| // Ceres Solver - A fast non-linear least squares minimizer | 
 | // Copyright 2010, 2011, 2012 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 | 
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 | // 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) | 
 |  | 
 | #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 10 | 
 |  | 
 | #include "ceres/partitioned_matrix_view.h" | 
 |  | 
 | #include <algorithm> | 
 | #include <cstring> | 
 | #include <vector> | 
 | #include "ceres/block_sparse_matrix.h" | 
 | #include "ceres/block_structure.h" | 
 | #include "ceres/internal/eigen.h" | 
 | #include "glog/logging.h" | 
 |  | 
 | namespace ceres { | 
 | namespace internal { | 
 |  | 
 | PartitionedMatrixView::PartitionedMatrixView( | 
 |     const BlockSparseMatrixBase& matrix, | 
 |     int num_col_blocks_a) | 
 |     : matrix_(matrix), | 
 |       num_col_blocks_e_(num_col_blocks_a) { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |   CHECK_NOTNULL(bs); | 
 |  | 
 |   num_col_blocks_f_ = bs->cols.size() - num_col_blocks_a; | 
 |  | 
 |   // Compute the number of row blocks in E. The number of row blocks | 
 |   // in E maybe less than the number of row blocks in the input matrix | 
 |   // as some of the row blocks at the bottom may not have any | 
 |   // e_blocks. For a definition of what an e_block is, please see | 
 |   // explicit_schur_complement_solver.h | 
 |   num_row_blocks_e_ = 0; | 
 |   for (int r = 0; r < bs->rows.size(); ++r) { | 
 |     const vector<Cell>& cells = bs->rows[r].cells; | 
 |     if (cells[0].block_id < num_col_blocks_a) { | 
 |       ++num_row_blocks_e_; | 
 |     } | 
 |   } | 
 |  | 
 |   // Compute the number of columns in E and F. | 
 |   num_cols_e_ = 0; | 
 |   num_cols_f_ = 0; | 
 |  | 
 |   for (int c = 0; c < bs->cols.size(); ++c) { | 
 |     const Block& block = bs->cols[c]; | 
 |     if (c < num_col_blocks_a) { | 
 |       num_cols_e_ += block.size; | 
 |     } else { | 
 |       num_cols_f_ += block.size; | 
 |     } | 
 |   } | 
 |  | 
 |   CHECK_EQ(num_cols_e_ + num_cols_f_, matrix_.num_cols()); | 
 | } | 
 |  | 
 | PartitionedMatrixView::~PartitionedMatrixView() { | 
 | } | 
 |  | 
 | // The next four methods don't seem to be particularly cache | 
 | // friendly. This is an artifact of how the BlockStructure of the | 
 | // input matrix is constructed. These methods will benefit from | 
 | // multithreading as well as improved data layout. | 
 |  | 
 | void PartitionedMatrixView::RightMultiplyE(const double* x, double* y) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |  | 
 |   // Iterate over the first num_row_blocks_e_ row blocks, and multiply | 
 |   // by the first cell in each row block. | 
 |   for (int r = 0; r < num_row_blocks_e_; ++r) { | 
 |     const double* row_values = matrix_.RowBlockValues(r); | 
 |     const Cell& cell = bs->rows[r].cells[0]; | 
 |     const int row_block_pos = bs->rows[r].block.position; | 
 |     const int row_block_size = bs->rows[r].block.size; | 
 |     const int col_block_id = cell.block_id; | 
 |     const int col_block_pos = bs->cols[col_block_id].position; | 
 |     const int col_block_size = bs->cols[col_block_id].size; | 
 |  | 
 |     ConstVectorRef xref(x + col_block_pos, col_block_size); | 
 |     VectorRef yref(y + row_block_pos, row_block_size); | 
 |     ConstMatrixRef m(row_values + cell.position, | 
 |                      row_block_size, | 
 |                      col_block_size); | 
 |     yref += m.lazyProduct(xref); | 
 |   } | 
 | } | 
 |  | 
 | void PartitionedMatrixView::RightMultiplyF(const double* x, double* y) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |  | 
 |   // Iterate over row blocks, and if the row block is in E, then | 
 |   // multiply by all the cells except the first one which is of type | 
 |   // E. If the row block is not in E (i.e its in the bottom | 
 |   // num_row_blocks - num_row_blocks_e row blocks), then all the cells | 
 |   // are of type F and multiply by them all. | 
 |   for (int r = 0; r < bs->rows.size(); ++r) { | 
 |     const int row_block_pos = bs->rows[r].block.position; | 
 |     const int row_block_size = bs->rows[r].block.size; | 
 |     VectorRef yref(y + row_block_pos, row_block_size); | 
 |     const vector<Cell>& cells = bs->rows[r].cells; | 
 |     for (int c = (r < num_row_blocks_e_) ? 1 : 0; c < cells.size(); ++c) { | 
 |       const double* row_values = matrix_.RowBlockValues(r); | 
 |       const int col_block_id = cells[c].block_id; | 
 |       const int col_block_pos = bs->cols[col_block_id].position; | 
 |       const int col_block_size = bs->cols[col_block_id].size; | 
 |  | 
 |       ConstVectorRef xref(x + col_block_pos - num_cols_e(), | 
 |                           col_block_size); | 
 |       ConstMatrixRef m(row_values + cells[c].position, | 
 |                        row_block_size, | 
 |                        col_block_size); | 
 |       yref += m.lazyProduct(xref); | 
 |     } | 
 |   } | 
 | } | 
 |  | 
 | void PartitionedMatrixView::LeftMultiplyE(const double* x, double* y) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |  | 
 |   // Iterate over the first num_row_blocks_e_ row blocks, and multiply | 
 |   // by the first cell in each row block. | 
 |   for (int r = 0; r < num_row_blocks_e_; ++r) { | 
 |     const Cell& cell = bs->rows[r].cells[0]; | 
 |     const double* row_values = matrix_.RowBlockValues(r); | 
 |     const int row_block_pos = bs->rows[r].block.position; | 
 |     const int row_block_size = bs->rows[r].block.size; | 
 |     const int col_block_id = cell.block_id; | 
 |     const int col_block_pos = bs->cols[col_block_id].position; | 
 |     const int col_block_size = bs->cols[col_block_id].size; | 
 |  | 
 |     ConstVectorRef xref(x + row_block_pos, row_block_size); | 
 |     VectorRef yref(y + col_block_pos, col_block_size); | 
 |     ConstMatrixRef m(row_values + cell.position, | 
 |                      row_block_size, | 
 |                      col_block_size); | 
 |     yref += m.transpose().lazyProduct(xref); | 
 |   } | 
 | } | 
 |  | 
 | void PartitionedMatrixView::LeftMultiplyF(const double* x, double* y) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |  | 
 |   // Iterate over row blocks, and if the row block is in E, then | 
 |   // multiply by all the cells except the first one which is of type | 
 |   // E. If the row block is not in E (i.e its in the bottom | 
 |   // num_row_blocks - num_row_blocks_e row blocks), then all the cells | 
 |   // are of type F and multiply by them all. | 
 |   for (int r = 0; r < bs->rows.size(); ++r) { | 
 |     const int row_block_pos = bs->rows[r].block.position; | 
 |     const int row_block_size = bs->rows[r].block.size; | 
 |     ConstVectorRef xref(x + row_block_pos, row_block_size); | 
 |     const vector<Cell>& cells = bs->rows[r].cells; | 
 |     for (int c = (r < num_row_blocks_e_) ? 1 : 0; c < cells.size(); ++c) { | 
 |       const double* row_values = matrix_.RowBlockValues(r); | 
 |       const int col_block_id = cells[c].block_id; | 
 |       const int col_block_pos = bs->cols[col_block_id].position; | 
 |       const int col_block_size = bs->cols[col_block_id].size; | 
 |  | 
 |       VectorRef yref(y + col_block_pos - num_cols_e(), col_block_size); | 
 |       ConstMatrixRef m(row_values + cells[c].position, | 
 |                        row_block_size, | 
 |                        col_block_size); | 
 |       yref += m.transpose().lazyProduct(xref); | 
 |     } | 
 |   } | 
 | } | 
 |  | 
 | // Given a range of columns blocks of a matrix m, compute the block | 
 | // structure of the block diagonal of the matrix m(:, | 
 | // start_col_block:end_col_block)'m(:, start_col_block:end_col_block) | 
 | // and return a BlockSparseMatrix with the this block structure. The | 
 | // caller owns the result. | 
 | BlockSparseMatrix* PartitionedMatrixView::CreateBlockDiagonalMatrixLayout( | 
 |     int start_col_block, int end_col_block) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |   CompressedRowBlockStructure* block_diagonal_structure = | 
 |       new CompressedRowBlockStructure; | 
 |  | 
 |   int block_position = 0; | 
 |   int diagonal_cell_position = 0; | 
 |  | 
 |   // Iterate over the column blocks, creating a new diagonal block for | 
 |   // each column block. | 
 |   for (int c = start_col_block; c < end_col_block; ++c) { | 
 |     const Block& block = bs->cols[c]; | 
 |     block_diagonal_structure->cols.push_back(Block()); | 
 |     Block& diagonal_block = block_diagonal_structure->cols.back(); | 
 |     diagonal_block.size = block.size; | 
 |     diagonal_block.position = block_position; | 
 |  | 
 |     block_diagonal_structure->rows.push_back(CompressedRow()); | 
 |     CompressedRow& row = block_diagonal_structure->rows.back(); | 
 |     row.block = diagonal_block; | 
 |  | 
 |     row.cells.push_back(Cell()); | 
 |     Cell& cell = row.cells.back(); | 
 |     cell.block_id = c - start_col_block; | 
 |     cell.position = diagonal_cell_position; | 
 |  | 
 |     block_position += block.size; | 
 |     diagonal_cell_position += block.size * block.size; | 
 |   } | 
 |  | 
 |   // Build a BlockSparseMatrix with the just computed block | 
 |   // structure. | 
 |   return new BlockSparseMatrix(block_diagonal_structure); | 
 | } | 
 |  | 
 | BlockSparseMatrix* PartitionedMatrixView::CreateBlockDiagonalEtE() const { | 
 |   BlockSparseMatrix* block_diagonal = | 
 |       CreateBlockDiagonalMatrixLayout(0, num_col_blocks_e_); | 
 |   UpdateBlockDiagonalEtE(block_diagonal); | 
 |   return block_diagonal; | 
 | } | 
 |  | 
 | BlockSparseMatrix* PartitionedMatrixView::CreateBlockDiagonalFtF() const { | 
 |   BlockSparseMatrix* block_diagonal = | 
 |       CreateBlockDiagonalMatrixLayout( | 
 |           num_col_blocks_e_, num_col_blocks_e_ + num_col_blocks_f_); | 
 |   UpdateBlockDiagonalFtF(block_diagonal); | 
 |   return block_diagonal; | 
 | } | 
 |  | 
 | // Similar to the code in RightMultiplyE, except instead of the matrix | 
 | // vector multiply its an outer product. | 
 | // | 
 | //    block_diagonal = block_diagonal(E'E) | 
 | void PartitionedMatrixView::UpdateBlockDiagonalEtE( | 
 |     BlockSparseMatrix* block_diagonal) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |   const CompressedRowBlockStructure* block_diagonal_structure = | 
 |       block_diagonal->block_structure(); | 
 |  | 
 |   block_diagonal->SetZero(); | 
 |  | 
 |   for (int r = 0; r < num_row_blocks_e_ ; ++r) { | 
 |     const double* row_values = matrix_.RowBlockValues(r); | 
 |     const Cell& cell = bs->rows[r].cells[0]; | 
 |     const int row_block_size = bs->rows[r].block.size; | 
 |     const int block_id = cell.block_id; | 
 |     const int col_block_size = bs->cols[block_id].size; | 
 |     ConstMatrixRef m(row_values + cell.position, | 
 |                            row_block_size, | 
 |                            col_block_size); | 
 |  | 
 |     const int cell_position = | 
 |         block_diagonal_structure->rows[block_id].cells[0].position; | 
 |  | 
 |     MatrixRef(block_diagonal->mutable_values() + cell_position, | 
 |               col_block_size, col_block_size).noalias() += m.transpose() * m; | 
 |   } | 
 | } | 
 |  | 
 | // Similar to the code in RightMultiplyF, except instead of the matrix | 
 | // vector multiply its an outer product. | 
 | // | 
 | //   block_diagonal = block_diagonal(F'F) | 
 | // | 
 | void PartitionedMatrixView::UpdateBlockDiagonalFtF( | 
 |     BlockSparseMatrix* block_diagonal) const { | 
 |   const CompressedRowBlockStructure* bs = matrix_.block_structure(); | 
 |   const CompressedRowBlockStructure* block_diagonal_structure = | 
 |       block_diagonal->block_structure(); | 
 |  | 
 |   block_diagonal->SetZero(); | 
 |   for (int r = 0; r < bs->rows.size(); ++r) { | 
 |     const int row_block_size = bs->rows[r].block.size; | 
 |     const vector<Cell>& cells = bs->rows[r].cells; | 
 |     const double* row_values = matrix_.RowBlockValues(r); | 
 |     for (int c = (r < num_row_blocks_e_) ? 1 : 0; c < cells.size(); ++c) { | 
 |       const int col_block_id = cells[c].block_id; | 
 |       const int col_block_size = bs->cols[col_block_id].size; | 
 |       ConstMatrixRef m(row_values + cells[c].position, | 
 |                        row_block_size, | 
 |                        col_block_size); | 
 |       const int diagonal_block_id = col_block_id - num_col_blocks_e_; | 
 |       const int cell_position = | 
 |           block_diagonal_structure->rows[diagonal_block_id].cells[0].position; | 
 |  | 
 |       MatrixRef(block_diagonal->mutable_values() + cell_position, | 
 |                 col_block_size, col_block_size).noalias() += m.transpose() * m; | 
 |     } | 
 |   } | 
 | } | 
 |  | 
 | }  // namespace internal | 
 | }  // namespace ceres |