internal/ceres/block_sparse_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_sparse_matrix.h"

#include <cstddef>
#include <algorithm>
#include <vector>
#include "ceres/block_structure.h"
#include "ceres/internal/eigen.h"
#include "ceres/small_blas.h"
#include "ceres/triplet_sparse_matrix.h"
#include "glog/logging.h"

namespace ceres {
namespace internal {

using std::vector;

BlockSparseMatrix::~BlockSparseMatrix() {}

BlockSparseMatrix::BlockSparseMatrix(
    CompressedRowBlockStructure* block_structure)
    : num_rows_(0),
      num_cols_(0),
      num_nonzeros_(0),
      values_(NULL),
      block_structure_(block_structure) {
  CHECK_NOTNULL(block_structure_.get());

  // Count the number of columns in the matrix.
  for (int i = 0; i < block_structure_->cols.size(); ++i) {
    num_cols_ += block_structure_->cols[i].size;
  }

  // Count the number of non-zero entries and the number of rows in
  // the matrix.
  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_size = block_structure_->rows[i].block.size;
    num_rows_ += row_block_size;

    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      num_nonzeros_ += col_block_size * row_block_size;
    }
  }

  CHECK_GE(num_rows_, 0);
  CHECK_GE(num_cols_, 0);
  CHECK_GE(num_nonzeros_, 0);
  VLOG(2) << "Allocating values array with "
          << num_nonzeros_ * sizeof(double) << " bytes.";  // NOLINT
  values_.reset(new double[num_nonzeros_]);
  CHECK_NOTNULL(values_.get());
}

void BlockSparseMatrix::SetZero() {
  std::fill(values_.get(), values_.get() + num_nonzeros_, 0.0);
}

void BlockSparseMatrix::RightMultiply(const double* x,  double* y) const {
  CHECK_NOTNULL(x);
  CHECK_NOTNULL(y);

  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_pos = block_structure_->rows[i].block.position;
    int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      int col_block_pos = block_structure_->cols[col_block_id].position;
      MatrixVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
          values_.get() + cells[j].position, row_block_size, col_block_size,
          x + col_block_pos,
          y + row_block_pos);
    }
  }
}

void BlockSparseMatrix::LeftMultiply(const double* x, double* y) const {
  CHECK_NOTNULL(x);
  CHECK_NOTNULL(y);

  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_pos = block_structure_->rows[i].block.position;
    int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      int col_block_pos = block_structure_->cols[col_block_id].position;
      MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
          values_.get() + cells[j].position, row_block_size, col_block_size,
          x + row_block_pos,
          y + col_block_pos);
    }
  }
}

void BlockSparseMatrix::SquaredColumnNorm(double* x) const {
  CHECK_NOTNULL(x);
  VectorRef(x, num_cols_).setZero();
  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      int col_block_pos = block_structure_->cols[col_block_id].position;
      const MatrixRef m(values_.get() + cells[j].position,
                        row_block_size, col_block_size);
      VectorRef(x + col_block_pos, col_block_size) += m.colwise().squaredNorm();
    }
  }
}

void BlockSparseMatrix::ScaleColumns(const double* scale) {
  CHECK_NOTNULL(scale);

  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      int col_block_pos = block_structure_->cols[col_block_id].position;
      MatrixRef m(values_.get() + cells[j].position,
                        row_block_size, col_block_size);
      m *= ConstVectorRef(scale + col_block_pos, col_block_size).asDiagonal();
    }
  }
}

void BlockSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
  CHECK_NOTNULL(dense_matrix);

  dense_matrix->resize(num_rows_, num_cols_);
  dense_matrix->setZero();
  Matrix& m = *dense_matrix;

  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_pos = block_structure_->rows[i].block.position;
    int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      int col_block_pos = block_structure_->cols[col_block_id].position;
      int jac_pos = cells[j].position;
      m.block(row_block_pos, col_block_pos, row_block_size, col_block_size)
          += MatrixRef(values_.get() + jac_pos, row_block_size, col_block_size);
    }
  }
}

void BlockSparseMatrix::ToTripletSparseMatrix(
    TripletSparseMatrix* matrix) const {
  CHECK_NOTNULL(matrix);

  matrix->Reserve(num_nonzeros_);
  matrix->Resize(num_rows_, num_cols_);
  matrix->SetZero();

  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    int row_block_pos = block_structure_->rows[i].block.position;
    int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      int col_block_id = cells[j].block_id;
      int col_block_size = block_structure_->cols[col_block_id].size;
      int col_block_pos = block_structure_->cols[col_block_id].position;
      int jac_pos = cells[j].position;
       for (int r = 0; r < row_block_size; ++r) {
        for (int c = 0; c < col_block_size; ++c, ++jac_pos) {
          matrix->mutable_rows()[jac_pos] = row_block_pos + r;
          matrix->mutable_cols()[jac_pos] = col_block_pos + c;
          matrix->mutable_values()[jac_pos] = values_[jac_pos];
        }
      }
    }
  }
  matrix->set_num_nonzeros(num_nonzeros_);
}

// Return a pointer to the block structure. We continue to hold
// ownership of the object though.
const CompressedRowBlockStructure* BlockSparseMatrix::block_structure()
    const {
  return block_structure_.get();
}

void BlockSparseMatrix::ToTextFile(FILE* file) const {
  CHECK_NOTNULL(file);
  for (int i = 0; i < block_structure_->rows.size(); ++i) {
    const int row_block_pos = block_structure_->rows[i].block.position;
    const int row_block_size = block_structure_->rows[i].block.size;
    const vector<Cell>& cells = block_structure_->rows[i].cells;
    for (int j = 0; j < cells.size(); ++j) {
      const int col_block_id = cells[j].block_id;
      const int col_block_size = block_structure_->cols[col_block_id].size;
      const int col_block_pos = block_structure_->cols[col_block_id].position;
      int jac_pos = cells[j].position;
      for (int r = 0; r < row_block_size; ++r) {
        for (int c = 0; c < col_block_size; ++c) {
          fprintf(file, "% 10d % 10d %17f\n",
                  row_block_pos + r,
                  col_block_pos + c,
                  values_[jac_pos++]);
        }
      }
    }
  }
}

}  // namespace internal
}  // namespace ceres