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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)
- #include "ceres/compressed_row_sparse_matrix.h"
- #include <algorithm>
- #include <functional>
- #include <memory>
- #include <numeric>
- #include <random>
- #include <vector>
- #include "ceres/context_impl.h"
- #include "ceres/crs_matrix.h"
- #include "ceres/internal/export.h"
- #include "ceres/parallel_for.h"
- #include "ceres/triplet_sparse_matrix.h"
- #include "glog/logging.h"
- namespace ceres::internal {
- namespace {
- // Helper functor used by the constructor for reordering the contents
- // of a TripletSparseMatrix. This comparator assumes that there are no
- // duplicates in the pair of arrays rows and cols, i.e., there is no
- // indices i and j (not equal to each other) s.t.
- //
- // rows[i] == rows[j] && cols[i] == cols[j]
- //
- // If this is the case, this functor will not be a StrictWeakOrdering.
- struct RowColLessThan {
- RowColLessThan(const int* rows, const int* cols) : rows(rows), cols(cols) {}
- bool operator()(const int x, const int y) const {
- if (rows[x] == rows[y]) {
- return (cols[x] < cols[y]);
- }
- return (rows[x] < rows[y]);
- }
- const int* rows;
- const int* cols;
- };
- void TransposeForCompressedRowSparseStructure(const int num_rows,
- const int num_cols,
- const int num_nonzeros,
- const int* rows,
- const int* cols,
- const double* values,
- int* transpose_rows,
- int* transpose_cols,
- double* transpose_values) {
- // Explicitly zero out transpose_rows.
- std::fill(transpose_rows, transpose_rows + num_cols + 1, 0);
- // Count the number of entries in each column of the original matrix
- // and assign to transpose_rows[col + 1].
- for (int idx = 0; idx < num_nonzeros; ++idx) {
- ++transpose_rows[cols[idx] + 1];
- }
- // Compute the starting position for each row in the transpose by
- // computing the cumulative sum of the entries of transpose_rows.
- for (int i = 1; i < num_cols + 1; ++i) {
- transpose_rows[i] += transpose_rows[i - 1];
- }
- // Populate transpose_cols and (optionally) transpose_values by
- // walking the entries of the source matrices. For each entry that
- // is added, the value of transpose_row is incremented allowing us
- // to keep track of where the next entry for that row should go.
- //
- // As a result transpose_row is shifted to the left by one entry.
- for (int r = 0; r < num_rows; ++r) {
- for (int idx = rows[r]; idx < rows[r + 1]; ++idx) {
- const int c = cols[idx];
- const int transpose_idx = transpose_rows[c]++;
- transpose_cols[transpose_idx] = r;
- if (values != nullptr && transpose_values != nullptr) {
- transpose_values[transpose_idx] = values[idx];
- }
- }
- }
- // This loop undoes the left shift to transpose_rows introduced by
- // the previous loop.
- for (int i = num_cols - 1; i > 0; --i) {
- transpose_rows[i] = transpose_rows[i - 1];
- }
- transpose_rows[0] = 0;
- }
- template <class RandomNormalFunctor>
- void AddRandomBlock(const int num_rows,
- const int num_cols,
- const int row_block_begin,
- const int col_block_begin,
- RandomNormalFunctor&& randn,
- std::vector<int>* rows,
- std::vector<int>* cols,
- std::vector<double>* values) {
- for (int r = 0; r < num_rows; ++r) {
- for (int c = 0; c < num_cols; ++c) {
- rows->push_back(row_block_begin + r);
- cols->push_back(col_block_begin + c);
- values->push_back(randn());
- }
- }
- }
- template <class RandomNormalFunctor>
- void AddSymmetricRandomBlock(const int num_rows,
- const int row_block_begin,
- RandomNormalFunctor&& randn,
- std::vector<int>* rows,
- std::vector<int>* cols,
- std::vector<double>* values) {
- for (int r = 0; r < num_rows; ++r) {
- for (int c = r; c < num_rows; ++c) {
- const double v = randn();
- rows->push_back(row_block_begin + r);
- cols->push_back(row_block_begin + c);
- values->push_back(v);
- if (r != c) {
- rows->push_back(row_block_begin + c);
- cols->push_back(row_block_begin + r);
- values->push_back(v);
- }
- }
- }
- }
- } // namespace
- // This constructor gives you a semi-initialized CompressedRowSparseMatrix.
- CompressedRowSparseMatrix::CompressedRowSparseMatrix(int num_rows,
- int num_cols,
- int max_num_nonzeros) {
- num_rows_ = num_rows;
- num_cols_ = num_cols;
- storage_type_ = StorageType::UNSYMMETRIC;
- rows_.resize(num_rows + 1, 0);
- cols_.resize(max_num_nonzeros, 0);
- values_.resize(max_num_nonzeros, 0.0);
- VLOG(1) << "# of rows: " << num_rows_ << " # of columns: " << num_cols_
- << " max_num_nonzeros: " << cols_.size() << ". Allocating "
- << (num_rows_ + 1) * sizeof(int) + // NOLINT
- cols_.size() * sizeof(int) + // NOLINT
- cols_.size() * sizeof(double); // NOLINT
- }
- std::unique_ptr<CompressedRowSparseMatrix>
- CompressedRowSparseMatrix::FromTripletSparseMatrix(
- const TripletSparseMatrix& input) {
- return CompressedRowSparseMatrix::FromTripletSparseMatrix(input, false);
- }
- std::unique_ptr<CompressedRowSparseMatrix>
- CompressedRowSparseMatrix::FromTripletSparseMatrixTransposed(
- const TripletSparseMatrix& input) {
- return CompressedRowSparseMatrix::FromTripletSparseMatrix(input, true);
- }
- std::unique_ptr<CompressedRowSparseMatrix>
- CompressedRowSparseMatrix::FromTripletSparseMatrix(
- const TripletSparseMatrix& input, bool transpose) {
- int num_rows = input.num_rows();
- int num_cols = input.num_cols();
- const int* rows = input.rows();
- const int* cols = input.cols();
- const double* values = input.values();
- if (transpose) {
- std::swap(num_rows, num_cols);
- std::swap(rows, cols);
- }
- // index is the list of indices into the TripletSparseMatrix input.
- std::vector<int> index(input.num_nonzeros(), 0);
- for (int i = 0; i < input.num_nonzeros(); ++i) {
- index[i] = i;
- }
- // Sort index such that the entries of m are ordered by row and ties
- // are broken by column.
- std::sort(index.begin(), index.end(), RowColLessThan(rows, cols));
- VLOG(1) << "# of rows: " << num_rows << " # of columns: " << num_cols
- << " num_nonzeros: " << input.num_nonzeros() << ". Allocating "
- << ((num_rows + 1) * sizeof(int) + // NOLINT
- input.num_nonzeros() * sizeof(int) + // NOLINT
- input.num_nonzeros() * sizeof(double)); // NOLINT
- auto output = std::make_unique<CompressedRowSparseMatrix>(
- num_rows, num_cols, input.num_nonzeros());
- if (num_rows == 0) {
- // No data to copy.
- return output;
- }
- // Copy the contents of the cols and values array in the order given
- // by index and count the number of entries in each row.
- int* output_rows = output->mutable_rows();
- int* output_cols = output->mutable_cols();
- double* output_values = output->mutable_values();
- output_rows[0] = 0;
- for (int i = 0; i < index.size(); ++i) {
- const int idx = index[i];
- ++output_rows[rows[idx] + 1];
- output_cols[i] = cols[idx];
- output_values[i] = values[idx];
- }
- // Find the cumulative sum of the row counts.
- for (int i = 1; i < num_rows + 1; ++i) {
- output_rows[i] += output_rows[i - 1];
- }
- CHECK_EQ(output->num_nonzeros(), input.num_nonzeros());
- return output;
- }
- CompressedRowSparseMatrix::CompressedRowSparseMatrix(const double* diagonal,
- int num_rows) {
- CHECK(diagonal != nullptr);
- num_rows_ = num_rows;
- num_cols_ = num_rows;
- storage_type_ = StorageType::UNSYMMETRIC;
- rows_.resize(num_rows + 1);
- cols_.resize(num_rows);
- values_.resize(num_rows);
- rows_[0] = 0;
- for (int i = 0; i < num_rows_; ++i) {
- cols_[i] = i;
- values_[i] = diagonal[i];
- rows_[i + 1] = i + 1;
- }
- CHECK_EQ(num_nonzeros(), num_rows);
- }
- CompressedRowSparseMatrix::~CompressedRowSparseMatrix() = default;
- void CompressedRowSparseMatrix::SetZero() {
- std::fill(values_.begin(), values_.end(), 0);
- }
- // TODO(sameeragarwal): Make RightMultiplyAndAccumulate and
- // LeftMultiplyAndAccumulate block-aware for higher performance.
- void CompressedRowSparseMatrix::RightMultiplyAndAccumulate(
- const double* x, double* y, ContextImpl* context, int num_threads) const {
- if (storage_type_ != StorageType::UNSYMMETRIC) {
- RightMultiplyAndAccumulate(x, y);
- return;
- }
- auto values = values_.data();
- auto rows = rows_.data();
- auto cols = cols_.data();
- ParallelFor(
- context, 0, num_rows_, num_threads, [values, rows, cols, x, y](int row) {
- for (int idx = rows[row]; idx < rows[row + 1]; ++idx) {
- const int c = cols[idx];
- const double v = values[idx];
- y[row] += v * x[c];
- }
- });
- }
- void CompressedRowSparseMatrix::RightMultiplyAndAccumulate(const double* x,
- double* y) const {
- CHECK(x != nullptr);
- CHECK(y != nullptr);
- if (storage_type_ == StorageType::UNSYMMETRIC) {
- RightMultiplyAndAccumulate(x, y, nullptr, 1);
- } else if (storage_type_ == StorageType::UPPER_TRIANGULAR) {
- // Because of their block structure, we will have entries that lie
- // above (below) the diagonal for lower (upper) triangular matrices,
- // so the loops below need to account for this.
- for (int r = 0; r < num_rows_; ++r) {
- int idx = rows_[r];
- const int idx_end = rows_[r + 1];
- // For upper triangular matrices r <= c, so skip entries with r
- // > c.
- while (idx < idx_end && r > cols_[idx]) {
- ++idx;
- }
- for (; idx < idx_end; ++idx) {
- const int c = cols_[idx];
- const double v = values_[idx];
- y[r] += v * x[c];
- // Since we are only iterating over the upper triangular part
- // of the matrix, add contributions for the strictly lower
- // triangular part.
- if (r != c) {
- y[c] += v * x[r];
- }
- }
- }
- } else if (storage_type_ == StorageType::LOWER_TRIANGULAR) {
- for (int r = 0; r < num_rows_; ++r) {
- int idx = rows_[r];
- const int idx_end = rows_[r + 1];
- // For lower triangular matrices, we only iterate till we are r >=
- // c.
- for (; idx < idx_end && r >= cols_[idx]; ++idx) {
- const int c = cols_[idx];
- const double v = values_[idx];
- y[r] += v * x[c];
- // Since we are only iterating over the lower triangular part
- // of the matrix, add contributions for the strictly upper
- // triangular part.
- if (r != c) {
- y[c] += v * x[r];
- }
- }
- }
- } else {
- LOG(FATAL) << "Unknown storage type: " << storage_type_;
- }
- }
- void CompressedRowSparseMatrix::LeftMultiplyAndAccumulate(const double* x,
- double* y) const {
- CHECK(x != nullptr);
- CHECK(y != nullptr);
- if (storage_type_ == StorageType::UNSYMMETRIC) {
- for (int r = 0; r < num_rows_; ++r) {
- for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
- y[cols_[idx]] += values_[idx] * x[r];
- }
- }
- } else {
- // Since the matrix is symmetric, LeftMultiplyAndAccumulate =
- // RightMultiplyAndAccumulate.
- RightMultiplyAndAccumulate(x, y);
- }
- }
- void CompressedRowSparseMatrix::SquaredColumnNorm(double* x) const {
- CHECK(x != nullptr);
- std::fill(x, x + num_cols_, 0.0);
- if (storage_type_ == StorageType::UNSYMMETRIC) {
- for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
- x[cols_[idx]] += values_[idx] * values_[idx];
- }
- } else if (storage_type_ == StorageType::UPPER_TRIANGULAR) {
- // Because of their block structure, we will have entries that lie
- // above (below) the diagonal for lower (upper) triangular
- // matrices, so the loops below need to account for this.
- for (int r = 0; r < num_rows_; ++r) {
- int idx = rows_[r];
- const int idx_end = rows_[r + 1];
- // For upper triangular matrices r <= c, so skip entries with r
- // > c.
- while (idx < idx_end && r > cols_[idx]) {
- ++idx;
- }
- for (; idx < idx_end; ++idx) {
- const int c = cols_[idx];
- const double v2 = values_[idx] * values_[idx];
- x[c] += v2;
- // Since we are only iterating over the upper triangular part
- // of the matrix, add contributions for the strictly lower
- // triangular part.
- if (r != c) {
- x[r] += v2;
- }
- }
- }
- } else if (storage_type_ == StorageType::LOWER_TRIANGULAR) {
- for (int r = 0; r < num_rows_; ++r) {
- int idx = rows_[r];
- const int idx_end = rows_[r + 1];
- // For lower triangular matrices, we only iterate till we are r >=
- // c.
- for (; idx < idx_end && r >= cols_[idx]; ++idx) {
- const int c = cols_[idx];
- const double v2 = values_[idx] * values_[idx];
- x[c] += v2;
- // Since we are only iterating over the lower triangular part
- // of the matrix, add contributions for the strictly upper
- // triangular part.
- if (r != c) {
- x[r] += v2;
- }
- }
- }
- } else {
- LOG(FATAL) << "Unknown storage type: " << storage_type_;
- }
- }
- void CompressedRowSparseMatrix::ScaleColumns(const double* scale) {
- CHECK(scale != nullptr);
- for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
- values_[idx] *= scale[cols_[idx]];
- }
- }
- void CompressedRowSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
- CHECK(dense_matrix != nullptr);
- dense_matrix->resize(num_rows_, num_cols_);
- dense_matrix->setZero();
- for (int r = 0; r < num_rows_; ++r) {
- for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
- (*dense_matrix)(r, cols_[idx]) = values_[idx];
- }
- }
- }
- void CompressedRowSparseMatrix::DeleteRows(int delta_rows) {
- CHECK_GE(delta_rows, 0);
- CHECK_LE(delta_rows, num_rows_);
- CHECK_EQ(storage_type_, StorageType::UNSYMMETRIC);
- num_rows_ -= delta_rows;
- rows_.resize(num_rows_ + 1);
- // The rest of the code updates the block information. Immediately
- // return in case of no block information.
- if (row_blocks_.empty()) {
- return;
- }
- // Walk the list of row blocks until we reach the new number of rows
- // and the drop the rest of the row blocks.
- int num_row_blocks = 0;
- int num_rows = 0;
- while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) {
- num_rows += row_blocks_[num_row_blocks].size;
- ++num_row_blocks;
- }
- row_blocks_.resize(num_row_blocks);
- }
- void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) {
- CHECK_EQ(storage_type_, StorageType::UNSYMMETRIC);
- CHECK_EQ(m.num_cols(), num_cols_);
- CHECK((row_blocks_.empty() && m.row_blocks().empty()) ||
- (!row_blocks_.empty() && !m.row_blocks().empty()))
- << "Cannot append a matrix with row blocks to one without and vice versa."
- << "This matrix has : " << row_blocks_.size() << " row blocks."
- << "The matrix being appended has: " << m.row_blocks().size()
- << " row blocks.";
- if (m.num_rows() == 0) {
- return;
- }
- if (cols_.size() < num_nonzeros() + m.num_nonzeros()) {
- cols_.resize(num_nonzeros() + m.num_nonzeros());
- values_.resize(num_nonzeros() + m.num_nonzeros());
- }
- // Copy the contents of m into this matrix.
- DCHECK_LT(num_nonzeros(), cols_.size());
- if (m.num_nonzeros() > 0) {
- std::copy(m.cols(), m.cols() + m.num_nonzeros(), &cols_[num_nonzeros()]);
- std::copy(
- m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]);
- }
- rows_.resize(num_rows_ + m.num_rows() + 1);
- // new_rows = [rows_, m.row() + rows_[num_rows_]]
- std::fill(rows_.begin() + num_rows_,
- rows_.begin() + num_rows_ + m.num_rows() + 1,
- rows_[num_rows_]);
- for (int r = 0; r < m.num_rows() + 1; ++r) {
- rows_[num_rows_ + r] += m.rows()[r];
- }
- num_rows_ += m.num_rows();
- // The rest of the code updates the block information. Immediately
- // return in case of no block information.
- if (row_blocks_.empty()) {
- return;
- }
- row_blocks_.insert(
- row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end());
- }
- void CompressedRowSparseMatrix::ToTextFile(FILE* file) const {
- CHECK(file != nullptr);
- for (int r = 0; r < num_rows_; ++r) {
- for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
- fprintf(file, "% 10d % 10d %17f\n", r, cols_[idx], values_[idx]);
- }
- }
- }
- void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const {
- matrix->num_rows = num_rows_;
- matrix->num_cols = num_cols_;
- matrix->rows = rows_;
- matrix->cols = cols_;
- matrix->values = values_;
- // Trim.
- matrix->rows.resize(matrix->num_rows + 1);
- matrix->cols.resize(matrix->rows[matrix->num_rows]);
- matrix->values.resize(matrix->rows[matrix->num_rows]);
- }
- void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) {
- CHECK_GE(num_nonzeros, 0);
- cols_.resize(num_nonzeros);
- values_.resize(num_nonzeros);
- }
- std::unique_ptr<CompressedRowSparseMatrix>
- CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
- const double* diagonal, const std::vector<Block>& blocks) {
- const int num_rows = NumScalarEntries(blocks);
- int num_nonzeros = 0;
- for (auto& block : blocks) {
- num_nonzeros += block.size * block.size;
- }
- auto matrix = std::make_unique<CompressedRowSparseMatrix>(
- num_rows, num_rows, num_nonzeros);
- int* rows = matrix->mutable_rows();
- int* cols = matrix->mutable_cols();
- double* values = matrix->mutable_values();
- std::fill(values, values + num_nonzeros, 0.0);
- int idx_cursor = 0;
- int col_cursor = 0;
- for (auto& block : blocks) {
- for (int r = 0; r < block.size; ++r) {
- *(rows++) = idx_cursor;
- if (diagonal != nullptr) {
- values[idx_cursor + r] = diagonal[col_cursor + r];
- }
- for (int c = 0; c < block.size; ++c, ++idx_cursor) {
- *(cols++) = col_cursor + c;
- }
- }
- col_cursor += block.size;
- }
- *rows = idx_cursor;
- *matrix->mutable_row_blocks() = blocks;
- *matrix->mutable_col_blocks() = blocks;
- CHECK_EQ(idx_cursor, num_nonzeros);
- CHECK_EQ(col_cursor, num_rows);
- return matrix;
- }
- std::unique_ptr<CompressedRowSparseMatrix>
- CompressedRowSparseMatrix::Transpose() const {
- auto transpose = std::make_unique<CompressedRowSparseMatrix>(
- num_cols_, num_rows_, num_nonzeros());
- switch (storage_type_) {
- case StorageType::UNSYMMETRIC:
- transpose->set_storage_type(StorageType::UNSYMMETRIC);
- break;
- case StorageType::LOWER_TRIANGULAR:
- transpose->set_storage_type(StorageType::UPPER_TRIANGULAR);
- break;
- case StorageType::UPPER_TRIANGULAR:
- transpose->set_storage_type(StorageType::LOWER_TRIANGULAR);
- break;
- default:
- LOG(FATAL) << "Unknown storage type: " << storage_type_;
- };
- TransposeForCompressedRowSparseStructure(num_rows(),
- num_cols(),
- num_nonzeros(),
- rows(),
- cols(),
- values(),
- transpose->mutable_rows(),
- transpose->mutable_cols(),
- transpose->mutable_values());
- // The rest of the code updates the block information. Immediately
- // return in case of no block information.
- if (row_blocks_.empty()) {
- return transpose;
- }
- *(transpose->mutable_row_blocks()) = col_blocks_;
- *(transpose->mutable_col_blocks()) = row_blocks_;
- return transpose;
- }
- std::unique_ptr<CompressedRowSparseMatrix>
- CompressedRowSparseMatrix::CreateRandomMatrix(
- CompressedRowSparseMatrix::RandomMatrixOptions options,
- std::mt19937& prng) {
- CHECK_GT(options.num_row_blocks, 0);
- CHECK_GT(options.min_row_block_size, 0);
- CHECK_GT(options.max_row_block_size, 0);
- CHECK_LE(options.min_row_block_size, options.max_row_block_size);
- if (options.storage_type == StorageType::UNSYMMETRIC) {
- CHECK_GT(options.num_col_blocks, 0);
- CHECK_GT(options.min_col_block_size, 0);
- CHECK_GT(options.max_col_block_size, 0);
- CHECK_LE(options.min_col_block_size, options.max_col_block_size);
- } else {
- // Symmetric matrices (LOWER_TRIANGULAR or UPPER_TRIANGULAR);
- options.num_col_blocks = options.num_row_blocks;
- options.min_col_block_size = options.min_row_block_size;
- options.max_col_block_size = options.max_row_block_size;
- }
- CHECK_GT(options.block_density, 0.0);
- CHECK_LE(options.block_density, 1.0);
- std::vector<Block> row_blocks;
- row_blocks.reserve(options.num_row_blocks);
- std::vector<Block> col_blocks;
- col_blocks.reserve(options.num_col_blocks);
- std::uniform_int_distribution<int> col_distribution(
- options.min_col_block_size, options.max_col_block_size);
- std::uniform_int_distribution<int> row_distribution(
- options.min_row_block_size, options.max_row_block_size);
- std::uniform_real_distribution<double> uniform01(0.0, 1.0);
- std::normal_distribution<double> standard_normal_distribution;
- // Generate the row block structure.
- int row_pos = 0;
- for (int i = 0; i < options.num_row_blocks; ++i) {
- // Generate a random integer in [min_row_block_size, max_row_block_size]
- row_blocks.emplace_back(row_distribution(prng), row_pos);
- row_pos += row_blocks.back().size;
- }
- if (options.storage_type == StorageType::UNSYMMETRIC) {
- // Generate the col block structure.
- int col_pos = 0;
- for (int i = 0; i < options.num_col_blocks; ++i) {
- // Generate a random integer in [min_col_block_size, max_col_block_size]
- col_blocks.emplace_back(col_distribution(prng), col_pos);
- col_pos += col_blocks.back().size;
- }
- } else {
- // Symmetric matrices (LOWER_TRIANGULAR or UPPER_TRIANGULAR);
- col_blocks = row_blocks;
- }
- std::vector<int> tsm_rows;
- std::vector<int> tsm_cols;
- std::vector<double> tsm_values;
- // For ease of construction, we are going to generate the
- // CompressedRowSparseMatrix by generating it as a
- // TripletSparseMatrix and then converting it to a
- // CompressedRowSparseMatrix.
- // It is possible that the random matrix is empty which is likely
- // not what the user wants, so do the matrix generation till we have
- // at least one non-zero entry.
- while (tsm_values.empty()) {
- tsm_rows.clear();
- tsm_cols.clear();
- tsm_values.clear();
- int row_block_begin = 0;
- for (int r = 0; r < options.num_row_blocks; ++r) {
- int col_block_begin = 0;
- for (int c = 0; c < options.num_col_blocks; ++c) {
- if (((options.storage_type == StorageType::UPPER_TRIANGULAR) &&
- (r > c)) ||
- ((options.storage_type == StorageType::LOWER_TRIANGULAR) &&
- (r < c))) {
- col_block_begin += col_blocks[c].size;
- continue;
- }
- // Randomly determine if this block is present or not.
- if (uniform01(prng) <= options.block_density) {
- auto randn = [&standard_normal_distribution, &prng] {
- return standard_normal_distribution(prng);
- };
- // If the matrix is symmetric, then we take care to generate
- // symmetric diagonal blocks.
- if (options.storage_type == StorageType::UNSYMMETRIC || r != c) {
- AddRandomBlock(row_blocks[r].size,
- col_blocks[c].size,
- row_block_begin,
- col_block_begin,
- randn,
- &tsm_rows,
- &tsm_cols,
- &tsm_values);
- } else {
- AddSymmetricRandomBlock(row_blocks[r].size,
- row_block_begin,
- randn,
- &tsm_rows,
- &tsm_cols,
- &tsm_values);
- }
- }
- col_block_begin += col_blocks[c].size;
- }
- row_block_begin += row_blocks[r].size;
- }
- }
- const int num_rows = NumScalarEntries(row_blocks);
- const int num_cols = NumScalarEntries(col_blocks);
- const bool kDoNotTranspose = false;
- auto matrix = CompressedRowSparseMatrix::FromTripletSparseMatrix(
- TripletSparseMatrix(num_rows, num_cols, tsm_rows, tsm_cols, tsm_values),
- kDoNotTranspose);
- (*matrix->mutable_row_blocks()) = row_blocks;
- (*matrix->mutable_col_blocks()) = col_blocks;
- matrix->set_storage_type(options.storage_type);
- return matrix;
- }
- } // namespace ceres::internal
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