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);
};
