CHECK_GE(delta_rows, 0); CHECK_LE(delta_rows, num_rows_); num_rows_ -= delta_rows; rows_.resize(num_rows_ + 1); // Walk the list of row blocks until we reach the new number of rows // and the drop the rest of the row blocks. int num_row_blocks = 0; int num_rows = 0; while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) { num_rows += row_blocks_[num_row_blocks]; ++num_row_blocks; } row_blocks_.resize(num_row_blocks); } void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) { CHECK_EQ(m.num_cols(), num_cols_); CHECK(row_blocks_.size() == 0 || m.row_blocks().size() !=0) << "Cannot append a matrix with row blocks to one without and vice versa." << "This matrix has : " << row_blocks_.size() << " row blocks." << "The matrix being appended has: " << m.row_blocks().size() << " row blocks."; if (m.num_rows() == 0) { return; } if (cols_.size() < num_nonzeros() + m.num_nonzeros()) { cols_.resize(num_nonzeros() + m.num_nonzeros()); values_.resize(num_nonzeros() + m.num_nonzeros()); } // Copy the contents of m into this matrix. DCHECK_LT(num_nonzeros(), cols_.size()); if (m.num_nonzeros() > 0) { std::copy(m.cols(), m.cols() + m.num_nonzeros(), &cols_[num_nonzeros()]); std::copy(m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]); } rows_.resize(num_rows_ + m.num_rows() + 1); // new_rows = [rows_, m.row() + rows_[num_rows_]] std::fill(rows_.begin() + num_rows_, rows_.begin() + num_rows_ + m.num_rows() + 1, rows_[num_rows_]); for (int r = 0; r < m.num_rows() + 1; ++r) { rows_[num_rows_ + r] += m.rows()[r]; } num_rows_ += m.num_rows(); row_blocks_.insert(row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end()); } void CompressedRowSparseMatrix::ToTextFile(FILE* file) const { CHECK_NOTNULL(file); for (int r = 0; r < num_rows_; ++r) { for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { fprintf(file, "% 10d % 10d %17f\n", r, cols_[idx], values_[idx]); } } } void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const { matrix->num_rows = num_rows_; matrix->num_cols = num_cols_; matrix->rows = rows_; matrix->cols = cols_; matrix->values = values_; // Trim. matrix->rows.resize(matrix->num_rows + 1); matrix->cols.resize(matrix->rows[matrix->num_rows]); matrix->values.resize(matrix->rows[matrix->num_rows]); } void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) { CHECK_GE(num_nonzeros, 0); cols_.resize(num_nonzeros); values_.resize(num_nonzeros); } void CompressedRowSparseMatrix::SolveLowerTriangularInPlace( double* solution) const { for (int r = 0; r < num_rows_; ++r) { for (int idx = rows_[r]; idx < rows_[r + 1] - 1; ++idx) { solution[r] -= values_[idx] * solution[cols_[idx]]; } solution[r] /= values_[rows_[r + 1] - 1]; } } void CompressedRowSparseMatrix::SolveLowerTriangularTransposeInPlace( double* solution) const { for (int r = num_rows_ - 1; r >= 0; --r) { solution[r] /= values_[rows_[r + 1] - 1]; for (int idx = rows_[r + 1] - 2; idx >= rows_[r]; --idx) { solution[cols_[idx]] -= values_[idx] * solution[r]; } } } CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateBlockDiagonalMatrix( const double* diagonal, const vector& blocks) { int num_rows = 0; int num_nonzeros = 0; for (int i = 0; i < blocks.size(); ++i) { num_rows += blocks[i]; num_nonzeros += blocks[i] * blocks[i]; } CompressedRowSparseMatrix* matrix = new CompressedRowSparseMatrix(num_rows, num_rows, num_nonzeros); int* rows = matrix->mutable_rows(); int* cols = matrix->mutable_cols(); double* values = matrix->mutable_values(); std::fill(values, values + num_nonzeros, 0.0); int idx_cursor = 0; int col_cursor = 0; for (int i = 0; i < blocks.size(); ++i) { const int block_size = blocks[i]; for (int r = 0; r < block_size; ++r) { *(rows++) = idx_cursor; values[idx_cursor + r] = diagonal[col_cursor + r]; for (int c = 0; c < block_size; ++c, ++idx_cursor) { *(cols++) = col_cursor + c; } } col_cursor += block_size; } *rows = idx_cursor; *matrix->mutable_row_blocks() = blocks; *matrix->mutable_col_blocks() = blocks; CHECK_EQ(idx_cursor, num_nonzeros); CHECK_EQ(col_cursor, num_rows); return matrix; } CompressedRowSparseMatrix* CompressedRowSparseMatrix::Transpose() const { CompressedRowSparseMatrix* transpose = new CompressedRowSparseMatrix(num_cols_, num_rows_, num_nonzeros()); int* transpose_rows = transpose->mutable_rows(); int* transpose_cols = transpose->mutable_cols(); double* transpose_values = transpose->mutable_values(); for (int idx = 0; idx < num_nonzeros(); ++idx) { ++transpose_rows[cols_[idx] + 1]; } for (int i = 1; i < transpose->num_rows() + 1; ++i) { transpose_rows[i] += transpose_rows[i - 1]; } for (int r = 0; r < num_rows(); ++r) { for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { const int c = cols_[idx]; const int transpose_idx = transpose_rows[c]++; transpose_cols[transpose_idx] = r; transpose_values[transpose_idx] = values_[idx]; } } for (int i = transpose->num_rows() - 1; i > 0 ; --i) { transpose_rows[i] = transpose_rows[i - 1]; } transpose_rows[0] = 0; *(transpose->mutable_row_blocks()) = col_blocks_; *(transpose->mutable_col_blocks()) = row_blocks_; return transpose; } namespace { // A ProductTerm is a term in the outer product of a matrix with // itself. struct ProductTerm { ProductTerm(const int row, const int col, const int index) : row(row), col(col), index(index) { } bool operator<(const ProductTerm& right) const { if (row == right.row) { if (col == right.col) { return index < right.index; } return col < right.col; } return row < right.row; } int row; int col; int index; }; CompressedRowSparseMatrix* CompressAndFillProgram(const int num_rows, const int num_cols, const vector& product, vector* program) { CHECK_GT(product.size(), 0); // Count the number of unique product term, which in turn is the // number of non-zeros in the outer product. int num_nonzeros = 1; for (int i = 1; i < product.size(); ++i) { if (product[i].row != product[i - 1].row || product[i].col != product[i - 1].col) { ++num_nonzeros; } } CompressedRowSparseMatrix* matrix = new CompressedRowSparseMatrix(num_rows, num_cols, num_nonzeros); int* crsm_rows = matrix->mutable_rows(); std::fill(crsm_rows, crsm_rows + num_rows + 1, 0); int* crsm_cols = matrix->mutable_cols(); std::fill(crsm_cols, crsm_cols + num_nonzeros, 0); CHECK_NOTNULL(program)->clear(); program->resize(product.size()); // Iterate over the sorted product terms. This means each row is // filled one at a time, and we are able to assign a position in the // values array to each term. // // If terms repeat, i.e., they contribute to the same entry in the // result matrix), then they do not affect the sparsity structure of // the result matrix. int nnz = 0; crsm_cols[0] = product[0].col; crsm_rows[product[0].row + 1]++; (*program)[product[0].index] = nnz; for (int i = 1; i < product.size(); ++i) { const ProductTerm& previous = product[i - 1]; const ProductTerm& current = product[i]; // Sparsity structure is updated only if the term is not a repeat. if (previous.row != current.row || previous.col != current.col) { crsm_cols[++nnz] = current.col; crsm_rows[current.row + 1]++; } // All terms get assigned the position in the values array where // their value is accumulated. (*program)[current.index] = nnz; } for (int i = 1; i < num_rows + 1; ++i) { crsm_rows[i] += crsm_rows[i - 1]; } return matrix; } } // namespace CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateOuterProductMatrixAndProgram( const CompressedRowSparseMatrix& m, vector* program) { CHECK_NOTNULL(program)->clear(); CHECK_GT(m.num_nonzeros(), 0) << "Congratulations, " << "you found a bug in Ceres. Please report it."; vector product; const vector& row_blocks = m.row_blocks(); int row_block_begin = 0; // Iterate over row blocks for (int row_block = 0; row_block < row_blocks.size(); ++row_block) { const int row_block_end = row_block_begin + row_blocks[row_block]; // Compute the outer product terms for just one row per row block. const int r = row_block_begin; // Compute the lower triangular part of the product. for (int idx1 = m.rows()[r]; idx1 < m.rows()[r + 1]; ++idx1) { for (int idx2 = m.rows()[r]; idx2 <= idx1; ++idx2) { product.push_back(ProductTerm(m.cols()[idx1], m.cols()[idx2], product.size())); } } row_block_begin = row_block_end; } CHECK_EQ(row_block_begin, m.num_rows()); sort(product.begin(), product.end()); return CompressAndFillProgram(m.num_cols(), m.num_cols(), product, program); } void CompressedRowSparseMatrix::ComputeOuterProduct( const CompressedRowSparseMatrix& m, const vector& program, CompressedRowSparseMatrix* result) { result->SetZero(); double* values = result->mutable_values(); const vector& row_blocks = m.row_blocks(); int cursor = 0; int row_block_begin = 0; const double* m_values = m.values(); const int* m_rows = m.rows(); // Iterate over row blocks. for (int row_block = 0; row_block < row_blocks.size(); ++row_block) { const int row_block_end = row_block_begin + row_blocks[row_block]; const int saved_cursor = cursor; for (int r = row_block_begin; r < row_block_end; ++r) { // Reuse the program segment for each row in this row block. cursor = saved_cursor; const int row_begin = m_rows[r]; const int row_end = m_rows[r + 1]; for (int idx1 = row_begin; idx1 < row_end; ++idx1) { const double v1 = m_values[idx1]; for (int idx2 = row_begin; idx2 <= idx1; ++idx2, ++cursor) { values[program[cursor]] += v1 * m_values[idx2]; } } } row_block_begin = row_block_end; } CHECK_EQ(row_block_begin, m.num_rows()); CHECK_EQ(cursor, program.size()); } } // namespace internal } // namespace ceres