// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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_ROW_SPARSE_MATRIX_H_ #define CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_ #include #include #include #include "ceres/block_structure.h" #include "ceres/internal/disable_warnings.h" #include "ceres/internal/export.h" #include "ceres/sparse_matrix.h" #include "ceres/types.h" #include "glog/logging.h" namespace ceres { struct CRSMatrix; namespace internal { class ContextImpl; class TripletSparseMatrix; class CERES_NO_EXPORT CompressedRowSparseMatrix : public SparseMatrix { public: enum class StorageType { UNSYMMETRIC, // Matrix is assumed to be symmetric but only the lower triangular // part of the matrix is stored. LOWER_TRIANGULAR, // Matrix is assumed to be symmetric but only the upper triangular // part of the matrix is stored. UPPER_TRIANGULAR }; // Create a matrix with the same content as the TripletSparseMatrix // input. We assume that input does not have any repeated // entries. // // The storage type of the matrix is set to UNSYMMETRIC. static std::unique_ptr FromTripletSparseMatrix( const TripletSparseMatrix& input); // Create a matrix with the same content as the TripletSparseMatrix // input transposed. We assume that input does not have any repeated // entries. // // The storage type of the matrix is set to UNSYMMETRIC. static std::unique_ptr FromTripletSparseMatrixTransposed(const TripletSparseMatrix& input); // Use this constructor only if you know what you are doing. This // creates a "blank" matrix with the appropriate amount of memory // allocated. However, the object itself is in an inconsistent state // as the rows and cols matrices do not match the values of // num_rows, num_cols and max_num_nonzeros. // // The use case for this constructor is that when the user knows the // size of the matrix to begin with and wants to update the layout // manually, instead of going via the indirect route of first // constructing a TripletSparseMatrix, which leads to more than // double the peak memory usage. // // The storage type is set to UNSYMMETRIC. CompressedRowSparseMatrix(int num_rows, int num_cols, int max_num_nonzeros); // Build a square sparse diagonal matrix with num_rows rows and // columns. The diagonal m(i,i) = diagonal(i); // // The storage type is set to UNSYMMETRIC CompressedRowSparseMatrix(const double* diagonal, int num_rows); // SparseMatrix interface. ~CompressedRowSparseMatrix() override; void SetZero() final; void RightMultiplyAndAccumulate(const double* x, double* y) const final; void RightMultiplyAndAccumulate(const double* x, double* y, ContextImpl* context, int num_threads) const final; void LeftMultiplyAndAccumulate(const double* x, double* y) const final; void SquaredColumnNorm(double* x) const final; void ScaleColumns(const double* scale) final; void ToDenseMatrix(Matrix* dense_matrix) const final; void ToTextFile(FILE* file) const final; int num_rows() const final { return num_rows_; } int num_cols() const final { return num_cols_; } int num_nonzeros() const final { return rows_[num_rows_]; } const double* values() const final { return values_.data(); } double* mutable_values() final { return values_.data(); } // Delete the bottom delta_rows. // num_rows -= delta_rows void DeleteRows(int delta_rows); // Append the contents of m to the bottom of this matrix. m must // have the same number of columns as this matrix. void AppendRows(const CompressedRowSparseMatrix& m); void ToCRSMatrix(CRSMatrix* matrix) const; std::unique_ptr Transpose() const; // Destructive array resizing method. void SetMaxNumNonZeros(int num_nonzeros); // Non-destructive array resizing method. void set_num_rows(const int num_rows) { num_rows_ = num_rows; } void set_num_cols(const int num_cols) { num_cols_ = num_cols; } // Low level access methods that expose the structure of the matrix. const int* cols() const { return cols_.data(); } int* mutable_cols() { return cols_.data(); } const int* rows() const { return rows_.data(); } int* mutable_rows() { return rows_.data(); } StorageType storage_type() const { return storage_type_; } void set_storage_type(const StorageType storage_type) { storage_type_ = storage_type; } const std::vector& row_blocks() const { return row_blocks_; } std::vector* mutable_row_blocks() { return &row_blocks_; } const std::vector& col_blocks() const { return col_blocks_; } std::vector* mutable_col_blocks() { return &col_blocks_; } // Create a block diagonal CompressedRowSparseMatrix with the given // block structure. The individual blocks are assumed to be laid out // contiguously in the diagonal array, one block at a time. static std::unique_ptr CreateBlockDiagonalMatrix( const double* diagonal, const std::vector& blocks); // Options struct to control the generation of random block sparse // matrices in compressed row sparse format. // // The random matrix generation proceeds as follows. // // First the row and column block structure is determined by // generating random row and column block sizes that lie within the // given bounds. // // Then we walk the block structure of the resulting matrix, and with // probability block_density determine whether they are structurally // zero or not. If the answer is no, then we generate entries for the // block which are distributed normally. struct RandomMatrixOptions { // Type of matrix to create. // // If storage_type is UPPER_TRIANGULAR (LOWER_TRIANGULAR), then // create a square symmetric matrix with just the upper triangular // (lower triangular) part. In this case, num_col_blocks, // min_col_block_size and max_col_block_size will be ignored and // assumed to be equal to the corresponding row settings. StorageType storage_type = StorageType::UNSYMMETRIC; int num_row_blocks = 0; int min_row_block_size = 0; int max_row_block_size = 0; int num_col_blocks = 0; int min_col_block_size = 0; int max_col_block_size = 0; // 0 < block_density <= 1 is the probability of a block being // present in the matrix. A given random matrix will not have // precisely this density. double block_density = 0.0; }; // Create a random CompressedRowSparseMatrix whose entries are // normally distributed and whose structure is determined by // RandomMatrixOptions. static std::unique_ptr CreateRandomMatrix( RandomMatrixOptions options, std::mt19937& prng); private: static std::unique_ptr FromTripletSparseMatrix( const TripletSparseMatrix& input, bool transpose); int num_rows_; int num_cols_; std::vector rows_; std::vector cols_; std::vector values_; StorageType storage_type_; // If the matrix has an underlying block structure, then it can also // carry with it row and column block sizes. This is auxiliary and // optional information for use by algorithms operating on the // matrix. The class itself does not make use of this information in // any way. std::vector row_blocks_; std::vector col_blocks_; }; inline std::ostream& operator<<(std::ostream& s, CompressedRowSparseMatrix::StorageType type) { switch (type) { case CompressedRowSparseMatrix::StorageType::UNSYMMETRIC: s << "UNSYMMETRIC"; break; case CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR: s << "UPPER_TRIANGULAR"; break; case CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR: s << "LOWER_TRIANGULAR"; break; default: s << "UNKNOWN CompressedRowSparseMatrix::StorageType"; } return s; } } // namespace internal } // namespace ceres #include "ceres/internal/reenable_warnings.h" #endif // CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_