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 #include "ceres/compressed_row_sparse_matrix.h" 32 33 #include <algorithm> 34 #include <numeric> 35 #include <vector> 36 #include "ceres/crs_matrix.h" 37 #include "ceres/internal/port.h" 38 #include "ceres/triplet_sparse_matrix.h" 39 #include "glog/logging.h" 40 41 namespace ceres { 42 namespace internal { 43 namespace { 44 45 // Helper functor used by the constructor for reordering the contents 46 // of a TripletSparseMatrix. This comparator assumes thay there are no 47 // duplicates in the pair of arrays rows and cols, i.e., there is no 48 // indices i and j (not equal to each other) s.t. 49 // 50 // rows[i] == rows[j] && cols[i] == cols[j] 51 // 52 // If this is the case, this functor will not be a StrictWeakOrdering. 53 struct RowColLessThan { 54 RowColLessThan(const int* rows, const int* cols) 55 : rows(rows), cols(cols) { 56 } 57 58 bool operator()(const int x, const int y) const { 59 if (rows[x] == rows[y]) { 60 return (cols[x] < cols[y]); 61 } 62 return (rows[x] < rows[y]); 63 } 64 65 const int* rows; 66 const int* cols; 67 }; 68 69 } // namespace 70 71 // This constructor gives you a semi-initialized CompressedRowSparseMatrix. 72 CompressedRowSparseMatrix::CompressedRowSparseMatrix(int num_rows, 73 int num_cols, 74 int max_num_nonzeros) { 75 num_rows_ = num_rows; 76 num_cols_ = num_cols; 77 rows_.resize(num_rows + 1, 0); 78 cols_.resize(max_num_nonzeros, 0); 79 values_.resize(max_num_nonzeros, 0.0); 80 81 82 VLOG(1) << "# of rows: " << num_rows_ 83 << " # of columns: " << num_cols_ 84 << " max_num_nonzeros: " << cols_.size() 85 << ". Allocating " << (num_rows_ + 1) * sizeof(int) + // NOLINT 86 cols_.size() * sizeof(int) + // NOLINT 87 cols_.size() * sizeof(double); // NOLINT 88 } 89 90 CompressedRowSparseMatrix::CompressedRowSparseMatrix( 91 const TripletSparseMatrix& m) { 92 num_rows_ = m.num_rows(); 93 num_cols_ = m.num_cols(); 94 95 rows_.resize(num_rows_ + 1, 0); 96 cols_.resize(m.num_nonzeros(), 0); 97 values_.resize(m.max_num_nonzeros(), 0.0); 98 99 // index is the list of indices into the TripletSparseMatrix m. 100 vector<int> index(m.num_nonzeros(), 0); 101 for (int i = 0; i < m.num_nonzeros(); ++i) { 102 index[i] = i; 103 } 104 105 // Sort index such that the entries of m are ordered by row and ties 106 // are broken by column. 107 sort(index.begin(), index.end(), RowColLessThan(m.rows(), m.cols())); 108 109 VLOG(1) << "# of rows: " << num_rows_ 110 << " # of columns: " << num_cols_ 111 << " max_num_nonzeros: " << cols_.size() 112 << ". Allocating " 113 << ((num_rows_ + 1) * sizeof(int) + // NOLINT 114 cols_.size() * sizeof(int) + // NOLINT 115 cols_.size() * sizeof(double)); // NOLINT 116 117 // Copy the contents of the cols and values array in the order given 118 // by index and count the number of entries in each row. 119 for (int i = 0; i < m.num_nonzeros(); ++i) { 120 const int idx = index[i]; 121 ++rows_[m.rows()[idx] + 1]; 122 cols_[i] = m.cols()[idx]; 123 values_[i] = m.values()[idx]; 124 } 125 126 // Find the cumulative sum of the row counts. 127 for (int i = 1; i < num_rows_ + 1; ++i) { 128 rows_[i] += rows_[i - 1]; 129 } 130 131 CHECK_EQ(num_nonzeros(), m.num_nonzeros()); 132 } 133 134 CompressedRowSparseMatrix::CompressedRowSparseMatrix(const double* diagonal, 135 int num_rows) { 136 CHECK_NOTNULL(diagonal); 137 138 num_rows_ = num_rows; 139 num_cols_ = num_rows; 140 rows_.resize(num_rows + 1); 141 cols_.resize(num_rows); 142 values_.resize(num_rows); 143 144 rows_[0] = 0; 145 for (int i = 0; i < num_rows_; ++i) { 146 cols_[i] = i; 147 values_[i] = diagonal[i]; 148 rows_[i + 1] = i + 1; 149 } 150 151 CHECK_EQ(num_nonzeros(), num_rows); 152 } 153 154 CompressedRowSparseMatrix::~CompressedRowSparseMatrix() { 155 } 156 157 void CompressedRowSparseMatrix::SetZero() { 158 fill(values_.begin(), values_.end(), 0); 159 } 160 161 void CompressedRowSparseMatrix::RightMultiply(const double* x, 162 double* y) const { 163 CHECK_NOTNULL(x); 164 CHECK_NOTNULL(y); 165 166 for (int r = 0; r < num_rows_; ++r) { 167 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { 168 y[r] += values_[idx] * x[cols_[idx]]; 169 } 170 } 171 } 172 173 void CompressedRowSparseMatrix::LeftMultiply(const double* x, double* y) const { 174 CHECK_NOTNULL(x); 175 CHECK_NOTNULL(y); 176 177 for (int r = 0; r < num_rows_; ++r) { 178 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { 179 y[cols_[idx]] += values_[idx] * x[r]; 180 } 181 } 182 } 183 184 void CompressedRowSparseMatrix::SquaredColumnNorm(double* x) const { 185 CHECK_NOTNULL(x); 186 187 fill(x, x + num_cols_, 0.0); 188 for (int idx = 0; idx < rows_[num_rows_]; ++idx) { 189 x[cols_[idx]] += values_[idx] * values_[idx]; 190 } 191 } 192 193 void CompressedRowSparseMatrix::ScaleColumns(const double* scale) { 194 CHECK_NOTNULL(scale); 195 196 for (int idx = 0; idx < rows_[num_rows_]; ++idx) { 197 values_[idx] *= scale[cols_[idx]]; 198 } 199 } 200 201 void CompressedRowSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const { 202 CHECK_NOTNULL(dense_matrix); 203 dense_matrix->resize(num_rows_, num_cols_); 204 dense_matrix->setZero(); 205 206 for (int r = 0; r < num_rows_; ++r) { 207 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { 208 (*dense_matrix)(r, cols_[idx]) = values_[idx]; 209 } 210 } 211 } 212 213 void CompressedRowSparseMatrix::DeleteRows(int delta_rows) { 214 CHECK_GE(delta_rows, 0); 215 CHECK_LE(delta_rows, num_rows_); 216 217 num_rows_ -= delta_rows; 218 rows_.resize(num_rows_ + 1); 219 220 // Walk the list of row blocks until we reach the new number of rows 221 // and the drop the rest of the row blocks. 222 int num_row_blocks = 0; 223 int num_rows = 0; 224 while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) { 225 num_rows += row_blocks_[num_row_blocks]; 226 ++num_row_blocks; 227 } 228 229 row_blocks_.resize(num_row_blocks); 230 } 231 232 void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) { 233 CHECK_EQ(m.num_cols(), num_cols_); 234 235 CHECK(row_blocks_.size() == 0 || m.row_blocks().size() !=0) 236 << "Cannot append a matrix with row blocks to one without and vice versa." 237 << "This matrix has : " << row_blocks_.size() << " row blocks." 238 << "The matrix being appended has: " << m.row_blocks().size() 239 << " row blocks."; 240 241 if (cols_.size() < num_nonzeros() + m.num_nonzeros()) { 242 cols_.resize(num_nonzeros() + m.num_nonzeros()); 243 values_.resize(num_nonzeros() + m.num_nonzeros()); 244 } 245 246 // Copy the contents of m into this matrix. 247 copy(m.cols(), m.cols() + m.num_nonzeros(), &cols_[num_nonzeros()]); 248 copy(m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]); 249 rows_.resize(num_rows_ + m.num_rows() + 1); 250 // new_rows = [rows_, m.row() + rows_[num_rows_]] 251 fill(rows_.begin() + num_rows_, 252 rows_.begin() + num_rows_ + m.num_rows() + 1, 253 rows_[num_rows_]); 254 255 for (int r = 0; r < m.num_rows() + 1; ++r) { 256 rows_[num_rows_ + r] += m.rows()[r]; 257 } 258 259 num_rows_ += m.num_rows(); 260 row_blocks_.insert(row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end()); 261 } 262 263 void CompressedRowSparseMatrix::ToTextFile(FILE* file) const { 264 CHECK_NOTNULL(file); 265 for (int r = 0; r < num_rows_; ++r) { 266 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { 267 fprintf(file, 268 "% 10d % 10d %17f\n", 269 r, 270 cols_[idx], 271 values_[idx]); 272 } 273 } 274 } 275 276 void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const { 277 matrix->num_rows = num_rows_; 278 matrix->num_cols = num_cols_; 279 matrix->rows = rows_; 280 matrix->cols = cols_; 281 matrix->values = values_; 282 283 // Trim. 284 matrix->rows.resize(matrix->num_rows + 1); 285 matrix->cols.resize(matrix->rows[matrix->num_rows]); 286 matrix->values.resize(matrix->rows[matrix->num_rows]); 287 } 288 289 void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) { 290 CHECK_GE(num_nonzeros, 0); 291 292 cols_.resize(num_nonzeros); 293 values_.resize(num_nonzeros); 294 } 295 296 void CompressedRowSparseMatrix::SolveLowerTriangularInPlace( 297 double* solution) const { 298 for (int r = 0; r < num_rows_; ++r) { 299 for (int idx = rows_[r]; idx < rows_[r + 1] - 1; ++idx) { 300 solution[r] -= values_[idx] * solution[cols_[idx]]; 301 } 302 solution[r] /= values_[rows_[r + 1] - 1]; 303 } 304 } 305 306 void CompressedRowSparseMatrix::SolveLowerTriangularTransposeInPlace( 307 double* solution) const { 308 for (int r = num_rows_ - 1; r >= 0; --r) { 309 solution[r] /= values_[rows_[r + 1] - 1]; 310 for (int idx = rows_[r + 1] - 2; idx >= rows_[r]; --idx) { 311 solution[cols_[idx]] -= values_[idx] * solution[r]; 312 } 313 } 314 } 315 316 CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateBlockDiagonalMatrix( 317 const double* diagonal, 318 const vector<int>& blocks) { 319 int num_rows = 0; 320 int num_nonzeros = 0; 321 for (int i = 0; i < blocks.size(); ++i) { 322 num_rows += blocks[i]; 323 num_nonzeros += blocks[i] * blocks[i]; 324 } 325 326 CompressedRowSparseMatrix* matrix = 327 new CompressedRowSparseMatrix(num_rows, num_rows, num_nonzeros); 328 329 int* rows = matrix->mutable_rows(); 330 int* cols = matrix->mutable_cols(); 331 double* values = matrix->mutable_values(); 332 fill(values, values + num_nonzeros, 0.0); 333 334 int idx_cursor = 0; 335 int col_cursor = 0; 336 for (int i = 0; i < blocks.size(); ++i) { 337 const int block_size = blocks[i]; 338 for (int r = 0; r < block_size; ++r) { 339 *(rows++) = idx_cursor; 340 values[idx_cursor + r] = diagonal[col_cursor + r]; 341 for (int c = 0; c < block_size; ++c, ++idx_cursor) { 342 *(cols++) = col_cursor + c; 343 } 344 } 345 col_cursor += block_size; 346 } 347 *rows = idx_cursor; 348 349 *matrix->mutable_row_blocks() = blocks; 350 *matrix->mutable_col_blocks() = blocks; 351 352 CHECK_EQ(idx_cursor, num_nonzeros); 353 CHECK_EQ(col_cursor, num_rows); 354 return matrix; 355 } 356 357 CompressedRowSparseMatrix* CompressedRowSparseMatrix::Transpose() const { 358 CompressedRowSparseMatrix* transpose = 359 new CompressedRowSparseMatrix(num_cols_, num_rows_, num_nonzeros()); 360 361 int* transpose_rows = transpose->mutable_rows(); 362 int* transpose_cols = transpose->mutable_cols(); 363 double* transpose_values = transpose->mutable_values(); 364 365 for (int idx = 0; idx < num_nonzeros(); ++idx) { 366 ++transpose_rows[cols_[idx] + 1]; 367 } 368 369 for (int i = 1; i < transpose->num_rows() + 1; ++i) { 370 transpose_rows[i] += transpose_rows[i - 1]; 371 } 372 373 for (int r = 0; r < num_rows(); ++r) { 374 for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) { 375 const int c = cols_[idx]; 376 const int transpose_idx = transpose_rows[c]++; 377 transpose_cols[transpose_idx] = r; 378 transpose_values[transpose_idx] = values_[idx]; 379 } 380 } 381 382 for (int i = transpose->num_rows() - 1; i > 0 ; --i) { 383 transpose_rows[i] = transpose_rows[i - 1]; 384 } 385 transpose_rows[0] = 0; 386 387 *(transpose->mutable_row_blocks()) = col_blocks_; 388 *(transpose->mutable_col_blocks()) = row_blocks_; 389 390 return transpose; 391 } 392 393 namespace { 394 // A ProductTerm is a term in the outer product of a matrix with 395 // itself. 396 struct ProductTerm { 397 ProductTerm(const int row, const int col, const int index) 398 : row(row), col(col), index(index) { 399 } 400 401 bool operator<(const ProductTerm& right) const { 402 if (row == right.row) { 403 if (col == right.col) { 404 return index < right.index; 405 } 406 return col < right.col; 407 } 408 return row < right.row; 409 } 410 411 int row; 412 int col; 413 int index; 414 }; 415 416 CompressedRowSparseMatrix* 417 CompressAndFillProgram(const int num_rows, 418 const int num_cols, 419 const vector<ProductTerm>& product, 420 vector<int>* program) { 421 CHECK_GT(product.size(), 0); 422 423 // Count the number of unique product term, which in turn is the 424 // number of non-zeros in the outer product. 425 int num_nonzeros = 1; 426 for (int i = 1; i < product.size(); ++i) { 427 if (product[i].row != product[i - 1].row || 428 product[i].col != product[i - 1].col) { 429 ++num_nonzeros; 430 } 431 } 432 433 CompressedRowSparseMatrix* matrix = 434 new CompressedRowSparseMatrix(num_rows, num_cols, num_nonzeros); 435 436 int* crsm_rows = matrix->mutable_rows(); 437 std::fill(crsm_rows, crsm_rows + num_rows + 1, 0); 438 int* crsm_cols = matrix->mutable_cols(); 439 std::fill(crsm_cols, crsm_cols + num_nonzeros, 0); 440 441 CHECK_NOTNULL(program)->clear(); 442 program->resize(product.size()); 443 444 // Iterate over the sorted product terms. This means each row is 445 // filled one at a time, and we are able to assign a position in the 446 // values array to each term. 447 // 448 // If terms repeat, i.e., they contribute to the same entry in the 449 // result matrix), then they do not affect the sparsity structure of 450 // the result matrix. 451 int nnz = 0; 452 crsm_cols[0] = product[0].col; 453 crsm_rows[product[0].row + 1]++; 454 (*program)[product[0].index] = nnz; 455 for (int i = 1; i < product.size(); ++i) { 456 const ProductTerm& previous = product[i - 1]; 457 const ProductTerm& current = product[i]; 458 459 // Sparsity structure is updated only if the term is not a repeat. 460 if (previous.row != current.row || previous.col != current.col) { 461 crsm_cols[++nnz] = current.col; 462 crsm_rows[current.row + 1]++; 463 } 464 465 // All terms get assigned the position in the values array where 466 // their value is accumulated. 467 (*program)[current.index] = nnz; 468 } 469 470 for (int i = 1; i < num_rows + 1; ++i) { 471 crsm_rows[i] += crsm_rows[i - 1]; 472 } 473 474 return matrix; 475 } 476 477 } // namespace 478 479 CompressedRowSparseMatrix* 480 CompressedRowSparseMatrix::CreateOuterProductMatrixAndProgram( 481 const CompressedRowSparseMatrix& m, 482 vector<int>* program) { 483 CHECK_NOTNULL(program)->clear(); 484 CHECK_GT(m.num_nonzeros(), 0) << "Congratulations, " 485 << "you found a bug in Ceres. Please report it."; 486 487 vector<ProductTerm> product; 488 const vector<int>& row_blocks = m.row_blocks(); 489 int row_block_begin = 0; 490 // Iterate over row blocks 491 for (int row_block = 0; row_block < row_blocks.size(); ++row_block) { 492 const int row_block_end = row_block_begin + row_blocks[row_block]; 493 // Compute the outer product terms for just one row per row block. 494 const int r = row_block_begin; 495 // Compute the lower triangular part of the product. 496 for (int idx1 = m.rows()[r]; idx1 < m.rows()[r + 1]; ++idx1) { 497 for (int idx2 = m.rows()[r]; idx2 <= idx1; ++idx2) { 498 product.push_back(ProductTerm(m.cols()[idx1], m.cols()[idx2], product.size())); 499 } 500 } 501 row_block_begin = row_block_end; 502 } 503 CHECK_EQ(row_block_begin, m.num_rows()); 504 sort(product.begin(), product.end()); 505 return CompressAndFillProgram(m.num_cols(), m.num_cols(), product, program); 506 } 507 508 void CompressedRowSparseMatrix::ComputeOuterProduct( 509 const CompressedRowSparseMatrix& m, 510 const vector<int>& program, 511 CompressedRowSparseMatrix* result) { 512 result->SetZero(); 513 double* values = result->mutable_values(); 514 const vector<int>& row_blocks = m.row_blocks(); 515 516 int cursor = 0; 517 int row_block_begin = 0; 518 const double* m_values = m.values(); 519 const int* m_rows = m.rows(); 520 // Iterate over row blocks. 521 for (int row_block = 0; row_block < row_blocks.size(); ++row_block) { 522 const int row_block_end = row_block_begin + row_blocks[row_block]; 523 const int saved_cursor = cursor; 524 for (int r = row_block_begin; r < row_block_end; ++r) { 525 // Reuse the program segment for each row in this row block. 526 cursor = saved_cursor; 527 const int row_begin = m_rows[r]; 528 const int row_end = m_rows[r + 1]; 529 for (int idx1 = row_begin; idx1 < row_end; ++idx1) { 530 const double v1 = m_values[idx1]; 531 for (int idx2 = row_begin; idx2 <= idx1; ++idx2, ++cursor) { 532 values[program[cursor]] += v1 * m_values[idx2]; 533 } 534 } 535 } 536 row_block_begin = row_block_end; 537 } 538 539 CHECK_EQ(row_block_begin, m.num_rows()); 540 CHECK_EQ(cursor, program.size()); 541 } 542 543 } // namespace internal 544 } // namespace ceres 545