|  | // Ceres Solver - A fast non-linear least squares minimizer | 
|  | // Copyright 2022 Google Inc. All rights reserved. | 
|  | // http://ceres-solver.org/ | 
|  | // | 
|  | // 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_sparse_matrix.h" | 
|  |  | 
|  | #include <algorithm> | 
|  | #include <cstddef> | 
|  | #include <memory> | 
|  | #include <random> | 
|  | #include <vector> | 
|  |  | 
|  | #include "ceres/block_structure.h" | 
|  | #include "ceres/crs_matrix.h" | 
|  | #include "ceres/internal/eigen.h" | 
|  | #include "ceres/small_blas.h" | 
|  | #include "ceres/triplet_sparse_matrix.h" | 
|  | #include "glog/logging.h" | 
|  |  | 
|  | namespace ceres::internal { | 
|  |  | 
|  | BlockSparseMatrix::BlockSparseMatrix( | 
|  | CompressedRowBlockStructure* block_structure) | 
|  | : num_rows_(0), | 
|  | num_cols_(0), | 
|  | num_nonzeros_(0), | 
|  | block_structure_(block_structure) { | 
|  | CHECK(block_structure_ != nullptr); | 
|  |  | 
|  | // Count the number of columns in the matrix. | 
|  | for (auto& col : block_structure_->cols) { | 
|  | num_cols_ += col.size; | 
|  | } | 
|  |  | 
|  | // Count the number of non-zero entries and the number of rows in | 
|  | // the matrix. | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | num_rows_ += row_block_size; | 
|  |  | 
|  | const std::vector<Cell>& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | num_nonzeros_ += col_block_size * row_block_size; | 
|  | } | 
|  | } | 
|  |  | 
|  | CHECK_GE(num_rows_, 0); | 
|  | CHECK_GE(num_cols_, 0); | 
|  | CHECK_GE(num_nonzeros_, 0); | 
|  | VLOG(2) << "Allocating values array with " << num_nonzeros_ * sizeof(double) | 
|  | << " bytes.";  // NOLINT | 
|  | values_ = std::make_unique<double[]>(num_nonzeros_); | 
|  | max_num_nonzeros_ = num_nonzeros_; | 
|  | CHECK(values_ != nullptr); | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::SetZero() { | 
|  | std::fill(values_.get(), values_.get() + num_nonzeros_, 0.0); | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::RightMultiplyAndAccumulate(const double* x, | 
|  | double* y) const { | 
|  | CHECK(x != nullptr); | 
|  | CHECK(y != nullptr); | 
|  |  | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_pos = block_structure_->rows[i].block.position; | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | const std::vector<Cell>& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | MatrixVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>( | 
|  | values_.get() + cell.position, | 
|  | row_block_size, | 
|  | col_block_size, | 
|  | x + col_block_pos, | 
|  | y + row_block_pos); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::LeftMultiplyAndAccumulate(const double* x, | 
|  | double* y) const { | 
|  | CHECK(x != nullptr); | 
|  | CHECK(y != nullptr); | 
|  |  | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_pos = block_structure_->rows[i].block.position; | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | auto& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>( | 
|  | values_.get() + cell.position, | 
|  | row_block_size, | 
|  | col_block_size, | 
|  | x + row_block_pos, | 
|  | y + col_block_pos); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::SquaredColumnNorm(double* x) const { | 
|  | CHECK(x != nullptr); | 
|  | VectorRef(x, num_cols_).setZero(); | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | auto& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | const MatrixRef m( | 
|  | values_.get() + cell.position, row_block_size, col_block_size); | 
|  | VectorRef(x + col_block_pos, col_block_size) += m.colwise().squaredNorm(); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::ScaleColumns(const double* scale) { | 
|  | CHECK(scale != nullptr); | 
|  |  | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | auto& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | MatrixRef m( | 
|  | values_.get() + cell.position, row_block_size, col_block_size); | 
|  | m *= ConstVectorRef(scale + col_block_pos, col_block_size).asDiagonal(); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::ToCompressedRowSparseMatrix( | 
|  | CompressedRowSparseMatrix* crs_matrix) const { | 
|  | { | 
|  | TripletSparseMatrix ts_matrix; | 
|  | this->ToTripletSparseMatrix(&ts_matrix); | 
|  | *crs_matrix = | 
|  | *CompressedRowSparseMatrix::FromTripletSparseMatrix(ts_matrix); | 
|  | } | 
|  |  | 
|  | int num_row_blocks = block_structure_->rows.size(); | 
|  | auto& row_blocks = *crs_matrix->mutable_row_blocks(); | 
|  | row_blocks.resize(num_row_blocks); | 
|  | for (int i = 0; i < num_row_blocks; ++i) { | 
|  | row_blocks[i] = block_structure_->rows[i].block; | 
|  | } | 
|  |  | 
|  | int num_col_blocks = block_structure_->cols.size(); | 
|  | auto& col_blocks = *crs_matrix->mutable_col_blocks(); | 
|  | col_blocks.resize(num_col_blocks); | 
|  | for (int i = 0; i < num_col_blocks; ++i) { | 
|  | col_blocks[i] = block_structure_->cols[i]; | 
|  | } | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const { | 
|  | CHECK(dense_matrix != nullptr); | 
|  |  | 
|  | dense_matrix->resize(num_rows_, num_cols_); | 
|  | dense_matrix->setZero(); | 
|  | Matrix& m = *dense_matrix; | 
|  |  | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_pos = block_structure_->rows[i].block.position; | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | auto& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | int jac_pos = cell.position; | 
|  | m.block(row_block_pos, col_block_pos, row_block_size, col_block_size) += | 
|  | MatrixRef(values_.get() + jac_pos, row_block_size, col_block_size); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::ToTripletSparseMatrix( | 
|  | TripletSparseMatrix* matrix) const { | 
|  | CHECK(matrix != nullptr); | 
|  |  | 
|  | matrix->Reserve(num_nonzeros_); | 
|  | matrix->Resize(num_rows_, num_cols_); | 
|  | matrix->SetZero(); | 
|  |  | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | int row_block_pos = block_structure_->rows[i].block.position; | 
|  | int row_block_size = block_structure_->rows[i].block.size; | 
|  | const auto& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | int col_block_id = cell.block_id; | 
|  | int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | int jac_pos = cell.position; | 
|  | for (int r = 0; r < row_block_size; ++r) { | 
|  | for (int c = 0; c < col_block_size; ++c, ++jac_pos) { | 
|  | matrix->mutable_rows()[jac_pos] = row_block_pos + r; | 
|  | matrix->mutable_cols()[jac_pos] = col_block_pos + c; | 
|  | matrix->mutable_values()[jac_pos] = values_[jac_pos]; | 
|  | } | 
|  | } | 
|  | } | 
|  | } | 
|  | matrix->set_num_nonzeros(num_nonzeros_); | 
|  | } | 
|  |  | 
|  | // Return a pointer to the block structure. We continue to hold | 
|  | // ownership of the object though. | 
|  | const CompressedRowBlockStructure* BlockSparseMatrix::block_structure() const { | 
|  | return block_structure_.get(); | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::ToTextFile(FILE* file) const { | 
|  | CHECK(file != nullptr); | 
|  | for (int i = 0; i < block_structure_->rows.size(); ++i) { | 
|  | const int row_block_pos = block_structure_->rows[i].block.position; | 
|  | const int row_block_size = block_structure_->rows[i].block.size; | 
|  | const auto& cells = block_structure_->rows[i].cells; | 
|  | for (const auto& cell : cells) { | 
|  | const int col_block_id = cell.block_id; | 
|  | const int col_block_size = block_structure_->cols[col_block_id].size; | 
|  | const int col_block_pos = block_structure_->cols[col_block_id].position; | 
|  | int jac_pos = cell.position; | 
|  | for (int r = 0; r < row_block_size; ++r) { | 
|  | for (int c = 0; c < col_block_size; ++c) { | 
|  | fprintf(file, | 
|  | "% 10d % 10d %17f\n", | 
|  | row_block_pos + r, | 
|  | col_block_pos + c, | 
|  | values_[jac_pos++]); | 
|  | } | 
|  | } | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | std::unique_ptr<BlockSparseMatrix> BlockSparseMatrix::CreateDiagonalMatrix( | 
|  | const double* diagonal, const std::vector<Block>& column_blocks) { | 
|  | // Create the block structure for the diagonal matrix. | 
|  | auto* bs = new CompressedRowBlockStructure(); | 
|  | bs->cols = column_blocks; | 
|  | int position = 0; | 
|  | bs->rows.resize(column_blocks.size(), CompressedRow(1)); | 
|  | for (int i = 0; i < column_blocks.size(); ++i) { | 
|  | CompressedRow& row = bs->rows[i]; | 
|  | row.block = column_blocks[i]; | 
|  | Cell& cell = row.cells[0]; | 
|  | cell.block_id = i; | 
|  | cell.position = position; | 
|  | position += row.block.size * row.block.size; | 
|  | } | 
|  |  | 
|  | // Create the BlockSparseMatrix with the given block structure. | 
|  | auto matrix = std::make_unique<BlockSparseMatrix>(bs); | 
|  | matrix->SetZero(); | 
|  |  | 
|  | // Fill the values array of the block sparse matrix. | 
|  | double* values = matrix->mutable_values(); | 
|  | for (const auto& column_block : column_blocks) { | 
|  | const int size = column_block.size; | 
|  | for (int j = 0; j < size; ++j) { | 
|  | // (j + 1) * size is compact way of accessing the (j,j) entry. | 
|  | values[j * (size + 1)] = diagonal[j]; | 
|  | } | 
|  | diagonal += size; | 
|  | values += size * size; | 
|  | } | 
|  |  | 
|  | return matrix; | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::AppendRows(const BlockSparseMatrix& m) { | 
|  | CHECK_EQ(m.num_cols(), num_cols()); | 
|  | const CompressedRowBlockStructure* m_bs = m.block_structure(); | 
|  | CHECK_EQ(m_bs->cols.size(), block_structure_->cols.size()); | 
|  |  | 
|  | const int old_num_nonzeros = num_nonzeros_; | 
|  | const int old_num_row_blocks = block_structure_->rows.size(); | 
|  | block_structure_->rows.resize(old_num_row_blocks + m_bs->rows.size()); | 
|  |  | 
|  | for (int i = 0; i < m_bs->rows.size(); ++i) { | 
|  | const CompressedRow& m_row = m_bs->rows[i]; | 
|  | CompressedRow& row = block_structure_->rows[old_num_row_blocks + i]; | 
|  | row.block.size = m_row.block.size; | 
|  | row.block.position = num_rows_; | 
|  | num_rows_ += m_row.block.size; | 
|  | row.cells.resize(m_row.cells.size()); | 
|  | for (int c = 0; c < m_row.cells.size(); ++c) { | 
|  | const int block_id = m_row.cells[c].block_id; | 
|  | row.cells[c].block_id = block_id; | 
|  | row.cells[c].position = num_nonzeros_; | 
|  | num_nonzeros_ += m_row.block.size * m_bs->cols[block_id].size; | 
|  | } | 
|  | } | 
|  |  | 
|  | if (num_nonzeros_ > max_num_nonzeros_) { | 
|  | auto new_values = std::make_unique<double[]>(num_nonzeros_); | 
|  | std::copy_n(values_.get(), old_num_nonzeros, new_values.get()); | 
|  | values_ = std::move(new_values); | 
|  | max_num_nonzeros_ = num_nonzeros_; | 
|  | } | 
|  |  | 
|  | std::copy(m.values(), | 
|  | m.values() + m.num_nonzeros(), | 
|  | values_.get() + old_num_nonzeros); | 
|  | } | 
|  |  | 
|  | void BlockSparseMatrix::DeleteRowBlocks(const int delta_row_blocks) { | 
|  | const int num_row_blocks = block_structure_->rows.size(); | 
|  | int delta_num_nonzeros = 0; | 
|  | int delta_num_rows = 0; | 
|  | const std::vector<Block>& column_blocks = block_structure_->cols; | 
|  | for (int i = 0; i < delta_row_blocks; ++i) { | 
|  | const CompressedRow& row = block_structure_->rows[num_row_blocks - i - 1]; | 
|  | delta_num_rows += row.block.size; | 
|  | for (int c = 0; c < row.cells.size(); ++c) { | 
|  | const Cell& cell = row.cells[c]; | 
|  | delta_num_nonzeros += row.block.size * column_blocks[cell.block_id].size; | 
|  | } | 
|  | } | 
|  | num_nonzeros_ -= delta_num_nonzeros; | 
|  | num_rows_ -= delta_num_rows; | 
|  | block_structure_->rows.resize(num_row_blocks - delta_row_blocks); | 
|  | } | 
|  |  | 
|  | std::unique_ptr<BlockSparseMatrix> BlockSparseMatrix::CreateRandomMatrix( | 
|  | const BlockSparseMatrix::RandomMatrixOptions& options, std::mt19937& prng) { | 
|  | CHECK_GT(options.num_row_blocks, 0); | 
|  | CHECK_GT(options.min_row_block_size, 0); | 
|  | CHECK_GT(options.max_row_block_size, 0); | 
|  | CHECK_LE(options.min_row_block_size, options.max_row_block_size); | 
|  | CHECK_GT(options.block_density, 0.0); | 
|  | CHECK_LE(options.block_density, 1.0); | 
|  |  | 
|  | std::uniform_int_distribution<int> col_distribution( | 
|  | options.min_col_block_size, options.max_col_block_size); | 
|  | std::uniform_int_distribution<int> row_distribution( | 
|  | options.min_row_block_size, options.max_row_block_size); | 
|  | auto* bs = new CompressedRowBlockStructure(); | 
|  | if (options.col_blocks.empty()) { | 
|  | CHECK_GT(options.num_col_blocks, 0); | 
|  | CHECK_GT(options.min_col_block_size, 0); | 
|  | CHECK_GT(options.max_col_block_size, 0); | 
|  | CHECK_LE(options.min_col_block_size, options.max_col_block_size); | 
|  |  | 
|  | // Generate the col block structure. | 
|  | int col_block_position = 0; | 
|  | for (int i = 0; i < options.num_col_blocks; ++i) { | 
|  | const int col_block_size = col_distribution(prng); | 
|  | bs->cols.emplace_back(col_block_size, col_block_position); | 
|  | col_block_position += col_block_size; | 
|  | } | 
|  | } else { | 
|  | bs->cols = options.col_blocks; | 
|  | } | 
|  |  | 
|  | bool matrix_has_blocks = false; | 
|  | std::uniform_real_distribution<double> uniform01(0.0, 1.0); | 
|  | while (!matrix_has_blocks) { | 
|  | VLOG(1) << "Clearing"; | 
|  | bs->rows.clear(); | 
|  | int row_block_position = 0; | 
|  | int value_position = 0; | 
|  | for (int r = 0; r < options.num_row_blocks; ++r) { | 
|  | const int row_block_size = row_distribution(prng); | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = row_block_size; | 
|  | row.block.position = row_block_position; | 
|  | row_block_position += row_block_size; | 
|  | for (int c = 0; c < bs->cols.size(); ++c) { | 
|  | if (uniform01(prng) > options.block_density) continue; | 
|  |  | 
|  | row.cells.emplace_back(); | 
|  | Cell& cell = row.cells.back(); | 
|  | cell.block_id = c; | 
|  | cell.position = value_position; | 
|  | value_position += row_block_size * bs->cols[c].size; | 
|  | matrix_has_blocks = true; | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | auto matrix = std::make_unique<BlockSparseMatrix>(bs); | 
|  | double* values = matrix->mutable_values(); | 
|  | std::normal_distribution<double> standard_normal_distribution; | 
|  | std::generate_n( | 
|  | values, matrix->num_nonzeros(), [&standard_normal_distribution, &prng] { | 
|  | return standard_normal_distribution(prng); | 
|  | }); | 
|  |  | 
|  | return matrix; | 
|  | } | 
|  |  | 
|  | }  // namespace ceres::internal |