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Keir Mierle8ebb0732012-04-30 23:09:08 -07001// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3// http://code.google.com/p/ceres-solver/
4//
5// Redistribution and use in source and binary forms, with or without
6// modification, are permitted provided that the following conditions are met:
7//
8// * Redistributions of source code must retain the above copyright notice,
9// this list of conditions and the following disclaimer.
10// * Redistributions in binary form must reproduce the above copyright notice,
11// this list of conditions and the following disclaimer in the documentation
12// and/or other materials provided with the distribution.
13// * Neither the name of Google Inc. nor the names of its contributors may be
14// used to endorse or promote products derived from this software without
15// specific prior written permission.
16//
17// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27// POSSIBILITY OF SUCH DAMAGE.
28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30//
31// Various algorithms that operate on undirected graphs.
32
33#ifndef CERES_INTERNAL_GRAPH_ALGORITHMS_H_
34#define CERES_INTERNAL_GRAPH_ALGORITHMS_H_
35
Sameer Agarwal509f68c2013-02-20 01:39:03 -080036#include <algorithm>
Keir Mierle8ebb0732012-04-30 23:09:08 -070037#include <vector>
Sameer Agarwal509f68c2013-02-20 01:39:03 -080038#include <utility>
Keir Mierle8ebb0732012-04-30 23:09:08 -070039#include "ceres/collections_port.h"
40#include "ceres/graph.h"
Sameer Agarwal509f68c2013-02-20 01:39:03 -080041#include "glog/logging.h"
Keir Mierle8ebb0732012-04-30 23:09:08 -070042
43namespace ceres {
44namespace internal {
45
Sameer Agarwal096d5932013-05-20 08:49:09 -070046// Compare two vertices of a graph by their degrees, if the degrees
47// are equal then order them by their ids.
Keir Mierle8ebb0732012-04-30 23:09:08 -070048template <typename Vertex>
Sameer Agarwal36c73c22013-05-17 22:52:21 -070049class VertexTotalOrdering {
Keir Mierle8ebb0732012-04-30 23:09:08 -070050 public:
Sameer Agarwal36c73c22013-05-17 22:52:21 -070051 explicit VertexTotalOrdering(const Graph<Vertex>& graph)
Keir Mierle8ebb0732012-04-30 23:09:08 -070052 : graph_(graph) {}
53
54 bool operator()(const Vertex& lhs, const Vertex& rhs) const {
Sameer Agarwal887b1562012-05-06 15:14:47 -070055 if (graph_.Neighbors(lhs).size() == graph_.Neighbors(rhs).size()) {
Sameer Agarwal3faa08b2012-05-06 16:08:22 -070056 return lhs < rhs;
Sameer Agarwal887b1562012-05-06 15:14:47 -070057 }
Sameer Agarwal3faa08b2012-05-06 16:08:22 -070058 return graph_.Neighbors(lhs).size() < graph_.Neighbors(rhs).size();
Keir Mierle8ebb0732012-04-30 23:09:08 -070059 }
60
61 private:
62 const Graph<Vertex>& graph_;
63};
64
Sameer Agarwal36c73c22013-05-17 22:52:21 -070065template <typename Vertex>
66class VertexDegreeLessThan {
67 public:
68 explicit VertexDegreeLessThan(const Graph<Vertex>& graph)
69 : graph_(graph) {}
70
71 bool operator()(const Vertex& lhs, const Vertex& rhs) const {
72 return graph_.Neighbors(lhs).size() < graph_.Neighbors(rhs).size();
73 }
74
75 private:
76 const Graph<Vertex>& graph_;
77};
78
Keir Mierle8ebb0732012-04-30 23:09:08 -070079// Order the vertices of a graph using its (approximately) largest
80// independent set, where an independent set of a graph is a set of
81// vertices that have no edges connecting them. The maximum
82// independent set problem is NP-Hard, but there are effective
83// approximation algorithms available. The implementation here uses a
84// breadth first search that explores the vertices in order of
85// increasing degree. The same idea is used by Saad & Li in "MIQR: A
86// multilevel incomplete QR preconditioner for large sparse
87// least-squares problems", SIMAX, 2007.
88//
89// Given a undirected graph G(V,E), the algorithm is a greedy BFS
90// search where the vertices are explored in increasing order of their
91// degree. The output vector ordering contains elements of S in
92// increasing order of their degree, followed by elements of V - S in
93// increasing order of degree. The return value of the function is the
94// cardinality of S.
95template <typename Vertex>
96int IndependentSetOrdering(const Graph<Vertex>& graph,
97 vector<Vertex>* ordering) {
98 const HashSet<Vertex>& vertices = graph.vertices();
99 const int num_vertices = vertices.size();
100
101 CHECK_NOTNULL(ordering);
102 ordering->clear();
103 ordering->reserve(num_vertices);
104
105 // Colors for labeling the graph during the BFS.
106 const char kWhite = 0;
107 const char kGrey = 1;
108 const char kBlack = 2;
109
110 // Mark all vertices white.
111 HashMap<Vertex, char> vertex_color;
112 vector<Vertex> vertex_queue;
113 for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
114 it != vertices.end();
115 ++it) {
116 vertex_color[*it] = kWhite;
117 vertex_queue.push_back(*it);
118 }
119
120
121 sort(vertex_queue.begin(), vertex_queue.end(),
Sameer Agarwal36c73c22013-05-17 22:52:21 -0700122 VertexTotalOrdering<Vertex>(graph));
Keir Mierle8ebb0732012-04-30 23:09:08 -0700123
124 // Iterate over vertex_queue. Pick the first white vertex, add it
125 // to the independent set. Mark it black and its neighbors grey.
126 for (int i = 0; i < vertex_queue.size(); ++i) {
127 const Vertex& vertex = vertex_queue[i];
128 if (vertex_color[vertex] != kWhite) {
129 continue;
130 }
131
132 ordering->push_back(vertex);
133 vertex_color[vertex] = kBlack;
134 const HashSet<Vertex>& neighbors = graph.Neighbors(vertex);
135 for (typename HashSet<Vertex>::const_iterator it = neighbors.begin();
136 it != neighbors.end();
137 ++it) {
138 vertex_color[*it] = kGrey;
139 }
140 }
141
142 int independent_set_size = ordering->size();
143
144 // Iterate over the vertices and add all the grey vertices to the
145 // ordering. At this stage there should only be black or grey
146 // vertices in the graph.
147 for (typename vector<Vertex>::const_iterator it = vertex_queue.begin();
148 it != vertex_queue.end();
149 ++it) {
150 const Vertex vertex = *it;
151 DCHECK(vertex_color[vertex] != kWhite);
152 if (vertex_color[vertex] != kBlack) {
153 ordering->push_back(vertex);
154 }
155 }
156
157 CHECK_EQ(ordering->size(), num_vertices);
158 return independent_set_size;
159}
160
Sameer Agarwal36c73c22013-05-17 22:52:21 -0700161// Same as above with one important difference. The ordering parameter
162// is an input/output parameter which carries an initial ordering of
163// the vertices of the graph. The greedy independent set algorithm
164// starts by sorting the vertices in increasing order of their
165// degree. The input ordering is used to stabilize this sort, i.e., if
166// two vertices have the same degree then they are ordered in the same
167// order in which they occur in "ordering".
168//
169// This is useful in eliminating non-determinism from the Schur
170// ordering algorithm over all.
171template <typename Vertex>
172int StableIndependentSetOrdering(const Graph<Vertex>& graph,
173 vector<Vertex>* ordering) {
174 CHECK_NOTNULL(ordering);
175 const HashSet<Vertex>& vertices = graph.vertices();
176 const int num_vertices = vertices.size();
177 CHECK_EQ(vertices.size(), ordering->size());
178
179 // Colors for labeling the graph during the BFS.
180 const char kWhite = 0;
181 const char kGrey = 1;
182 const char kBlack = 2;
183
184 vector<Vertex> vertex_queue(*ordering);
185
186 stable_sort(vertex_queue.begin(), vertex_queue.end(),
187 VertexDegreeLessThan<Vertex>(graph));
188
189 // Mark all vertices white.
190 HashMap<Vertex, char> vertex_color;
191 for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
192 it != vertices.end();
193 ++it) {
194 vertex_color[*it] = kWhite;
195 }
196
197 ordering->clear();
198 ordering->reserve(num_vertices);
199 // Iterate over vertex_queue. Pick the first white vertex, add it
200 // to the independent set. Mark it black and its neighbors grey.
201 for (int i = 0; i < vertex_queue.size(); ++i) {
202 const Vertex& vertex = vertex_queue[i];
203 if (vertex_color[vertex] != kWhite) {
204 continue;
205 }
206
207 ordering->push_back(vertex);
208 vertex_color[vertex] = kBlack;
209 const HashSet<Vertex>& neighbors = graph.Neighbors(vertex);
210 for (typename HashSet<Vertex>::const_iterator it = neighbors.begin();
211 it != neighbors.end();
212 ++it) {
213 vertex_color[*it] = kGrey;
214 }
215 }
216
217 int independent_set_size = ordering->size();
218
219 // Iterate over the vertices and add all the grey vertices to the
220 // ordering. At this stage there should only be black or grey
221 // vertices in the graph.
222 for (typename vector<Vertex>::const_iterator it = vertex_queue.begin();
223 it != vertex_queue.end();
224 ++it) {
225 const Vertex vertex = *it;
226 DCHECK(vertex_color[vertex] != kWhite);
227 if (vertex_color[vertex] != kBlack) {
228 ordering->push_back(vertex);
229 }
230 }
231
232 CHECK_EQ(ordering->size(), num_vertices);
233 return independent_set_size;
234}
235
Keir Mierle8ebb0732012-04-30 23:09:08 -0700236// Find the connected component for a vertex implemented using the
237// find and update operation for disjoint-set. Recursively traverse
238// the disjoint set structure till you reach a vertex whose connected
239// component has the same id as the vertex itself. Along the way
240// update the connected components of all the vertices. This updating
241// is what gives this data structure its efficiency.
242template <typename Vertex>
243Vertex FindConnectedComponent(const Vertex& vertex,
244 HashMap<Vertex, Vertex>* union_find) {
245 typename HashMap<Vertex, Vertex>::iterator it = union_find->find(vertex);
246 DCHECK(it != union_find->end());
247 if (it->second != vertex) {
248 it->second = FindConnectedComponent(it->second, union_find);
249 }
250
251 return it->second;
252}
253
254// Compute a degree two constrained Maximum Spanning Tree/forest of
255// the input graph. Caller owns the result.
256//
257// Finding degree 2 spanning tree of a graph is not always
258// possible. For example a star graph, i.e. a graph with n-nodes
259// where one node is connected to the other n-1 nodes does not have
260// a any spanning trees of degree less than n-1.Even if such a tree
261// exists, finding such a tree is NP-Hard.
262
263// We get around both of these problems by using a greedy, degree
264// constrained variant of Kruskal's algorithm. We start with a graph
265// G_T with the same vertex set V as the input graph G(V,E) but an
266// empty edge set. We then iterate over the edges of G in decreasing
267// order of weight, adding them to G_T if doing so does not create a
268// cycle in G_T} and the degree of all the vertices in G_T remains
269// bounded by two. This O(|E|) algorithm results in a degree-2
270// spanning forest, or a collection of linear paths that span the
271// graph G.
272template <typename Vertex>
273Graph<Vertex>*
274Degree2MaximumSpanningForest(const Graph<Vertex>& graph) {
275 // Array of edges sorted in decreasing order of their weights.
276 vector<pair<double, pair<Vertex, Vertex> > > weighted_edges;
277 Graph<Vertex>* forest = new Graph<Vertex>();
278
279 // Disjoint-set to keep track of the connected components in the
280 // maximum spanning tree.
281 HashMap<Vertex, Vertex> disjoint_set;
282
283 // Sort of the edges in the graph in decreasing order of their
284 // weight. Also add the vertices of the graph to the Maximum
285 // Spanning Tree graph and set each vertex to be its own connected
286 // component in the disjoint_set structure.
287 const HashSet<Vertex>& vertices = graph.vertices();
288 for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
289 it != vertices.end();
290 ++it) {
291 const Vertex vertex1 = *it;
292 forest->AddVertex(vertex1, graph.VertexWeight(vertex1));
293 disjoint_set[vertex1] = vertex1;
294
295 const HashSet<Vertex>& neighbors = graph.Neighbors(vertex1);
296 for (typename HashSet<Vertex>::const_iterator it2 = neighbors.begin();
297 it2 != neighbors.end();
298 ++it2) {
299 const Vertex vertex2 = *it2;
300 if (vertex1 >= vertex2) {
301 continue;
302 }
303 const double weight = graph.EdgeWeight(vertex1, vertex2);
304 weighted_edges.push_back(make_pair(weight, make_pair(vertex1, vertex2)));
305 }
306 }
307
308 // The elements of this vector, are pairs<edge_weight,
309 // edge>. Sorting it using the reverse iterators gives us the edges
310 // in decreasing order of edges.
311 sort(weighted_edges.rbegin(), weighted_edges.rend());
312
313 // Greedily add edges to the spanning tree/forest as long as they do
314 // not violate the degree/cycle constraint.
315 for (int i =0; i < weighted_edges.size(); ++i) {
316 const pair<Vertex, Vertex>& edge = weighted_edges[i].second;
317 const Vertex vertex1 = edge.first;
318 const Vertex vertex2 = edge.second;
319
320 // Check if either of the vertices are of degree 2 already, in
321 // which case adding this edge will violate the degree 2
322 // constraint.
323 if ((forest->Neighbors(vertex1).size() == 2) ||
324 (forest->Neighbors(vertex2).size() == 2)) {
325 continue;
326 }
327
328 // Find the id of the connected component to which the two
329 // vertices belong to. If the id is the same, it means that the
330 // two of them are already connected to each other via some other
331 // vertex, and adding this edge will create a cycle.
332 Vertex root1 = FindConnectedComponent(vertex1, &disjoint_set);
333 Vertex root2 = FindConnectedComponent(vertex2, &disjoint_set);
334
335 if (root1 == root2) {
336 continue;
337 }
338
339 // This edge can be added, add an edge in either direction with
340 // the same weight as the original graph.
341 const double edge_weight = graph.EdgeWeight(vertex1, vertex2);
342 forest->AddEdge(vertex1, vertex2, edge_weight);
343 forest->AddEdge(vertex2, vertex1, edge_weight);
344
345 // Connected the two connected components by updating the
346 // disjoint_set structure. Always connect the connected component
347 // with the greater index with the connected component with the
348 // smaller index. This should ensure shallower trees, for quicker
349 // lookup.
350 if (root2 < root1) {
351 std::swap(root1, root2);
352 };
353
354 disjoint_set[root2] = root1;
355 }
356 return forest;
357}
358
359} // namespace internal
360} // namespace ceres
361
362#endif // CERES_INTERNAL_GRAPH_ALGORITHMS_H_