1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: sameeragarwal (at) google.com (Sameer Agarwal) 30 // 31 // TODO(sameeragarwal): row_block_counter can perhaps be replaced by 32 // Chunk::start ? 33 34 #ifndef CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_ 35 #define CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_ 36 37 // Eigen has an internal threshold switching between different matrix 38 // multiplication algorithms. In particular for matrices larger than 39 // EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD it uses a cache friendly 40 // matrix matrix product algorithm that has a higher setup cost. For 41 // matrix sizes close to this threshold, especially when the matrices 42 // are thin and long, the default choice may not be optimal. This is 43 // the case for us, as the default choice causes a 30% performance 44 // regression when we moved from Eigen2 to Eigen3. 45 46 #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 10 47 48 #ifdef CERES_USE_OPENMP 49 #include <omp.h> 50 #endif 51 52 #include <algorithm> 53 #include <map> 54 #include "ceres/block_random_access_matrix.h" 55 #include "ceres/block_sparse_matrix.h" 56 #include "ceres/block_structure.h" 57 #include "ceres/internal/eigen.h" 58 #include "ceres/internal/fixed_array.h" 59 #include "ceres/internal/scoped_ptr.h" 60 #include "ceres/map_util.h" 61 #include "ceres/schur_eliminator.h" 62 #include "ceres/small_blas.h" 63 #include "ceres/stl_util.h" 64 #include "Eigen/Dense" 65 #include "glog/logging.h" 66 67 namespace ceres { 68 namespace internal { 69 70 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 71 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::~SchurEliminator() { 72 STLDeleteElements(&rhs_locks_); 73 } 74 75 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 76 void 77 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 78 Init(int num_eliminate_blocks, const CompressedRowBlockStructure* bs) { 79 CHECK_GT(num_eliminate_blocks, 0) 80 << "SchurComplementSolver cannot be initialized with " 81 << "num_eliminate_blocks = 0."; 82 83 num_eliminate_blocks_ = num_eliminate_blocks; 84 85 const int num_col_blocks = bs->cols.size(); 86 const int num_row_blocks = bs->rows.size(); 87 88 buffer_size_ = 1; 89 chunks_.clear(); 90 lhs_row_layout_.clear(); 91 92 int lhs_num_rows = 0; 93 // Add a map object for each block in the reduced linear system 94 // and build the row/column block structure of the reduced linear 95 // system. 96 lhs_row_layout_.resize(num_col_blocks - num_eliminate_blocks_); 97 for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) { 98 lhs_row_layout_[i - num_eliminate_blocks_] = lhs_num_rows; 99 lhs_num_rows += bs->cols[i].size; 100 } 101 102 int r = 0; 103 // Iterate over the row blocks of A, and detect the chunks. The 104 // matrix should already have been ordered so that all rows 105 // containing the same y block are vertically contiguous. Along 106 // the way also compute the amount of space each chunk will need 107 // to perform the elimination. 108 while (r < num_row_blocks) { 109 const int chunk_block_id = bs->rows[r].cells.front().block_id; 110 if (chunk_block_id >= num_eliminate_blocks_) { 111 break; 112 } 113 114 chunks_.push_back(Chunk()); 115 Chunk& chunk = chunks_.back(); 116 chunk.size = 0; 117 chunk.start = r; 118 int buffer_size = 0; 119 const int e_block_size = bs->cols[chunk_block_id].size; 120 121 // Add to the chunk until the first block in the row is 122 // different than the one in the first row for the chunk. 123 while (r + chunk.size < num_row_blocks) { 124 const CompressedRow& row = bs->rows[r + chunk.size]; 125 if (row.cells.front().block_id != chunk_block_id) { 126 break; 127 } 128 129 // Iterate over the blocks in the row, ignoring the first 130 // block since it is the one to be eliminated. 131 for (int c = 1; c < row.cells.size(); ++c) { 132 const Cell& cell = row.cells[c]; 133 if (InsertIfNotPresent( 134 &(chunk.buffer_layout), cell.block_id, buffer_size)) { 135 buffer_size += e_block_size * bs->cols[cell.block_id].size; 136 } 137 } 138 139 buffer_size_ = max(buffer_size, buffer_size_); 140 ++chunk.size; 141 } 142 143 CHECK_GT(chunk.size, 0); 144 r += chunk.size; 145 } 146 const Chunk& chunk = chunks_.back(); 147 148 uneliminated_row_begins_ = chunk.start + chunk.size; 149 if (num_threads_ > 1) { 150 random_shuffle(chunks_.begin(), chunks_.end()); 151 } 152 153 buffer_.reset(new double[buffer_size_ * num_threads_]); 154 155 // chunk_outer_product_buffer_ only needs to store e_block_size * 156 // f_block_size, which is always less than buffer_size_, so we just 157 // allocate buffer_size_ per thread. 158 chunk_outer_product_buffer_.reset(new double[buffer_size_ * num_threads_]); 159 160 STLDeleteElements(&rhs_locks_); 161 rhs_locks_.resize(num_col_blocks - num_eliminate_blocks_); 162 for (int i = 0; i < num_col_blocks - num_eliminate_blocks_; ++i) { 163 rhs_locks_[i] = new Mutex; 164 } 165 } 166 167 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 168 void 169 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 170 Eliminate(const BlockSparseMatrix* A, 171 const double* b, 172 const double* D, 173 BlockRandomAccessMatrix* lhs, 174 double* rhs) { 175 if (lhs->num_rows() > 0) { 176 lhs->SetZero(); 177 VectorRef(rhs, lhs->num_rows()).setZero(); 178 } 179 180 const CompressedRowBlockStructure* bs = A->block_structure(); 181 const int num_col_blocks = bs->cols.size(); 182 183 // Add the diagonal to the schur complement. 184 if (D != NULL) { 185 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic) 186 for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) { 187 const int block_id = i - num_eliminate_blocks_; 188 int r, c, row_stride, col_stride; 189 CellInfo* cell_info = lhs->GetCell(block_id, block_id, 190 &r, &c, 191 &row_stride, &col_stride); 192 if (cell_info != NULL) { 193 const int block_size = bs->cols[i].size; 194 typename EigenTypes<kFBlockSize>::ConstVectorRef 195 diag(D + bs->cols[i].position, block_size); 196 197 CeresMutexLock l(&cell_info->m); 198 MatrixRef m(cell_info->values, row_stride, col_stride); 199 m.block(r, c, block_size, block_size).diagonal() 200 += diag.array().square().matrix(); 201 } 202 } 203 } 204 205 // Eliminate y blocks one chunk at a time. For each chunk,x3 206 // compute the entries of the normal equations and the gradient 207 // vector block corresponding to the y block and then apply 208 // Gaussian elimination to them. The matrix ete stores the normal 209 // matrix corresponding to the block being eliminated and array 210 // buffer_ contains the non-zero blocks in the row corresponding 211 // to this y block in the normal equations. This computation is 212 // done in ChunkDiagonalBlockAndGradient. UpdateRhs then applies 213 // gaussian elimination to the rhs of the normal equations, 214 // updating the rhs of the reduced linear system by modifying rhs 215 // blocks for all the z blocks that share a row block/residual 216 // term with the y block. EliminateRowOuterProduct does the 217 // corresponding operation for the lhs of the reduced linear 218 // system. 219 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic) 220 for (int i = 0; i < chunks_.size(); ++i) { 221 #ifdef CERES_USE_OPENMP 222 int thread_id = omp_get_thread_num(); 223 #else 224 int thread_id = 0; 225 #endif 226 double* buffer = buffer_.get() + thread_id * buffer_size_; 227 const Chunk& chunk = chunks_[i]; 228 const int e_block_id = bs->rows[chunk.start].cells.front().block_id; 229 const int e_block_size = bs->cols[e_block_id].size; 230 231 VectorRef(buffer, buffer_size_).setZero(); 232 233 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix 234 ete(e_block_size, e_block_size); 235 236 if (D != NULL) { 237 const typename EigenTypes<kEBlockSize>::ConstVectorRef 238 diag(D + bs->cols[e_block_id].position, e_block_size); 239 ete = diag.array().square().matrix().asDiagonal(); 240 } else { 241 ete.setZero(); 242 } 243 244 FixedArray<double, 8> g(e_block_size); 245 typename EigenTypes<kEBlockSize>::VectorRef gref(g.get(), e_block_size); 246 gref.setZero(); 247 248 // We are going to be computing 249 // 250 // S += F'F - F'E(E'E)^{-1}E'F 251 // 252 // for each Chunk. The computation is broken down into a number of 253 // function calls as below. 254 255 // Compute the outer product of the e_blocks with themselves (ete 256 // = E'E). Compute the product of the e_blocks with the 257 // corresonding f_blocks (buffer = E'F), the gradient of the terms 258 // in this chunk (g) and add the outer product of the f_blocks to 259 // Schur complement (S += F'F). 260 ChunkDiagonalBlockAndGradient( 261 chunk, A, b, chunk.start, &ete, g.get(), buffer, lhs); 262 263 // Normally one wouldn't compute the inverse explicitly, but 264 // e_block_size will typically be a small number like 3, in 265 // which case its much faster to compute the inverse once and 266 // use it to multiply other matrices/vectors instead of doing a 267 // Solve call over and over again. 268 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix inverse_ete = 269 ete 270 .template selfadjointView<Eigen::Upper>() 271 .llt() 272 .solve(Matrix::Identity(e_block_size, e_block_size)); 273 274 // For the current chunk compute and update the rhs of the reduced 275 // linear system. 276 // 277 // rhs = F'b - F'E(E'E)^(-1) E'b 278 279 FixedArray<double, 8> inverse_ete_g(e_block_size); 280 MatrixVectorMultiply<kEBlockSize, kEBlockSize, 0>( 281 inverse_ete.data(), 282 e_block_size, 283 e_block_size, 284 g.get(), 285 inverse_ete_g.get()); 286 287 UpdateRhs(chunk, A, b, chunk.start, inverse_ete_g.get(), rhs); 288 289 // S -= F'E(E'E)^{-1}E'F 290 ChunkOuterProduct(bs, inverse_ete, buffer, chunk.buffer_layout, lhs); 291 } 292 293 // For rows with no e_blocks, the schur complement update reduces to 294 // S += F'F. 295 NoEBlockRowsUpdate(A, b, uneliminated_row_begins_, lhs, rhs); 296 } 297 298 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 299 void 300 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 301 BackSubstitute(const BlockSparseMatrix* A, 302 const double* b, 303 const double* D, 304 const double* z, 305 double* y) { 306 const CompressedRowBlockStructure* bs = A->block_structure(); 307 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic) 308 for (int i = 0; i < chunks_.size(); ++i) { 309 const Chunk& chunk = chunks_[i]; 310 const int e_block_id = bs->rows[chunk.start].cells.front().block_id; 311 const int e_block_size = bs->cols[e_block_id].size; 312 313 double* y_ptr = y + bs->cols[e_block_id].position; 314 typename EigenTypes<kEBlockSize>::VectorRef y_block(y_ptr, e_block_size); 315 316 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix 317 ete(e_block_size, e_block_size); 318 if (D != NULL) { 319 const typename EigenTypes<kEBlockSize>::ConstVectorRef 320 diag(D + bs->cols[e_block_id].position, e_block_size); 321 ete = diag.array().square().matrix().asDiagonal(); 322 } else { 323 ete.setZero(); 324 } 325 326 const double* values = A->values(); 327 for (int j = 0; j < chunk.size; ++j) { 328 const CompressedRow& row = bs->rows[chunk.start + j]; 329 const Cell& e_cell = row.cells.front(); 330 DCHECK_EQ(e_block_id, e_cell.block_id); 331 332 FixedArray<double, 8> sj(row.block.size); 333 334 typename EigenTypes<kRowBlockSize>::VectorRef(sj.get(), row.block.size) = 335 typename EigenTypes<kRowBlockSize>::ConstVectorRef 336 (b + bs->rows[chunk.start + j].block.position, row.block.size); 337 338 for (int c = 1; c < row.cells.size(); ++c) { 339 const int f_block_id = row.cells[c].block_id; 340 const int f_block_size = bs->cols[f_block_id].size; 341 const int r_block = f_block_id - num_eliminate_blocks_; 342 343 MatrixVectorMultiply<kRowBlockSize, kFBlockSize, -1>( 344 values + row.cells[c].position, row.block.size, f_block_size, 345 z + lhs_row_layout_[r_block], 346 sj.get()); 347 } 348 349 MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>( 350 values + e_cell.position, row.block.size, e_block_size, 351 sj.get(), 352 y_ptr); 353 354 MatrixTransposeMatrixMultiply 355 <kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>( 356 values + e_cell.position, row.block.size, e_block_size, 357 values + e_cell.position, row.block.size, e_block_size, 358 ete.data(), 0, 0, e_block_size, e_block_size); 359 } 360 361 ete.llt().solveInPlace(y_block); 362 } 363 } 364 365 // Update the rhs of the reduced linear system. Compute 366 // 367 // F'b - F'E(E'E)^(-1) E'b 368 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 369 void 370 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 371 UpdateRhs(const Chunk& chunk, 372 const BlockSparseMatrix* A, 373 const double* b, 374 int row_block_counter, 375 const double* inverse_ete_g, 376 double* rhs) { 377 const CompressedRowBlockStructure* bs = A->block_structure(); 378 const int e_block_id = bs->rows[chunk.start].cells.front().block_id; 379 const int e_block_size = bs->cols[e_block_id].size; 380 381 int b_pos = bs->rows[row_block_counter].block.position; 382 const double* values = A->values(); 383 for (int j = 0; j < chunk.size; ++j) { 384 const CompressedRow& row = bs->rows[row_block_counter + j]; 385 const Cell& e_cell = row.cells.front(); 386 387 typename EigenTypes<kRowBlockSize>::Vector sj = 388 typename EigenTypes<kRowBlockSize>::ConstVectorRef 389 (b + b_pos, row.block.size); 390 391 MatrixVectorMultiply<kRowBlockSize, kEBlockSize, -1>( 392 values + e_cell.position, row.block.size, e_block_size, 393 inverse_ete_g, sj.data()); 394 395 for (int c = 1; c < row.cells.size(); ++c) { 396 const int block_id = row.cells[c].block_id; 397 const int block_size = bs->cols[block_id].size; 398 const int block = block_id - num_eliminate_blocks_; 399 CeresMutexLock l(rhs_locks_[block]); 400 MatrixTransposeVectorMultiply<kRowBlockSize, kFBlockSize, 1>( 401 values + row.cells[c].position, 402 row.block.size, block_size, 403 sj.data(), rhs + lhs_row_layout_[block]); 404 } 405 b_pos += row.block.size; 406 } 407 } 408 409 // Given a Chunk - set of rows with the same e_block, e.g. in the 410 // following Chunk with two rows. 411 // 412 // E F 413 // [ y11 0 0 0 | z11 0 0 0 z51] 414 // [ y12 0 0 0 | z12 z22 0 0 0] 415 // 416 // this function computes twp matrices. The diagonal block matrix 417 // 418 // ete = y11 * y11' + y12 * y12' 419 // 420 // and the off diagonal blocks in the Guass Newton Hessian. 421 // 422 // buffer = [y11'(z11 + z12), y12' * z22, y11' * z51] 423 // 424 // which are zero compressed versions of the block sparse matrices E'E 425 // and E'F. 426 // 427 // and the gradient of the e_block, E'b. 428 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 429 void 430 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 431 ChunkDiagonalBlockAndGradient( 432 const Chunk& chunk, 433 const BlockSparseMatrix* A, 434 const double* b, 435 int row_block_counter, 436 typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix* ete, 437 double* g, 438 double* buffer, 439 BlockRandomAccessMatrix* lhs) { 440 const CompressedRowBlockStructure* bs = A->block_structure(); 441 442 int b_pos = bs->rows[row_block_counter].block.position; 443 const int e_block_size = ete->rows(); 444 445 // Iterate over the rows in this chunk, for each row, compute the 446 // contribution of its F blocks to the Schur complement, the 447 // contribution of its E block to the matrix EE' (ete), and the 448 // corresponding block in the gradient vector. 449 const double* values = A->values(); 450 for (int j = 0; j < chunk.size; ++j) { 451 const CompressedRow& row = bs->rows[row_block_counter + j]; 452 453 if (row.cells.size() > 1) { 454 EBlockRowOuterProduct(A, row_block_counter + j, lhs); 455 } 456 457 // Extract the e_block, ETE += E_i' E_i 458 const Cell& e_cell = row.cells.front(); 459 MatrixTransposeMatrixMultiply 460 <kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>( 461 values + e_cell.position, row.block.size, e_block_size, 462 values + e_cell.position, row.block.size, e_block_size, 463 ete->data(), 0, 0, e_block_size, e_block_size); 464 465 // g += E_i' b_i 466 MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>( 467 values + e_cell.position, row.block.size, e_block_size, 468 b + b_pos, 469 g); 470 471 472 // buffer = E'F. This computation is done by iterating over the 473 // f_blocks for each row in the chunk. 474 for (int c = 1; c < row.cells.size(); ++c) { 475 const int f_block_id = row.cells[c].block_id; 476 const int f_block_size = bs->cols[f_block_id].size; 477 double* buffer_ptr = 478 buffer + FindOrDie(chunk.buffer_layout, f_block_id); 479 MatrixTransposeMatrixMultiply 480 <kRowBlockSize, kEBlockSize, kRowBlockSize, kFBlockSize, 1>( 481 values + e_cell.position, row.block.size, e_block_size, 482 values + row.cells[c].position, row.block.size, f_block_size, 483 buffer_ptr, 0, 0, e_block_size, f_block_size); 484 } 485 b_pos += row.block.size; 486 } 487 } 488 489 // Compute the outer product F'E(E'E)^{-1}E'F and subtract it from the 490 // Schur complement matrix, i.e 491 // 492 // S -= F'E(E'E)^{-1}E'F. 493 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 494 void 495 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 496 ChunkOuterProduct(const CompressedRowBlockStructure* bs, 497 const Matrix& inverse_ete, 498 const double* buffer, 499 const BufferLayoutType& buffer_layout, 500 BlockRandomAccessMatrix* lhs) { 501 // This is the most computationally expensive part of this 502 // code. Profiling experiments reveal that the bottleneck is not the 503 // computation of the right-hand matrix product, but memory 504 // references to the left hand side. 505 const int e_block_size = inverse_ete.rows(); 506 BufferLayoutType::const_iterator it1 = buffer_layout.begin(); 507 508 #ifdef CERES_USE_OPENMP 509 int thread_id = omp_get_thread_num(); 510 #else 511 int thread_id = 0; 512 #endif 513 double* b1_transpose_inverse_ete = 514 chunk_outer_product_buffer_.get() + thread_id * buffer_size_; 515 516 // S(i,j) -= bi' * ete^{-1} b_j 517 for (; it1 != buffer_layout.end(); ++it1) { 518 const int block1 = it1->first - num_eliminate_blocks_; 519 const int block1_size = bs->cols[it1->first].size; 520 MatrixTransposeMatrixMultiply 521 <kEBlockSize, kFBlockSize, kEBlockSize, kEBlockSize, 0>( 522 buffer + it1->second, e_block_size, block1_size, 523 inverse_ete.data(), e_block_size, e_block_size, 524 b1_transpose_inverse_ete, 0, 0, block1_size, e_block_size); 525 526 BufferLayoutType::const_iterator it2 = it1; 527 for (; it2 != buffer_layout.end(); ++it2) { 528 const int block2 = it2->first - num_eliminate_blocks_; 529 530 int r, c, row_stride, col_stride; 531 CellInfo* cell_info = lhs->GetCell(block1, block2, 532 &r, &c, 533 &row_stride, &col_stride); 534 if (cell_info != NULL) { 535 const int block2_size = bs->cols[it2->first].size; 536 CeresMutexLock l(&cell_info->m); 537 MatrixMatrixMultiply 538 <kFBlockSize, kEBlockSize, kEBlockSize, kFBlockSize, -1>( 539 b1_transpose_inverse_ete, block1_size, e_block_size, 540 buffer + it2->second, e_block_size, block2_size, 541 cell_info->values, r, c, row_stride, col_stride); 542 } 543 } 544 } 545 } 546 547 // For rows with no e_blocks, the schur complement update reduces to S 548 // += F'F. This function iterates over the rows of A with no e_block, 549 // and calls NoEBlockRowOuterProduct on each row. 550 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 551 void 552 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 553 NoEBlockRowsUpdate(const BlockSparseMatrix* A, 554 const double* b, 555 int row_block_counter, 556 BlockRandomAccessMatrix* lhs, 557 double* rhs) { 558 const CompressedRowBlockStructure* bs = A->block_structure(); 559 const double* values = A->values(); 560 for (; row_block_counter < bs->rows.size(); ++row_block_counter) { 561 const CompressedRow& row = bs->rows[row_block_counter]; 562 for (int c = 0; c < row.cells.size(); ++c) { 563 const int block_id = row.cells[c].block_id; 564 const int block_size = bs->cols[block_id].size; 565 const int block = block_id - num_eliminate_blocks_; 566 MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>( 567 values + row.cells[c].position, row.block.size, block_size, 568 b + row.block.position, 569 rhs + lhs_row_layout_[block]); 570 } 571 NoEBlockRowOuterProduct(A, row_block_counter, lhs); 572 } 573 } 574 575 576 // A row r of A, which has no e_blocks gets added to the Schur 577 // Complement as S += r r'. This function is responsible for computing 578 // the contribution of a single row r to the Schur complement. It is 579 // very similar in structure to EBlockRowOuterProduct except for 580 // one difference. It does not use any of the template 581 // parameters. This is because the algorithm used for detecting the 582 // static structure of the matrix A only pays attention to rows with 583 // e_blocks. This is becase rows without e_blocks are rare and 584 // typically arise from regularization terms in the original 585 // optimization problem, and have a very different structure than the 586 // rows with e_blocks. Including them in the static structure 587 // detection will lead to most template parameters being set to 588 // dynamic. Since the number of rows without e_blocks is small, the 589 // lack of templating is not an issue. 590 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 591 void 592 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 593 NoEBlockRowOuterProduct(const BlockSparseMatrix* A, 594 int row_block_index, 595 BlockRandomAccessMatrix* lhs) { 596 const CompressedRowBlockStructure* bs = A->block_structure(); 597 const CompressedRow& row = bs->rows[row_block_index]; 598 const double* values = A->values(); 599 for (int i = 0; i < row.cells.size(); ++i) { 600 const int block1 = row.cells[i].block_id - num_eliminate_blocks_; 601 DCHECK_GE(block1, 0); 602 603 const int block1_size = bs->cols[row.cells[i].block_id].size; 604 int r, c, row_stride, col_stride; 605 CellInfo* cell_info = lhs->GetCell(block1, block1, 606 &r, &c, 607 &row_stride, &col_stride); 608 if (cell_info != NULL) { 609 CeresMutexLock l(&cell_info->m); 610 // This multiply currently ignores the fact that this is a 611 // symmetric outer product. 612 MatrixTransposeMatrixMultiply 613 <Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>( 614 values + row.cells[i].position, row.block.size, block1_size, 615 values + row.cells[i].position, row.block.size, block1_size, 616 cell_info->values, r, c, row_stride, col_stride); 617 } 618 619 for (int j = i + 1; j < row.cells.size(); ++j) { 620 const int block2 = row.cells[j].block_id - num_eliminate_blocks_; 621 DCHECK_GE(block2, 0); 622 DCHECK_LT(block1, block2); 623 int r, c, row_stride, col_stride; 624 CellInfo* cell_info = lhs->GetCell(block1, block2, 625 &r, &c, 626 &row_stride, &col_stride); 627 if (cell_info != NULL) { 628 const int block2_size = bs->cols[row.cells[j].block_id].size; 629 CeresMutexLock l(&cell_info->m); 630 MatrixTransposeMatrixMultiply 631 <Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>( 632 values + row.cells[i].position, row.block.size, block1_size, 633 values + row.cells[j].position, row.block.size, block2_size, 634 cell_info->values, r, c, row_stride, col_stride); 635 } 636 } 637 } 638 } 639 640 // For a row with an e_block, compute the contribition S += F'F. This 641 // function has the same structure as NoEBlockRowOuterProduct, except 642 // that this function uses the template parameters. 643 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> 644 void 645 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: 646 EBlockRowOuterProduct(const BlockSparseMatrix* A, 647 int row_block_index, 648 BlockRandomAccessMatrix* lhs) { 649 const CompressedRowBlockStructure* bs = A->block_structure(); 650 const CompressedRow& row = bs->rows[row_block_index]; 651 const double* values = A->values(); 652 for (int i = 1; i < row.cells.size(); ++i) { 653 const int block1 = row.cells[i].block_id - num_eliminate_blocks_; 654 DCHECK_GE(block1, 0); 655 656 const int block1_size = bs->cols[row.cells[i].block_id].size; 657 int r, c, row_stride, col_stride; 658 CellInfo* cell_info = lhs->GetCell(block1, block1, 659 &r, &c, 660 &row_stride, &col_stride); 661 if (cell_info != NULL) { 662 CeresMutexLock l(&cell_info->m); 663 // block += b1.transpose() * b1; 664 MatrixTransposeMatrixMultiply 665 <kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>( 666 values + row.cells[i].position, row.block.size, block1_size, 667 values + row.cells[i].position, row.block.size, block1_size, 668 cell_info->values, r, c, row_stride, col_stride); 669 } 670 671 for (int j = i + 1; j < row.cells.size(); ++j) { 672 const int block2 = row.cells[j].block_id - num_eliminate_blocks_; 673 DCHECK_GE(block2, 0); 674 DCHECK_LT(block1, block2); 675 const int block2_size = bs->cols[row.cells[j].block_id].size; 676 int r, c, row_stride, col_stride; 677 CellInfo* cell_info = lhs->GetCell(block1, block2, 678 &r, &c, 679 &row_stride, &col_stride); 680 if (cell_info != NULL) { 681 // block += b1.transpose() * b2; 682 CeresMutexLock l(&cell_info->m); 683 MatrixTransposeMatrixMultiply 684 <kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>( 685 values + row.cells[i].position, row.block.size, block1_size, 686 values + row.cells[j].position, row.block.size, block2_size, 687 cell_info->values, r, c, row_stride, col_stride); 688 } 689 } 690 } 691 } 692 693 } // namespace internal 694 } // namespace ceres 695 696 #endif // CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_ 697