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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 // 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 // This include must come before any #ifndef check on Ceres compile options.
     49 #include "ceres/internal/port.h"
     50 
     51 #ifdef CERES_USE_OPENMP
     52 #include <omp.h>
     53 #endif
     54 
     55 #include <algorithm>
     56 #include <map>
     57 #include "ceres/block_random_access_matrix.h"
     58 #include "ceres/block_sparse_matrix.h"
     59 #include "ceres/block_structure.h"
     60 #include "ceres/internal/eigen.h"
     61 #include "ceres/internal/fixed_array.h"
     62 #include "ceres/internal/scoped_ptr.h"
     63 #include "ceres/map_util.h"
     64 #include "ceres/schur_eliminator.h"
     65 #include "ceres/small_blas.h"
     66 #include "ceres/stl_util.h"
     67 #include "Eigen/Dense"
     68 #include "glog/logging.h"
     69 
     70 namespace ceres {
     71 namespace internal {
     72 
     73 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
     74 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::~SchurEliminator() {
     75   STLDeleteElements(&rhs_locks_);
     76 }
     77 
     78 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
     79 void
     80 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
     81 Init(int num_eliminate_blocks, const CompressedRowBlockStructure* bs) {
     82   CHECK_GT(num_eliminate_blocks, 0)
     83       << "SchurComplementSolver cannot be initialized with "
     84       << "num_eliminate_blocks = 0.";
     85 
     86   num_eliminate_blocks_ = num_eliminate_blocks;
     87 
     88   const int num_col_blocks = bs->cols.size();
     89   const int num_row_blocks = bs->rows.size();
     90 
     91   buffer_size_ = 1;
     92   chunks_.clear();
     93   lhs_row_layout_.clear();
     94 
     95   int lhs_num_rows = 0;
     96   // Add a map object for each block in the reduced linear system
     97   // and build the row/column block structure of the reduced linear
     98   // system.
     99   lhs_row_layout_.resize(num_col_blocks - num_eliminate_blocks_);
    100   for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
    101     lhs_row_layout_[i - num_eliminate_blocks_] = lhs_num_rows;
    102     lhs_num_rows += bs->cols[i].size;
    103   }
    104 
    105   int r = 0;
    106   // Iterate over the row blocks of A, and detect the chunks. The
    107   // matrix should already have been ordered so that all rows
    108   // containing the same y block are vertically contiguous. Along
    109   // the way also compute the amount of space each chunk will need
    110   // to perform the elimination.
    111   while (r < num_row_blocks) {
    112     const int chunk_block_id = bs->rows[r].cells.front().block_id;
    113     if (chunk_block_id >= num_eliminate_blocks_) {
    114       break;
    115     }
    116 
    117     chunks_.push_back(Chunk());
    118     Chunk& chunk = chunks_.back();
    119     chunk.size = 0;
    120     chunk.start = r;
    121     int buffer_size = 0;
    122     const int e_block_size = bs->cols[chunk_block_id].size;
    123 
    124     // Add to the chunk until the first block in the row is
    125     // different than the one in the first row for the chunk.
    126     while (r + chunk.size < num_row_blocks) {
    127       const CompressedRow& row = bs->rows[r + chunk.size];
    128       if (row.cells.front().block_id != chunk_block_id) {
    129         break;
    130       }
    131 
    132       // Iterate over the blocks in the row, ignoring the first
    133       // block since it is the one to be eliminated.
    134       for (int c = 1; c < row.cells.size(); ++c) {
    135         const Cell& cell = row.cells[c];
    136         if (InsertIfNotPresent(
    137                 &(chunk.buffer_layout), cell.block_id, buffer_size)) {
    138           buffer_size += e_block_size * bs->cols[cell.block_id].size;
    139         }
    140       }
    141 
    142       buffer_size_ = max(buffer_size, buffer_size_);
    143       ++chunk.size;
    144     }
    145 
    146     CHECK_GT(chunk.size, 0);
    147     r += chunk.size;
    148   }
    149   const Chunk& chunk = chunks_.back();
    150 
    151   uneliminated_row_begins_ = chunk.start + chunk.size;
    152   if (num_threads_ > 1) {
    153     random_shuffle(chunks_.begin(), chunks_.end());
    154   }
    155 
    156   buffer_.reset(new double[buffer_size_ * num_threads_]);
    157 
    158   // chunk_outer_product_buffer_ only needs to store e_block_size *
    159   // f_block_size, which is always less than buffer_size_, so we just
    160   // allocate buffer_size_ per thread.
    161   chunk_outer_product_buffer_.reset(new double[buffer_size_ * num_threads_]);
    162 
    163   STLDeleteElements(&rhs_locks_);
    164   rhs_locks_.resize(num_col_blocks - num_eliminate_blocks_);
    165   for (int i = 0; i < num_col_blocks - num_eliminate_blocks_; ++i) {
    166     rhs_locks_[i] = new Mutex;
    167   }
    168 }
    169 
    170 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    171 void
    172 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    173 Eliminate(const BlockSparseMatrix* A,
    174           const double* b,
    175           const double* D,
    176           BlockRandomAccessMatrix* lhs,
    177           double* rhs) {
    178   if (lhs->num_rows() > 0) {
    179     lhs->SetZero();
    180     VectorRef(rhs, lhs->num_rows()).setZero();
    181   }
    182 
    183   const CompressedRowBlockStructure* bs = A->block_structure();
    184   const int num_col_blocks = bs->cols.size();
    185 
    186   // Add the diagonal to the schur complement.
    187   if (D != NULL) {
    188 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic)
    189     for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
    190       const int block_id = i - num_eliminate_blocks_;
    191       int r, c, row_stride, col_stride;
    192       CellInfo* cell_info = lhs->GetCell(block_id, block_id,
    193                                          &r, &c,
    194                                          &row_stride, &col_stride);
    195       if (cell_info != NULL) {
    196         const int block_size = bs->cols[i].size;
    197         typename EigenTypes<kFBlockSize>::ConstVectorRef
    198             diag(D + bs->cols[i].position, block_size);
    199 
    200         CeresMutexLock l(&cell_info->m);
    201         MatrixRef m(cell_info->values, row_stride, col_stride);
    202         m.block(r, c, block_size, block_size).diagonal()
    203             += diag.array().square().matrix();
    204       }
    205     }
    206   }
    207 
    208   // Eliminate y blocks one chunk at a time.  For each chunk,x3
    209   // compute the entries of the normal equations and the gradient
    210   // vector block corresponding to the y block and then apply
    211   // Gaussian elimination to them. The matrix ete stores the normal
    212   // matrix corresponding to the block being eliminated and array
    213   // buffer_ contains the non-zero blocks in the row corresponding
    214   // to this y block in the normal equations. This computation is
    215   // done in ChunkDiagonalBlockAndGradient. UpdateRhs then applies
    216   // gaussian elimination to the rhs of the normal equations,
    217   // updating the rhs of the reduced linear system by modifying rhs
    218   // blocks for all the z blocks that share a row block/residual
    219   // term with the y block. EliminateRowOuterProduct does the
    220   // corresponding operation for the lhs of the reduced linear
    221   // system.
    222 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic)
    223   for (int i = 0; i < chunks_.size(); ++i) {
    224 #ifdef CERES_USE_OPENMP
    225     int thread_id = omp_get_thread_num();
    226 #else
    227     int thread_id = 0;
    228 #endif
    229     double* buffer = buffer_.get() + thread_id * buffer_size_;
    230     const Chunk& chunk = chunks_[i];
    231     const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
    232     const int e_block_size = bs->cols[e_block_id].size;
    233 
    234     VectorRef(buffer, buffer_size_).setZero();
    235 
    236     typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix
    237         ete(e_block_size, e_block_size);
    238 
    239     if (D != NULL) {
    240       const typename EigenTypes<kEBlockSize>::ConstVectorRef
    241           diag(D + bs->cols[e_block_id].position, e_block_size);
    242       ete = diag.array().square().matrix().asDiagonal();
    243     } else {
    244       ete.setZero();
    245     }
    246 
    247     FixedArray<double, 8> g(e_block_size);
    248     typename EigenTypes<kEBlockSize>::VectorRef gref(g.get(), e_block_size);
    249     gref.setZero();
    250 
    251     // We are going to be computing
    252     //
    253     //   S += F'F - F'E(E'E)^{-1}E'F
    254     //
    255     // for each Chunk. The computation is broken down into a number of
    256     // function calls as below.
    257 
    258     // Compute the outer product of the e_blocks with themselves (ete
    259     // = E'E). Compute the product of the e_blocks with the
    260     // corresonding f_blocks (buffer = E'F), the gradient of the terms
    261     // in this chunk (g) and add the outer product of the f_blocks to
    262     // Schur complement (S += F'F).
    263     ChunkDiagonalBlockAndGradient(
    264         chunk, A, b, chunk.start, &ete, g.get(), buffer, lhs);
    265 
    266     // Normally one wouldn't compute the inverse explicitly, but
    267     // e_block_size will typically be a small number like 3, in
    268     // which case its much faster to compute the inverse once and
    269     // use it to multiply other matrices/vectors instead of doing a
    270     // Solve call over and over again.
    271     typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix inverse_ete =
    272         ete
    273         .template selfadjointView<Eigen::Upper>()
    274         .llt()
    275         .solve(Matrix::Identity(e_block_size, e_block_size));
    276 
    277     // For the current chunk compute and update the rhs of the reduced
    278     // linear system.
    279     //
    280     //   rhs = F'b - F'E(E'E)^(-1) E'b
    281 
    282     FixedArray<double, 8> inverse_ete_g(e_block_size);
    283     MatrixVectorMultiply<kEBlockSize, kEBlockSize, 0>(
    284         inverse_ete.data(),
    285         e_block_size,
    286         e_block_size,
    287         g.get(),
    288         inverse_ete_g.get());
    289 
    290     UpdateRhs(chunk, A, b, chunk.start, inverse_ete_g.get(), rhs);
    291 
    292     // S -= F'E(E'E)^{-1}E'F
    293     ChunkOuterProduct(bs, inverse_ete, buffer, chunk.buffer_layout, lhs);
    294   }
    295 
    296   // For rows with no e_blocks, the schur complement update reduces to
    297   // S += F'F.
    298   NoEBlockRowsUpdate(A, b,  uneliminated_row_begins_, lhs, rhs);
    299 }
    300 
    301 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    302 void
    303 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    304 BackSubstitute(const BlockSparseMatrix* A,
    305                const double* b,
    306                const double* D,
    307                const double* z,
    308                double* y) {
    309   const CompressedRowBlockStructure* bs = A->block_structure();
    310 #pragma omp parallel for num_threads(num_threads_) schedule(dynamic)
    311   for (int i = 0; i < chunks_.size(); ++i) {
    312     const Chunk& chunk = chunks_[i];
    313     const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
    314     const int e_block_size = bs->cols[e_block_id].size;
    315 
    316     double* y_ptr = y +  bs->cols[e_block_id].position;
    317     typename EigenTypes<kEBlockSize>::VectorRef y_block(y_ptr, e_block_size);
    318 
    319     typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix
    320         ete(e_block_size, e_block_size);
    321     if (D != NULL) {
    322       const typename EigenTypes<kEBlockSize>::ConstVectorRef
    323           diag(D + bs->cols[e_block_id].position, e_block_size);
    324       ete = diag.array().square().matrix().asDiagonal();
    325     } else {
    326       ete.setZero();
    327     }
    328 
    329     const double* values = A->values();
    330     for (int j = 0; j < chunk.size; ++j) {
    331       const CompressedRow& row = bs->rows[chunk.start + j];
    332       const Cell& e_cell = row.cells.front();
    333       DCHECK_EQ(e_block_id, e_cell.block_id);
    334 
    335       FixedArray<double, 8> sj(row.block.size);
    336 
    337       typename EigenTypes<kRowBlockSize>::VectorRef(sj.get(), row.block.size) =
    338           typename EigenTypes<kRowBlockSize>::ConstVectorRef
    339           (b + bs->rows[chunk.start + j].block.position, row.block.size);
    340 
    341       for (int c = 1; c < row.cells.size(); ++c) {
    342         const int f_block_id = row.cells[c].block_id;
    343         const int f_block_size = bs->cols[f_block_id].size;
    344         const int r_block = f_block_id - num_eliminate_blocks_;
    345 
    346         MatrixVectorMultiply<kRowBlockSize, kFBlockSize, -1>(
    347             values + row.cells[c].position, row.block.size, f_block_size,
    348             z + lhs_row_layout_[r_block],
    349             sj.get());
    350       }
    351 
    352       MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>(
    353           values + e_cell.position, row.block.size, e_block_size,
    354           sj.get(),
    355           y_ptr);
    356 
    357       MatrixTransposeMatrixMultiply
    358           <kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>(
    359               values + e_cell.position, row.block.size, e_block_size,
    360               values + e_cell.position, row.block.size, e_block_size,
    361               ete.data(), 0, 0, e_block_size, e_block_size);
    362     }
    363 
    364     ete.llt().solveInPlace(y_block);
    365   }
    366 }
    367 
    368 // Update the rhs of the reduced linear system. Compute
    369 //
    370 //   F'b - F'E(E'E)^(-1) E'b
    371 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    372 void
    373 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    374 UpdateRhs(const Chunk& chunk,
    375           const BlockSparseMatrix* A,
    376           const double* b,
    377           int row_block_counter,
    378           const double* inverse_ete_g,
    379           double* rhs) {
    380   const CompressedRowBlockStructure* bs = A->block_structure();
    381   const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
    382   const int e_block_size = bs->cols[e_block_id].size;
    383 
    384   int b_pos = bs->rows[row_block_counter].block.position;
    385   const double* values = A->values();
    386   for (int j = 0; j < chunk.size; ++j) {
    387     const CompressedRow& row = bs->rows[row_block_counter + j];
    388     const Cell& e_cell = row.cells.front();
    389 
    390     typename EigenTypes<kRowBlockSize>::Vector sj =
    391         typename EigenTypes<kRowBlockSize>::ConstVectorRef
    392         (b + b_pos, row.block.size);
    393 
    394     MatrixVectorMultiply<kRowBlockSize, kEBlockSize, -1>(
    395         values + e_cell.position, row.block.size, e_block_size,
    396         inverse_ete_g, sj.data());
    397 
    398     for (int c = 1; c < row.cells.size(); ++c) {
    399       const int block_id = row.cells[c].block_id;
    400       const int block_size = bs->cols[block_id].size;
    401       const int block = block_id - num_eliminate_blocks_;
    402       CeresMutexLock l(rhs_locks_[block]);
    403       MatrixTransposeVectorMultiply<kRowBlockSize, kFBlockSize, 1>(
    404           values + row.cells[c].position,
    405           row.block.size, block_size,
    406           sj.data(), rhs + lhs_row_layout_[block]);
    407     }
    408     b_pos += row.block.size;
    409   }
    410 }
    411 
    412 // Given a Chunk - set of rows with the same e_block, e.g. in the
    413 // following Chunk with two rows.
    414 //
    415 //                E                   F
    416 //      [ y11   0   0   0 |  z11     0    0   0    z51]
    417 //      [ y12   0   0   0 |  z12   z22    0   0      0]
    418 //
    419 // this function computes twp matrices. The diagonal block matrix
    420 //
    421 //   ete = y11 * y11' + y12 * y12'
    422 //
    423 // and the off diagonal blocks in the Guass Newton Hessian.
    424 //
    425 //   buffer = [y11'(z11 + z12), y12' * z22, y11' * z51]
    426 //
    427 // which are zero compressed versions of the block sparse matrices E'E
    428 // and E'F.
    429 //
    430 // and the gradient of the e_block, E'b.
    431 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    432 void
    433 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    434 ChunkDiagonalBlockAndGradient(
    435     const Chunk& chunk,
    436     const BlockSparseMatrix* A,
    437     const double* b,
    438     int row_block_counter,
    439     typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix* ete,
    440     double* g,
    441     double* buffer,
    442     BlockRandomAccessMatrix* lhs) {
    443   const CompressedRowBlockStructure* bs = A->block_structure();
    444 
    445   int b_pos = bs->rows[row_block_counter].block.position;
    446   const int e_block_size = ete->rows();
    447 
    448   // Iterate over the rows in this chunk, for each row, compute the
    449   // contribution of its F blocks to the Schur complement, the
    450   // contribution of its E block to the matrix EE' (ete), and the
    451   // corresponding block in the gradient vector.
    452   const double* values = A->values();
    453   for (int j = 0; j < chunk.size; ++j) {
    454     const CompressedRow& row = bs->rows[row_block_counter + j];
    455 
    456     if (row.cells.size() > 1) {
    457       EBlockRowOuterProduct(A, row_block_counter + j, lhs);
    458     }
    459 
    460     // Extract the e_block, ETE += E_i' E_i
    461     const Cell& e_cell = row.cells.front();
    462     MatrixTransposeMatrixMultiply
    463         <kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>(
    464             values + e_cell.position, row.block.size, e_block_size,
    465             values + e_cell.position, row.block.size, e_block_size,
    466             ete->data(), 0, 0, e_block_size, e_block_size);
    467 
    468     // g += E_i' b_i
    469     MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>(
    470         values + e_cell.position, row.block.size, e_block_size,
    471         b + b_pos,
    472         g);
    473 
    474 
    475     // buffer = E'F. This computation is done by iterating over the
    476     // f_blocks for each row in the chunk.
    477     for (int c = 1; c < row.cells.size(); ++c) {
    478       const int f_block_id = row.cells[c].block_id;
    479       const int f_block_size = bs->cols[f_block_id].size;
    480       double* buffer_ptr =
    481           buffer +  FindOrDie(chunk.buffer_layout, f_block_id);
    482       MatrixTransposeMatrixMultiply
    483           <kRowBlockSize, kEBlockSize, kRowBlockSize, kFBlockSize, 1>(
    484           values + e_cell.position, row.block.size, e_block_size,
    485           values + row.cells[c].position, row.block.size, f_block_size,
    486           buffer_ptr, 0, 0, e_block_size, f_block_size);
    487     }
    488     b_pos += row.block.size;
    489   }
    490 }
    491 
    492 // Compute the outer product F'E(E'E)^{-1}E'F and subtract it from the
    493 // Schur complement matrix, i.e
    494 //
    495 //  S -= F'E(E'E)^{-1}E'F.
    496 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    497 void
    498 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    499 ChunkOuterProduct(const CompressedRowBlockStructure* bs,
    500                   const Matrix& inverse_ete,
    501                   const double* buffer,
    502                   const BufferLayoutType& buffer_layout,
    503                   BlockRandomAccessMatrix* lhs) {
    504   // This is the most computationally expensive part of this
    505   // code. Profiling experiments reveal that the bottleneck is not the
    506   // computation of the right-hand matrix product, but memory
    507   // references to the left hand side.
    508   const int e_block_size = inverse_ete.rows();
    509   BufferLayoutType::const_iterator it1 = buffer_layout.begin();
    510 
    511 #ifdef CERES_USE_OPENMP
    512   int thread_id = omp_get_thread_num();
    513 #else
    514   int thread_id = 0;
    515 #endif
    516   double* b1_transpose_inverse_ete =
    517       chunk_outer_product_buffer_.get() + thread_id * buffer_size_;
    518 
    519   // S(i,j) -= bi' * ete^{-1} b_j
    520   for (; it1 != buffer_layout.end(); ++it1) {
    521     const int block1 = it1->first - num_eliminate_blocks_;
    522     const int block1_size = bs->cols[it1->first].size;
    523     MatrixTransposeMatrixMultiply
    524         <kEBlockSize, kFBlockSize, kEBlockSize, kEBlockSize, 0>(
    525         buffer + it1->second, e_block_size, block1_size,
    526         inverse_ete.data(), e_block_size, e_block_size,
    527         b1_transpose_inverse_ete, 0, 0, block1_size, e_block_size);
    528 
    529     BufferLayoutType::const_iterator it2 = it1;
    530     for (; it2 != buffer_layout.end(); ++it2) {
    531       const int block2 = it2->first - num_eliminate_blocks_;
    532 
    533       int r, c, row_stride, col_stride;
    534       CellInfo* cell_info = lhs->GetCell(block1, block2,
    535                                          &r, &c,
    536                                          &row_stride, &col_stride);
    537       if (cell_info != NULL) {
    538         const int block2_size = bs->cols[it2->first].size;
    539         CeresMutexLock l(&cell_info->m);
    540         MatrixMatrixMultiply
    541             <kFBlockSize, kEBlockSize, kEBlockSize, kFBlockSize, -1>(
    542                 b1_transpose_inverse_ete, block1_size, e_block_size,
    543                 buffer  + it2->second, e_block_size, block2_size,
    544                 cell_info->values, r, c, row_stride, col_stride);
    545       }
    546     }
    547   }
    548 }
    549 
    550 // For rows with no e_blocks, the schur complement update reduces to S
    551 // += F'F. This function iterates over the rows of A with no e_block,
    552 // and calls NoEBlockRowOuterProduct on each row.
    553 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    554 void
    555 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    556 NoEBlockRowsUpdate(const BlockSparseMatrix* A,
    557                    const double* b,
    558                    int row_block_counter,
    559                    BlockRandomAccessMatrix* lhs,
    560                    double* rhs) {
    561   const CompressedRowBlockStructure* bs = A->block_structure();
    562   const double* values = A->values();
    563   for (; row_block_counter < bs->rows.size(); ++row_block_counter) {
    564     const CompressedRow& row = bs->rows[row_block_counter];
    565     for (int c = 0; c < row.cells.size(); ++c) {
    566       const int block_id = row.cells[c].block_id;
    567       const int block_size = bs->cols[block_id].size;
    568       const int block = block_id - num_eliminate_blocks_;
    569       MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
    570           values + row.cells[c].position, row.block.size, block_size,
    571           b + row.block.position,
    572           rhs + lhs_row_layout_[block]);
    573     }
    574     NoEBlockRowOuterProduct(A, row_block_counter, lhs);
    575   }
    576 }
    577 
    578 
    579 // A row r of A, which has no e_blocks gets added to the Schur
    580 // Complement as S += r r'. This function is responsible for computing
    581 // the contribution of a single row r to the Schur complement. It is
    582 // very similar in structure to EBlockRowOuterProduct except for
    583 // one difference. It does not use any of the template
    584 // parameters. This is because the algorithm used for detecting the
    585 // static structure of the matrix A only pays attention to rows with
    586 // e_blocks. This is becase rows without e_blocks are rare and
    587 // typically arise from regularization terms in the original
    588 // optimization problem, and have a very different structure than the
    589 // rows with e_blocks. Including them in the static structure
    590 // detection will lead to most template parameters being set to
    591 // dynamic. Since the number of rows without e_blocks is small, the
    592 // lack of templating is not an issue.
    593 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    594 void
    595 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    596 NoEBlockRowOuterProduct(const BlockSparseMatrix* A,
    597                      int row_block_index,
    598                      BlockRandomAccessMatrix* lhs) {
    599   const CompressedRowBlockStructure* bs = A->block_structure();
    600   const CompressedRow& row = bs->rows[row_block_index];
    601   const double* values = A->values();
    602   for (int i = 0; i < row.cells.size(); ++i) {
    603     const int block1 = row.cells[i].block_id - num_eliminate_blocks_;
    604     DCHECK_GE(block1, 0);
    605 
    606     const int block1_size = bs->cols[row.cells[i].block_id].size;
    607     int r, c, row_stride, col_stride;
    608     CellInfo* cell_info = lhs->GetCell(block1, block1,
    609                                        &r, &c,
    610                                        &row_stride, &col_stride);
    611     if (cell_info != NULL) {
    612       CeresMutexLock l(&cell_info->m);
    613       // This multiply currently ignores the fact that this is a
    614       // symmetric outer product.
    615       MatrixTransposeMatrixMultiply
    616           <Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>(
    617               values + row.cells[i].position, row.block.size, block1_size,
    618               values + row.cells[i].position, row.block.size, block1_size,
    619               cell_info->values, r, c, row_stride, col_stride);
    620     }
    621 
    622     for (int j = i + 1; j < row.cells.size(); ++j) {
    623       const int block2 = row.cells[j].block_id - num_eliminate_blocks_;
    624       DCHECK_GE(block2, 0);
    625       DCHECK_LT(block1, block2);
    626       int r, c, row_stride, col_stride;
    627       CellInfo* cell_info = lhs->GetCell(block1, block2,
    628                                          &r, &c,
    629                                          &row_stride, &col_stride);
    630       if (cell_info != NULL) {
    631         const int block2_size = bs->cols[row.cells[j].block_id].size;
    632         CeresMutexLock l(&cell_info->m);
    633         MatrixTransposeMatrixMultiply
    634             <Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>(
    635                 values + row.cells[i].position, row.block.size, block1_size,
    636                 values + row.cells[j].position, row.block.size, block2_size,
    637                 cell_info->values, r, c, row_stride, col_stride);
    638       }
    639     }
    640   }
    641 }
    642 
    643 // For a row with an e_block, compute the contribition S += F'F. This
    644 // function has the same structure as NoEBlockRowOuterProduct, except
    645 // that this function uses the template parameters.
    646 template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
    647 void
    648 SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
    649 EBlockRowOuterProduct(const BlockSparseMatrix* A,
    650                       int row_block_index,
    651                       BlockRandomAccessMatrix* lhs) {
    652   const CompressedRowBlockStructure* bs = A->block_structure();
    653   const CompressedRow& row = bs->rows[row_block_index];
    654   const double* values = A->values();
    655   for (int i = 1; i < row.cells.size(); ++i) {
    656     const int block1 = row.cells[i].block_id - num_eliminate_blocks_;
    657     DCHECK_GE(block1, 0);
    658 
    659     const int block1_size = bs->cols[row.cells[i].block_id].size;
    660     int r, c, row_stride, col_stride;
    661     CellInfo* cell_info = lhs->GetCell(block1, block1,
    662                                        &r, &c,
    663                                        &row_stride, &col_stride);
    664     if (cell_info != NULL) {
    665       CeresMutexLock l(&cell_info->m);
    666       // block += b1.transpose() * b1;
    667       MatrixTransposeMatrixMultiply
    668           <kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>(
    669           values + row.cells[i].position, row.block.size, block1_size,
    670           values + row.cells[i].position, row.block.size, block1_size,
    671           cell_info->values, r, c, row_stride, col_stride);
    672     }
    673 
    674     for (int j = i + 1; j < row.cells.size(); ++j) {
    675       const int block2 = row.cells[j].block_id - num_eliminate_blocks_;
    676       DCHECK_GE(block2, 0);
    677       DCHECK_LT(block1, block2);
    678       const int block2_size = bs->cols[row.cells[j].block_id].size;
    679       int r, c, row_stride, col_stride;
    680       CellInfo* cell_info = lhs->GetCell(block1, block2,
    681                                          &r, &c,
    682                                          &row_stride, &col_stride);
    683       if (cell_info != NULL) {
    684         // block += b1.transpose() * b2;
    685         CeresMutexLock l(&cell_info->m);
    686         MatrixTransposeMatrixMultiply
    687             <kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>(
    688                 values + row.cells[i].position, row.block.size, block1_size,
    689                 values + row.cells[j].position, row.block.size, block2_size,
    690                 cell_info->values, r, c, row_stride, col_stride);
    691       }
    692     }
    693   }
    694 }
    695 
    696 }  // namespace internal
    697 }  // namespace ceres
    698 
    699 #endif  // CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
    700