// 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) // // TODO(sameeragarwal): row_block_counter can perhaps be replaced by // Chunk::start ? #ifndef CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_ #define CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_ // Eigen has an internal threshold switching between different matrix // multiplication algorithms. In particular for matrices larger than // EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD it uses a cache friendly // matrix matrix product algorithm that has a higher setup cost. For // matrix sizes close to this threshold, especially when the matrices // are thin and long, the default choice may not be optimal. This is // the case for us, as the default choice causes a 30% performance // regression when we moved from Eigen2 to Eigen3. #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 10 // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifdef CERES_USE_OPENMP #include <omp.h> #endif #include <algorithm> #include <map> #include "ceres/block_random_access_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/internal/eigen.h" #include "ceres/internal/fixed_array.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/map_util.h" #include "ceres/schur_eliminator.h" #include "ceres/small_blas.h" #include "ceres/stl_util.h" #include "Eigen/Dense" #include "glog/logging.h" namespace ceres { namespace internal { template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::~SchurEliminator() { STLDeleteElements(&rhs_locks_); } template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: Init(int num_eliminate_blocks, const CompressedRowBlockStructure* bs) { CHECK_GT(num_eliminate_blocks, 0) << "SchurComplementSolver cannot be initialized with " << "num_eliminate_blocks = 0."; num_eliminate_blocks_ = num_eliminate_blocks; const int num_col_blocks = bs->cols.size(); const int num_row_blocks = bs->rows.size(); buffer_size_ = 1; chunks_.clear(); lhs_row_layout_.clear(); int lhs_num_rows = 0; // Add a map object for each block in the reduced linear system // and build the row/column block structure of the reduced linear // system. lhs_row_layout_.resize(num_col_blocks - num_eliminate_blocks_); for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) { lhs_row_layout_[i - num_eliminate_blocks_] = lhs_num_rows; lhs_num_rows += bs->cols[i].size; } int r = 0; // Iterate over the row blocks of A, and detect the chunks. The // matrix should already have been ordered so that all rows // containing the same y block are vertically contiguous. Along // the way also compute the amount of space each chunk will need // to perform the elimination. while (r < num_row_blocks) { const int chunk_block_id = bs->rows[r].cells.front().block_id; if (chunk_block_id >= num_eliminate_blocks_) { break; } chunks_.push_back(Chunk()); Chunk& chunk = chunks_.back(); chunk.size = 0; chunk.start = r; int buffer_size = 0; const int e_block_size = bs->cols[chunk_block_id].size; // Add to the chunk until the first block in the row is // different than the one in the first row for the chunk. while (r + chunk.size < num_row_blocks) { const CompressedRow& row = bs->rows[r + chunk.size]; if (row.cells.front().block_id != chunk_block_id) { break; } // Iterate over the blocks in the row, ignoring the first // block since it is the one to be eliminated. for (int c = 1; c < row.cells.size(); ++c) { const Cell& cell = row.cells[c]; if (InsertIfNotPresent( &(chunk.buffer_layout), cell.block_id, buffer_size)) { buffer_size += e_block_size * bs->cols[cell.block_id].size; } } buffer_size_ = max(buffer_size, buffer_size_); ++chunk.size; } CHECK_GT(chunk.size, 0); r += chunk.size; } const Chunk& chunk = chunks_.back(); uneliminated_row_begins_ = chunk.start + chunk.size; if (num_threads_ > 1) { random_shuffle(chunks_.begin(), chunks_.end()); } buffer_.reset(new double[buffer_size_ * num_threads_]); // chunk_outer_product_buffer_ only needs to store e_block_size * // f_block_size, which is always less than buffer_size_, so we just // allocate buffer_size_ per thread. chunk_outer_product_buffer_.reset(new double[buffer_size_ * num_threads_]); STLDeleteElements(&rhs_locks_); rhs_locks_.resize(num_col_blocks - num_eliminate_blocks_); for (int i = 0; i < num_col_blocks - num_eliminate_blocks_; ++i) { rhs_locks_[i] = new Mutex; } } template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: Eliminate(const BlockSparseMatrix* A, const double* b, const double* D, BlockRandomAccessMatrix* lhs, double* rhs) { if (lhs->num_rows() > 0) { lhs->SetZero(); VectorRef(rhs, lhs->num_rows()).setZero(); } const CompressedRowBlockStructure* bs = A->block_structure(); const int num_col_blocks = bs->cols.size(); // Add the diagonal to the schur complement. if (D != NULL) { #pragma omp parallel for num_threads(num_threads_) schedule(dynamic) for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) { const int block_id = i - num_eliminate_blocks_; int r, c, row_stride, col_stride; CellInfo* cell_info = lhs->GetCell(block_id, block_id, &r, &c, &row_stride, &col_stride); if (cell_info != NULL) { const int block_size = bs->cols[i].size; typename EigenTypes<kFBlockSize>::ConstVectorRef diag(D + bs->cols[i].position, block_size); CeresMutexLock l(&cell_info->m); MatrixRef m(cell_info->values, row_stride, col_stride); m.block(r, c, block_size, block_size).diagonal() += diag.array().square().matrix(); } } } // Eliminate y blocks one chunk at a time. For each chunk,x3 // compute the entries of the normal equations and the gradient // vector block corresponding to the y block and then apply // Gaussian elimination to them. The matrix ete stores the normal // matrix corresponding to the block being eliminated and array // buffer_ contains the non-zero blocks in the row corresponding // to this y block in the normal equations. This computation is // done in ChunkDiagonalBlockAndGradient. UpdateRhs then applies // gaussian elimination to the rhs of the normal equations, // updating the rhs of the reduced linear system by modifying rhs // blocks for all the z blocks that share a row block/residual // term with the y block. EliminateRowOuterProduct does the // corresponding operation for the lhs of the reduced linear // system. #pragma omp parallel for num_threads(num_threads_) schedule(dynamic) for (int i = 0; i < chunks_.size(); ++i) { #ifdef CERES_USE_OPENMP int thread_id = omp_get_thread_num(); #else int thread_id = 0; #endif double* buffer = buffer_.get() + thread_id * buffer_size_; const Chunk& chunk = chunks_[i]; const int e_block_id = bs->rows[chunk.start].cells.front().block_id; const int e_block_size = bs->cols[e_block_id].size; VectorRef(buffer, buffer_size_).setZero(); typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix ete(e_block_size, e_block_size); if (D != NULL) { const typename EigenTypes<kEBlockSize>::ConstVectorRef diag(D + bs->cols[e_block_id].position, e_block_size); ete = diag.array().square().matrix().asDiagonal(); } else { ete.setZero(); } FixedArray<double, 8> g(e_block_size); typename EigenTypes<kEBlockSize>::VectorRef gref(g.get(), e_block_size); gref.setZero(); // We are going to be computing // // S += F'F - F'E(E'E)^{-1}E'F // // for each Chunk. The computation is broken down into a number of // function calls as below. // Compute the outer product of the e_blocks with themselves (ete // = E'E). Compute the product of the e_blocks with the // corresonding f_blocks (buffer = E'F), the gradient of the terms // in this chunk (g) and add the outer product of the f_blocks to // Schur complement (S += F'F). ChunkDiagonalBlockAndGradient( chunk, A, b, chunk.start, &ete, g.get(), buffer, lhs); // Normally one wouldn't compute the inverse explicitly, but // e_block_size will typically be a small number like 3, in // which case its much faster to compute the inverse once and // use it to multiply other matrices/vectors instead of doing a // Solve call over and over again. typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix inverse_ete = ete .template selfadjointView<Eigen::Upper>() .llt() .solve(Matrix::Identity(e_block_size, e_block_size)); // For the current chunk compute and update the rhs of the reduced // linear system. // // rhs = F'b - F'E(E'E)^(-1) E'b FixedArray<double, 8> inverse_ete_g(e_block_size); MatrixVectorMultiply<kEBlockSize, kEBlockSize, 0>( inverse_ete.data(), e_block_size, e_block_size, g.get(), inverse_ete_g.get()); UpdateRhs(chunk, A, b, chunk.start, inverse_ete_g.get(), rhs); // S -= F'E(E'E)^{-1}E'F ChunkOuterProduct(bs, inverse_ete, buffer, chunk.buffer_layout, lhs); } // For rows with no e_blocks, the schur complement update reduces to // S += F'F. NoEBlockRowsUpdate(A, b, uneliminated_row_begins_, lhs, rhs); } template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: BackSubstitute(const BlockSparseMatrix* A, const double* b, const double* D, const double* z, double* y) { const CompressedRowBlockStructure* bs = A->block_structure(); #pragma omp parallel for num_threads(num_threads_) schedule(dynamic) for (int i = 0; i < chunks_.size(); ++i) { const Chunk& chunk = chunks_[i]; const int e_block_id = bs->rows[chunk.start].cells.front().block_id; const int e_block_size = bs->cols[e_block_id].size; double* y_ptr = y + bs->cols[e_block_id].position; typename EigenTypes<kEBlockSize>::VectorRef y_block(y_ptr, e_block_size); typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix ete(e_block_size, e_block_size); if (D != NULL) { const typename EigenTypes<kEBlockSize>::ConstVectorRef diag(D + bs->cols[e_block_id].position, e_block_size); ete = diag.array().square().matrix().asDiagonal(); } else { ete.setZero(); } const double* values = A->values(); for (int j = 0; j < chunk.size; ++j) { const CompressedRow& row = bs->rows[chunk.start + j]; const Cell& e_cell = row.cells.front(); DCHECK_EQ(e_block_id, e_cell.block_id); FixedArray<double, 8> sj(row.block.size); typename EigenTypes<kRowBlockSize>::VectorRef(sj.get(), row.block.size) = typename EigenTypes<kRowBlockSize>::ConstVectorRef (b + bs->rows[chunk.start + j].block.position, row.block.size); for (int c = 1; c < row.cells.size(); ++c) { const int f_block_id = row.cells[c].block_id; const int f_block_size = bs->cols[f_block_id].size; const int r_block = f_block_id - num_eliminate_blocks_; MatrixVectorMultiply<kRowBlockSize, kFBlockSize, -1>( values + row.cells[c].position, row.block.size, f_block_size, z + lhs_row_layout_[r_block], sj.get()); } MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>( values + e_cell.position, row.block.size, e_block_size, sj.get(), y_ptr); MatrixTransposeMatrixMultiply <kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>( values + e_cell.position, row.block.size, e_block_size, values + e_cell.position, row.block.size, e_block_size, ete.data(), 0, 0, e_block_size, e_block_size); } ete.llt().solveInPlace(y_block); } } // Update the rhs of the reduced linear system. Compute // // F'b - F'E(E'E)^(-1) E'b template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: UpdateRhs(const Chunk& chunk, const BlockSparseMatrix* A, const double* b, int row_block_counter, const double* inverse_ete_g, double* rhs) { const CompressedRowBlockStructure* bs = A->block_structure(); const int e_block_id = bs->rows[chunk.start].cells.front().block_id; const int e_block_size = bs->cols[e_block_id].size; int b_pos = bs->rows[row_block_counter].block.position; const double* values = A->values(); for (int j = 0; j < chunk.size; ++j) { const CompressedRow& row = bs->rows[row_block_counter + j]; const Cell& e_cell = row.cells.front(); typename EigenTypes<kRowBlockSize>::Vector sj = typename EigenTypes<kRowBlockSize>::ConstVectorRef (b + b_pos, row.block.size); MatrixVectorMultiply<kRowBlockSize, kEBlockSize, -1>( values + e_cell.position, row.block.size, e_block_size, inverse_ete_g, sj.data()); for (int c = 1; c < row.cells.size(); ++c) { const int block_id = row.cells[c].block_id; const int block_size = bs->cols[block_id].size; const int block = block_id - num_eliminate_blocks_; CeresMutexLock l(rhs_locks_[block]); MatrixTransposeVectorMultiply<kRowBlockSize, kFBlockSize, 1>( values + row.cells[c].position, row.block.size, block_size, sj.data(), rhs + lhs_row_layout_[block]); } b_pos += row.block.size; } } // Given a Chunk - set of rows with the same e_block, e.g. in the // following Chunk with two rows. // // E F // [ y11 0 0 0 | z11 0 0 0 z51] // [ y12 0 0 0 | z12 z22 0 0 0] // // this function computes twp matrices. The diagonal block matrix // // ete = y11 * y11' + y12 * y12' // // and the off diagonal blocks in the Guass Newton Hessian. // // buffer = [y11'(z11 + z12), y12' * z22, y11' * z51] // // which are zero compressed versions of the block sparse matrices E'E // and E'F. // // and the gradient of the e_block, E'b. template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: ChunkDiagonalBlockAndGradient( const Chunk& chunk, const BlockSparseMatrix* A, const double* b, int row_block_counter, typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix* ete, double* g, double* buffer, BlockRandomAccessMatrix* lhs) { const CompressedRowBlockStructure* bs = A->block_structure(); int b_pos = bs->rows[row_block_counter].block.position; const int e_block_size = ete->rows(); // Iterate over the rows in this chunk, for each row, compute the // contribution of its F blocks to the Schur complement, the // contribution of its E block to the matrix EE' (ete), and the // corresponding block in the gradient vector. const double* values = A->values(); for (int j = 0; j < chunk.size; ++j) { const CompressedRow& row = bs->rows[row_block_counter + j]; if (row.cells.size() > 1) { EBlockRowOuterProduct(A, row_block_counter + j, lhs); } // Extract the e_block, ETE += E_i' E_i const Cell& e_cell = row.cells.front(); MatrixTransposeMatrixMultiply <kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>( values + e_cell.position, row.block.size, e_block_size, values + e_cell.position, row.block.size, e_block_size, ete->data(), 0, 0, e_block_size, e_block_size); // g += E_i' b_i MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>( values + e_cell.position, row.block.size, e_block_size, b + b_pos, g); // buffer = E'F. This computation is done by iterating over the // f_blocks for each row in the chunk. for (int c = 1; c < row.cells.size(); ++c) { const int f_block_id = row.cells[c].block_id; const int f_block_size = bs->cols[f_block_id].size; double* buffer_ptr = buffer + FindOrDie(chunk.buffer_layout, f_block_id); MatrixTransposeMatrixMultiply <kRowBlockSize, kEBlockSize, kRowBlockSize, kFBlockSize, 1>( values + e_cell.position, row.block.size, e_block_size, values + row.cells[c].position, row.block.size, f_block_size, buffer_ptr, 0, 0, e_block_size, f_block_size); } b_pos += row.block.size; } } // Compute the outer product F'E(E'E)^{-1}E'F and subtract it from the // Schur complement matrix, i.e // // S -= F'E(E'E)^{-1}E'F. template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: ChunkOuterProduct(const CompressedRowBlockStructure* bs, const Matrix& inverse_ete, const double* buffer, const BufferLayoutType& buffer_layout, BlockRandomAccessMatrix* lhs) { // This is the most computationally expensive part of this // code. Profiling experiments reveal that the bottleneck is not the // computation of the right-hand matrix product, but memory // references to the left hand side. const int e_block_size = inverse_ete.rows(); BufferLayoutType::const_iterator it1 = buffer_layout.begin(); #ifdef CERES_USE_OPENMP int thread_id = omp_get_thread_num(); #else int thread_id = 0; #endif double* b1_transpose_inverse_ete = chunk_outer_product_buffer_.get() + thread_id * buffer_size_; // S(i,j) -= bi' * ete^{-1} b_j for (; it1 != buffer_layout.end(); ++it1) { const int block1 = it1->first - num_eliminate_blocks_; const int block1_size = bs->cols[it1->first].size; MatrixTransposeMatrixMultiply <kEBlockSize, kFBlockSize, kEBlockSize, kEBlockSize, 0>( buffer + it1->second, e_block_size, block1_size, inverse_ete.data(), e_block_size, e_block_size, b1_transpose_inverse_ete, 0, 0, block1_size, e_block_size); BufferLayoutType::const_iterator it2 = it1; for (; it2 != buffer_layout.end(); ++it2) { const int block2 = it2->first - num_eliminate_blocks_; int r, c, row_stride, col_stride; CellInfo* cell_info = lhs->GetCell(block1, block2, &r, &c, &row_stride, &col_stride); if (cell_info != NULL) { const int block2_size = bs->cols[it2->first].size; CeresMutexLock l(&cell_info->m); MatrixMatrixMultiply <kFBlockSize, kEBlockSize, kEBlockSize, kFBlockSize, -1>( b1_transpose_inverse_ete, block1_size, e_block_size, buffer + it2->second, e_block_size, block2_size, cell_info->values, r, c, row_stride, col_stride); } } } } // For rows with no e_blocks, the schur complement update reduces to S // += F'F. This function iterates over the rows of A with no e_block, // and calls NoEBlockRowOuterProduct on each row. template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: NoEBlockRowsUpdate(const BlockSparseMatrix* A, const double* b, int row_block_counter, BlockRandomAccessMatrix* lhs, double* rhs) { const CompressedRowBlockStructure* bs = A->block_structure(); const double* values = A->values(); for (; row_block_counter < bs->rows.size(); ++row_block_counter) { const CompressedRow& row = bs->rows[row_block_counter]; for (int c = 0; c < row.cells.size(); ++c) { const int block_id = row.cells[c].block_id; const int block_size = bs->cols[block_id].size; const int block = block_id - num_eliminate_blocks_; MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>( values + row.cells[c].position, row.block.size, block_size, b + row.block.position, rhs + lhs_row_layout_[block]); } NoEBlockRowOuterProduct(A, row_block_counter, lhs); } } // A row r of A, which has no e_blocks gets added to the Schur // Complement as S += r r'. This function is responsible for computing // the contribution of a single row r to the Schur complement. It is // very similar in structure to EBlockRowOuterProduct except for // one difference. It does not use any of the template // parameters. This is because the algorithm used for detecting the // static structure of the matrix A only pays attention to rows with // e_blocks. This is becase rows without e_blocks are rare and // typically arise from regularization terms in the original // optimization problem, and have a very different structure than the // rows with e_blocks. Including them in the static structure // detection will lead to most template parameters being set to // dynamic. Since the number of rows without e_blocks is small, the // lack of templating is not an issue. template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: NoEBlockRowOuterProduct(const BlockSparseMatrix* A, int row_block_index, BlockRandomAccessMatrix* lhs) { const CompressedRowBlockStructure* bs = A->block_structure(); const CompressedRow& row = bs->rows[row_block_index]; const double* values = A->values(); for (int i = 0; i < row.cells.size(); ++i) { const int block1 = row.cells[i].block_id - num_eliminate_blocks_; DCHECK_GE(block1, 0); const int block1_size = bs->cols[row.cells[i].block_id].size; int r, c, row_stride, col_stride; CellInfo* cell_info = lhs->GetCell(block1, block1, &r, &c, &row_stride, &col_stride); if (cell_info != NULL) { CeresMutexLock l(&cell_info->m); // This multiply currently ignores the fact that this is a // symmetric outer product. MatrixTransposeMatrixMultiply <Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>( values + row.cells[i].position, row.block.size, block1_size, values + row.cells[i].position, row.block.size, block1_size, cell_info->values, r, c, row_stride, col_stride); } for (int j = i + 1; j < row.cells.size(); ++j) { const int block2 = row.cells[j].block_id - num_eliminate_blocks_; DCHECK_GE(block2, 0); DCHECK_LT(block1, block2); int r, c, row_stride, col_stride; CellInfo* cell_info = lhs->GetCell(block1, block2, &r, &c, &row_stride, &col_stride); if (cell_info != NULL) { const int block2_size = bs->cols[row.cells[j].block_id].size; CeresMutexLock l(&cell_info->m); MatrixTransposeMatrixMultiply <Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>( values + row.cells[i].position, row.block.size, block1_size, values + row.cells[j].position, row.block.size, block2_size, cell_info->values, r, c, row_stride, col_stride); } } } } // For a row with an e_block, compute the contribition S += F'F. This // function has the same structure as NoEBlockRowOuterProduct, except // that this function uses the template parameters. template <int kRowBlockSize, int kEBlockSize, int kFBlockSize> void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>:: EBlockRowOuterProduct(const BlockSparseMatrix* A, int row_block_index, BlockRandomAccessMatrix* lhs) { const CompressedRowBlockStructure* bs = A->block_structure(); const CompressedRow& row = bs->rows[row_block_index]; const double* values = A->values(); for (int i = 1; i < row.cells.size(); ++i) { const int block1 = row.cells[i].block_id - num_eliminate_blocks_; DCHECK_GE(block1, 0); const int block1_size = bs->cols[row.cells[i].block_id].size; int r, c, row_stride, col_stride; CellInfo* cell_info = lhs->GetCell(block1, block1, &r, &c, &row_stride, &col_stride); if (cell_info != NULL) { CeresMutexLock l(&cell_info->m); // block += b1.transpose() * b1; MatrixTransposeMatrixMultiply <kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>( values + row.cells[i].position, row.block.size, block1_size, values + row.cells[i].position, row.block.size, block1_size, cell_info->values, r, c, row_stride, col_stride); } for (int j = i + 1; j < row.cells.size(); ++j) { const int block2 = row.cells[j].block_id - num_eliminate_blocks_; DCHECK_GE(block2, 0); DCHECK_LT(block1, block2); const int block2_size = bs->cols[row.cells[j].block_id].size; int r, c, row_stride, col_stride; CellInfo* cell_info = lhs->GetCell(block1, block2, &r, &c, &row_stride, &col_stride); if (cell_info != NULL) { // block += b1.transpose() * b2; CeresMutexLock l(&cell_info->m); MatrixTransposeMatrixMultiply <kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>( values + row.cells[i].position, row.block.size, block1_size, values + row.cells[j].position, row.block.size, block2_size, cell_info->values, r, c, row_stride, col_stride); } } } } } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_