Add BlockRandomAccessCRSMatrix. Change-Id: I4b88402e2216c6ea2728472e2f89479d368dbd4b
diff --git a/internal/ceres/CMakeLists.txt b/internal/ceres/CMakeLists.txt index 45df9be..b1a7d52 100644 --- a/internal/ceres/CMakeLists.txt +++ b/internal/ceres/CMakeLists.txt
@@ -33,6 +33,7 @@ block_evaluate_preparer.cc block_jacobi_preconditioner.cc block_jacobian_writer.cc + block_random_access_crs_matrix.cc block_random_access_dense_matrix.cc block_random_access_matrix.cc block_random_access_sparse_matrix.cc @@ -244,6 +245,7 @@ CERES_TEST(autodiff_cost_function) CERES_TEST(autodiff_local_parameterization) CERES_TEST(blas) + CERES_TEST(block_random_access_crs_matrix) CERES_TEST(block_random_access_dense_matrix) CERES_TEST(block_random_access_sparse_matrix) CERES_TEST(block_sparse_matrix)
diff --git a/internal/ceres/block_random_access_crs_matrix.cc b/internal/ceres/block_random_access_crs_matrix.cc new file mode 100644 index 0000000..5b008e2 --- /dev/null +++ b/internal/ceres/block_random_access_crs_matrix.cc
@@ -0,0 +1,170 @@ +// 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_crs_matrix.h" + +#include <algorithm> +#include <set> +#include <utility> +#include <vector> +#include "ceres/compressed_row_sparse_matrix.h" +#include "ceres/internal/port.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/mutex.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/types.h" +#include "glog/logging.h" + +namespace ceres { +namespace internal { + +BlockRandomAccessCRSMatrix::BlockRandomAccessCRSMatrix( + const vector<int>& blocks, + const set<pair<int, int> >& block_pairs) + : kMaxRowBlocks(10 * 1000 * 1000), + blocks_(blocks) { + CHECK_LT(blocks.size(), kMaxRowBlocks); + + col_layout_.resize(blocks_.size(), 0); + row_strides_.resize(blocks_.size(), 0); + + // Build the row/column layout vector and count the number of scalar + // rows/columns. + int num_cols = 0; + for (int i = 0; i < blocks_.size(); ++i) { + col_layout_[i] = num_cols; + num_cols += blocks_[i]; + } + + // Walk the sparsity pattern and count the number of non-zeros. + int num_nonzeros = 0; + for (set<pair<int, int> >::const_iterator it = block_pairs.begin(); + it != block_pairs.end(); + ++it) { + const int row_block_size = blocks_[it->first]; + const int col_block_size = blocks_[it->second]; + num_nonzeros += row_block_size * col_block_size; + } + + VLOG(2) << "Matrix Size [" << num_cols + << "," << num_cols + << "] " << num_nonzeros; + + crsm_.reset(new CompressedRowSparseMatrix(num_cols, num_cols, num_nonzeros)); + int* rows = crsm_->mutable_rows(); + int* cols = crsm_->mutable_cols(); + double* values = crsm_->mutable_values(); + + // Iterate over the sparsity pattern and fill the scalar sparsity + // pattern of the underlying compressed sparse row matrix. Along the + // way also fill out the Layout object which will allow random + // access into the CRS Matrix. + set<pair<int, int> >::const_iterator it = block_pairs.begin(); + vector<int> col_blocks; + int row_pos = 0; + rows[0] = 0; + while (it != block_pairs.end()) { + // Add entries to layout_ for all the blocks for this row. + col_blocks.clear(); + const int row_block_id = it->first; + const int row_block_size = blocks_[row_block_id]; + int num_cols = 0; + while ((it != block_pairs.end()) && (it->first == row_block_id)) { + layout_[IntPairToLong(it->first, it->second)] = + new CellInfo(values + num_cols); + col_blocks.push_back(it->second); + num_cols += blocks_[it->second]; + ++it; + }; + + // Count the number of non-zeros in the row block. + for (int j = 0; j < row_block_size; ++j) { + rows[row_pos + j + 1] = rows[row_pos + j] + num_cols; + } + + // Fill out the sparsity pattern for each row. + int col_pos = 0; + for (int j = 0; j < col_blocks.size(); ++j) { + const int col_block_id = col_blocks[j]; + const int col_block_size = blocks_[col_block_id]; + for (int r = 0; r < row_block_size; ++r) { + const int column_block_begin = rows[row_pos + r] + col_pos; + for (int c = 0; c < col_block_size; ++c) { + cols[column_block_begin + c] = col_layout_[col_block_id] + c; + } + } + col_pos += col_block_size; + } + + row_pos += row_block_size; + values += row_block_size * num_cols; + row_strides_[row_block_id] = num_cols; + } +} + +// Assume that the user does not hold any locks on any cell blocks +// when they are calling SetZero. +BlockRandomAccessCRSMatrix::~BlockRandomAccessCRSMatrix() { + // TODO(sameeragarwal) this should be rationalized going forward and + // perhaps moved into BlockRandomAccessMatrix. + for (LayoutType::iterator it = layout_.begin(); + it != layout_.end(); + ++it) { + delete it->second; + } +} + +CellInfo* BlockRandomAccessCRSMatrix::GetCell(int row_block_id, + int col_block_id, + int* row, + int* col, + int* row_stride, + int* col_stride) { + const LayoutType::iterator it = + layout_.find(IntPairToLong(row_block_id, col_block_id)); + if (it == layout_.end()) { + return NULL; + } + + *row = 0; + *col = 0; + *row_stride = blocks_[row_block_id]; + *col_stride = row_strides_[row_block_id]; + return it->second; +} + +// Assume that the user does not hold any locks on any cell blocks +// when they are calling SetZero. +void BlockRandomAccessCRSMatrix::SetZero() { + crsm_->SetZero(); +} + +} // namespace internal +} // namespace ceres
diff --git a/internal/ceres/block_random_access_crs_matrix.h b/internal/ceres/block_random_access_crs_matrix.h new file mode 100644 index 0000000..11a203b --- /dev/null +++ b/internal/ceres/block_random_access_crs_matrix.h
@@ -0,0 +1,108 @@ +// 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_CRS_MATRIX_H_ +#define CERES_INTERNAL_BLOCK_RANDOM_ACCESS_CRS_MATRIX_H_ + +#include <set> +#include <vector> +#include <utility> +#include "ceres/mutex.h" +#include "ceres/block_random_access_matrix.h" +#include "ceres/compressed_row_sparse_matrix.h" +#include "ceres/collections_port.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 square BlockRandomAccessMatrix where the underlying storage is a +// compressed row sparse matrix. The matrix need not be symmetric. +class BlockRandomAccessCRSMatrix : public BlockRandomAccessMatrix { + public: + // blocks is an array of block sizes. block_pairs is a set of + // <row_block_id, col_block_id> pairs to identify the non-zero cells + // of this matrix. + BlockRandomAccessCRSMatrix(const vector<int>& blocks, + const set<pair<int, int> >& block_pairs); + + // The destructor is not thread safe. It assumes that no one is + // modifying any cells when the matrix is being destroyed. + virtual ~BlockRandomAccessCRSMatrix(); + + // 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 crsm_->num_rows(); } + virtual int num_cols() const { return crsm_->num_cols(); } + + // Access to the underlying matrix object. + const CompressedRowSparseMatrix* matrix() const { return crsm_.get(); } + CompressedRowSparseMatrix* mutable_matrix() { return crsm_.get(); } + + private: + int64 IntPairToLong(int a, int b) { + return a * kMaxRowBlocks + b; + } + + const int64 kMaxRowBlocks; + // row/column block sizes. + const vector<int> blocks_; + vector<int> col_layout_; + vector<int> row_strides_; + + // A mapping from <row_block_id, col_block_id> to the position in + // the values array of tsm_ where the block is stored. + typedef HashMap<long int, CellInfo* > LayoutType; + LayoutType layout_; + + scoped_ptr<CompressedRowSparseMatrix> crsm_; + friend class BlockRandomAccessCRSMatrixTest; + CERES_DISALLOW_COPY_AND_ASSIGN(BlockRandomAccessCRSMatrix); +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_BLOCK_RANDOM_ACCESS_CRS_MATRIX_H_
diff --git a/internal/ceres/block_random_access_crs_matrix_test.cc b/internal/ceres/block_random_access_crs_matrix_test.cc new file mode 100644 index 0000000..1266c4f --- /dev/null +++ b/internal/ceres/block_random_access_crs_matrix_test.cc
@@ -0,0 +1,148 @@ +// 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_crs_matrix.h" +#include "ceres/internal/eigen.h" +#include "glog/logging.h" +#include "gtest/gtest.h" + +namespace ceres { +namespace internal { + +TEST(BlockRandomAccessCRSMatrix, GetCell) { + vector<int> blocks; + blocks.push_back(3); + blocks.push_back(4); + blocks.push_back(5); + const int num_rows = 3 + 4 + 5; + + set< pair<int, int> > block_pairs; + int num_nonzeros = 0; + block_pairs.insert(make_pair(0, 0)); + num_nonzeros += blocks[0] * blocks[0]; + + block_pairs.insert(make_pair(1, 1)); + num_nonzeros += blocks[1] * blocks[1]; + + block_pairs.insert(make_pair(1, 2)); + num_nonzeros += blocks[1] * blocks[2]; + + block_pairs.insert(make_pair(2, 0)); + num_nonzeros += blocks[2] * blocks[0]; + + BlockRandomAccessCRSMatrix m(blocks, block_pairs); + EXPECT_EQ(m.num_rows(), num_rows); + EXPECT_EQ(m.num_cols(), num_rows); + + for (set<pair<int, int> >::const_iterator it = block_pairs.begin(); + it != block_pairs.end(); + ++it) { + const int row_block_id = it->first; + const int col_block_id = it->second; + int row; + int col; + int row_stride; + int col_stride; + CellInfo* cell = m.GetCell(row_block_id, col_block_id, + &row, &col, + &row_stride, &col_stride); + EXPECT_TRUE(cell != NULL); + EXPECT_EQ(row, 0); + EXPECT_EQ(col, 0); + + // 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 CompressedRowSparseMatrix* crsm = m.matrix(); + EXPECT_EQ(crsm->num_nonzeros(), num_nonzeros); + + Matrix dense; + crsm->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); + // (1,2) + EXPECT_NEAR((dense.block(3, 3 + 4, 4, 5) - 2 * 3 * Matrix::Ones(4, 5)).norm(), + 0.0, + kTolerance); + // (2,0) + EXPECT_NEAR((dense.block(3 + 4, 0, 5, 3) - 3 * 1 * Matrix::Ones(5, 3)).norm(), + 0.0, + kTolerance); + + // There is nothing else in the matrix besides these four blocks. + EXPECT_NEAR(dense.norm(), sqrt(9. + 16. * 16. + 36. * 20. + 9. * 15.), + kTolerance); +} + +// IntPairToLong is private, thus this fixture is needed to access and +// test it. +class BlockRandomAccessCRSMatrixTest : public ::testing::Test { + public: + virtual void SetUp() { + vector<int> blocks; + blocks.push_back(1); + set< pair<int, int> > block_pairs; + block_pairs.insert(make_pair(0, 0)); + m_.reset(new BlockRandomAccessCRSMatrix(blocks, block_pairs)); + } + + void CheckIntPair(int a, int b) { + int64 value = m_->IntPairToLong(a, b); + EXPECT_GT(value, 0) << "Overflow a = " << a << " b = " << b; + EXPECT_GT(value, a) << "Overflow a = " << a << " b = " << b; + EXPECT_GT(value, b) << "Overflow a = " << a << " b = " << b; + } + + private: + scoped_ptr<BlockRandomAccessCRSMatrix> m_; +}; + +TEST_F(BlockRandomAccessCRSMatrixTest, IntPairToLongOverflow) { + CheckIntPair(numeric_limits<int>::max(), numeric_limits<int>::max()); +} + + +} // 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 48a0043..a6b5f39 100644 --- a/internal/ceres/block_random_access_sparse_matrix.h +++ b/internal/ceres/block_random_access_sparse_matrix.h
@@ -74,7 +74,6 @@ // This is not a thread safe method, it assumes that no cell is // locked. virtual void SetZero(); - virtual bool IsThreadSafe() const { return true; } // Since the matrix is square, num_rows() == num_cols(). virtual int num_rows() const { return tsm_->num_rows(); }