Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 1 | // 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 | #ifndef CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_ |
| 32 | #define CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_ |
| 33 | |
| 34 | #include <vector> |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 35 | #include "ceres/internal/macros.h" |
| 36 | #include "ceres/internal/port.h" |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 37 | #include "ceres/sparse_matrix.h" |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 38 | #include "ceres/types.h" |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 39 | #include "glog/logging.h" |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 40 | |
| 41 | namespace ceres { |
| 42 | |
| 43 | struct CRSMatrix; |
| 44 | |
| 45 | namespace internal { |
| 46 | |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 47 | class TripletSparseMatrix; |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 48 | |
| 49 | class CompressedRowSparseMatrix : public SparseMatrix { |
| 50 | public: |
| 51 | // Build a matrix with the same content as the TripletSparseMatrix |
| 52 | // m. TripletSparseMatrix objects are easier to construct |
| 53 | // incrementally, so we use them to initialize SparseMatrix |
| 54 | // objects. |
| 55 | // |
| 56 | // We assume that m does not have any repeated entries. |
| 57 | explicit CompressedRowSparseMatrix(const TripletSparseMatrix& m); |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 58 | |
| 59 | // Use this constructor only if you know what you are doing. This |
| 60 | // creates a "blank" matrix with the appropriate amount of memory |
| 61 | // allocated. However, the object itself is in an inconsistent state |
| 62 | // as the rows and cols matrices do not match the values of |
| 63 | // num_rows, num_cols and max_num_nonzeros. |
| 64 | // |
| 65 | // The use case for this constructor is that when the user knows the |
| 66 | // size of the matrix to begin with and wants to update the layout |
| 67 | // manually, instead of going via the indirect route of first |
| 68 | // constructing a TripletSparseMatrix, which leads to more than |
| 69 | // double the peak memory usage. |
| 70 | CompressedRowSparseMatrix(int num_rows, |
| 71 | int num_cols, |
| 72 | int max_num_nonzeros); |
| 73 | |
| 74 | // Build a square sparse diagonal matrix with num_rows rows and |
| 75 | // columns. The diagonal m(i,i) = diagonal(i); |
| 76 | CompressedRowSparseMatrix(const double* diagonal, int num_rows); |
| 77 | |
| 78 | virtual ~CompressedRowSparseMatrix(); |
| 79 | |
| 80 | // SparseMatrix interface. |
| 81 | virtual void SetZero(); |
| 82 | virtual void RightMultiply(const double* x, double* y) const; |
| 83 | virtual void LeftMultiply(const double* x, double* y) const; |
| 84 | virtual void SquaredColumnNorm(double* x) const; |
| 85 | virtual void ScaleColumns(const double* scale); |
| 86 | |
| 87 | virtual void ToDenseMatrix(Matrix* dense_matrix) const; |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 88 | virtual void ToTextFile(FILE* file) const; |
| 89 | virtual int num_rows() const { return num_rows_; } |
| 90 | virtual int num_cols() const { return num_cols_; } |
| 91 | virtual int num_nonzeros() const { return rows_[num_rows_]; } |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 92 | virtual const double* values() const { return &values_[0]; } |
| 93 | virtual double* mutable_values() { return &values_[0]; } |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 94 | |
| 95 | // Delete the bottom delta_rows. |
| 96 | // num_rows -= delta_rows |
| 97 | void DeleteRows(int delta_rows); |
| 98 | |
| 99 | // Append the contents of m to the bottom of this matrix. m must |
| 100 | // have the same number of columns as this matrix. |
| 101 | void AppendRows(const CompressedRowSparseMatrix& m); |
| 102 | |
| 103 | void ToCRSMatrix(CRSMatrix* matrix) const; |
| 104 | |
| 105 | // Low level access methods that expose the structure of the matrix. |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 106 | const int* cols() const { return &cols_[0]; } |
| 107 | int* mutable_cols() { return &cols_[0]; } |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 108 | |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 109 | const int* rows() const { return &rows_[0]; } |
| 110 | int* mutable_rows() { return &rows_[0]; } |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 111 | |
| 112 | const vector<int>& row_blocks() const { return row_blocks_; } |
| 113 | vector<int>* mutable_row_blocks() { return &row_blocks_; } |
| 114 | |
| 115 | const vector<int>& col_blocks() const { return col_blocks_; } |
| 116 | vector<int>* mutable_col_blocks() { return &col_blocks_; } |
| 117 | |
Carlos Hernandez | 79397c2 | 2014-08-07 17:51:38 -0700 | [diff] [blame] | 118 | // Destructive array resizing method. |
| 119 | void SetMaxNumNonZeros(int num_nonzeros); |
| 120 | |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 121 | // Non-destructive array resizing method. |
| 122 | void set_num_rows(const int num_rows) { num_rows_ = num_rows; } |
| 123 | void set_num_cols(const int num_cols) { num_cols_ = num_cols; } |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 124 | |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 125 | void SolveLowerTriangularInPlace(double* solution) const; |
| 126 | void SolveLowerTriangularTransposeInPlace(double* solution) const; |
| 127 | |
| 128 | CompressedRowSparseMatrix* Transpose() const; |
| 129 | |
| 130 | static CompressedRowSparseMatrix* CreateBlockDiagonalMatrix( |
| 131 | const double* diagonal, |
| 132 | const vector<int>& blocks); |
| 133 | |
Carlos Hernandez | 79397c2 | 2014-08-07 17:51:38 -0700 | [diff] [blame] | 134 | // Compute the sparsity structure of the product m.transpose() * m |
| 135 | // and create a CompressedRowSparseMatrix corresponding to it. |
| 136 | // |
| 137 | // Also compute a "program" vector, which for every term in the |
| 138 | // outer product points to the entry in the values array of the |
| 139 | // result matrix where it should be accumulated. |
| 140 | // |
| 141 | // This program is used by the ComputeOuterProduct function below to |
| 142 | // compute the outer product. |
| 143 | // |
| 144 | // Since the entries of the program are the same for rows with the |
| 145 | // same sparsity structure, the program only stores the result for |
| 146 | // one row per row block. The ComputeOuterProduct function reuses |
| 147 | // this information for each row in the row block. |
| 148 | static CompressedRowSparseMatrix* CreateOuterProductMatrixAndProgram( |
| 149 | const CompressedRowSparseMatrix& m, |
| 150 | vector<int>* program); |
| 151 | |
| 152 | // Compute the values array for the expression m.transpose() * m, |
| 153 | // where the matrix used to store the result and a program have been |
| 154 | // created using the CreateOuterProductMatrixAndProgram function |
| 155 | // above. |
| 156 | static void ComputeOuterProduct(const CompressedRowSparseMatrix& m, |
| 157 | const vector<int>& program, |
| 158 | CompressedRowSparseMatrix* result); |
| 159 | |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 160 | private: |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 161 | int num_rows_; |
| 162 | int num_cols_; |
Sascha Haeberling | 1d2624a | 2013-07-23 19:00:21 -0700 | [diff] [blame] | 163 | vector<int> rows_; |
| 164 | vector<int> cols_; |
| 165 | vector<double> values_; |
Angus Kong | 0ae28bd | 2013-02-13 14:56:04 -0800 | [diff] [blame] | 166 | |
| 167 | // If the matrix has an underlying block structure, then it can also |
| 168 | // carry with it row and column block sizes. This is auxilliary and |
| 169 | // optional information for use by algorithms operating on the |
| 170 | // matrix. The class itself does not make use of this information in |
| 171 | // any way. |
| 172 | vector<int> row_blocks_; |
| 173 | vector<int> col_blocks_; |
| 174 | |
| 175 | CERES_DISALLOW_COPY_AND_ASSIGN(CompressedRowSparseMatrix); |
| 176 | }; |
| 177 | |
| 178 | } // namespace internal |
| 179 | } // namespace ceres |
| 180 | |
| 181 | #endif // CERES_INTERNAL_COMPRESSED_ROW_SPARSE_MATRIX_H_ |