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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_ROW_SPARSE_MATRIX_H_
- #define CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_
- #include <memory>
- #include <random>
- #include <vector>
- #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<CompressedRowSparseMatrix> 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<CompressedRowSparseMatrix>
- 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<CompressedRowSparseMatrix> 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<Block>& row_blocks() const { return row_blocks_; }
- std::vector<Block>* mutable_row_blocks() { return &row_blocks_; }
- const std::vector<Block>& col_blocks() const { return col_blocks_; }
- std::vector<Block>* 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<CompressedRowSparseMatrix> CreateBlockDiagonalMatrix(
- const double* diagonal, const std::vector<Block>& 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<CompressedRowSparseMatrix> CreateRandomMatrix(
- RandomMatrixOptions options, std::mt19937& prng);
- private:
- static std::unique_ptr<CompressedRowSparseMatrix> FromTripletSparseMatrix(
- const TripletSparseMatrix& input, bool transpose);
- int num_rows_;
- int num_cols_;
- std::vector<int> rows_;
- std::vector<int> cols_;
- std::vector<double> 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<Block> row_blocks_;
- std::vector<Block> 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_
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