Add BlockRandomAccessDiagonalMatrix. This class is used in the SchurJacobiPreconditioner for storing the preconditioner matrix. Using it speeds up the computation of the preconditioner by ~15% due to the elimination of a hash table lookup. Change-Id: Iba2b34aad0d9eb9bcb7f6e6fad16aa416aac0d2a
diff --git a/internal/ceres/CMakeLists.txt b/internal/ceres/CMakeLists.txt index eee8abf..02a1731 100644 --- a/internal/ceres/CMakeLists.txt +++ b/internal/ceres/CMakeLists.txt
@@ -36,6 +36,7 @@ block_jacobian_writer.cc block_random_access_crs_matrix.cc block_random_access_dense_matrix.cc + block_random_access_diagonal_matrix.cc block_random_access_matrix.cc block_random_access_sparse_matrix.cc block_sparse_matrix.cc @@ -205,6 +206,7 @@ CERES_TEST(autodiff_local_parameterization) CERES_TEST(block_random_access_crs_matrix) CERES_TEST(block_random_access_dense_matrix) + CERES_TEST(block_random_access_diagonal_matrix) CERES_TEST(block_random_access_sparse_matrix) CERES_TEST(block_sparse_matrix) CERES_TEST(c_api)
diff --git a/internal/ceres/block_random_access_diagonal_matrix.cc b/internal/ceres/block_random_access_diagonal_matrix.cc new file mode 100644 index 0000000..d8bf4ef --- /dev/null +++ b/internal/ceres/block_random_access_diagonal_matrix.cc
@@ -0,0 +1,120 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2013 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#include "ceres/block_random_access_diagonal_matrix.h" + +#include <algorithm> +#include <set> +#include <utility> +#include <vector> +#include "ceres/internal/port.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/types.h" +#include "ceres/stl_util.h" +#include "glog/logging.h" + +namespace ceres { +namespace internal { + +BlockRandomAccessDiagonalMatrix::BlockRandomAccessDiagonalMatrix( + const vector<int>& blocks) + : blocks_(blocks) { + // Build the row/column layout vector and count the number of scalar + // rows/columns. + int num_cols = 0; + int num_nonzeros = 0; + vector<int> col_layout; + for (int i = 0; i < blocks_.size(); ++i) { + col_layout.push_back(num_cols); + num_cols += blocks_[i]; + num_nonzeros += blocks_[i] * blocks_[i]; + } + + VLOG(1) << "Matrix Size [" << num_cols + << "," << num_cols + << "] " << num_nonzeros; + + tsm_.reset(new TripletSparseMatrix(num_cols, num_cols, num_nonzeros)); + tsm_->set_num_nonzeros(num_nonzeros); + int* rows = tsm_->mutable_rows(); + int* cols = tsm_->mutable_cols(); + double* values = tsm_->mutable_values(); + + int pos = 0; + for (int i = 0; i < blocks_.size(); ++i) { + const int block_size = blocks_[i]; + layout_.push_back(new CellInfo(values + pos)); + const int block_begin = col_layout[i]; + for (int r = 0; r < block_size; ++r) { + for (int c = 0; c < block_size; ++c, ++pos) { + rows[pos] = block_begin + r; + cols[pos] = block_begin + c; + } + } + } +} + +// Assume that the user does not hold any locks on any cell blocks +// when they are calling SetZero. +BlockRandomAccessDiagonalMatrix::~BlockRandomAccessDiagonalMatrix() { + STLDeleteContainerPointers(layout_.begin(), layout_.end()); +} + +CellInfo* BlockRandomAccessDiagonalMatrix::GetCell(int row_block_id, + int col_block_id, + int* row, + int* col, + int* row_stride, + int* col_stride) { + if (row_block_id != col_block_id) { + return NULL; + } + const int stride = blocks_[row_block_id]; + + // Each cell is stored contiguously as its own little dense matrix. + *row = 0; + *col = 0; + *row_stride = stride; + *col_stride = stride; + return layout_[row_block_id]; +} + +// Assume that the user does not hold any locks on any cell blocks +// when they are calling SetZero. +void BlockRandomAccessDiagonalMatrix::SetZero() { + if (tsm_->num_nonzeros()) { + VectorRef(tsm_->mutable_values(), + tsm_->num_nonzeros()).setZero(); + } +} + +} // namespace internal +} // namespace ceres
diff --git a/internal/ceres/block_random_access_diagonal_matrix.h b/internal/ceres/block_random_access_diagonal_matrix.h new file mode 100644 index 0000000..6b3cff2 --- /dev/null +++ b/internal/ceres/block_random_access_diagonal_matrix.h
@@ -0,0 +1,96 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2013 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#ifndef CERES_INTERNAL_BLOCK_RANDOM_ACCESS_DIAGONAL_MATRIX_H_ +#define CERES_INTERNAL_BLOCK_RANDOM_ACCESS_DIAGONAL_MATRIX_H_ + +#include <set> +#include <vector> +#include <utility> +#include "ceres/mutex.h" +#include "ceres/block_random_access_matrix.h" +#include "ceres/collections_port.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/integral_types.h" +#include "ceres/internal/macros.h" +#include "ceres/internal/port.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/types.h" + +namespace ceres { +namespace internal { + +// A thread safe block diagonal matrix implementation of +// BlockRandomAccessMatrix. +class BlockRandomAccessDiagonalMatrix : public BlockRandomAccessMatrix { + public: + // blocks is an array of block sizes. + BlockRandomAccessDiagonalMatrix(const vector<int>& blocks); + + // The destructor is not thread safe. It assumes that no one is + // modifying any cells when the matrix is being destroyed. + virtual ~BlockRandomAccessDiagonalMatrix(); + + // BlockRandomAccessMatrix Interface. + virtual CellInfo* GetCell(int row_block_id, + int col_block_id, + int* row, + int* col, + int* row_stride, + int* col_stride); + + // This is not a thread safe method, it assumes that no cell is + // locked. + virtual void SetZero(); + + // Since the matrix is square, num_rows() == num_cols(). + virtual int num_rows() const { return tsm_->num_rows(); } + virtual int num_cols() const { return tsm_->num_cols(); } + + // Access to the underlying matrix object. + const TripletSparseMatrix* matrix() const { return tsm_.get(); } + TripletSparseMatrix* mutable_matrix() { return tsm_.get(); } + + private: + // row/column block sizes. + const vector<int> blocks_; + vector<CellInfo*> layout_; + + // The underlying matrix object which actually stores the cells. + scoped_ptr<TripletSparseMatrix> tsm_; + + friend class BlockRandomAccessDiagonalMatrixTest; + CERES_DISALLOW_COPY_AND_ASSIGN(BlockRandomAccessDiagonalMatrix); +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_BLOCK_RANDOM_ACCESS_DIAGONAL_MATRIX_H_
diff --git a/internal/ceres/block_random_access_diagonal_matrix_test.cc b/internal/ceres/block_random_access_diagonal_matrix_test.cc new file mode 100644 index 0000000..e19268b --- /dev/null +++ b/internal/ceres/block_random_access_diagonal_matrix_test.cc
@@ -0,0 +1,116 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2013 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#include <limits> +#include <vector> + +#include "ceres/block_random_access_diagonal_matrix.h" +#include "ceres/internal/eigen.h" +#include "glog/logging.h" +#include "gtest/gtest.h" + +namespace ceres { +namespace internal { + +TEST(BlockRandomAccessDiagonalMatrix, GetCell) { + vector<int> blocks; + blocks.push_back(3); + blocks.push_back(4); + blocks.push_back(5); + const int num_rows = 3 + 4 + 5; + const int num_nonzeros = 3 * 3 + 4 * 4 + 5 * 5; + + BlockRandomAccessDiagonalMatrix m(blocks); + EXPECT_EQ(m.num_rows(), num_rows); + EXPECT_EQ(m.num_cols(), num_rows); + + for (int i = 0; i < blocks.size(); ++i) { + const int row_block_id = i; + int col_block_id; + int row; + int col; + int row_stride; + int col_stride; + + for (int j = 0; j < blocks.size(); ++j) { + col_block_id = j; + CellInfo* cell = m.GetCell(row_block_id, col_block_id, + &row, &col, + &row_stride, &col_stride); + // Off diagonal entries are not present. + if (i != j) { + EXPECT_TRUE(cell == NULL); + continue; + } + + EXPECT_TRUE(cell != NULL); + EXPECT_EQ(row, 0); + EXPECT_EQ(col, 0); + EXPECT_EQ(row_stride, blocks[row_block_id]); + EXPECT_EQ(col_stride, blocks[col_block_id]); + + // Write into the block + MatrixRef(cell->values, row_stride, col_stride).block( + row, col, blocks[row_block_id], blocks[col_block_id]) = + (row_block_id + 1) * (col_block_id +1) * + Matrix::Ones(blocks[row_block_id], blocks[col_block_id]); + } + } + + const TripletSparseMatrix* tsm = m.matrix(); + EXPECT_EQ(tsm->num_nonzeros(), num_nonzeros); + EXPECT_EQ(tsm->max_num_nonzeros(), num_nonzeros); + + Matrix dense; + tsm->ToDenseMatrix(&dense); + + double kTolerance = 1e-14; + + // (0,0) + EXPECT_NEAR((dense.block(0, 0, 3, 3) - Matrix::Ones(3, 3)).norm(), + 0.0, + kTolerance); + + // (1,1) + EXPECT_NEAR((dense.block(3, 3, 4, 4) - 2 * 2 * Matrix::Ones(4, 4)).norm(), + 0.0, + kTolerance); + + // (1,1) + EXPECT_NEAR((dense.block(7, 7, 5, 5) - 3 * 3 * Matrix::Ones(5, 5)).norm(), + 0.0, + kTolerance); + + // There is nothing else in the matrix besides these four blocks. + EXPECT_NEAR(dense.norm(), sqrt(9.0 + 16. * 16. + 81.0 * 25.), kTolerance); +} + +} // namespace internal +} // namespace ceres
diff --git a/internal/ceres/block_random_access_sparse_matrix.h b/internal/ceres/block_random_access_sparse_matrix.h index a6b5f39..27b1029 100644 --- a/internal/ceres/block_random_access_sparse_matrix.h +++ b/internal/ceres/block_random_access_sparse_matrix.h
@@ -47,7 +47,7 @@ namespace ceres { namespace internal { -// A threaf safe square block sparse implementation of +// A thread safe square block sparse implementation of // BlockRandomAccessMatrix. Internally a TripletSparseMatrix is used // for doing the actual storage. This class augments this matrix with // an unordered_map that allows random read/write access.
diff --git a/internal/ceres/schur_jacobi_preconditioner.cc b/internal/ceres/schur_jacobi_preconditioner.cc index 338df71..5b87e9f 100644 --- a/internal/ceres/schur_jacobi_preconditioner.cc +++ b/internal/ceres/schur_jacobi_preconditioner.cc
@@ -33,7 +33,7 @@ #include <utility> #include <vector> #include "Eigen/Dense" -#include "ceres/block_random_access_sparse_matrix.h" +#include "ceres/block_random_access_diagonal_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/collections_port.h" #include "ceres/detect_structure.h" @@ -57,16 +57,11 @@ << "SCHUR_JACOBI preconditioner."; block_size_.resize(num_blocks); - set<pair<int, int> > block_pairs; - - int num_block_diagonal_entries = 0; for (int i = 0; i < num_blocks; ++i) { block_size_[i] = bs.cols[i + options_.elimination_groups[0]].size; - block_pairs.insert(make_pair(i, i)); - num_block_diagonal_entries += block_size_[i] * block_size_[i]; } - m_.reset(new BlockRandomAccessSparseMatrix(block_size_, block_pairs)); + m_.reset(new BlockRandomAccessDiagonalMatrix(block_size_)); InitEliminator(bs); } @@ -118,7 +113,7 @@ CHECK_NOTNULL(y); const double* lhs_values = - down_cast<BlockRandomAccessSparseMatrix*>(m_.get())->matrix()->values(); + down_cast<BlockRandomAccessDiagonalMatrix*>(m_.get())->matrix()->values(); // This loop can be easily multi-threaded with OpenMP if need be. for (int i = 0; i < block_size_.size(); ++i) {
diff --git a/internal/ceres/schur_jacobi_preconditioner.h b/internal/ceres/schur_jacobi_preconditioner.h index f6e7b0d..aecb015 100644 --- a/internal/ceres/schur_jacobi_preconditioner.h +++ b/internal/ceres/schur_jacobi_preconditioner.h
@@ -49,7 +49,7 @@ namespace ceres { namespace internal { -class BlockRandomAccessSparseMatrix; +class BlockRandomAccessDiagonalMatrix; class BlockSparseMatrix; struct CompressedRowBlockStructure; class SchurEliminatorBase; @@ -100,7 +100,7 @@ scoped_ptr<SchurEliminatorBase> eliminator_; // Preconditioner matrix. - scoped_ptr<BlockRandomAccessSparseMatrix> m_; + scoped_ptr<BlockRandomAccessDiagonalMatrix> m_; CERES_DISALLOW_COPY_AND_ASSIGN(SchurJacobiPreconditioner); };
diff --git a/jni/Android.mk b/jni/Android.mk index 49cad30..1c6f045 100644 --- a/jni/Android.mk +++ b/jni/Android.mk
@@ -117,6 +117,7 @@ $(CERES_SRC_PATH)/block_jacobian_writer.cc \ $(CERES_SRC_PATH)/block_jacobi_preconditioner.cc \ $(CERES_SRC_PATH)/block_random_access_dense_matrix.cc \ + $(CERES_SRC_PATH)/block_random_access_diagonal_matrix.cc \ $(CERES_SRC_PATH)/block_random_access_matrix.cc \ $(CERES_SRC_PATH)/block_random_access_sparse_matrix.cc \ $(CERES_SRC_PATH)/block_sparse_matrix.cc \