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- // 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_COL_SPARSE_MATRIX_UTILS_H_
- #define CERES_INTERNAL_COMPRESSED_COL_SPARSE_MATRIX_UTILS_H_
- #include <algorithm>
- #include <vector>
- #include "ceres/block_structure.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/export.h"
- namespace ceres::internal {
- // Extract the block sparsity pattern of the scalar compressed columns
- // matrix and return it in compressed column form. The compressed
- // column form is stored in two vectors block_rows, and block_cols,
- // which correspond to the row and column arrays in a compressed
- // column sparse matrix.
- //
- // If c_ij is the block in the matrix A corresponding to row block i
- // and column block j, then it is expected that A contains at least
- // one non-zero entry corresponding to the top left entry of c_ij,
- // as that entry is used to detect the presence of a non-zero c_ij.
- CERES_NO_EXPORT void CompressedColumnScalarMatrixToBlockMatrix(
- const int* scalar_rows,
- const int* scalar_cols,
- const std::vector<Block>& row_blocks,
- const std::vector<Block>& col_blocks,
- std::vector<int>* block_rows,
- std::vector<int>* block_cols);
- // Given a set of blocks and a permutation of these blocks, compute
- // the corresponding "scalar" ordering, where the scalar ordering of
- // size sum(blocks).
- CERES_NO_EXPORT void BlockOrderingToScalarOrdering(
- const std::vector<Block>& blocks,
- const std::vector<int>& block_ordering,
- std::vector<int>* scalar_ordering);
- // Solve the linear system
- //
- // R * solution = rhs
- //
- // Where R is an upper triangular compressed column sparse matrix.
- template <typename IntegerType>
- void SolveUpperTriangularInPlace(IntegerType num_cols,
- const IntegerType* rows,
- const IntegerType* cols,
- const double* values,
- double* rhs_and_solution) {
- for (IntegerType c = num_cols - 1; c >= 0; --c) {
- rhs_and_solution[c] /= values[cols[c + 1] - 1];
- for (IntegerType idx = cols[c]; idx < cols[c + 1] - 1; ++idx) {
- const IntegerType r = rows[idx];
- const double v = values[idx];
- rhs_and_solution[r] -= v * rhs_and_solution[c];
- }
- }
- }
- // Solve the linear system
- //
- // R' * solution = rhs
- //
- // Where R is an upper triangular compressed column sparse matrix.
- template <typename IntegerType>
- void SolveUpperTriangularTransposeInPlace(IntegerType num_cols,
- const IntegerType* rows,
- const IntegerType* cols,
- const double* values,
- double* rhs_and_solution) {
- for (IntegerType c = 0; c < num_cols; ++c) {
- for (IntegerType idx = cols[c]; idx < cols[c + 1] - 1; ++idx) {
- const IntegerType r = rows[idx];
- const double v = values[idx];
- rhs_and_solution[c] -= v * rhs_and_solution[r];
- }
- rhs_and_solution[c] = rhs_and_solution[c] / values[cols[c + 1] - 1];
- }
- }
- // Given a upper triangular matrix R in compressed column form, solve
- // the linear system,
- //
- // R'R x = b
- //
- // Where b is all zeros except for rhs_nonzero_index, where it is
- // equal to one.
- //
- // The function exploits this knowledge to reduce the number of
- // floating point operations.
- template <typename IntegerType>
- void SolveRTRWithSparseRHS(IntegerType num_cols,
- const IntegerType* rows,
- const IntegerType* cols,
- const double* values,
- const int rhs_nonzero_index,
- double* solution) {
- std::fill(solution, solution + num_cols, 0.0);
- solution[rhs_nonzero_index] = 1.0 / values[cols[rhs_nonzero_index + 1] - 1];
- for (IntegerType c = rhs_nonzero_index + 1; c < num_cols; ++c) {
- for (IntegerType idx = cols[c]; idx < cols[c + 1] - 1; ++idx) {
- const IntegerType r = rows[idx];
- if (r < rhs_nonzero_index) continue;
- const double v = values[idx];
- solution[c] -= v * solution[r];
- }
- solution[c] = solution[c] / values[cols[c + 1] - 1];
- }
- SolveUpperTriangularInPlace(num_cols, rows, cols, values, solution);
- }
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_COMPRESSED_COL_SPARSE_MATRIX_UTILS_H_
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