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      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 // Various algorithms that operate on undirected graphs.
     32 
     33 #ifndef CERES_INTERNAL_GRAPH_ALGORITHMS_H_
     34 #define CERES_INTERNAL_GRAPH_ALGORITHMS_H_
     35 
     36 #include <algorithm>
     37 #include <vector>
     38 #include <utility>
     39 #include "ceres/collections_port.h"
     40 #include "ceres/graph.h"
     41 #include "glog/logging.h"
     42 
     43 namespace ceres {
     44 namespace internal {
     45 
     46 // Compare two vertices of a graph by their degrees, if the degrees
     47 // are equal then order them by their ids.
     48 template <typename Vertex>
     49 class VertexTotalOrdering {
     50  public:
     51   explicit VertexTotalOrdering(const Graph<Vertex>& graph)
     52       : graph_(graph) {}
     53 
     54   bool operator()(const Vertex& lhs, const Vertex& rhs) const {
     55     if (graph_.Neighbors(lhs).size() == graph_.Neighbors(rhs).size()) {
     56       return lhs < rhs;
     57     }
     58     return graph_.Neighbors(lhs).size() < graph_.Neighbors(rhs).size();
     59   }
     60 
     61  private:
     62   const Graph<Vertex>& graph_;
     63 };
     64 
     65 template <typename Vertex>
     66 class VertexDegreeLessThan {
     67  public:
     68   explicit VertexDegreeLessThan(const Graph<Vertex>& graph)
     69       : graph_(graph) {}
     70 
     71   bool operator()(const Vertex& lhs, const Vertex& rhs) const {
     72     return graph_.Neighbors(lhs).size() < graph_.Neighbors(rhs).size();
     73   }
     74 
     75  private:
     76   const Graph<Vertex>& graph_;
     77 };
     78 
     79 // Order the vertices of a graph using its (approximately) largest
     80 // independent set, where an independent set of a graph is a set of
     81 // vertices that have no edges connecting them. The maximum
     82 // independent set problem is NP-Hard, but there are effective
     83 // approximation algorithms available. The implementation here uses a
     84 // breadth first search that explores the vertices in order of
     85 // increasing degree. The same idea is used by Saad & Li in "MIQR: A
     86 // multilevel incomplete QR preconditioner for large sparse
     87 // least-squares problems", SIMAX, 2007.
     88 //
     89 // Given a undirected graph G(V,E), the algorithm is a greedy BFS
     90 // search where the vertices are explored in increasing order of their
     91 // degree. The output vector ordering contains elements of S in
     92 // increasing order of their degree, followed by elements of V - S in
     93 // increasing order of degree. The return value of the function is the
     94 // cardinality of S.
     95 template <typename Vertex>
     96 int IndependentSetOrdering(const Graph<Vertex>& graph,
     97                            vector<Vertex>* ordering) {
     98   const HashSet<Vertex>& vertices = graph.vertices();
     99   const int num_vertices = vertices.size();
    100 
    101   CHECK_NOTNULL(ordering);
    102   ordering->clear();
    103   ordering->reserve(num_vertices);
    104 
    105   // Colors for labeling the graph during the BFS.
    106   const char kWhite = 0;
    107   const char kGrey = 1;
    108   const char kBlack = 2;
    109 
    110   // Mark all vertices white.
    111   HashMap<Vertex, char> vertex_color;
    112   vector<Vertex> vertex_queue;
    113   for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
    114        it != vertices.end();
    115        ++it) {
    116     vertex_color[*it] = kWhite;
    117     vertex_queue.push_back(*it);
    118   }
    119 
    120 
    121   sort(vertex_queue.begin(), vertex_queue.end(),
    122        VertexTotalOrdering<Vertex>(graph));
    123 
    124   // Iterate over vertex_queue. Pick the first white vertex, add it
    125   // to the independent set. Mark it black and its neighbors grey.
    126   for (int i = 0; i < vertex_queue.size(); ++i) {
    127     const Vertex& vertex = vertex_queue[i];
    128     if (vertex_color[vertex] != kWhite) {
    129       continue;
    130     }
    131 
    132     ordering->push_back(vertex);
    133     vertex_color[vertex] = kBlack;
    134     const HashSet<Vertex>& neighbors = graph.Neighbors(vertex);
    135     for (typename HashSet<Vertex>::const_iterator it = neighbors.begin();
    136          it != neighbors.end();
    137          ++it) {
    138       vertex_color[*it] = kGrey;
    139     }
    140   }
    141 
    142   int independent_set_size = ordering->size();
    143 
    144   // Iterate over the vertices and add all the grey vertices to the
    145   // ordering. At this stage there should only be black or grey
    146   // vertices in the graph.
    147   for (typename vector<Vertex>::const_iterator it = vertex_queue.begin();
    148        it != vertex_queue.end();
    149        ++it) {
    150     const Vertex vertex = *it;
    151     DCHECK(vertex_color[vertex] != kWhite);
    152     if (vertex_color[vertex] != kBlack) {
    153       ordering->push_back(vertex);
    154     }
    155   }
    156 
    157   CHECK_EQ(ordering->size(), num_vertices);
    158   return independent_set_size;
    159 }
    160 
    161 // Same as above with one important difference. The ordering parameter
    162 // is an input/output parameter which carries an initial ordering of
    163 // the vertices of the graph. The greedy independent set algorithm
    164 // starts by sorting the vertices in increasing order of their
    165 // degree. The input ordering is used to stabilize this sort, i.e., if
    166 // two vertices have the same degree then they are ordered in the same
    167 // order in which they occur in "ordering".
    168 //
    169 // This is useful in eliminating non-determinism from the Schur
    170 // ordering algorithm over all.
    171 template <typename Vertex>
    172 int StableIndependentSetOrdering(const Graph<Vertex>& graph,
    173                                  vector<Vertex>* ordering) {
    174   CHECK_NOTNULL(ordering);
    175   const HashSet<Vertex>& vertices = graph.vertices();
    176   const int num_vertices = vertices.size();
    177   CHECK_EQ(vertices.size(), ordering->size());
    178 
    179   // Colors for labeling the graph during the BFS.
    180   const char kWhite = 0;
    181   const char kGrey = 1;
    182   const char kBlack = 2;
    183 
    184   vector<Vertex> vertex_queue(*ordering);
    185 
    186   stable_sort(vertex_queue.begin(), vertex_queue.end(),
    187               VertexDegreeLessThan<Vertex>(graph));
    188 
    189   // Mark all vertices white.
    190   HashMap<Vertex, char> vertex_color;
    191   for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
    192        it != vertices.end();
    193        ++it) {
    194     vertex_color[*it] = kWhite;
    195   }
    196 
    197   ordering->clear();
    198   ordering->reserve(num_vertices);
    199   // Iterate over vertex_queue. Pick the first white vertex, add it
    200   // to the independent set. Mark it black and its neighbors grey.
    201   for (int i = 0; i < vertex_queue.size(); ++i) {
    202     const Vertex& vertex = vertex_queue[i];
    203     if (vertex_color[vertex] != kWhite) {
    204       continue;
    205     }
    206 
    207     ordering->push_back(vertex);
    208     vertex_color[vertex] = kBlack;
    209     const HashSet<Vertex>& neighbors = graph.Neighbors(vertex);
    210     for (typename HashSet<Vertex>::const_iterator it = neighbors.begin();
    211          it != neighbors.end();
    212          ++it) {
    213       vertex_color[*it] = kGrey;
    214     }
    215   }
    216 
    217   int independent_set_size = ordering->size();
    218 
    219   // Iterate over the vertices and add all the grey vertices to the
    220   // ordering. At this stage there should only be black or grey
    221   // vertices in the graph.
    222   for (typename vector<Vertex>::const_iterator it = vertex_queue.begin();
    223        it != vertex_queue.end();
    224        ++it) {
    225     const Vertex vertex = *it;
    226     DCHECK(vertex_color[vertex] != kWhite);
    227     if (vertex_color[vertex] != kBlack) {
    228       ordering->push_back(vertex);
    229     }
    230   }
    231 
    232   CHECK_EQ(ordering->size(), num_vertices);
    233   return independent_set_size;
    234 }
    235 
    236 // Find the connected component for a vertex implemented using the
    237 // find and update operation for disjoint-set. Recursively traverse
    238 // the disjoint set structure till you reach a vertex whose connected
    239 // component has the same id as the vertex itself. Along the way
    240 // update the connected components of all the vertices. This updating
    241 // is what gives this data structure its efficiency.
    242 template <typename Vertex>
    243 Vertex FindConnectedComponent(const Vertex& vertex,
    244                               HashMap<Vertex, Vertex>* union_find) {
    245   typename HashMap<Vertex, Vertex>::iterator it = union_find->find(vertex);
    246   DCHECK(it != union_find->end());
    247   if (it->second != vertex) {
    248     it->second = FindConnectedComponent(it->second, union_find);
    249   }
    250 
    251   return it->second;
    252 }
    253 
    254 // Compute a degree two constrained Maximum Spanning Tree/forest of
    255 // the input graph. Caller owns the result.
    256 //
    257 // Finding degree 2 spanning tree of a graph is not always
    258 // possible. For example a star graph, i.e. a graph with n-nodes
    259 // where one node is connected to the other n-1 nodes does not have
    260 // a any spanning trees of degree less than n-1.Even if such a tree
    261 // exists, finding such a tree is NP-Hard.
    262 
    263 // We get around both of these problems by using a greedy, degree
    264 // constrained variant of Kruskal's algorithm. We start with a graph
    265 // G_T with the same vertex set V as the input graph G(V,E) but an
    266 // empty edge set. We then iterate over the edges of G in decreasing
    267 // order of weight, adding them to G_T if doing so does not create a
    268 // cycle in G_T} and the degree of all the vertices in G_T remains
    269 // bounded by two. This O(|E|) algorithm results in a degree-2
    270 // spanning forest, or a collection of linear paths that span the
    271 // graph G.
    272 template <typename Vertex>
    273 Graph<Vertex>*
    274 Degree2MaximumSpanningForest(const Graph<Vertex>& graph) {
    275   // Array of edges sorted in decreasing order of their weights.
    276   vector<pair<double, pair<Vertex, Vertex> > > weighted_edges;
    277   Graph<Vertex>* forest = new Graph<Vertex>();
    278 
    279   // Disjoint-set to keep track of the connected components in the
    280   // maximum spanning tree.
    281   HashMap<Vertex, Vertex> disjoint_set;
    282 
    283   // Sort of the edges in the graph in decreasing order of their
    284   // weight. Also add the vertices of the graph to the Maximum
    285   // Spanning Tree graph and set each vertex to be its own connected
    286   // component in the disjoint_set structure.
    287   const HashSet<Vertex>& vertices = graph.vertices();
    288   for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
    289        it != vertices.end();
    290        ++it) {
    291     const Vertex vertex1 = *it;
    292     forest->AddVertex(vertex1, graph.VertexWeight(vertex1));
    293     disjoint_set[vertex1] = vertex1;
    294 
    295     const HashSet<Vertex>& neighbors = graph.Neighbors(vertex1);
    296     for (typename HashSet<Vertex>::const_iterator it2 = neighbors.begin();
    297          it2 != neighbors.end();
    298          ++it2) {
    299       const Vertex vertex2 = *it2;
    300       if (vertex1 >= vertex2) {
    301         continue;
    302       }
    303       const double weight = graph.EdgeWeight(vertex1, vertex2);
    304       weighted_edges.push_back(make_pair(weight, make_pair(vertex1, vertex2)));
    305     }
    306   }
    307 
    308   // The elements of this vector, are pairs<edge_weight,
    309   // edge>. Sorting it using the reverse iterators gives us the edges
    310   // in decreasing order of edges.
    311   sort(weighted_edges.rbegin(), weighted_edges.rend());
    312 
    313   // Greedily add edges to the spanning tree/forest as long as they do
    314   // not violate the degree/cycle constraint.
    315   for (int i =0; i < weighted_edges.size(); ++i) {
    316     const pair<Vertex, Vertex>& edge = weighted_edges[i].second;
    317     const Vertex vertex1 = edge.first;
    318     const Vertex vertex2 = edge.second;
    319 
    320     // Check if either of the vertices are of degree 2 already, in
    321     // which case adding this edge will violate the degree 2
    322     // constraint.
    323     if ((forest->Neighbors(vertex1).size() == 2) ||
    324         (forest->Neighbors(vertex2).size() == 2)) {
    325       continue;
    326     }
    327 
    328     // Find the id of the connected component to which the two
    329     // vertices belong to. If the id is the same, it means that the
    330     // two of them are already connected to each other via some other
    331     // vertex, and adding this edge will create a cycle.
    332     Vertex root1 = FindConnectedComponent(vertex1, &disjoint_set);
    333     Vertex root2 = FindConnectedComponent(vertex2, &disjoint_set);
    334 
    335     if (root1 == root2) {
    336       continue;
    337     }
    338 
    339     // This edge can be added, add an edge in either direction with
    340     // the same weight as the original graph.
    341     const double edge_weight = graph.EdgeWeight(vertex1, vertex2);
    342     forest->AddEdge(vertex1, vertex2, edge_weight);
    343     forest->AddEdge(vertex2, vertex1, edge_weight);
    344 
    345     // Connected the two connected components by updating the
    346     // disjoint_set structure. Always connect the connected component
    347     // with the greater index with the connected component with the
    348     // smaller index. This should ensure shallower trees, for quicker
    349     // lookup.
    350     if (root2 < root1) {
    351       std::swap(root1, root2);
    352     };
    353 
    354     disjoint_set[root2] = root1;
    355   }
    356   return forest;
    357 }
    358 
    359 }  // namespace internal
    360 }  // namespace ceres
    361 
    362 #endif  // CERES_INTERNAL_GRAPH_ALGORITHMS_H_
    363