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The schur ordering is used to construct an elimination ordering for Schur type solvers when the user has not supplied an elimination ordering. The ordering algorithm does an ordered traversal of the sparsity graph of the Hessian. The order in which this is done used to be determined by the degree of the parameter blocks with ties broken arbitrarily using the memory address of the parameter blocks. This introduced non-determinism in the solver, causing subtle numerical differences in the value of the solution everytime the solve was run. This change introduces ComputeStableSchurOrdering which utilizes a new function StableIndependentSetOrdering. The latter takes as input an ordering of the vertices of the graph which is used to break ties when ordering the vertice by degree. The former constructs such an ordering by using the order in which the parameter blocks were added to the Problem. In this way, as long as the construction of the problem is deterministic, the schur ordering will always be deterministic too. I have chosen not to delete the existing unstable implementations of these functions as they are used by the inner iteration minimizer. Sometime in the near future I will clean up some of the duplicate code and see if we can move all the code to using a stable ordering. Change-Id: I8fbfa240d7307a2c3fe9b135f6968aa410d78780
362 lines
13 KiB
C++
362 lines
13 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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//
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// Various algorithms that operate on undirected graphs.
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#ifndef CERES_INTERNAL_GRAPH_ALGORITHMS_H_
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#define CERES_INTERNAL_GRAPH_ALGORITHMS_H_
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#include <algorithm>
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#include <vector>
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#include <utility>
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#include "ceres/collections_port.h"
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#include "ceres/graph.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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// Compare two vertices of a graph by their degrees.
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template <typename Vertex>
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class VertexTotalOrdering {
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public:
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explicit VertexTotalOrdering(const Graph<Vertex>& graph)
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: graph_(graph) {}
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bool operator()(const Vertex& lhs, const Vertex& rhs) const {
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if (graph_.Neighbors(lhs).size() == graph_.Neighbors(rhs).size()) {
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return lhs < rhs;
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}
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return graph_.Neighbors(lhs).size() < graph_.Neighbors(rhs).size();
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}
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private:
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const Graph<Vertex>& graph_;
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};
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template <typename Vertex>
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class VertexDegreeLessThan {
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public:
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explicit VertexDegreeLessThan(const Graph<Vertex>& graph)
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: graph_(graph) {}
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bool operator()(const Vertex& lhs, const Vertex& rhs) const {
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return graph_.Neighbors(lhs).size() < graph_.Neighbors(rhs).size();
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}
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private:
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const Graph<Vertex>& graph_;
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};
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// Order the vertices of a graph using its (approximately) largest
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// independent set, where an independent set of a graph is a set of
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// vertices that have no edges connecting them. The maximum
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// independent set problem is NP-Hard, but there are effective
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// approximation algorithms available. The implementation here uses a
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// breadth first search that explores the vertices in order of
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// increasing degree. The same idea is used by Saad & Li in "MIQR: A
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// multilevel incomplete QR preconditioner for large sparse
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// least-squares problems", SIMAX, 2007.
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//
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// Given a undirected graph G(V,E), the algorithm is a greedy BFS
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// search where the vertices are explored in increasing order of their
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// degree. The output vector ordering contains elements of S in
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// increasing order of their degree, followed by elements of V - S in
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// increasing order of degree. The return value of the function is the
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// cardinality of S.
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template <typename Vertex>
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int IndependentSetOrdering(const Graph<Vertex>& graph,
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vector<Vertex>* ordering) {
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const HashSet<Vertex>& vertices = graph.vertices();
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const int num_vertices = vertices.size();
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CHECK_NOTNULL(ordering);
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ordering->clear();
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ordering->reserve(num_vertices);
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// Colors for labeling the graph during the BFS.
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const char kWhite = 0;
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const char kGrey = 1;
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const char kBlack = 2;
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// Mark all vertices white.
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HashMap<Vertex, char> vertex_color;
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vector<Vertex> vertex_queue;
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for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
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it != vertices.end();
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++it) {
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vertex_color[*it] = kWhite;
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vertex_queue.push_back(*it);
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}
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sort(vertex_queue.begin(), vertex_queue.end(),
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VertexTotalOrdering<Vertex>(graph));
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// Iterate over vertex_queue. Pick the first white vertex, add it
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// to the independent set. Mark it black and its neighbors grey.
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for (int i = 0; i < vertex_queue.size(); ++i) {
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const Vertex& vertex = vertex_queue[i];
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if (vertex_color[vertex] != kWhite) {
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continue;
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}
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ordering->push_back(vertex);
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vertex_color[vertex] = kBlack;
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const HashSet<Vertex>& neighbors = graph.Neighbors(vertex);
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for (typename HashSet<Vertex>::const_iterator it = neighbors.begin();
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it != neighbors.end();
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++it) {
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vertex_color[*it] = kGrey;
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}
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}
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int independent_set_size = ordering->size();
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// Iterate over the vertices and add all the grey vertices to the
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// ordering. At this stage there should only be black or grey
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// vertices in the graph.
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for (typename vector<Vertex>::const_iterator it = vertex_queue.begin();
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it != vertex_queue.end();
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++it) {
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const Vertex vertex = *it;
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DCHECK(vertex_color[vertex] != kWhite);
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if (vertex_color[vertex] != kBlack) {
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ordering->push_back(vertex);
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}
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}
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CHECK_EQ(ordering->size(), num_vertices);
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return independent_set_size;
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}
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// Same as above with one important difference. The ordering parameter
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// is an input/output parameter which carries an initial ordering of
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// the vertices of the graph. The greedy independent set algorithm
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// starts by sorting the vertices in increasing order of their
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// degree. The input ordering is used to stabilize this sort, i.e., if
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// two vertices have the same degree then they are ordered in the same
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// order in which they occur in "ordering".
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//
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// This is useful in eliminating non-determinism from the Schur
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// ordering algorithm over all.
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template <typename Vertex>
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int StableIndependentSetOrdering(const Graph<Vertex>& graph,
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vector<Vertex>* ordering) {
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CHECK_NOTNULL(ordering);
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const HashSet<Vertex>& vertices = graph.vertices();
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const int num_vertices = vertices.size();
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CHECK_EQ(vertices.size(), ordering->size());
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// Colors for labeling the graph during the BFS.
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const char kWhite = 0;
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const char kGrey = 1;
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const char kBlack = 2;
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vector<Vertex> vertex_queue(*ordering);
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stable_sort(vertex_queue.begin(), vertex_queue.end(),
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VertexDegreeLessThan<Vertex>(graph));
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// Mark all vertices white.
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HashMap<Vertex, char> vertex_color;
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for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
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it != vertices.end();
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++it) {
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vertex_color[*it] = kWhite;
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}
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ordering->clear();
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ordering->reserve(num_vertices);
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// Iterate over vertex_queue. Pick the first white vertex, add it
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// to the independent set. Mark it black and its neighbors grey.
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for (int i = 0; i < vertex_queue.size(); ++i) {
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const Vertex& vertex = vertex_queue[i];
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if (vertex_color[vertex] != kWhite) {
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continue;
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}
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ordering->push_back(vertex);
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vertex_color[vertex] = kBlack;
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const HashSet<Vertex>& neighbors = graph.Neighbors(vertex);
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for (typename HashSet<Vertex>::const_iterator it = neighbors.begin();
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it != neighbors.end();
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++it) {
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vertex_color[*it] = kGrey;
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}
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}
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int independent_set_size = ordering->size();
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// Iterate over the vertices and add all the grey vertices to the
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// ordering. At this stage there should only be black or grey
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// vertices in the graph.
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for (typename vector<Vertex>::const_iterator it = vertex_queue.begin();
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it != vertex_queue.end();
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++it) {
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const Vertex vertex = *it;
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DCHECK(vertex_color[vertex] != kWhite);
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if (vertex_color[vertex] != kBlack) {
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ordering->push_back(vertex);
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}
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}
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CHECK_EQ(ordering->size(), num_vertices);
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return independent_set_size;
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}
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// Find the connected component for a vertex implemented using the
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// find and update operation for disjoint-set. Recursively traverse
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// the disjoint set structure till you reach a vertex whose connected
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// component has the same id as the vertex itself. Along the way
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// update the connected components of all the vertices. This updating
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// is what gives this data structure its efficiency.
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template <typename Vertex>
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Vertex FindConnectedComponent(const Vertex& vertex,
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HashMap<Vertex, Vertex>* union_find) {
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typename HashMap<Vertex, Vertex>::iterator it = union_find->find(vertex);
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DCHECK(it != union_find->end());
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if (it->second != vertex) {
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it->second = FindConnectedComponent(it->second, union_find);
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}
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return it->second;
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}
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// Compute a degree two constrained Maximum Spanning Tree/forest of
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// the input graph. Caller owns the result.
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//
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// Finding degree 2 spanning tree of a graph is not always
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// possible. For example a star graph, i.e. a graph with n-nodes
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// where one node is connected to the other n-1 nodes does not have
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// a any spanning trees of degree less than n-1.Even if such a tree
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// exists, finding such a tree is NP-Hard.
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// We get around both of these problems by using a greedy, degree
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// constrained variant of Kruskal's algorithm. We start with a graph
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// G_T with the same vertex set V as the input graph G(V,E) but an
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// empty edge set. We then iterate over the edges of G in decreasing
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// order of weight, adding them to G_T if doing so does not create a
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// cycle in G_T} and the degree of all the vertices in G_T remains
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// bounded by two. This O(|E|) algorithm results in a degree-2
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// spanning forest, or a collection of linear paths that span the
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// graph G.
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template <typename Vertex>
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Graph<Vertex>*
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Degree2MaximumSpanningForest(const Graph<Vertex>& graph) {
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// Array of edges sorted in decreasing order of their weights.
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vector<pair<double, pair<Vertex, Vertex> > > weighted_edges;
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Graph<Vertex>* forest = new Graph<Vertex>();
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// Disjoint-set to keep track of the connected components in the
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// maximum spanning tree.
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HashMap<Vertex, Vertex> disjoint_set;
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// Sort of the edges in the graph in decreasing order of their
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// weight. Also add the vertices of the graph to the Maximum
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// Spanning Tree graph and set each vertex to be its own connected
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// component in the disjoint_set structure.
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const HashSet<Vertex>& vertices = graph.vertices();
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for (typename HashSet<Vertex>::const_iterator it = vertices.begin();
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it != vertices.end();
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++it) {
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const Vertex vertex1 = *it;
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forest->AddVertex(vertex1, graph.VertexWeight(vertex1));
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disjoint_set[vertex1] = vertex1;
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const HashSet<Vertex>& neighbors = graph.Neighbors(vertex1);
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for (typename HashSet<Vertex>::const_iterator it2 = neighbors.begin();
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it2 != neighbors.end();
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++it2) {
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const Vertex vertex2 = *it2;
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if (vertex1 >= vertex2) {
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continue;
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}
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const double weight = graph.EdgeWeight(vertex1, vertex2);
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weighted_edges.push_back(make_pair(weight, make_pair(vertex1, vertex2)));
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}
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}
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// The elements of this vector, are pairs<edge_weight,
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// edge>. Sorting it using the reverse iterators gives us the edges
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// in decreasing order of edges.
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sort(weighted_edges.rbegin(), weighted_edges.rend());
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// Greedily add edges to the spanning tree/forest as long as they do
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// not violate the degree/cycle constraint.
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for (int i =0; i < weighted_edges.size(); ++i) {
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const pair<Vertex, Vertex>& edge = weighted_edges[i].second;
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const Vertex vertex1 = edge.first;
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const Vertex vertex2 = edge.second;
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// Check if either of the vertices are of degree 2 already, in
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// which case adding this edge will violate the degree 2
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// constraint.
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if ((forest->Neighbors(vertex1).size() == 2) ||
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(forest->Neighbors(vertex2).size() == 2)) {
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continue;
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}
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// Find the id of the connected component to which the two
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// vertices belong to. If the id is the same, it means that the
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// two of them are already connected to each other via some other
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// vertex, and adding this edge will create a cycle.
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Vertex root1 = FindConnectedComponent(vertex1, &disjoint_set);
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Vertex root2 = FindConnectedComponent(vertex2, &disjoint_set);
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if (root1 == root2) {
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continue;
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}
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// This edge can be added, add an edge in either direction with
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// the same weight as the original graph.
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const double edge_weight = graph.EdgeWeight(vertex1, vertex2);
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forest->AddEdge(vertex1, vertex2, edge_weight);
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forest->AddEdge(vertex2, vertex1, edge_weight);
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// Connected the two connected components by updating the
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// disjoint_set structure. Always connect the connected component
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// with the greater index with the connected component with the
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// smaller index. This should ensure shallower trees, for quicker
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// lookup.
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if (root2 < root1) {
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std::swap(root1, root2);
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};
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disjoint_set[root2] = root1;
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}
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return forest;
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}
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_GRAPH_ALGORITHMS_H_
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