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 #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 10
32
33 #include "ceres/partitioned_matrix_view.h"
34
35 #include <algorithm>
36 #include <cstring>
37 #include <vector>
38 #include "ceres/block_sparse_matrix.h"
39 #include "ceres/block_structure.h"
40 #include "ceres/internal/eigen.h"
41 #include "glog/logging.h"
42
43 namespace ceres {
44 namespace internal {
45
PartitionedMatrixView(const BlockSparseMatrixBase & matrix,int num_col_blocks_a)46 PartitionedMatrixView::PartitionedMatrixView(
47 const BlockSparseMatrixBase& matrix,
48 int num_col_blocks_a)
49 : matrix_(matrix),
50 num_col_blocks_e_(num_col_blocks_a) {
51 const CompressedRowBlockStructure* bs = matrix_.block_structure();
52 CHECK_NOTNULL(bs);
53
54 num_col_blocks_f_ = bs->cols.size() - num_col_blocks_a;
55
56 // Compute the number of row blocks in E. The number of row blocks
57 // in E maybe less than the number of row blocks in the input matrix
58 // as some of the row blocks at the bottom may not have any
59 // e_blocks. For a definition of what an e_block is, please see
60 // explicit_schur_complement_solver.h
61 num_row_blocks_e_ = 0;
62 for (int r = 0; r < bs->rows.size(); ++r) {
63 const vector<Cell>& cells = bs->rows[r].cells;
64 if (cells[0].block_id < num_col_blocks_a) {
65 ++num_row_blocks_e_;
66 }
67 }
68
69 // Compute the number of columns in E and F.
70 num_cols_e_ = 0;
71 num_cols_f_ = 0;
72
73 for (int c = 0; c < bs->cols.size(); ++c) {
74 const Block& block = bs->cols[c];
75 if (c < num_col_blocks_a) {
76 num_cols_e_ += block.size;
77 } else {
78 num_cols_f_ += block.size;
79 }
80 }
81
82 CHECK_EQ(num_cols_e_ + num_cols_f_, matrix_.num_cols());
83 }
84
~PartitionedMatrixView()85 PartitionedMatrixView::~PartitionedMatrixView() {
86 }
87
88 // The next four methods don't seem to be particularly cache
89 // friendly. This is an artifact of how the BlockStructure of the
90 // input matrix is constructed. These methods will benefit from
91 // multithreading as well as improved data layout.
92
RightMultiplyE(const double * x,double * y) const93 void PartitionedMatrixView::RightMultiplyE(const double* x, double* y) const {
94 const CompressedRowBlockStructure* bs = matrix_.block_structure();
95
96 // Iterate over the first num_row_blocks_e_ row blocks, and multiply
97 // by the first cell in each row block.
98 for (int r = 0; r < num_row_blocks_e_; ++r) {
99 const double* row_values = matrix_.RowBlockValues(r);
100 const Cell& cell = bs->rows[r].cells[0];
101 const int row_block_pos = bs->rows[r].block.position;
102 const int row_block_size = bs->rows[r].block.size;
103 const int col_block_id = cell.block_id;
104 const int col_block_pos = bs->cols[col_block_id].position;
105 const int col_block_size = bs->cols[col_block_id].size;
106
107 ConstVectorRef xref(x + col_block_pos, col_block_size);
108 VectorRef yref(y + row_block_pos, row_block_size);
109 ConstMatrixRef m(row_values + cell.position,
110 row_block_size,
111 col_block_size);
112 yref += m.lazyProduct(xref);
113 }
114 }
115
RightMultiplyF(const double * x,double * y) const116 void PartitionedMatrixView::RightMultiplyF(const double* x, double* y) const {
117 const CompressedRowBlockStructure* bs = matrix_.block_structure();
118
119 // Iterate over row blocks, and if the row block is in E, then
120 // multiply by all the cells except the first one which is of type
121 // E. If the row block is not in E (i.e its in the bottom
122 // num_row_blocks - num_row_blocks_e row blocks), then all the cells
123 // are of type F and multiply by them all.
124 for (int r = 0; r < bs->rows.size(); ++r) {
125 const int row_block_pos = bs->rows[r].block.position;
126 const int row_block_size = bs->rows[r].block.size;
127 VectorRef yref(y + row_block_pos, row_block_size);
128 const vector<Cell>& cells = bs->rows[r].cells;
129 for (int c = (r < num_row_blocks_e_) ? 1 : 0; c < cells.size(); ++c) {
130 const double* row_values = matrix_.RowBlockValues(r);
131 const int col_block_id = cells[c].block_id;
132 const int col_block_pos = bs->cols[col_block_id].position;
133 const int col_block_size = bs->cols[col_block_id].size;
134
135 ConstVectorRef xref(x + col_block_pos - num_cols_e(),
136 col_block_size);
137 ConstMatrixRef m(row_values + cells[c].position,
138 row_block_size,
139 col_block_size);
140 yref += m.lazyProduct(xref);
141 }
142 }
143 }
144
LeftMultiplyE(const double * x,double * y) const145 void PartitionedMatrixView::LeftMultiplyE(const double* x, double* y) const {
146 const CompressedRowBlockStructure* bs = matrix_.block_structure();
147
148 // Iterate over the first num_row_blocks_e_ row blocks, and multiply
149 // by the first cell in each row block.
150 for (int r = 0; r < num_row_blocks_e_; ++r) {
151 const Cell& cell = bs->rows[r].cells[0];
152 const double* row_values = matrix_.RowBlockValues(r);
153 const int row_block_pos = bs->rows[r].block.position;
154 const int row_block_size = bs->rows[r].block.size;
155 const int col_block_id = cell.block_id;
156 const int col_block_pos = bs->cols[col_block_id].position;
157 const int col_block_size = bs->cols[col_block_id].size;
158
159 ConstVectorRef xref(x + row_block_pos, row_block_size);
160 VectorRef yref(y + col_block_pos, col_block_size);
161 ConstMatrixRef m(row_values + cell.position,
162 row_block_size,
163 col_block_size);
164 yref += m.transpose().lazyProduct(xref);
165 }
166 }
167
LeftMultiplyF(const double * x,double * y) const168 void PartitionedMatrixView::LeftMultiplyF(const double* x, double* y) const {
169 const CompressedRowBlockStructure* bs = matrix_.block_structure();
170
171 // Iterate over row blocks, and if the row block is in E, then
172 // multiply by all the cells except the first one which is of type
173 // E. If the row block is not in E (i.e its in the bottom
174 // num_row_blocks - num_row_blocks_e row blocks), then all the cells
175 // are of type F and multiply by them all.
176 for (int r = 0; r < bs->rows.size(); ++r) {
177 const int row_block_pos = bs->rows[r].block.position;
178 const int row_block_size = bs->rows[r].block.size;
179 ConstVectorRef xref(x + row_block_pos, row_block_size);
180 const vector<Cell>& cells = bs->rows[r].cells;
181 for (int c = (r < num_row_blocks_e_) ? 1 : 0; c < cells.size(); ++c) {
182 const double* row_values = matrix_.RowBlockValues(r);
183 const int col_block_id = cells[c].block_id;
184 const int col_block_pos = bs->cols[col_block_id].position;
185 const int col_block_size = bs->cols[col_block_id].size;
186
187 VectorRef yref(y + col_block_pos - num_cols_e(), col_block_size);
188 ConstMatrixRef m(row_values + cells[c].position,
189 row_block_size,
190 col_block_size);
191 yref += m.transpose().lazyProduct(xref);
192 }
193 }
194 }
195
196 // Given a range of columns blocks of a matrix m, compute the block
197 // structure of the block diagonal of the matrix m(:,
198 // start_col_block:end_col_block)'m(:, start_col_block:end_col_block)
199 // and return a BlockSparseMatrix with the this block structure. The
200 // caller owns the result.
CreateBlockDiagonalMatrixLayout(int start_col_block,int end_col_block) const201 BlockSparseMatrix* PartitionedMatrixView::CreateBlockDiagonalMatrixLayout(
202 int start_col_block, int end_col_block) const {
203 const CompressedRowBlockStructure* bs = matrix_.block_structure();
204 CompressedRowBlockStructure* block_diagonal_structure =
205 new CompressedRowBlockStructure;
206
207 int block_position = 0;
208 int diagonal_cell_position = 0;
209
210 // Iterate over the column blocks, creating a new diagonal block for
211 // each column block.
212 for (int c = start_col_block; c < end_col_block; ++c) {
213 const Block& block = bs->cols[c];
214 block_diagonal_structure->cols.push_back(Block());
215 Block& diagonal_block = block_diagonal_structure->cols.back();
216 diagonal_block.size = block.size;
217 diagonal_block.position = block_position;
218
219 block_diagonal_structure->rows.push_back(CompressedRow());
220 CompressedRow& row = block_diagonal_structure->rows.back();
221 row.block = diagonal_block;
222
223 row.cells.push_back(Cell());
224 Cell& cell = row.cells.back();
225 cell.block_id = c - start_col_block;
226 cell.position = diagonal_cell_position;
227
228 block_position += block.size;
229 diagonal_cell_position += block.size * block.size;
230 }
231
232 // Build a BlockSparseMatrix with the just computed block
233 // structure.
234 return new BlockSparseMatrix(block_diagonal_structure);
235 }
236
CreateBlockDiagonalEtE() const237 BlockSparseMatrix* PartitionedMatrixView::CreateBlockDiagonalEtE() const {
238 BlockSparseMatrix* block_diagonal =
239 CreateBlockDiagonalMatrixLayout(0, num_col_blocks_e_);
240 UpdateBlockDiagonalEtE(block_diagonal);
241 return block_diagonal;
242 }
243
CreateBlockDiagonalFtF() const244 BlockSparseMatrix* PartitionedMatrixView::CreateBlockDiagonalFtF() const {
245 BlockSparseMatrix* block_diagonal =
246 CreateBlockDiagonalMatrixLayout(
247 num_col_blocks_e_, num_col_blocks_e_ + num_col_blocks_f_);
248 UpdateBlockDiagonalFtF(block_diagonal);
249 return block_diagonal;
250 }
251
252 // Similar to the code in RightMultiplyE, except instead of the matrix
253 // vector multiply its an outer product.
254 //
255 // block_diagonal = block_diagonal(E'E)
UpdateBlockDiagonalEtE(BlockSparseMatrix * block_diagonal) const256 void PartitionedMatrixView::UpdateBlockDiagonalEtE(
257 BlockSparseMatrix* block_diagonal) const {
258 const CompressedRowBlockStructure* bs = matrix_.block_structure();
259 const CompressedRowBlockStructure* block_diagonal_structure =
260 block_diagonal->block_structure();
261
262 block_diagonal->SetZero();
263
264 for (int r = 0; r < num_row_blocks_e_ ; ++r) {
265 const double* row_values = matrix_.RowBlockValues(r);
266 const Cell& cell = bs->rows[r].cells[0];
267 const int row_block_size = bs->rows[r].block.size;
268 const int block_id = cell.block_id;
269 const int col_block_size = bs->cols[block_id].size;
270 ConstMatrixRef m(row_values + cell.position,
271 row_block_size,
272 col_block_size);
273
274 const int cell_position =
275 block_diagonal_structure->rows[block_id].cells[0].position;
276
277 MatrixRef(block_diagonal->mutable_values() + cell_position,
278 col_block_size, col_block_size).noalias() += m.transpose() * m;
279 }
280 }
281
282 // Similar to the code in RightMultiplyF, except instead of the matrix
283 // vector multiply its an outer product.
284 //
285 // block_diagonal = block_diagonal(F'F)
286 //
UpdateBlockDiagonalFtF(BlockSparseMatrix * block_diagonal) const287 void PartitionedMatrixView::UpdateBlockDiagonalFtF(
288 BlockSparseMatrix* block_diagonal) const {
289 const CompressedRowBlockStructure* bs = matrix_.block_structure();
290 const CompressedRowBlockStructure* block_diagonal_structure =
291 block_diagonal->block_structure();
292
293 block_diagonal->SetZero();
294 for (int r = 0; r < bs->rows.size(); ++r) {
295 const int row_block_size = bs->rows[r].block.size;
296 const vector<Cell>& cells = bs->rows[r].cells;
297 const double* row_values = matrix_.RowBlockValues(r);
298 for (int c = (r < num_row_blocks_e_) ? 1 : 0; c < cells.size(); ++c) {
299 const int col_block_id = cells[c].block_id;
300 const int col_block_size = bs->cols[col_block_id].size;
301 ConstMatrixRef m(row_values + cells[c].position,
302 row_block_size,
303 col_block_size);
304 const int diagonal_block_id = col_block_id - num_col_blocks_e_;
305 const int cell_position =
306 block_diagonal_structure->rows[diagonal_block_id].cells[0].position;
307
308 MatrixRef(block_diagonal->mutable_values() + cell_position,
309 col_block_size, col_block_size).noalias() += m.transpose() * m;
310 }
311 }
312 }
313
314 } // namespace internal
315 } // namespace ceres
316