internal/ceres/block_random_access_diagonal_matrix.cc

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: sameeragarwal@google.com (Sameer Agarwal)

#include "ceres/block_random_access_diagonal_matrix.h"

#include <algorithm>
#include <set>
#include <utility>
#include <vector>

#include "Eigen/Dense"
#include "ceres/internal/port.h"
#include "ceres/stl_util.h"
#include "ceres/triplet_sparse_matrix.h"
#include "ceres/types.h"
#include "glog/logging.h"

namespace ceres {
namespace internal {

using std::vector;

// TODO(sameeragarwal): Drop the dependence on TripletSparseMatrix.

BlockRandomAccessDiagonalMatrix::BlockRandomAccessDiagonalMatrix(
    const vector<int>& blocks)
    : blocks_(blocks) {
  // Build the row/column layout vector and count the number of scalar
  // rows/columns.
  int num_cols = 0;
  int num_nonzeros = 0;
  vector<int> block_positions;
  for (int i = 0; i < blocks_.size(); ++i) {
    block_positions.push_back(num_cols);
    num_cols += blocks_[i];
    num_nonzeros += blocks_[i] * blocks_[i];
  }

  VLOG(1) << "Matrix Size [" << num_cols
          << "," << num_cols
          << "] " << num_nonzeros;

  tsm_.reset(new TripletSparseMatrix(num_cols, num_cols, num_nonzeros));
  tsm_->set_num_nonzeros(num_nonzeros);
  int* rows = tsm_->mutable_rows();
  int* cols = tsm_->mutable_cols();
  double* values = tsm_->mutable_values();

  int pos = 0;
  for (int i = 0; i < blocks_.size(); ++i) {
    const int block_size = blocks_[i];
    layout_.push_back(new CellInfo(values + pos));
    const int block_begin = block_positions[i];
    for (int r = 0; r < block_size; ++r) {
      for (int c = 0; c < block_size; ++c, ++pos) {
        rows[pos] = block_begin + r;
        cols[pos] = block_begin + c;
      }
    }
  }
}

// Assume that the user does not hold any locks on any cell blocks
// when they are calling SetZero.
BlockRandomAccessDiagonalMatrix::~BlockRandomAccessDiagonalMatrix() {
  STLDeleteContainerPointers(layout_.begin(), layout_.end());
}

CellInfo* BlockRandomAccessDiagonalMatrix::GetCell(int row_block_id,
                                                   int col_block_id,
                                                   int* row,
                                                   int* col,
                                                   int* row_stride,
                                                   int* col_stride) {
  if (row_block_id != col_block_id) {
    return NULL;
  }
  const int stride = blocks_[row_block_id];

  // Each cell is stored contiguously as its own little dense matrix.
  *row = 0;
  *col = 0;
  *row_stride = stride;
  *col_stride = stride;
  return layout_[row_block_id];
}

// Assume that the user does not hold any locks on any cell blocks
// when they are calling SetZero.
void BlockRandomAccessDiagonalMatrix::SetZero() {
  if (tsm_->num_nonzeros()) {
    VectorRef(tsm_->mutable_values(),
              tsm_->num_nonzeros()).setZero();
  }
}

void BlockRandomAccessDiagonalMatrix::Invert() {
  double* values = tsm_->mutable_values();
  for (int i = 0; i < blocks_.size(); ++i) {
    const int block_size = blocks_[i];
    MatrixRef block(values, block_size, block_size);
    block =
        block
        .selfadjointView<Eigen::Upper>()
        .llt()
        .solve(Matrix::Identity(block_size, block_size));
    values += block_size * block_size;
  }
}

void BlockRandomAccessDiagonalMatrix::RightMultiply(const double* x,
                                                    double* y) const {
  CHECK_NOTNULL(x);
  CHECK_NOTNULL(y);
  const double* values = tsm_->values();
  for (int i = 0; i < blocks_.size(); ++i) {
    const int block_size = blocks_[i];
    ConstMatrixRef block(values, block_size, block_size);
    VectorRef(y, block_size).noalias() += block * ConstVectorRef(x, block_size);
    x += block_size;
    y += block_size;
    values += block_size * block_size;
  }
}

}  // namespace internal
}  // namespace ceres