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(); }
