123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210 |
- // 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)
- //
- // Implementation of the SparseMatrix interface for block sparse
- // matrices.
- #ifndef CERES_INTERNAL_BLOCK_SPARSE_MATRIX_H_
- #define CERES_INTERNAL_BLOCK_SPARSE_MATRIX_H_
- #include <memory>
- #include <random>
- #include "ceres/block_structure.h"
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/context_impl.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/export.h"
- #include "ceres/sparse_matrix.h"
- namespace ceres::internal {
- class TripletSparseMatrix;
- // This class implements the SparseMatrix interface for storing and
- // manipulating block sparse matrices. The block structure is stored
- // in the CompressedRowBlockStructure object and one is needed to
- // initialize the matrix. For details on how the blocks structure of
- // the matrix is stored please see the documentation
- //
- // internal/ceres/block_structure.h
- //
- class CERES_NO_EXPORT BlockSparseMatrix final : public SparseMatrix {
- public:
- // Construct a block sparse matrix with a fully initialized
- // CompressedRowBlockStructure objected. The matrix takes over
- // ownership of this object and destroys it upon destruction.
- //
- // TODO(sameeragarwal): Add a function which will validate legal
- // CompressedRowBlockStructure objects.
- explicit BlockSparseMatrix(CompressedRowBlockStructure* block_structure,
- bool use_page_locked_memory = false);
- ~BlockSparseMatrix();
- BlockSparseMatrix(const BlockSparseMatrix&) = delete;
- void operator=(const BlockSparseMatrix&) = delete;
- // Implementation of SparseMatrix interface.
- void SetZero() override final;
- void SetZero(ContextImpl* context, int num_threads) override 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 LeftMultiplyAndAccumulate(const double* x,
- double* y,
- ContextImpl* context,
- int num_threads) const final;
- void SquaredColumnNorm(double* x) const final;
- void SquaredColumnNorm(double* x,
- ContextImpl* context,
- int num_threads) const final;
- void ScaleColumns(const double* scale) final;
- void ScaleColumns(const double* scale,
- ContextImpl* context,
- int num_threads) final;
- // Convert to CompressedRowSparseMatrix
- std::unique_ptr<CompressedRowSparseMatrix> ToCompressedRowSparseMatrix()
- const;
- // Create CompressedRowSparseMatrix corresponding to transposed matrix
- std::unique_ptr<CompressedRowSparseMatrix>
- ToCompressedRowSparseMatrixTranspose() const;
- // Copy values to CompressedRowSparseMatrix that has compatible structure
- void UpdateCompressedRowSparseMatrix(
- CompressedRowSparseMatrix* crs_matrix) const;
- // Copy values to CompressedRowSparseMatrix that has structure of transposed
- // matrix
- void UpdateCompressedRowSparseMatrixTranspose(
- CompressedRowSparseMatrix* crs_matrix) const;
- void ToDenseMatrix(Matrix* dense_matrix) const final;
- void ToTextFile(FILE* file) const final;
- void AddTransposeBlockStructure();
- // clang-format off
- int num_rows() const final { return num_rows_; }
- int num_cols() const final { return num_cols_; }
- int num_nonzeros() const final { return num_nonzeros_; }
- const double* values() const final { return values_; }
- double* mutable_values() final { return values_; }
- // clang-format on
- void ToTripletSparseMatrix(TripletSparseMatrix* matrix) const;
- const CompressedRowBlockStructure* block_structure() const;
- const CompressedRowBlockStructure* transpose_block_structure() const;
- // Append the contents of m to the bottom of this matrix. m must
- // have the same column blocks structure as this matrix.
- void AppendRows(const BlockSparseMatrix& m);
- // Delete the bottom delta_rows_blocks.
- void DeleteRowBlocks(int delta_row_blocks);
- static std::unique_ptr<BlockSparseMatrix> CreateDiagonalMatrix(
- const double* diagonal, const std::vector<Block>& column_blocks);
- struct RandomMatrixOptions {
- 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;
- // If col_blocks is non-empty, then the generated random matrix
- // has this block structure and the column related options in this
- // struct are ignored.
- std::vector<Block> col_blocks;
- };
- // Create a random BlockSparseMatrix whose entries are normally
- // distributed and whose structure is determined by
- // RandomMatrixOptions.
- static std::unique_ptr<BlockSparseMatrix> CreateRandomMatrix(
- const RandomMatrixOptions& options,
- std::mt19937& prng,
- bool use_page_locked_memory = false);
- private:
- double* AllocateValues(int size);
- void FreeValues(double*& values);
- const bool use_page_locked_memory_;
- int num_rows_;
- int num_cols_;
- int num_nonzeros_;
- int max_num_nonzeros_;
- double* values_;
- std::unique_ptr<CompressedRowBlockStructure> block_structure_;
- std::unique_ptr<CompressedRowBlockStructure> transpose_block_structure_;
- };
- // A number of algorithms like the SchurEliminator do not need
- // access to the full BlockSparseMatrix interface. They only
- // need read only access to the values array and the block structure.
- //
- // BlockSparseDataMatrix a struct that carries these two bits of
- // information
- class CERES_NO_EXPORT BlockSparseMatrixData {
- public:
- explicit BlockSparseMatrixData(const BlockSparseMatrix& m)
- : block_structure_(m.block_structure()), values_(m.values()){};
- BlockSparseMatrixData(const CompressedRowBlockStructure* block_structure,
- const double* values)
- : block_structure_(block_structure), values_(values) {}
- const CompressedRowBlockStructure* block_structure() const {
- return block_structure_;
- }
- const double* values() const { return values_; }
- private:
- const CompressedRowBlockStructure* block_structure_;
- const double* values_;
- };
- std::unique_ptr<CompressedRowBlockStructure> CreateTranspose(
- const CompressedRowBlockStructure& bs);
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_BLOCK_SPARSE_MATRIX_H_
|