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 #include "ceres/compressed_row_sparse_matrix.h"
32
33 #include <algorithm>
34 #include <numeric>
35 #include <vector>
36 #include "ceres/crs_matrix.h"
37 #include "ceres/internal/port.h"
38 #include "ceres/triplet_sparse_matrix.h"
39 #include "glog/logging.h"
40
41 namespace ceres {
42 namespace internal {
43 namespace {
44
45 // Helper functor used by the constructor for reordering the contents
46 // of a TripletSparseMatrix. This comparator assumes thay there are no
47 // duplicates in the pair of arrays rows and cols, i.e., there is no
48 // indices i and j (not equal to each other) s.t.
49 //
50 // rows[i] == rows[j] && cols[i] == cols[j]
51 //
52 // If this is the case, this functor will not be a StrictWeakOrdering.
53 struct RowColLessThan {
RowColLessThanceres::internal::__anona93e30e80111::RowColLessThan54 RowColLessThan(const int* rows, const int* cols)
55 : rows(rows), cols(cols) {
56 }
57
operator ()ceres::internal::__anona93e30e80111::RowColLessThan58 bool operator()(const int x, const int y) const {
59 if (rows[x] == rows[y]) {
60 return (cols[x] < cols[y]);
61 }
62 return (rows[x] < rows[y]);
63 }
64
65 const int* rows;
66 const int* cols;
67 };
68
69 } // namespace
70
71 // This constructor gives you a semi-initialized CompressedRowSparseMatrix.
CompressedRowSparseMatrix(int num_rows,int num_cols,int max_num_nonzeros)72 CompressedRowSparseMatrix::CompressedRowSparseMatrix(int num_rows,
73 int num_cols,
74 int max_num_nonzeros) {
75 num_rows_ = num_rows;
76 num_cols_ = num_cols;
77 rows_.resize(num_rows + 1, 0);
78 cols_.resize(max_num_nonzeros, 0);
79 values_.resize(max_num_nonzeros, 0.0);
80
81
82 VLOG(1) << "# of rows: " << num_rows_
83 << " # of columns: " << num_cols_
84 << " max_num_nonzeros: " << cols_.size()
85 << ". Allocating " << (num_rows_ + 1) * sizeof(int) + // NOLINT
86 cols_.size() * sizeof(int) + // NOLINT
87 cols_.size() * sizeof(double); // NOLINT
88 }
89
CompressedRowSparseMatrix(const TripletSparseMatrix & m)90 CompressedRowSparseMatrix::CompressedRowSparseMatrix(
91 const TripletSparseMatrix& m) {
92 num_rows_ = m.num_rows();
93 num_cols_ = m.num_cols();
94
95 rows_.resize(num_rows_ + 1, 0);
96 cols_.resize(m.num_nonzeros(), 0);
97 values_.resize(m.max_num_nonzeros(), 0.0);
98
99 // index is the list of indices into the TripletSparseMatrix m.
100 vector<int> index(m.num_nonzeros(), 0);
101 for (int i = 0; i < m.num_nonzeros(); ++i) {
102 index[i] = i;
103 }
104
105 // Sort index such that the entries of m are ordered by row and ties
106 // are broken by column.
107 sort(index.begin(), index.end(), RowColLessThan(m.rows(), m.cols()));
108
109 VLOG(1) << "# of rows: " << num_rows_
110 << " # of columns: " << num_cols_
111 << " max_num_nonzeros: " << cols_.size()
112 << ". Allocating "
113 << ((num_rows_ + 1) * sizeof(int) + // NOLINT
114 cols_.size() * sizeof(int) + // NOLINT
115 cols_.size() * sizeof(double)); // NOLINT
116
117 // Copy the contents of the cols and values array in the order given
118 // by index and count the number of entries in each row.
119 for (int i = 0; i < m.num_nonzeros(); ++i) {
120 const int idx = index[i];
121 ++rows_[m.rows()[idx] + 1];
122 cols_[i] = m.cols()[idx];
123 values_[i] = m.values()[idx];
124 }
125
126 // Find the cumulative sum of the row counts.
127 for (int i = 1; i < num_rows_ + 1; ++i) {
128 rows_[i] += rows_[i - 1];
129 }
130
131 CHECK_EQ(num_nonzeros(), m.num_nonzeros());
132 }
133
CompressedRowSparseMatrix(const double * diagonal,int num_rows)134 CompressedRowSparseMatrix::CompressedRowSparseMatrix(const double* diagonal,
135 int num_rows) {
136 CHECK_NOTNULL(diagonal);
137
138 num_rows_ = num_rows;
139 num_cols_ = num_rows;
140 rows_.resize(num_rows + 1);
141 cols_.resize(num_rows);
142 values_.resize(num_rows);
143
144 rows_[0] = 0;
145 for (int i = 0; i < num_rows_; ++i) {
146 cols_[i] = i;
147 values_[i] = diagonal[i];
148 rows_[i + 1] = i + 1;
149 }
150
151 CHECK_EQ(num_nonzeros(), num_rows);
152 }
153
~CompressedRowSparseMatrix()154 CompressedRowSparseMatrix::~CompressedRowSparseMatrix() {
155 }
156
SetZero()157 void CompressedRowSparseMatrix::SetZero() {
158 fill(values_.begin(), values_.end(), 0);
159 }
160
RightMultiply(const double * x,double * y) const161 void CompressedRowSparseMatrix::RightMultiply(const double* x,
162 double* y) const {
163 CHECK_NOTNULL(x);
164 CHECK_NOTNULL(y);
165
166 for (int r = 0; r < num_rows_; ++r) {
167 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
168 y[r] += values_[idx] * x[cols_[idx]];
169 }
170 }
171 }
172
LeftMultiply(const double * x,double * y) const173 void CompressedRowSparseMatrix::LeftMultiply(const double* x, double* y) const {
174 CHECK_NOTNULL(x);
175 CHECK_NOTNULL(y);
176
177 for (int r = 0; r < num_rows_; ++r) {
178 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
179 y[cols_[idx]] += values_[idx] * x[r];
180 }
181 }
182 }
183
SquaredColumnNorm(double * x) const184 void CompressedRowSparseMatrix::SquaredColumnNorm(double* x) const {
185 CHECK_NOTNULL(x);
186
187 fill(x, x + num_cols_, 0.0);
188 for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
189 x[cols_[idx]] += values_[idx] * values_[idx];
190 }
191 }
192
ScaleColumns(const double * scale)193 void CompressedRowSparseMatrix::ScaleColumns(const double* scale) {
194 CHECK_NOTNULL(scale);
195
196 for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
197 values_[idx] *= scale[cols_[idx]];
198 }
199 }
200
ToDenseMatrix(Matrix * dense_matrix) const201 void CompressedRowSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
202 CHECK_NOTNULL(dense_matrix);
203 dense_matrix->resize(num_rows_, num_cols_);
204 dense_matrix->setZero();
205
206 for (int r = 0; r < num_rows_; ++r) {
207 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
208 (*dense_matrix)(r, cols_[idx]) = values_[idx];
209 }
210 }
211 }
212
DeleteRows(int delta_rows)213 void CompressedRowSparseMatrix::DeleteRows(int delta_rows) {
214 CHECK_GE(delta_rows, 0);
215 CHECK_LE(delta_rows, num_rows_);
216
217 num_rows_ -= delta_rows;
218 rows_.resize(num_rows_ + 1);
219
220 // Walk the list of row blocks until we reach the new number of rows
221 // and the drop the rest of the row blocks.
222 int num_row_blocks = 0;
223 int num_rows = 0;
224 while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) {
225 num_rows += row_blocks_[num_row_blocks];
226 ++num_row_blocks;
227 }
228
229 row_blocks_.resize(num_row_blocks);
230 }
231
AppendRows(const CompressedRowSparseMatrix & m)232 void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) {
233 CHECK_EQ(m.num_cols(), num_cols_);
234
235 CHECK(row_blocks_.size() == 0 || m.row_blocks().size() !=0)
236 << "Cannot append a matrix with row blocks to one without and vice versa."
237 << "This matrix has : " << row_blocks_.size() << " row blocks."
238 << "The matrix being appended has: " << m.row_blocks().size()
239 << " row blocks.";
240
241 if (cols_.size() < num_nonzeros() + m.num_nonzeros()) {
242 cols_.resize(num_nonzeros() + m.num_nonzeros());
243 values_.resize(num_nonzeros() + m.num_nonzeros());
244 }
245
246 // Copy the contents of m into this matrix.
247 copy(m.cols(), m.cols() + m.num_nonzeros(), &cols_[num_nonzeros()]);
248 copy(m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]);
249 rows_.resize(num_rows_ + m.num_rows() + 1);
250 // new_rows = [rows_, m.row() + rows_[num_rows_]]
251 fill(rows_.begin() + num_rows_,
252 rows_.begin() + num_rows_ + m.num_rows() + 1,
253 rows_[num_rows_]);
254
255 for (int r = 0; r < m.num_rows() + 1; ++r) {
256 rows_[num_rows_ + r] += m.rows()[r];
257 }
258
259 num_rows_ += m.num_rows();
260 row_blocks_.insert(row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end());
261 }
262
ToTextFile(FILE * file) const263 void CompressedRowSparseMatrix::ToTextFile(FILE* file) const {
264 CHECK_NOTNULL(file);
265 for (int r = 0; r < num_rows_; ++r) {
266 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
267 fprintf(file,
268 "% 10d % 10d %17f\n",
269 r,
270 cols_[idx],
271 values_[idx]);
272 }
273 }
274 }
275
ToCRSMatrix(CRSMatrix * matrix) const276 void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const {
277 matrix->num_rows = num_rows_;
278 matrix->num_cols = num_cols_;
279 matrix->rows = rows_;
280 matrix->cols = cols_;
281 matrix->values = values_;
282
283 // Trim.
284 matrix->rows.resize(matrix->num_rows + 1);
285 matrix->cols.resize(matrix->rows[matrix->num_rows]);
286 matrix->values.resize(matrix->rows[matrix->num_rows]);
287 }
288
SetMaxNumNonZeros(int num_nonzeros)289 void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) {
290 CHECK_GE(num_nonzeros, 0);
291
292 cols_.resize(num_nonzeros);
293 values_.resize(num_nonzeros);
294 }
295
SolveLowerTriangularInPlace(double * solution) const296 void CompressedRowSparseMatrix::SolveLowerTriangularInPlace(
297 double* solution) const {
298 for (int r = 0; r < num_rows_; ++r) {
299 for (int idx = rows_[r]; idx < rows_[r + 1] - 1; ++idx) {
300 solution[r] -= values_[idx] * solution[cols_[idx]];
301 }
302 solution[r] /= values_[rows_[r + 1] - 1];
303 }
304 }
305
SolveLowerTriangularTransposeInPlace(double * solution) const306 void CompressedRowSparseMatrix::SolveLowerTriangularTransposeInPlace(
307 double* solution) const {
308 for (int r = num_rows_ - 1; r >= 0; --r) {
309 solution[r] /= values_[rows_[r + 1] - 1];
310 for (int idx = rows_[r + 1] - 2; idx >= rows_[r]; --idx) {
311 solution[cols_[idx]] -= values_[idx] * solution[r];
312 }
313 }
314 }
315
CreateBlockDiagonalMatrix(const double * diagonal,const vector<int> & blocks)316 CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
317 const double* diagonal,
318 const vector<int>& blocks) {
319 int num_rows = 0;
320 int num_nonzeros = 0;
321 for (int i = 0; i < blocks.size(); ++i) {
322 num_rows += blocks[i];
323 num_nonzeros += blocks[i] * blocks[i];
324 }
325
326 CompressedRowSparseMatrix* matrix =
327 new CompressedRowSparseMatrix(num_rows, num_rows, num_nonzeros);
328
329 int* rows = matrix->mutable_rows();
330 int* cols = matrix->mutable_cols();
331 double* values = matrix->mutable_values();
332 fill(values, values + num_nonzeros, 0.0);
333
334 int idx_cursor = 0;
335 int col_cursor = 0;
336 for (int i = 0; i < blocks.size(); ++i) {
337 const int block_size = blocks[i];
338 for (int r = 0; r < block_size; ++r) {
339 *(rows++) = idx_cursor;
340 values[idx_cursor + r] = diagonal[col_cursor + r];
341 for (int c = 0; c < block_size; ++c, ++idx_cursor) {
342 *(cols++) = col_cursor + c;
343 }
344 }
345 col_cursor += block_size;
346 }
347 *rows = idx_cursor;
348
349 *matrix->mutable_row_blocks() = blocks;
350 *matrix->mutable_col_blocks() = blocks;
351
352 CHECK_EQ(idx_cursor, num_nonzeros);
353 CHECK_EQ(col_cursor, num_rows);
354 return matrix;
355 }
356
Transpose() const357 CompressedRowSparseMatrix* CompressedRowSparseMatrix::Transpose() const {
358 CompressedRowSparseMatrix* transpose =
359 new CompressedRowSparseMatrix(num_cols_, num_rows_, num_nonzeros());
360
361 int* transpose_rows = transpose->mutable_rows();
362 int* transpose_cols = transpose->mutable_cols();
363 double* transpose_values = transpose->mutable_values();
364
365 for (int idx = 0; idx < num_nonzeros(); ++idx) {
366 ++transpose_rows[cols_[idx] + 1];
367 }
368
369 for (int i = 1; i < transpose->num_rows() + 1; ++i) {
370 transpose_rows[i] += transpose_rows[i - 1];
371 }
372
373 for (int r = 0; r < num_rows(); ++r) {
374 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
375 const int c = cols_[idx];
376 const int transpose_idx = transpose_rows[c]++;
377 transpose_cols[transpose_idx] = r;
378 transpose_values[transpose_idx] = values_[idx];
379 }
380 }
381
382 for (int i = transpose->num_rows() - 1; i > 0 ; --i) {
383 transpose_rows[i] = transpose_rows[i - 1];
384 }
385 transpose_rows[0] = 0;
386
387 *(transpose->mutable_row_blocks()) = col_blocks_;
388 *(transpose->mutable_col_blocks()) = row_blocks_;
389
390 return transpose;
391 }
392
393 namespace {
394 // A ProductTerm is a term in the outer product of a matrix with
395 // itself.
396 struct ProductTerm {
ProductTermceres::internal::__anona93e30e80211::ProductTerm397 ProductTerm(const int row, const int col, const int index)
398 : row(row), col(col), index(index) {
399 }
400
operator <ceres::internal::__anona93e30e80211::ProductTerm401 bool operator<(const ProductTerm& right) const {
402 if (row == right.row) {
403 if (col == right.col) {
404 return index < right.index;
405 }
406 return col < right.col;
407 }
408 return row < right.row;
409 }
410
411 int row;
412 int col;
413 int index;
414 };
415
416 CompressedRowSparseMatrix*
CompressAndFillProgram(const int num_rows,const int num_cols,const vector<ProductTerm> & product,vector<int> * program)417 CompressAndFillProgram(const int num_rows,
418 const int num_cols,
419 const vector<ProductTerm>& product,
420 vector<int>* program) {
421 CHECK_GT(product.size(), 0);
422
423 // Count the number of unique product term, which in turn is the
424 // number of non-zeros in the outer product.
425 int num_nonzeros = 1;
426 for (int i = 1; i < product.size(); ++i) {
427 if (product[i].row != product[i - 1].row ||
428 product[i].col != product[i - 1].col) {
429 ++num_nonzeros;
430 }
431 }
432
433 CompressedRowSparseMatrix* matrix =
434 new CompressedRowSparseMatrix(num_rows, num_cols, num_nonzeros);
435
436 int* crsm_rows = matrix->mutable_rows();
437 std::fill(crsm_rows, crsm_rows + num_rows + 1, 0);
438 int* crsm_cols = matrix->mutable_cols();
439 std::fill(crsm_cols, crsm_cols + num_nonzeros, 0);
440
441 CHECK_NOTNULL(program)->clear();
442 program->resize(product.size());
443
444 // Iterate over the sorted product terms. This means each row is
445 // filled one at a time, and we are able to assign a position in the
446 // values array to each term.
447 //
448 // If terms repeat, i.e., they contribute to the same entry in the
449 // result matrix), then they do not affect the sparsity structure of
450 // the result matrix.
451 int nnz = 0;
452 crsm_cols[0] = product[0].col;
453 crsm_rows[product[0].row + 1]++;
454 (*program)[product[0].index] = nnz;
455 for (int i = 1; i < product.size(); ++i) {
456 const ProductTerm& previous = product[i - 1];
457 const ProductTerm& current = product[i];
458
459 // Sparsity structure is updated only if the term is not a repeat.
460 if (previous.row != current.row || previous.col != current.col) {
461 crsm_cols[++nnz] = current.col;
462 crsm_rows[current.row + 1]++;
463 }
464
465 // All terms get assigned the position in the values array where
466 // their value is accumulated.
467 (*program)[current.index] = nnz;
468 }
469
470 for (int i = 1; i < num_rows + 1; ++i) {
471 crsm_rows[i] += crsm_rows[i - 1];
472 }
473
474 return matrix;
475 }
476
477 } // namespace
478
479 CompressedRowSparseMatrix*
CreateOuterProductMatrixAndProgram(const CompressedRowSparseMatrix & m,vector<int> * program)480 CompressedRowSparseMatrix::CreateOuterProductMatrixAndProgram(
481 const CompressedRowSparseMatrix& m,
482 vector<int>* program) {
483 CHECK_NOTNULL(program)->clear();
484 CHECK_GT(m.num_nonzeros(), 0) << "Congratulations, "
485 << "you found a bug in Ceres. Please report it.";
486
487 vector<ProductTerm> product;
488 const vector<int>& row_blocks = m.row_blocks();
489 int row_block_begin = 0;
490 // Iterate over row blocks
491 for (int row_block = 0; row_block < row_blocks.size(); ++row_block) {
492 const int row_block_end = row_block_begin + row_blocks[row_block];
493 // Compute the outer product terms for just one row per row block.
494 const int r = row_block_begin;
495 // Compute the lower triangular part of the product.
496 for (int idx1 = m.rows()[r]; idx1 < m.rows()[r + 1]; ++idx1) {
497 for (int idx2 = m.rows()[r]; idx2 <= idx1; ++idx2) {
498 product.push_back(ProductTerm(m.cols()[idx1], m.cols()[idx2], product.size()));
499 }
500 }
501 row_block_begin = row_block_end;
502 }
503 CHECK_EQ(row_block_begin, m.num_rows());
504 sort(product.begin(), product.end());
505 return CompressAndFillProgram(m.num_cols(), m.num_cols(), product, program);
506 }
507
ComputeOuterProduct(const CompressedRowSparseMatrix & m,const vector<int> & program,CompressedRowSparseMatrix * result)508 void CompressedRowSparseMatrix::ComputeOuterProduct(
509 const CompressedRowSparseMatrix& m,
510 const vector<int>& program,
511 CompressedRowSparseMatrix* result) {
512 result->SetZero();
513 double* values = result->mutable_values();
514 const vector<int>& row_blocks = m.row_blocks();
515
516 int cursor = 0;
517 int row_block_begin = 0;
518 const double* m_values = m.values();
519 const int* m_rows = m.rows();
520 // Iterate over row blocks.
521 for (int row_block = 0; row_block < row_blocks.size(); ++row_block) {
522 const int row_block_end = row_block_begin + row_blocks[row_block];
523 const int saved_cursor = cursor;
524 for (int r = row_block_begin; r < row_block_end; ++r) {
525 // Reuse the program segment for each row in this row block.
526 cursor = saved_cursor;
527 const int row_begin = m_rows[r];
528 const int row_end = m_rows[r + 1];
529 for (int idx1 = row_begin; idx1 < row_end; ++idx1) {
530 const double v1 = m_values[idx1];
531 for (int idx2 = row_begin; idx2 <= idx1; ++idx2, ++cursor) {
532 values[program[cursor]] += v1 * m_values[idx2];
533 }
534 }
535 }
536 row_block_begin = row_block_end;
537 }
538
539 CHECK_EQ(row_block_begin, m.num_rows());
540 CHECK_EQ(cursor, program.size());
541 }
542
543 } // namespace internal
544 } // namespace ceres
545