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Diffstat (limited to 'internal/ceres/dense_sparse_matrix.cc')
-rw-r--r-- | internal/ceres/dense_sparse_matrix.cc | 209 |
1 files changed, 209 insertions, 0 deletions
diff --git a/internal/ceres/dense_sparse_matrix.cc b/internal/ceres/dense_sparse_matrix.cc new file mode 100644 index 0000000..7fb7b83 --- /dev/null +++ b/internal/ceres/dense_sparse_matrix.cc @@ -0,0 +1,209 @@ +// 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: keir@google.com (Keir Mierle) + +#include "ceres/dense_sparse_matrix.h" + +#include <algorithm> +#include "ceres/matrix_proto.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/port.h" + +namespace ceres { +namespace internal { + +DenseSparseMatrix::DenseSparseMatrix(int num_rows, int num_cols) + : has_diagonal_appended_(false), + has_diagonal_reserved_(false) { + // Allocate enough space for the diagonal. + m_.resize(num_rows, num_cols); + m_.setZero(); +} + +DenseSparseMatrix::DenseSparseMatrix(int num_rows, int num_cols, bool reserve_diagonal) + : has_diagonal_appended_(false), + has_diagonal_reserved_(reserve_diagonal) { + // Allocate enough space for the diagonal. + if (reserve_diagonal) { + m_.resize(num_rows + num_cols, num_cols); + } else { + m_.resize(num_rows, num_cols); + } + m_.setZero(); +} + +DenseSparseMatrix::DenseSparseMatrix(const TripletSparseMatrix& m) + : m_(Eigen::MatrixXd::Zero(m.num_rows(), m.num_cols())), + has_diagonal_appended_(false), + has_diagonal_reserved_(false) { + const double *values = m.values(); + const int *rows = m.rows(); + const int *cols = m.cols(); + int num_nonzeros = m.num_nonzeros(); + + for (int i = 0; i < num_nonzeros; ++i) { + m_(rows[i], cols[i]) += values[i]; + } +} + +DenseSparseMatrix::DenseSparseMatrix(const Matrix& m) + : m_(m), + has_diagonal_appended_(false), + has_diagonal_reserved_(false) { +} + +#ifndef CERES_NO_PROTOCOL_BUFFERS +DenseSparseMatrix::DenseSparseMatrix(const SparseMatrixProto& outer_proto) + : m_(Eigen::MatrixXd::Zero( + outer_proto.dense_matrix().num_rows(), + outer_proto.dense_matrix().num_cols())), + has_diagonal_appended_(false), + has_diagonal_reserved_(false) { + const DenseSparseMatrixProto& proto = outer_proto.dense_matrix(); + for (int i = 0; i < m_.rows(); ++i) { + for (int j = 0; j < m_.cols(); ++j) { + m_(i, j) = proto.values(m_.cols() * i + j); + } + } +} +#endif + +void DenseSparseMatrix::SetZero() { + m_.setZero(); +} + +void DenseSparseMatrix::RightMultiply(const double* x, double* y) const { + VectorRef(y, num_rows()) += matrix() * ConstVectorRef(x, num_cols()); +} + +void DenseSparseMatrix::LeftMultiply(const double* x, double* y) const { + VectorRef(y, num_cols()) += + matrix().transpose() * ConstVectorRef(x, num_rows()); +} + +void DenseSparseMatrix::SquaredColumnNorm(double* x) const { + VectorRef(x, num_cols()) = m_.colwise().squaredNorm(); +} + +void DenseSparseMatrix::ScaleColumns(const double* scale) { + m_ *= ConstVectorRef(scale, num_cols()).asDiagonal(); +} + +void DenseSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const { + *dense_matrix = m_; +} + +#ifndef CERES_NO_PROTOCOL_BUFFERS +void DenseSparseMatrix::ToProto(SparseMatrixProto* outer_proto) const { + CHECK(!has_diagonal_appended_) << "Not supported."; + outer_proto->Clear(); + DenseSparseMatrixProto* proto = outer_proto->mutable_dense_matrix(); + + proto->set_num_rows(num_rows()); + proto->set_num_cols(num_cols()); + + int num_nnz = num_nonzeros(); + for (int i = 0; i < num_nnz; ++i) { + proto->add_values(m_.data()[i]); + } +} +#endif + +void DenseSparseMatrix::AppendDiagonal(double *d) { + CHECK(!has_diagonal_appended_); + if (!has_diagonal_reserved_) { + Matrix tmp = m_; + m_.resize(m_.rows() + m_.cols(), m_.cols()); + m_.setZero(); + m_.block(0, 0, tmp.rows(), tmp.cols()) = tmp; + has_diagonal_reserved_ = true; + } + + m_.bottomLeftCorner(m_.cols(), m_.cols()) = + ConstVectorRef(d, m_.cols()).asDiagonal(); + has_diagonal_appended_ = true; +} + +void DenseSparseMatrix::RemoveDiagonal() { + CHECK(has_diagonal_appended_); + has_diagonal_appended_ = false; + // Leave the diagonal reserved. +} + +int DenseSparseMatrix::num_rows() const { + if (has_diagonal_reserved_ && !has_diagonal_appended_) { + return m_.rows() - m_.cols(); + } + return m_.rows(); +} + +int DenseSparseMatrix::num_cols() const { + return m_.cols(); +} + +int DenseSparseMatrix::num_nonzeros() const { + if (has_diagonal_reserved_ && !has_diagonal_appended_) { + return (m_.rows() - m_.cols()) * m_.cols(); + } + return m_.rows() * m_.cols(); +} + +ConstAlignedMatrixRef DenseSparseMatrix::matrix() const { + if (has_diagonal_reserved_ && !has_diagonal_appended_) { + return ConstAlignedMatrixRef( + m_.data(), m_.rows() - m_.cols(), m_.cols()); + } + return ConstAlignedMatrixRef(m_.data(), m_.rows(), m_.cols()); +} + +AlignedMatrixRef DenseSparseMatrix::mutable_matrix() { + if (has_diagonal_reserved_ && !has_diagonal_appended_) { + return AlignedMatrixRef( + m_.data(), m_.rows() - m_.cols(), m_.cols()); + } + return AlignedMatrixRef(m_.data(), m_.rows(), m_.cols()); +} + +void DenseSparseMatrix::ToTextFile(FILE* file) const { + CHECK_NOTNULL(file); + const int active_rows = + (has_diagonal_reserved_ && !has_diagonal_appended_) + ? (m_.rows() - m_.cols()) + : m_.rows(); + + for (int r = 0; r < active_rows; ++r) { + for (int c = 0; c < m_.cols(); ++c) { + fprintf(file, "% 10d % 10d %17f\n", r, c, m_(r, c)); + } + } +} + +} // namespace internal +} // namespace ceres |