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// 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/compressed_row_sparse_matrix.h"
#include <algorithm>
#include <functional>
#include <memory>
#include <numeric>
#include <random>
#include <vector>
#include "ceres/context_impl.h"
#include "ceres/crs_matrix.h"
#include "ceres/internal/export.h"
#include "ceres/parallel_for.h"
#include "ceres/triplet_sparse_matrix.h"
#include "glog/logging.h"
namespace ceres::internal {
namespace {
// Helper functor used by the constructor for reordering the contents
// of a TripletSparseMatrix. This comparator assumes that there are no
// duplicates in the pair of arrays rows and cols, i.e., there is no
// indices i and j (not equal to each other) s.t.
//
// rows[i] == rows[j] && cols[i] == cols[j]
//
// If this is the case, this functor will not be a StrictWeakOrdering.
struct RowColLessThan {
RowColLessThan(const int* rows, const int* cols) : rows(rows), cols(cols) {}
bool operator()(const int x, const int y) const {
if (rows[x] == rows[y]) {
return (cols[x] < cols[y]);
}
return (rows[x] < rows[y]);
}
const int* rows;
const int* cols;
};
void TransposeForCompressedRowSparseStructure(const int num_rows,
const int num_cols,
const int num_nonzeros,
const int* rows,
const int* cols,
const double* values,
int* transpose_rows,
int* transpose_cols,
double* transpose_values) {
// Explicitly zero out transpose_rows.
std::fill(transpose_rows, transpose_rows + num_cols + 1, 0);
// Count the number of entries in each column of the original matrix
// and assign to transpose_rows[col + 1].
for (int idx = 0; idx < num_nonzeros; ++idx) {
++transpose_rows[cols[idx] + 1];
}
// Compute the starting position for each row in the transpose by
// computing the cumulative sum of the entries of transpose_rows.
for (int i = 1; i < num_cols + 1; ++i) {
transpose_rows[i] += transpose_rows[i - 1];
}
// Populate transpose_cols and (optionally) transpose_values by
// walking the entries of the source matrices. For each entry that
// is added, the value of transpose_row is incremented allowing us
// to keep track of where the next entry for that row should go.
//
// As a result transpose_row is shifted to the left by one entry.
for (int r = 0; r < num_rows; ++r) {
for (int idx = rows[r]; idx < rows[r + 1]; ++idx) {
const int c = cols[idx];
const int transpose_idx = transpose_rows[c]++;
transpose_cols[transpose_idx] = r;
if (values != nullptr && transpose_values != nullptr) {
transpose_values[transpose_idx] = values[idx];
}
}
}
// This loop undoes the left shift to transpose_rows introduced by
// the previous loop.
for (int i = num_cols - 1; i > 0; --i) {
transpose_rows[i] = transpose_rows[i - 1];
}
transpose_rows[0] = 0;
}
template <class RandomNormalFunctor>
void AddRandomBlock(const int num_rows,
const int num_cols,
const int row_block_begin,
const int col_block_begin,
RandomNormalFunctor&& randn,
std::vector<int>* rows,
std::vector<int>* cols,
std::vector<double>* values) {
for (int r = 0; r < num_rows; ++r) {
for (int c = 0; c < num_cols; ++c) {
rows->push_back(row_block_begin + r);
cols->push_back(col_block_begin + c);
values->push_back(randn());
}
}
}
template <class RandomNormalFunctor>
void AddSymmetricRandomBlock(const int num_rows,
const int row_block_begin,
RandomNormalFunctor&& randn,
std::vector<int>* rows,
std::vector<int>* cols,
std::vector<double>* values) {
for (int r = 0; r < num_rows; ++r) {
for (int c = r; c < num_rows; ++c) {
const double v = randn();
rows->push_back(row_block_begin + r);
cols->push_back(row_block_begin + c);
values->push_back(v);
if (r != c) {
rows->push_back(row_block_begin + c);
cols->push_back(row_block_begin + r);
values->push_back(v);
}
}
}
}
} // namespace
// This constructor gives you a semi-initialized CompressedRowSparseMatrix.
CompressedRowSparseMatrix::CompressedRowSparseMatrix(int num_rows,
int num_cols,
int max_num_nonzeros) {
num_rows_ = num_rows;
num_cols_ = num_cols;
storage_type_ = StorageType::UNSYMMETRIC;
rows_.resize(num_rows + 1, 0);
cols_.resize(max_num_nonzeros, 0);
values_.resize(max_num_nonzeros, 0.0);
VLOG(1) << "# of rows: " << num_rows_ << " # of columns: " << num_cols_
<< " max_num_nonzeros: " << cols_.size() << ". Allocating "
<< (num_rows_ + 1) * sizeof(int) + // NOLINT
cols_.size() * sizeof(int) + // NOLINT
cols_.size() * sizeof(double); // NOLINT
}
std::unique_ptr<CompressedRowSparseMatrix>
CompressedRowSparseMatrix::FromTripletSparseMatrix(
const TripletSparseMatrix& input) {
return CompressedRowSparseMatrix::FromTripletSparseMatrix(input, false);
}
std::unique_ptr<CompressedRowSparseMatrix>
CompressedRowSparseMatrix::FromTripletSparseMatrixTransposed(
const TripletSparseMatrix& input) {
return CompressedRowSparseMatrix::FromTripletSparseMatrix(input, true);
}
std::unique_ptr<CompressedRowSparseMatrix>
CompressedRowSparseMatrix::FromTripletSparseMatrix(
const TripletSparseMatrix& input, bool transpose) {
int num_rows = input.num_rows();
int num_cols = input.num_cols();
const int* rows = input.rows();
const int* cols = input.cols();
const double* values = input.values();
if (transpose) {
std::swap(num_rows, num_cols);
std::swap(rows, cols);
}
// index is the list of indices into the TripletSparseMatrix input.
std::vector<int> index(input.num_nonzeros(), 0);
for (int i = 0; i < input.num_nonzeros(); ++i) {
index[i] = i;
}
// Sort index such that the entries of m are ordered by row and ties
// are broken by column.
std::sort(index.begin(), index.end(), RowColLessThan(rows, cols));
VLOG(1) << "# of rows: " << num_rows << " # of columns: " << num_cols
<< " num_nonzeros: " << input.num_nonzeros() << ". Allocating "
<< ((num_rows + 1) * sizeof(int) + // NOLINT
input.num_nonzeros() * sizeof(int) + // NOLINT
input.num_nonzeros() * sizeof(double)); // NOLINT
auto output = std::make_unique<CompressedRowSparseMatrix>(
num_rows, num_cols, input.num_nonzeros());
if (num_rows == 0) {
// No data to copy.
return output;
}
// Copy the contents of the cols and values array in the order given
// by index and count the number of entries in each row.
int* output_rows = output->mutable_rows();
int* output_cols = output->mutable_cols();
double* output_values = output->mutable_values();
output_rows[0] = 0;
for (int i = 0; i < index.size(); ++i) {
const int idx = index[i];
++output_rows[rows[idx] + 1];
output_cols[i] = cols[idx];
output_values[i] = values[idx];
}
// Find the cumulative sum of the row counts.
for (int i = 1; i < num_rows + 1; ++i) {
output_rows[i] += output_rows[i - 1];
}
CHECK_EQ(output->num_nonzeros(), input.num_nonzeros());
return output;
}
CompressedRowSparseMatrix::CompressedRowSparseMatrix(const double* diagonal,
int num_rows) {
CHECK(diagonal != nullptr);
num_rows_ = num_rows;
num_cols_ = num_rows;
storage_type_ = StorageType::UNSYMMETRIC;
rows_.resize(num_rows + 1);
cols_.resize(num_rows);
values_.resize(num_rows);
rows_[0] = 0;
for (int i = 0; i < num_rows_; ++i) {
cols_[i] = i;
values_[i] = diagonal[i];
rows_[i + 1] = i + 1;
}
CHECK_EQ(num_nonzeros(), num_rows);
}
CompressedRowSparseMatrix::~CompressedRowSparseMatrix() = default;
void CompressedRowSparseMatrix::SetZero() {
std::fill(values_.begin(), values_.end(), 0);
}
// TODO(sameeragarwal): Make RightMultiplyAndAccumulate and
// LeftMultiplyAndAccumulate block-aware for higher performance.
void CompressedRowSparseMatrix::RightMultiplyAndAccumulate(
const double* x, double* y, ContextImpl* context, int num_threads) const {
if (storage_type_ != StorageType::UNSYMMETRIC) {
RightMultiplyAndAccumulate(x, y);
return;
}
auto values = values_.data();
auto rows = rows_.data();
auto cols = cols_.data();
ParallelFor(
context, 0, num_rows_, num_threads, [values, rows, cols, x, y](int row) {
for (int idx = rows[row]; idx < rows[row + 1]; ++idx) {
const int c = cols[idx];
const double v = values[idx];
y[row] += v * x[c];
}
});
}
void CompressedRowSparseMatrix::RightMultiplyAndAccumulate(const double* x,
double* y) const {
CHECK(x != nullptr);
CHECK(y != nullptr);
if (storage_type_ == StorageType::UNSYMMETRIC) {
RightMultiplyAndAccumulate(x, y, nullptr, 1);
} else if (storage_type_ == StorageType::UPPER_TRIANGULAR) {
// Because of their block structure, we will have entries that lie
// above (below) the diagonal for lower (upper) triangular matrices,
// so the loops below need to account for this.
for (int r = 0; r < num_rows_; ++r) {
int idx = rows_[r];
const int idx_end = rows_[r + 1];
// For upper triangular matrices r <= c, so skip entries with r
// > c.
while (idx < idx_end && r > cols_[idx]) {
++idx;
}
for (; idx < idx_end; ++idx) {
const int c = cols_[idx];
const double v = values_[idx];
y[r] += v * x[c];
// Since we are only iterating over the upper triangular part
// of the matrix, add contributions for the strictly lower
// triangular part.
if (r != c) {
y[c] += v * x[r];
}
}
}
} else if (storage_type_ == StorageType::LOWER_TRIANGULAR) {
for (int r = 0; r < num_rows_; ++r) {
int idx = rows_[r];
const int idx_end = rows_[r + 1];
// For lower triangular matrices, we only iterate till we are r >=
// c.
for (; idx < idx_end && r >= cols_[idx]; ++idx) {
const int c = cols_[idx];
const double v = values_[idx];
y[r] += v * x[c];
// Since we are only iterating over the lower triangular part
// of the matrix, add contributions for the strictly upper
// triangular part.
if (r != c) {
y[c] += v * x[r];
}
}
}
} else {
LOG(FATAL) << "Unknown storage type: " << storage_type_;
}
}
void CompressedRowSparseMatrix::LeftMultiplyAndAccumulate(const double* x,
double* y) const {
CHECK(x != nullptr);
CHECK(y != nullptr);
if (storage_type_ == StorageType::UNSYMMETRIC) {
for (int r = 0; r < num_rows_; ++r) {
for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
y[cols_[idx]] += values_[idx] * x[r];
}
}
} else {
// Since the matrix is symmetric, LeftMultiplyAndAccumulate =
// RightMultiplyAndAccumulate.
RightMultiplyAndAccumulate(x, y);
}
}
void CompressedRowSparseMatrix::SquaredColumnNorm(double* x) const {
CHECK(x != nullptr);
std::fill(x, x + num_cols_, 0.0);
if (storage_type_ == StorageType::UNSYMMETRIC) {
for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
x[cols_[idx]] += values_[idx] * values_[idx];
}
} else if (storage_type_ == StorageType::UPPER_TRIANGULAR) {
// Because of their block structure, we will have entries that lie
// above (below) the diagonal for lower (upper) triangular
// matrices, so the loops below need to account for this.
for (int r = 0; r < num_rows_; ++r) {
int idx = rows_[r];
const int idx_end = rows_[r + 1];
// For upper triangular matrices r <= c, so skip entries with r
// > c.
while (idx < idx_end && r > cols_[idx]) {
++idx;
}
for (; idx < idx_end; ++idx) {
const int c = cols_[idx];
const double v2 = values_[idx] * values_[idx];
x[c] += v2;
// Since we are only iterating over the upper triangular part
// of the matrix, add contributions for the strictly lower
// triangular part.
if (r != c) {
x[r] += v2;
}
}
}
} else if (storage_type_ == StorageType::LOWER_TRIANGULAR) {
for (int r = 0; r < num_rows_; ++r) {
int idx = rows_[r];
const int idx_end = rows_[r + 1];
// For lower triangular matrices, we only iterate till we are r >=
// c.
for (; idx < idx_end && r >= cols_[idx]; ++idx) {
const int c = cols_[idx];
const double v2 = values_[idx] * values_[idx];
x[c] += v2;
// Since we are only iterating over the lower triangular part
// of the matrix, add contributions for the strictly upper
// triangular part.
if (r != c) {
x[r] += v2;
}
}
}
} else {
LOG(FATAL) << "Unknown storage type: " << storage_type_;
}
}
void CompressedRowSparseMatrix::ScaleColumns(const double* scale) {
CHECK(scale != nullptr);
for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
values_[idx] *= scale[cols_[idx]];
}
}
void CompressedRowSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
CHECK(dense_matrix != nullptr);
dense_matrix->resize(num_rows_, num_cols_);
dense_matrix->setZero();
for (int r = 0; r < num_rows_; ++r) {
for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
(*dense_matrix)(r, cols_[idx]) = values_[idx];
}
}
}
void CompressedRowSparseMatrix::DeleteRows(int delta_rows) {
CHECK_GE(delta_rows, 0);
CHECK_LE(delta_rows, num_rows_);
CHECK_EQ(storage_type_, StorageType::UNSYMMETRIC);
num_rows_ -= delta_rows;
rows_.resize(num_rows_ + 1);
// The rest of the code updates the block information. Immediately
// return in case of no block information.
if (row_blocks_.empty()) {
return;
}
// Walk the list of row blocks until we reach the new number of rows
// and the drop the rest of the row blocks.
int num_row_blocks = 0;
int num_rows = 0;
while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) {
num_rows += row_blocks_[num_row_blocks].size;
++num_row_blocks;
}
row_blocks_.resize(num_row_blocks);
}
void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) {
CHECK_EQ(storage_type_, StorageType::UNSYMMETRIC);
CHECK_EQ(m.num_cols(), num_cols_);
CHECK((row_blocks_.empty() && m.row_blocks().empty()) ||
(!row_blocks_.empty() && !m.row_blocks().empty()))
<< "Cannot append a matrix with row blocks to one without and vice versa."
<< "This matrix has : " << row_blocks_.size() << " row blocks."
<< "The matrix being appended has: " << m.row_blocks().size()
<< " row blocks.";
if (m.num_rows() == 0) {
return;
}
if (cols_.size() < num_nonzeros() + m.num_nonzeros()) {
cols_.resize(num_nonzeros() + m.num_nonzeros());
values_.resize(num_nonzeros() + m.num_nonzeros());
}
// Copy the contents of m into this matrix.
DCHECK_LT(num_nonzeros(), cols_.size());
if (m.num_nonzeros() > 0) {
std::copy(m.cols(), m.cols() + m.num_nonzeros(), &cols_[num_nonzeros()]);
std::copy(
m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]);
}
rows_.resize(num_rows_ + m.num_rows() + 1);
// new_rows = [rows_, m.row() + rows_[num_rows_]]
std::fill(rows_.begin() + num_rows_,
rows_.begin() + num_rows_ + m.num_rows() + 1,
rows_[num_rows_]);
for (int r = 0; r < m.num_rows() + 1; ++r) {
rows_[num_rows_ + r] += m.rows()[r];
}
num_rows_ += m.num_rows();
// The rest of the code updates the block information. Immediately
// return in case of no block information.
if (row_blocks_.empty()) {
return;
}
row_blocks_.insert(
row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end());
}
void CompressedRowSparseMatrix::ToTextFile(FILE* file) const {
CHECK(file != nullptr);
for (int r = 0; r < num_rows_; ++r) {
for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
fprintf(file, "% 10d % 10d %17f\n", r, cols_[idx], values_[idx]);
}
}
}
void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const {
matrix->num_rows = num_rows_;
matrix->num_cols = num_cols_;
matrix->rows = rows_;
matrix->cols = cols_;
matrix->values = values_;
// Trim.
matrix->rows.resize(matrix->num_rows + 1);
matrix->cols.resize(matrix->rows[matrix->num_rows]);
matrix->values.resize(matrix->rows[matrix->num_rows]);
}
void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) {
CHECK_GE(num_nonzeros, 0);
cols_.resize(num_nonzeros);
values_.resize(num_nonzeros);
}
std::unique_ptr<CompressedRowSparseMatrix>
CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
const double* diagonal, const std::vector<Block>& blocks) {
const int num_rows = NumScalarEntries(blocks);
int num_nonzeros = 0;
for (auto& block : blocks) {
num_nonzeros += block.size * block.size;
}
auto matrix = std::make_unique<CompressedRowSparseMatrix>(
num_rows, num_rows, num_nonzeros);
int* rows = matrix->mutable_rows();
int* cols = matrix->mutable_cols();
double* values = matrix->mutable_values();
std::fill(values, values + num_nonzeros, 0.0);
int idx_cursor = 0;
int col_cursor = 0;
for (auto& block : blocks) {
for (int r = 0; r < block.size; ++r) {
*(rows++) = idx_cursor;
values[idx_cursor + r] = diagonal[col_cursor + r];
for (int c = 0; c < block.size; ++c, ++idx_cursor) {
*(cols++) = col_cursor + c;
}
}
col_cursor += block.size;
}
*rows = idx_cursor;
*matrix->mutable_row_blocks() = blocks;
*matrix->mutable_col_blocks() = blocks;
CHECK_EQ(idx_cursor, num_nonzeros);
CHECK_EQ(col_cursor, num_rows);
return matrix;
}
std::unique_ptr<CompressedRowSparseMatrix>
CompressedRowSparseMatrix::Transpose() const {
auto transpose = std::make_unique<CompressedRowSparseMatrix>(
num_cols_, num_rows_, num_nonzeros());
switch (storage_type_) {
case StorageType::UNSYMMETRIC:
transpose->set_storage_type(StorageType::UNSYMMETRIC);
break;
case StorageType::LOWER_TRIANGULAR:
transpose->set_storage_type(StorageType::UPPER_TRIANGULAR);
break;
case StorageType::UPPER_TRIANGULAR:
transpose->set_storage_type(StorageType::LOWER_TRIANGULAR);
break;
default:
LOG(FATAL) << "Unknown storage type: " << storage_type_;
};
TransposeForCompressedRowSparseStructure(num_rows(),
num_cols(),
num_nonzeros(),
rows(),
cols(),
values(),
transpose->mutable_rows(),
transpose->mutable_cols(),
transpose->mutable_values());
// The rest of the code updates the block information. Immediately
// return in case of no block information.
if (row_blocks_.empty()) {
return transpose;
}
*(transpose->mutable_row_blocks()) = col_blocks_;
*(transpose->mutable_col_blocks()) = row_blocks_;
return transpose;
}
std::unique_ptr<CompressedRowSparseMatrix>
CompressedRowSparseMatrix::CreateRandomMatrix(
CompressedRowSparseMatrix::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);
if (options.storage_type == StorageType::UNSYMMETRIC) {
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);
} else {
// Symmetric matrices (LOWER_TRIANGULAR or UPPER_TRIANGULAR);
options.num_col_blocks = options.num_row_blocks;
options.min_col_block_size = options.min_row_block_size;
options.max_col_block_size = options.max_row_block_size;
}
CHECK_GT(options.block_density, 0.0);
CHECK_LE(options.block_density, 1.0);
std::vector<Block> row_blocks;
row_blocks.reserve(options.num_row_blocks);
std::vector<Block> col_blocks;
col_blocks.reserve(options.num_col_blocks);
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);
std::uniform_real_distribution<double> uniform01(0.0, 1.0);
std::normal_distribution<double> standard_normal_distribution;
// Generate the row block structure.
int row_pos = 0;
for (int i = 0; i < options.num_row_blocks; ++i) {
// Generate a random integer in [min_row_block_size, max_row_block_size]
row_blocks.emplace_back(row_distribution(prng), row_pos);
row_pos += row_blocks.back().size;
}
if (options.storage_type == StorageType::UNSYMMETRIC) {
// Generate the col block structure.
int col_pos = 0;
for (int i = 0; i < options.num_col_blocks; ++i) {
// Generate a random integer in [min_col_block_size, max_col_block_size]
col_blocks.emplace_back(col_distribution(prng), col_pos);
col_pos += col_blocks.back().size;
}
} else {
// Symmetric matrices (LOWER_TRIANGULAR or UPPER_TRIANGULAR);
col_blocks = row_blocks;
}
std::vector<int> tsm_rows;
std::vector<int> tsm_cols;
std::vector<double> tsm_values;
// For ease of construction, we are going to generate the
// CompressedRowSparseMatrix by generating it as a
// TripletSparseMatrix and then converting it to a
// CompressedRowSparseMatrix.
// It is possible that the random matrix is empty which is likely
// not what the user wants, so do the matrix generation till we have
// at least one non-zero entry.
while (tsm_values.empty()) {
tsm_rows.clear();
tsm_cols.clear();
tsm_values.clear();
int row_block_begin = 0;
for (int r = 0; r < options.num_row_blocks; ++r) {
int col_block_begin = 0;
for (int c = 0; c < options.num_col_blocks; ++c) {
if (((options.storage_type == StorageType::UPPER_TRIANGULAR) &&
(r > c)) ||
((options.storage_type == StorageType::LOWER_TRIANGULAR) &&
(r < c))) {
col_block_begin += col_blocks[c].size;
continue;
}
// Randomly determine if this block is present or not.
if (uniform01(prng) <= options.block_density) {
auto randn = [&standard_normal_distribution, &prng] {
return standard_normal_distribution(prng);
};
// If the matrix is symmetric, then we take care to generate
// symmetric diagonal blocks.
if (options.storage_type == StorageType::UNSYMMETRIC || r != c) {
AddRandomBlock(row_blocks[r].size,
col_blocks[c].size,
row_block_begin,
col_block_begin,
randn,
&tsm_rows,
&tsm_cols,
&tsm_values);
} else {
AddSymmetricRandomBlock(row_blocks[r].size,
row_block_begin,
randn,
&tsm_rows,
&tsm_cols,
&tsm_values);
}
}
col_block_begin += col_blocks[c].size;
}
row_block_begin += row_blocks[r].size;
}
}
const int num_rows = NumScalarEntries(row_blocks);
const int num_cols = NumScalarEntries(col_blocks);
const bool kDoNotTranspose = false;
auto matrix = CompressedRowSparseMatrix::FromTripletSparseMatrix(
TripletSparseMatrix(num_rows, num_cols, tsm_rows, tsm_cols, tsm_values),
kDoNotTranspose);
(*matrix->mutable_row_blocks()) = row_blocks;
(*matrix->mutable_col_blocks()) = col_blocks;
matrix->set_storage_type(options.storage_type);
return matrix;
}
} // namespace ceres::internal