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-rw-r--r--internal/ceres/compressed_row_sparse_matrix.cc180
1 files changed, 179 insertions, 1 deletions
diff --git a/internal/ceres/compressed_row_sparse_matrix.cc b/internal/ceres/compressed_row_sparse_matrix.cc
index e200c92..7993ed6 100644
--- a/internal/ceres/compressed_row_sparse_matrix.cc
+++ b/internal/ceres/compressed_row_sparse_matrix.cc
@@ -31,6 +31,7 @@
#include "ceres/compressed_row_sparse_matrix.h"
#include <algorithm>
+#include <numeric>
#include <vector>
#include "ceres/crs_matrix.h"
#include "ceres/internal/port.h"
@@ -124,7 +125,7 @@ CompressedRowSparseMatrix::CompressedRowSparseMatrix(
// Find the cumulative sum of the row counts.
for (int i = 1; i < num_rows_ + 1; ++i) {
- rows_[i] += rows_[i-1];
+ rows_[i] += rows_[i - 1];
}
CHECK_EQ(num_nonzeros(), m.num_nonzeros());
@@ -215,11 +216,28 @@ void CompressedRowSparseMatrix::DeleteRows(int delta_rows) {
num_rows_ -= delta_rows;
rows_.resize(num_rows_ + 1);
+
+ // Walk the list of row blocks until we reach the new number of rows
+ // and the drop the rest of the row blocks.
+ int num_row_blocks = 0;
+ int num_rows = 0;
+ while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) {
+ num_rows += row_blocks_[num_row_blocks];
+ ++num_row_blocks;
+ }
+
+ row_blocks_.resize(num_row_blocks);
}
void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) {
CHECK_EQ(m.num_cols(), num_cols_);
+ CHECK(row_blocks_.size() == 0 || m.row_blocks().size() !=0)
+ << "Cannot append a matrix with row blocks to one without and vice versa."
+ << "This matrix has : " << row_blocks_.size() << " row blocks."
+ << "The matrix being appended has: " << m.row_blocks().size()
+ << " row blocks.";
+
if (cols_.size() < num_nonzeros() + m.num_nonzeros()) {
cols_.resize(num_nonzeros() + m.num_nonzeros());
values_.resize(num_nonzeros() + m.num_nonzeros());
@@ -239,6 +257,7 @@ void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) {
}
num_rows_ += m.num_rows();
+ row_blocks_.insert(row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end());
}
void CompressedRowSparseMatrix::ToTextFile(FILE* file) const {
@@ -267,6 +286,13 @@ void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const {
matrix->values.resize(matrix->rows[matrix->num_rows]);
}
+void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) {
+ CHECK_GE(num_nonzeros, 0);
+
+ cols_.resize(num_nonzeros);
+ values_.resize(num_nonzeros);
+}
+
void CompressedRowSparseMatrix::SolveLowerTriangularInPlace(
double* solution) const {
for (int r = 0; r < num_rows_; ++r) {
@@ -358,9 +384,161 @@ CompressedRowSparseMatrix* CompressedRowSparseMatrix::Transpose() const {
}
transpose_rows[0] = 0;
+ *(transpose->mutable_row_blocks()) = col_blocks_;
+ *(transpose->mutable_col_blocks()) = row_blocks_;
+
return transpose;
}
+namespace {
+// A ProductTerm is a term in the outer product of a matrix with
+// itself.
+struct ProductTerm {
+ ProductTerm(const int row, const int col, const int index)
+ : row(row), col(col), index(index) {
+ }
+
+ bool operator<(const ProductTerm& right) const {
+ if (row == right.row) {
+ if (col == right.col) {
+ return index < right.index;
+ }
+ return col < right.col;
+ }
+ return row < right.row;
+ }
+
+ int row;
+ int col;
+ int index;
+};
+
+CompressedRowSparseMatrix*
+CompressAndFillProgram(const int num_rows,
+ const int num_cols,
+ const vector<ProductTerm>& product,
+ vector<int>* program) {
+ CHECK_GT(product.size(), 0);
+
+ // Count the number of unique product term, which in turn is the
+ // number of non-zeros in the outer product.
+ int num_nonzeros = 1;
+ for (int i = 1; i < product.size(); ++i) {
+ if (product[i].row != product[i - 1].row ||
+ product[i].col != product[i - 1].col) {
+ ++num_nonzeros;
+ }
+ }
+
+ CompressedRowSparseMatrix* matrix =
+ new CompressedRowSparseMatrix(num_rows, num_cols, num_nonzeros);
+
+ int* crsm_rows = matrix->mutable_rows();
+ std::fill(crsm_rows, crsm_rows + num_rows + 1, 0);
+ int* crsm_cols = matrix->mutable_cols();
+ std::fill(crsm_cols, crsm_cols + num_nonzeros, 0);
+
+ CHECK_NOTNULL(program)->clear();
+ program->resize(product.size());
+
+ // Iterate over the sorted product terms. This means each row is
+ // filled one at a time, and we are able to assign a position in the
+ // values array to each term.
+ //
+ // If terms repeat, i.e., they contribute to the same entry in the
+ // result matrix), then they do not affect the sparsity structure of
+ // the result matrix.
+ int nnz = 0;
+ crsm_cols[0] = product[0].col;
+ crsm_rows[product[0].row + 1]++;
+ (*program)[product[0].index] = nnz;
+ for (int i = 1; i < product.size(); ++i) {
+ const ProductTerm& previous = product[i - 1];
+ const ProductTerm& current = product[i];
+
+ // Sparsity structure is updated only if the term is not a repeat.
+ if (previous.row != current.row || previous.col != current.col) {
+ crsm_cols[++nnz] = current.col;
+ crsm_rows[current.row + 1]++;
+ }
+
+ // All terms get assigned the position in the values array where
+ // their value is accumulated.
+ (*program)[current.index] = nnz;
+ }
+
+ for (int i = 1; i < num_rows + 1; ++i) {
+ crsm_rows[i] += crsm_rows[i - 1];
+ }
+
+ return matrix;
+}
+
+} // namespace
+
+CompressedRowSparseMatrix*
+CompressedRowSparseMatrix::CreateOuterProductMatrixAndProgram(
+ const CompressedRowSparseMatrix& m,
+ vector<int>* program) {
+ CHECK_NOTNULL(program)->clear();
+ CHECK_GT(m.num_nonzeros(), 0) << "Congratulations, "
+ << "you found a bug in Ceres. Please report it.";
+
+ vector<ProductTerm> product;
+ const vector<int>& row_blocks = m.row_blocks();
+ int row_block_begin = 0;
+ // Iterate over row blocks
+ for (int row_block = 0; row_block < row_blocks.size(); ++row_block) {
+ const int row_block_end = row_block_begin + row_blocks[row_block];
+ // Compute the outer product terms for just one row per row block.
+ const int r = row_block_begin;
+ // Compute the lower triangular part of the product.
+ for (int idx1 = m.rows()[r]; idx1 < m.rows()[r + 1]; ++idx1) {
+ for (int idx2 = m.rows()[r]; idx2 <= idx1; ++idx2) {
+ product.push_back(ProductTerm(m.cols()[idx1], m.cols()[idx2], product.size()));
+ }
+ }
+ row_block_begin = row_block_end;
+ }
+ CHECK_EQ(row_block_begin, m.num_rows());
+ sort(product.begin(), product.end());
+ return CompressAndFillProgram(m.num_cols(), m.num_cols(), product, program);
+}
+
+void CompressedRowSparseMatrix::ComputeOuterProduct(
+ const CompressedRowSparseMatrix& m,
+ const vector<int>& program,
+ CompressedRowSparseMatrix* result) {
+ result->SetZero();
+ double* values = result->mutable_values();
+ const vector<int>& row_blocks = m.row_blocks();
+
+ int cursor = 0;
+ int row_block_begin = 0;
+ const double* m_values = m.values();
+ const int* m_rows = m.rows();
+ // Iterate over row blocks.
+ for (int row_block = 0; row_block < row_blocks.size(); ++row_block) {
+ const int row_block_end = row_block_begin + row_blocks[row_block];
+ const int saved_cursor = cursor;
+ for (int r = row_block_begin; r < row_block_end; ++r) {
+ // Reuse the program segment for each row in this row block.
+ cursor = saved_cursor;
+ const int row_begin = m_rows[r];
+ const int row_end = m_rows[r + 1];
+ for (int idx1 = row_begin; idx1 < row_end; ++idx1) {
+ const double v1 = m_values[idx1];
+ for (int idx2 = row_begin; idx2 <= idx1; ++idx2, ++cursor) {
+ values[program[cursor]] += v1 * m_values[idx2];
+ }
+ }
+ }
+ row_block_begin = row_block_end;
+ }
+
+ CHECK_EQ(row_block_begin, m.num_rows());
+ CHECK_EQ(cursor, program.size());
+}
} // namespace internal
} // namespace ceres