1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30 //
31 // TODO(sameeragarwal): row_block_counter can perhaps be replaced by
32 // Chunk::start ?
33
34 #ifndef CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
35 #define CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
36
37 #ifdef CERES_USE_OPENMP
38 #include <omp.h>
39 #endif
40
41 // Eigen has an internal threshold switching between different matrix
42 // multiplication algorithms. In particular for matrices larger than
43 // EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD it uses a cache friendly
44 // matrix matrix product algorithm that has a higher setup cost. For
45 // matrix sizes close to this threshold, especially when the matrices
46 // are thin and long, the default choice may not be optimal. This is
47 // the case for us, as the default choice causes a 30% performance
48 // regression when we moved from Eigen2 to Eigen3.
49 #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 10
50
51 #include <algorithm>
52 #include <map>
53 #include <glog/logging.h>
54 #include "Eigen/Dense"
55 #include "ceres/block_random_access_matrix.h"
56 #include "ceres/block_sparse_matrix.h"
57 #include "ceres/block_structure.h"
58 #include "ceres/map_util.h"
59 #include "ceres/schur_eliminator.h"
60 #include "ceres/stl_util.h"
61 #include "ceres/internal/eigen.h"
62 #include "ceres/internal/scoped_ptr.h"
63
64 namespace ceres {
65 namespace internal {
66
67 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
~SchurEliminator()68 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::~SchurEliminator() {
69 STLDeleteElements(&rhs_locks_);
70 }
71
72 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
73 void
74 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
Init(int num_eliminate_blocks,const CompressedRowBlockStructure * bs)75 Init(int num_eliminate_blocks, const CompressedRowBlockStructure* bs) {
76 CHECK_GT(num_eliminate_blocks, 0)
77 << "SchurComplementSolver cannot be initialized with "
78 << "num_eliminate_blocks = 0.";
79
80 num_eliminate_blocks_ = num_eliminate_blocks;
81
82 const int num_col_blocks = bs->cols.size();
83 const int num_row_blocks = bs->rows.size();
84
85 buffer_size_ = 1;
86 chunks_.clear();
87 lhs_row_layout_.clear();
88
89 int lhs_num_rows = 0;
90 // Add a map object for each block in the reduced linear system
91 // and build the row/column block structure of the reduced linear
92 // system.
93 lhs_row_layout_.resize(num_col_blocks - num_eliminate_blocks_);
94 for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
95 lhs_row_layout_[i - num_eliminate_blocks_] = lhs_num_rows;
96 lhs_num_rows += bs->cols[i].size;
97 }
98
99 int r = 0;
100 // Iterate over the row blocks of A, and detect the chunks. The
101 // matrix should already have been ordered so that all rows
102 // containing the same y block are vertically contiguous. Along
103 // the way also compute the amount of space each chunk will need
104 // to perform the elimination.
105 while (r < num_row_blocks) {
106 const int chunk_block_id = bs->rows[r].cells.front().block_id;
107 if (chunk_block_id >= num_eliminate_blocks_) {
108 break;
109 }
110
111 chunks_.push_back(Chunk());
112 Chunk& chunk = chunks_.back();
113 chunk.size = 0;
114 chunk.start = r;
115 int buffer_size = 0;
116 const int e_block_size = bs->cols[chunk_block_id].size;
117
118 // Add to the chunk until the first block in the row is
119 // different than the one in the first row for the chunk.
120 while (r + chunk.size < num_row_blocks) {
121 const CompressedRow& row = bs->rows[r + chunk.size];
122 if (row.cells.front().block_id != chunk_block_id) {
123 break;
124 }
125
126 // Iterate over the blocks in the row, ignoring the first
127 // block since it is the one to be eliminated.
128 for (int c = 1; c < row.cells.size(); ++c) {
129 const Cell& cell = row.cells[c];
130 if (InsertIfNotPresent(
131 &(chunk.buffer_layout), cell.block_id, buffer_size)) {
132 buffer_size += e_block_size * bs->cols[cell.block_id].size;
133 }
134 }
135
136 buffer_size_ = max(buffer_size, buffer_size_);
137 ++chunk.size;
138 }
139
140 CHECK_GT(chunk.size, 0);
141 r += chunk.size;
142 }
143 const Chunk& chunk = chunks_.back();
144
145 uneliminated_row_begins_ = chunk.start + chunk.size;
146 if (num_threads_ > 1) {
147 random_shuffle(chunks_.begin(), chunks_.end());
148 }
149
150 buffer_.reset(new double[buffer_size_ * num_threads_]);
151
152 STLDeleteElements(&rhs_locks_);
153 rhs_locks_.resize(num_col_blocks - num_eliminate_blocks_);
154 for (int i = 0; i < num_col_blocks - num_eliminate_blocks_; ++i) {
155 rhs_locks_[i] = new Mutex;
156 }
157
158 VLOG(1) << "Eliminator threads: " << num_threads_;
159 }
160
161 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
162 void
163 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
Eliminate(const BlockSparseMatrixBase * A,const double * b,const double * D,BlockRandomAccessMatrix * lhs,double * rhs)164 Eliminate(const BlockSparseMatrixBase* A,
165 const double* b,
166 const double* D,
167 BlockRandomAccessMatrix* lhs,
168 double* rhs) {
169 if (lhs->num_rows() > 0) {
170 lhs->SetZero();
171 VectorRef(rhs, lhs->num_rows()).setZero();
172 }
173
174 const CompressedRowBlockStructure* bs = A->block_structure();
175 const int num_col_blocks = bs->cols.size();
176
177 // Add the diagonal to the schur complement.
178 if (D != NULL) {
179 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic)
180 for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
181 const int block_id = i - num_eliminate_blocks_;
182 int r, c, row_stride, col_stride;
183 CellInfo* cell_info = lhs->GetCell(block_id, block_id,
184 &r, &c,
185 &row_stride, &col_stride);
186 if (cell_info != NULL) {
187 const int block_size = bs->cols[i].size;
188 typename EigenTypes<kFBlockSize>::ConstVectorRef
189 diag(D + bs->cols[i].position, block_size);
190
191 CeresMutexLock l(&cell_info->m);
192 MatrixRef m(cell_info->values, row_stride, col_stride);
193 m.block(r, c, block_size, block_size).diagonal()
194 += diag.array().square().matrix();
195 }
196 }
197 }
198
199 // Eliminate y blocks one chunk at a time. For each chunk,x3
200 // compute the entries of the normal equations and the gradient
201 // vector block corresponding to the y block and then apply
202 // Gaussian elimination to them. The matrix ete stores the normal
203 // matrix corresponding to the block being eliminated and array
204 // buffer_ contains the non-zero blocks in the row corresponding
205 // to this y block in the normal equations. This computation is
206 // done in ChunkDiagonalBlockAndGradient. UpdateRhs then applies
207 // gaussian elimination to the rhs of the normal equations,
208 // updating the rhs of the reduced linear system by modifying rhs
209 // blocks for all the z blocks that share a row block/residual
210 // term with the y block. EliminateRowOuterProduct does the
211 // corresponding operation for the lhs of the reduced linear
212 // system.
213 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic)
214 for (int i = 0; i < chunks_.size(); ++i) {
215 #ifdef CERES_USE_OPENMP
216 int thread_id = omp_get_thread_num();
217 #else
218 int thread_id = 0;
219 #endif
220 double* buffer = buffer_.get() + thread_id * buffer_size_;
221 const Chunk& chunk = chunks_[i];
222 const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
223 const int e_block_size = bs->cols[e_block_id].size;
224
225 VectorRef(buffer, buffer_size_).setZero();
226
227 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix
228 ete(e_block_size, e_block_size);
229
230 if (D != NULL) {
231 const typename EigenTypes<kEBlockSize>::ConstVectorRef
232 diag(D + bs->cols[e_block_id].position, e_block_size);
233 ete = diag.array().square().matrix().asDiagonal();
234 } else {
235 ete.setZero();
236 }
237
238 typename EigenTypes<kEBlockSize>::Vector g(e_block_size);
239 g.setZero();
240
241 // We are going to be computing
242 //
243 // S += F'F - F'E(E'E)^{-1}E'F
244 //
245 // for each Chunk. The computation is broken down into a number of
246 // function calls as below.
247
248 // Compute the outer product of the e_blocks with themselves (ete
249 // = E'E). Compute the product of the e_blocks with the
250 // corresonding f_blocks (buffer = E'F), the gradient of the terms
251 // in this chunk (g) and add the outer product of the f_blocks to
252 // Schur complement (S += F'F).
253 ChunkDiagonalBlockAndGradient(
254 chunk, A, b, chunk.start, &ete, &g, buffer, lhs);
255
256 // Normally one wouldn't compute the inverse explicitly, but
257 // e_block_size will typically be a small number like 3, in
258 // which case its much faster to compute the inverse once and
259 // use it to multiply other matrices/vectors instead of doing a
260 // Solve call over and over again.
261 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix inverse_ete =
262 ete
263 .template selfadjointView<Eigen::Upper>()
264 .ldlt()
265 .solve(Matrix::Identity(e_block_size, e_block_size));
266
267 // For the current chunk compute and update the rhs of the reduced
268 // linear system.
269 //
270 // rhs = F'b - F'E(E'E)^(-1) E'b
271 UpdateRhs(chunk, A, b, chunk.start, inverse_ete * g, rhs);
272
273 // S -= F'E(E'E)^{-1}E'F
274 ChunkOuterProduct(bs, inverse_ete, buffer, chunk.buffer_layout, lhs);
275 }
276
277 // For rows with no e_blocks, the schur complement update reduces to
278 // S += F'F.
279 NoEBlockRowsUpdate(A, b, uneliminated_row_begins_, lhs, rhs);
280 }
281
282 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
283 void
284 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
BackSubstitute(const BlockSparseMatrixBase * A,const double * b,const double * D,const double * z,double * y)285 BackSubstitute(const BlockSparseMatrixBase* A,
286 const double* b,
287 const double* D,
288 const double* z,
289 double* y) {
290 const CompressedRowBlockStructure* bs = A->block_structure();
291 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic)
292 for (int i = 0; i < chunks_.size(); ++i) {
293 const Chunk& chunk = chunks_[i];
294 const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
295 const int e_block_size = bs->cols[e_block_id].size;
296
297 typename EigenTypes<kEBlockSize>::VectorRef y_block(
298 y + bs->cols[e_block_id].position, e_block_size);
299
300 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix
301 ete(e_block_size, e_block_size);
302 if (D != NULL) {
303 const typename EigenTypes<kEBlockSize>::ConstVectorRef
304 diag(D + bs->cols[e_block_id].position, e_block_size);
305 ete = diag.array().square().matrix().asDiagonal();
306 } else {
307 ete.setZero();
308 }
309
310 for (int j = 0; j < chunk.size; ++j) {
311 const CompressedRow& row = bs->rows[chunk.start + j];
312 const double* row_values = A->RowBlockValues(chunk.start + j);
313 const Cell& e_cell = row.cells.front();
314 DCHECK_EQ(e_block_id, e_cell.block_id);
315 const typename EigenTypes<kRowBlockSize, kEBlockSize>::ConstMatrixRef
316 e_block(row_values + e_cell.position,
317 row.block.size,
318 e_block_size);
319
320 typename EigenTypes<kRowBlockSize>::Vector
321 sj =
322 typename EigenTypes<kRowBlockSize>::ConstVectorRef
323 (b + bs->rows[chunk.start + j].block.position,
324 row.block.size);
325
326 for (int c = 1; c < row.cells.size(); ++c) {
327 const int f_block_id = row.cells[c].block_id;
328 const int f_block_size = bs->cols[f_block_id].size;
329 const typename EigenTypes<kRowBlockSize, kFBlockSize>::ConstMatrixRef
330 f_block(row_values + row.cells[c].position,
331 row.block.size, f_block_size);
332 const int r_block = f_block_id - num_eliminate_blocks_;
333
334 sj -= f_block *
335 typename EigenTypes<kFBlockSize>::ConstVectorRef
336 (z + lhs_row_layout_[r_block], f_block_size);
337 }
338
339 y_block += e_block.transpose() * sj;
340 ete.template selfadjointView<Eigen::Upper>()
341 .rankUpdate(e_block.transpose(), 1.0);
342 }
343
344 y_block =
345 ete
346 .template selfadjointView<Eigen::Upper>()
347 .ldlt()
348 .solve(y_block);
349 }
350 }
351
352 // Update the rhs of the reduced linear system. Compute
353 //
354 // F'b - F'E(E'E)^(-1) E'b
355 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
356 void
357 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
UpdateRhs(const Chunk & chunk,const BlockSparseMatrixBase * A,const double * b,int row_block_counter,const Vector & inverse_ete_g,double * rhs)358 UpdateRhs(const Chunk& chunk,
359 const BlockSparseMatrixBase* A,
360 const double* b,
361 int row_block_counter,
362 const Vector& inverse_ete_g,
363 double* rhs) {
364 const CompressedRowBlockStructure* bs = A->block_structure();
365 const int e_block_size = inverse_ete_g.rows();
366 int b_pos = bs->rows[row_block_counter].block.position;
367 for (int j = 0; j < chunk.size; ++j) {
368 const CompressedRow& row = bs->rows[row_block_counter + j];
369 const double *row_values = A->RowBlockValues(row_block_counter + j);
370 const Cell& e_cell = row.cells.front();
371
372 const typename EigenTypes<kRowBlockSize, kEBlockSize>::ConstMatrixRef
373 e_block(row_values + e_cell.position,
374 row.block.size,
375 e_block_size);
376
377 const typename EigenTypes<kRowBlockSize>::Vector
378 sj =
379 typename EigenTypes<kRowBlockSize>::ConstVectorRef
380 (b + b_pos, row.block.size) - e_block * (inverse_ete_g);
381
382 for (int c = 1; c < row.cells.size(); ++c) {
383 const int block_id = row.cells[c].block_id;
384 const int block_size = bs->cols[block_id].size;
385 const typename EigenTypes<kRowBlockSize, kFBlockSize>::ConstMatrixRef
386 b(row_values + row.cells[c].position,
387 row.block.size, block_size);
388
389 const int block = block_id - num_eliminate_blocks_;
390 CeresMutexLock l(rhs_locks_[block]);
391 typename EigenTypes<kFBlockSize>::VectorRef
392 (rhs + lhs_row_layout_[block], block_size).noalias()
393 += b.transpose() * sj;
394 }
395 b_pos += row.block.size;
396 }
397 }
398
399 // Given a Chunk - set of rows with the same e_block, e.g. in the
400 // following Chunk with two rows.
401 //
402 // E F
403 // [ y11 0 0 0 | z11 0 0 0 z51]
404 // [ y12 0 0 0 | z12 z22 0 0 0]
405 //
406 // this function computes twp matrices. The diagonal block matrix
407 //
408 // ete = y11 * y11' + y12 * y12'
409 //
410 // and the off diagonal blocks in the Guass Newton Hessian.
411 //
412 // buffer = [y11'(z11 + z12), y12' * z22, y11' * z51]
413 //
414 // which are zero compressed versions of the block sparse matrices E'E
415 // and E'F.
416 //
417 // and the gradient of the e_block, E'b.
418 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
419 void
420 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
ChunkDiagonalBlockAndGradient(const Chunk & chunk,const BlockSparseMatrixBase * A,const double * b,int row_block_counter,typename EigenTypes<kEBlockSize,kEBlockSize>::Matrix * ete,typename EigenTypes<kEBlockSize>::Vector * g,double * buffer,BlockRandomAccessMatrix * lhs)421 ChunkDiagonalBlockAndGradient(
422 const Chunk& chunk,
423 const BlockSparseMatrixBase* A,
424 const double* b,
425 int row_block_counter,
426 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix* ete,
427 typename EigenTypes<kEBlockSize>::Vector* g,
428 double* buffer,
429 BlockRandomAccessMatrix* lhs) {
430 const CompressedRowBlockStructure* bs = A->block_structure();
431
432 int b_pos = bs->rows[row_block_counter].block.position;
433 const int e_block_size = ete->rows();
434
435 // Iterate over the rows in this chunk, for each row, compute the
436 // contribution of its F blocks to the Schur complement, the
437 // contribution of its E block to the matrix EE' (ete), and the
438 // corresponding block in the gradient vector.
439 for (int j = 0; j < chunk.size; ++j) {
440 const CompressedRow& row = bs->rows[row_block_counter + j];
441 const double *row_values = A->RowBlockValues(row_block_counter + j);
442
443 if (row.cells.size() > 1) {
444 EBlockRowOuterProduct(A, row_block_counter + j, lhs);
445 }
446
447 // Extract the e_block, ETE += E_i' E_i
448 const Cell& e_cell = row.cells.front();
449 const typename EigenTypes<kRowBlockSize, kEBlockSize>::ConstMatrixRef
450 e_block(row_values + e_cell.position,
451 row.block.size,
452 e_block_size);
453
454 ete->template selfadjointView<Eigen::Upper>()
455 .rankUpdate(e_block.transpose(), 1.0);
456
457 // g += E_i' b_i
458 g->noalias() += e_block.transpose() *
459 typename EigenTypes<kRowBlockSize>::ConstVectorRef
460 (b + b_pos, row.block.size);
461
462 // buffer = E'F. This computation is done by iterating over the
463 // f_blocks for each row in the chunk.
464 for (int c = 1; c < row.cells.size(); ++c) {
465 const int f_block_id = row.cells[c].block_id;
466 const int f_block_size = bs->cols[f_block_id].size;
467 const typename EigenTypes<kRowBlockSize, kFBlockSize>::ConstMatrixRef
468 f_block(row_values + row.cells[c].position,
469 row.block.size, f_block_size);
470
471 double* buffer_ptr =
472 buffer + FindOrDie(chunk.buffer_layout, f_block_id);
473
474 typename EigenTypes<kEBlockSize, kFBlockSize>::MatrixRef
475 (buffer_ptr, e_block_size, f_block_size).noalias()
476 += e_block.transpose() * f_block;
477 }
478 b_pos += row.block.size;
479 }
480 }
481
482 // Compute the outer product F'E(E'E)^{-1}E'F and subtract it from the
483 // Schur complement matrix, i.e
484 //
485 // S -= F'E(E'E)^{-1}E'F.
486 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
487 void
488 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
ChunkOuterProduct(const CompressedRowBlockStructure * bs,const Matrix & inverse_ete,const double * buffer,const BufferLayoutType & buffer_layout,BlockRandomAccessMatrix * lhs)489 ChunkOuterProduct(const CompressedRowBlockStructure* bs,
490 const Matrix& inverse_ete,
491 const double* buffer,
492 const BufferLayoutType& buffer_layout,
493 BlockRandomAccessMatrix* lhs) {
494 // This is the most computationally expensive part of this
495 // code. Profiling experiments reveal that the bottleneck is not the
496 // computation of the right-hand matrix product, but memory
497 // references to the left hand side.
498 const int e_block_size = inverse_ete.rows();
499 BufferLayoutType::const_iterator it1 = buffer_layout.begin();
500 // S(i,j) -= bi' * ete^{-1} b_j
501 for (; it1 != buffer_layout.end(); ++it1) {
502 const int block1 = it1->first - num_eliminate_blocks_;
503 const int block1_size = bs->cols[it1->first].size;
504
505 const typename EigenTypes<kEBlockSize, kFBlockSize>::ConstMatrixRef
506 b1(buffer + it1->second, e_block_size, block1_size);
507 const typename EigenTypes<kFBlockSize, kEBlockSize>::Matrix
508 b1_transpose_inverse_ete = b1.transpose() * inverse_ete;
509
510 BufferLayoutType::const_iterator it2 = it1;
511 for (; it2 != buffer_layout.end(); ++it2) {
512 const int block2 = it2->first - num_eliminate_blocks_;
513
514 int r, c, row_stride, col_stride;
515 CellInfo* cell_info = lhs->GetCell(block1, block2,
516 &r, &c,
517 &row_stride, &col_stride);
518 if (cell_info == NULL) {
519 continue;
520 }
521
522 const int block2_size = bs->cols[it2->first].size;
523 const typename EigenTypes<kEBlockSize, kFBlockSize>::ConstMatrixRef
524 b2(buffer + it2->second, e_block_size, block2_size);
525
526 CeresMutexLock l(&cell_info->m);
527 MatrixRef m(cell_info->values, row_stride, col_stride);
528
529 // We explicitly construct a block object here instead of using
530 // m.block(), as m.block() variant of the constructor does not
531 // allow mixing of template sizing and runtime sizing parameters
532 // like the Matrix class does.
533 Eigen::Block<MatrixRef, kFBlockSize, kFBlockSize>
534 block(m, r, c, block1_size, block2_size);
535 #ifdef CERES_WORK_AROUND_ANDROID_NDK_COMPILER_BUG
536 // Removing the ".noalias()" annotation on the following statement is
537 // necessary to produce a correct build with the Android NDK, including
538 // versions 6, 7, 8, and 8b, when built with STLPort and the
539 // non-standalone toolchain (i.e. ndk-build). This appears to be a
540 // compiler bug; if the workaround is not in place, the line
541 //
542 // block.noalias() -= b1_transpose_inverse_ete * b2;
543 //
544 // gets compiled to
545 //
546 // block.noalias() += b1_transpose_inverse_ete * b2;
547 //
548 // which breaks schur elimination. Introducing a temporary by removing the
549 // .noalias() annotation causes the issue to disappear. Tracking this
550 // issue down was tricky, since the test suite doesn't run when built with
551 // the non-standalone toolchain.
552 //
553 // TODO(keir): Make a reproduction case for this and send it upstream.
554 block -= b1_transpose_inverse_ete * b2;
555 #else
556 block.noalias() -= b1_transpose_inverse_ete * b2;
557 #endif // CERES_WORK_AROUND_ANDROID_NDK_COMPILER_BUG
558 }
559 }
560 }
561
562 // For rows with no e_blocks, the schur complement update reduces to S
563 // += F'F. This function iterates over the rows of A with no e_block,
564 // and calls NoEBlockRowOuterProduct on each row.
565 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
566 void
567 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
NoEBlockRowsUpdate(const BlockSparseMatrixBase * A,const double * b,int row_block_counter,BlockRandomAccessMatrix * lhs,double * rhs)568 NoEBlockRowsUpdate(const BlockSparseMatrixBase* A,
569 const double* b,
570 int row_block_counter,
571 BlockRandomAccessMatrix* lhs,
572 double* rhs) {
573 const CompressedRowBlockStructure* bs = A->block_structure();
574 for (; row_block_counter < bs->rows.size(); ++row_block_counter) {
575 const CompressedRow& row = bs->rows[row_block_counter];
576 const double *row_values = A->RowBlockValues(row_block_counter);
577 for (int c = 0; c < row.cells.size(); ++c) {
578 const int block_id = row.cells[c].block_id;
579 const int block_size = bs->cols[block_id].size;
580 const int block = block_id - num_eliminate_blocks_;
581 VectorRef(rhs + lhs_row_layout_[block], block_size).noalias()
582 += (ConstMatrixRef(row_values + row.cells[c].position,
583 row.block.size, block_size).transpose() *
584 ConstVectorRef(b + row.block.position, row.block.size));
585 }
586 NoEBlockRowOuterProduct(A, row_block_counter, lhs);
587 }
588 }
589
590
591 // A row r of A, which has no e_blocks gets added to the Schur
592 // Complement as S += r r'. This function is responsible for computing
593 // the contribution of a single row r to the Schur complement. It is
594 // very similar in structure to EBlockRowOuterProduct except for
595 // one difference. It does not use any of the template
596 // parameters. This is because the algorithm used for detecting the
597 // static structure of the matrix A only pays attention to rows with
598 // e_blocks. This is becase rows without e_blocks are rare and
599 // typically arise from regularization terms in the original
600 // optimization problem, and have a very different structure than the
601 // rows with e_blocks. Including them in the static structure
602 // detection will lead to most template parameters being set to
603 // dynamic. Since the number of rows without e_blocks is small, the
604 // lack of templating is not an issue.
605 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
606 void
607 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
NoEBlockRowOuterProduct(const BlockSparseMatrixBase * A,int row_block_index,BlockRandomAccessMatrix * lhs)608 NoEBlockRowOuterProduct(const BlockSparseMatrixBase* A,
609 int row_block_index,
610 BlockRandomAccessMatrix* lhs) {
611 const CompressedRowBlockStructure* bs = A->block_structure();
612 const CompressedRow& row = bs->rows[row_block_index];
613 const double *row_values = A->RowBlockValues(row_block_index);
614 for (int i = 0; i < row.cells.size(); ++i) {
615 const int block1 = row.cells[i].block_id - num_eliminate_blocks_;
616 DCHECK_GE(block1, 0);
617
618 const int block1_size = bs->cols[row.cells[i].block_id].size;
619 const ConstMatrixRef b1(row_values + row.cells[i].position,
620 row.block.size, block1_size);
621 int r, c, row_stride, col_stride;
622 CellInfo* cell_info = lhs->GetCell(block1, block1,
623 &r, &c,
624 &row_stride, &col_stride);
625 if (cell_info != NULL) {
626 CeresMutexLock l(&cell_info->m);
627 MatrixRef m(cell_info->values, row_stride, col_stride);
628 m.block(r, c, block1_size, block1_size)
629 .selfadjointView<Eigen::Upper>()
630 .rankUpdate(b1.transpose(), 1.0);
631 }
632
633 for (int j = i + 1; j < row.cells.size(); ++j) {
634 const int block2 = row.cells[j].block_id - num_eliminate_blocks_;
635 DCHECK_GE(block2, 0);
636 DCHECK_LT(block1, block2);
637 int r, c, row_stride, col_stride;
638 CellInfo* cell_info = lhs->GetCell(block1, block2,
639 &r, &c,
640 &row_stride, &col_stride);
641 if (cell_info == NULL) {
642 continue;
643 }
644
645 const int block2_size = bs->cols[row.cells[j].block_id].size;
646 CeresMutexLock l(&cell_info->m);
647 MatrixRef m(cell_info->values, row_stride, col_stride);
648 m.block(r, c, block1_size, block2_size).noalias() +=
649 b1.transpose() * ConstMatrixRef(row_values + row.cells[j].position,
650 row.block.size,
651 block2_size);
652 }
653 }
654 }
655
656 // For a row with an e_block, compute the contribition S += F'F. This
657 // function has the same structure as NoEBlockRowOuterProduct, except
658 // that this function uses the template parameters.
659 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
660 void
661 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
EBlockRowOuterProduct(const BlockSparseMatrixBase * A,int row_block_index,BlockRandomAccessMatrix * lhs)662 EBlockRowOuterProduct(const BlockSparseMatrixBase* A,
663 int row_block_index,
664 BlockRandomAccessMatrix* lhs) {
665 const CompressedRowBlockStructure* bs = A->block_structure();
666 const CompressedRow& row = bs->rows[row_block_index];
667 const double *row_values = A->RowBlockValues(row_block_index);
668 for (int i = 1; i < row.cells.size(); ++i) {
669 const int block1 = row.cells[i].block_id - num_eliminate_blocks_;
670 DCHECK_GE(block1, 0);
671
672 const int block1_size = bs->cols[row.cells[i].block_id].size;
673 const typename EigenTypes<kRowBlockSize, kFBlockSize>::ConstMatrixRef
674 b1(row_values + row.cells[i].position,
675 row.block.size, block1_size);
676 {
677 int r, c, row_stride, col_stride;
678 CellInfo* cell_info = lhs->GetCell(block1, block1,
679 &r, &c,
680 &row_stride, &col_stride);
681 if (cell_info == NULL) {
682 continue;
683 }
684
685 CeresMutexLock l(&cell_info->m);
686 MatrixRef m(cell_info->values, row_stride, col_stride);
687
688 Eigen::Block<MatrixRef, kFBlockSize, kFBlockSize>
689 block(m, r, c, block1_size, block1_size);
690 block.template selfadjointView<Eigen::Upper>()
691 .rankUpdate(b1.transpose(), 1.0);
692 }
693
694 for (int j = i + 1; j < row.cells.size(); ++j) {
695 const int block2 = row.cells[j].block_id - num_eliminate_blocks_;
696 DCHECK_GE(block2, 0);
697 DCHECK_LT(block1, block2);
698 const int block2_size = bs->cols[row.cells[j].block_id].size;
699 int r, c, row_stride, col_stride;
700 CellInfo* cell_info = lhs->GetCell(block1, block2,
701 &r, &c,
702 &row_stride, &col_stride);
703 if (cell_info == NULL) {
704 continue;
705 }
706
707 const typename EigenTypes<kRowBlockSize, kFBlockSize>::ConstMatrixRef
708 b2(row_values + row.cells[j].position,
709 row.block.size,
710 block2_size);
711
712 CeresMutexLock l(&cell_info->m);
713 MatrixRef m(cell_info->values, row_stride, col_stride);
714 Eigen::Block<MatrixRef, kFBlockSize, kFBlockSize>
715 block(m, r, c, block1_size, block2_size);
716 block.noalias() += b1.transpose() * b2;
717 }
718 }
719 }
720
721 } // namespace internal
722 } // namespace ceres
723
724 #endif // CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
725