// 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 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // 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