BlockRandomAccessMatrix Refactor

1. Add threading to all three subclasses of BlockRandomAccessMatrix.
   i.e. BlockRandomAccessDenseMatrix, BlockRandomAccessSparseMatrix
   and BlockRandomAccessDenseMatrix.

   For BlockRandomAccessDenseMatrix and BlockRandomAccessSparseMatrix
   this just means SetZero is parallelized. Which by itself is no
   big deal, but by doing so, the constructor for all three subclasses
   become uniform.

   BlockRandomAccessSparseMatrix::SymmetricRightMultiplyAndAccumulate
   maybe threaded in the future if needed.

   BlockRandomAccessDiagonalMatrix is the biggest beneficiary. SetZero
   Invert and RightMultiplyAndAccumulate are all threaded now.

2. Change the storage in BlockRandomAccessDiagonalMatrix from
   TripletSparseMatrix to CompressedRowSparseMatrix. This has no
   performance implications since we do not really use the capabilities
   of the underlying matrix indexing representation. This is a forward
   looking change when we decide to transfer this matrix to the GPU,
   a CompressedRowSparseMatrix will save on a data conversion.

3. Use std::unique_ptr as needed and eliminate the need for custom
   destructors.

4. Modify CompressedRowSparseMatrix::CreateBlockDiagonalMatrix to
   take a nullptr as the data vector.

Fixes https://github.com/ceres-solver/ceres-solver/issues/936
Fixes https://github.com/ceres-solver/ceres-solver/issues/935

Change-Id: Ia6487f2d924fbe669835bdcc38abf2b451bda4ee
18 files changed
tree: 6ad762e8cd2a56514cc21c71b91ca7259d22d4b3
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Ceres Solver

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.

  1. Non-linear Least Squares problems with bounds constraints.
  2. General unconstrained optimization problems.

Please see ceres-solver.org for more information.