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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2017 Google Inc. All rights reserved.
- // http://ceres-solver.org/
- //
- // 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)
- #ifndef CERES_INTERNAL_INNER_PRODUCT_COMPUTER_H_
- #define CERES_INTERNAL_INNER_PRODUCT_COMPUTER_H_
- #include <memory>
- #include <vector>
- #include "ceres/block_sparse_matrix.h"
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/export.h"
- namespace ceres::internal {
- // This class is used to repeatedly compute the inner product
- //
- // result = m' * m
- //
- // where the sparsity structure of m remains constant across calls.
- //
- // Upon creation, the class computes and caches information needed to
- // compute v, and then uses it to efficiently compute the product
- // every time InnerProductComputer::Compute is called.
- //
- // See sparse_normal_cholesky_solver.cc for example usage.
- //
- // Note that the result matrix is a block upper or lower-triangular
- // matrix, i.e., it will contain entries in the upper or lower
- // triangular part of the matrix corresponding to the block that occur
- // along its diagonal.
- //
- // This is not a problem as sparse linear algebra libraries can ignore
- // these entries with ease and the space used is minimal/linear in the
- // size of the matrices.
- class CERES_NO_EXPORT InnerProductComputer {
- public:
- // Factory
- //
- // m is the input matrix
- //
- // Since m' * m is a symmetric matrix, we only compute half of the
- // matrix and the value of storage_type which must be
- // UPPER_TRIANGULAR or LOWER_TRIANGULAR determines which half is
- // computed.
- //
- // The user must ensure that the matrix m is valid for the life time
- // of this object.
- static std::unique_ptr<InnerProductComputer> Create(
- const BlockSparseMatrix& m,
- CompressedRowSparseMatrix::StorageType storage_type);
- // This factory method allows the user control over range of row
- // blocks of m that should be used to compute the inner product.
- //
- // a = m(start_row_block : end_row_block, :);
- // result = a' * a;
- static std::unique_ptr<InnerProductComputer> Create(
- const BlockSparseMatrix& m,
- int start_row_block,
- int end_row_block,
- CompressedRowSparseMatrix::StorageType storage_type);
- // Update result_ to be numerically equal to m' * m.
- void Compute();
- // Accessors for the result containing the inner product.
- //
- // Compute must be called before accessing this result for
- // the first time.
- const CompressedRowSparseMatrix& result() const { return *result_; }
- CompressedRowSparseMatrix* mutable_result() const { return result_.get(); }
- private:
- // A ProductTerm is a term in the block inner 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;
- };
- InnerProductComputer(const BlockSparseMatrix& m,
- int start_row_block,
- int end_row_block);
- void Init(CompressedRowSparseMatrix::StorageType storage_type);
- std::unique_ptr<CompressedRowSparseMatrix> CreateResultMatrix(
- const CompressedRowSparseMatrix::StorageType storage_type,
- int num_nonzeros);
- int ComputeNonzeros(const std::vector<ProductTerm>& product_terms,
- std::vector<int>* row_block_nnz);
- void ComputeOffsetsAndCreateResultMatrix(
- const CompressedRowSparseMatrix::StorageType storage_type,
- const std::vector<ProductTerm>& product_terms);
- const BlockSparseMatrix& m_;
- const int start_row_block_;
- const int end_row_block_;
- std::unique_ptr<CompressedRowSparseMatrix> result_;
- // For each term in the inner product, result_offsets_ contains the
- // location in the values array of the result_ matrix where it
- // should be stored.
- //
- // This is the principal look up table that allows this class to
- // compute the inner product fast.
- std::vector<int> result_offsets_;
- };
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_INNER_PRODUCT_COMPUTER_H_
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