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9d4d0bfe29
Even though we added support for storing the upper and lower triangular parts of symmetric matrices in CompressedRowSparseMatrix. RightMultiply, LeftMultiply and SquaredColumnNorm were not modified to account for this. This CL changes their implementation and adds thorough tests. Also methods that cannot work correctly with symmetric storage now CHECK and fail, because that indicates programmer error. Change-Id: I76288472c8bac98db7376a79bdb6259e346ef2b7
722 lines
24 KiB
C++
722 lines
24 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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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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#include "ceres/compressed_row_sparse_matrix.h"
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#include <algorithm>
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#include <numeric>
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#include <vector>
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#include "ceres/crs_matrix.h"
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#include "ceres/internal/port.h"
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#include "ceres/random.h"
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#include "ceres/triplet_sparse_matrix.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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using std::vector;
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namespace {
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// Helper functor used by the constructor for reordering the contents
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// of a TripletSparseMatrix. This comparator assumes thay there are no
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// duplicates in the pair of arrays rows and cols, i.e., there is no
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// indices i and j (not equal to each other) s.t.
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//
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// rows[i] == rows[j] && cols[i] == cols[j]
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//
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// If this is the case, this functor will not be a StrictWeakOrdering.
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struct RowColLessThan {
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RowColLessThan(const int* rows, const int* cols) : rows(rows), cols(cols) {}
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bool operator()(const int x, const int y) const {
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if (rows[x] == rows[y]) {
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return (cols[x] < cols[y]);
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}
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return (rows[x] < rows[y]);
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}
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const int* rows;
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const int* cols;
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};
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void TransposeForCompressedRowSparseStructure(const int num_rows,
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const int num_cols,
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const int num_nonzeros,
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const int* rows,
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const int* cols,
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const double* values,
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int* transpose_rows,
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int* transpose_cols,
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double* transpose_values) {
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// Explicitly zero out transpose_rows.
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std::fill(transpose_rows, transpose_rows + num_cols + 1, 0);
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// Count the number of entries in each column of the original matrix
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// and assign to transpose_rows[col + 1].
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for (int idx = 0; idx < num_nonzeros; ++idx) {
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++transpose_rows[cols[idx] + 1];
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}
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// Compute the starting position for each row in the transpose by
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// computing the cumulative sum of the entries of transpose_rows.
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for (int i = 1; i < num_cols + 1; ++i) {
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transpose_rows[i] += transpose_rows[i - 1];
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}
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// Populate transpose_cols and (optionally) transpose_values by
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// walking the entries of the source matrices. For each entry that
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// is added, the value of transpose_row is incremented allowing us
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// to keep track of where the next entry for that row should go.
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//
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// As a result transpose_row is shifted to the left by one entry.
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for (int r = 0; r < num_rows; ++r) {
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for (int idx = rows[r]; idx < rows[r + 1]; ++idx) {
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const int c = cols[idx];
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const int transpose_idx = transpose_rows[c]++;
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transpose_cols[transpose_idx] = r;
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if (values != NULL && transpose_values != NULL) {
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transpose_values[transpose_idx] = values[idx];
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}
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}
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}
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// This loop undoes the left shift to transpose_rows introduced by
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// the previous loop.
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for (int i = num_cols - 1; i > 0; --i) {
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transpose_rows[i] = transpose_rows[i - 1];
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}
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transpose_rows[0] = 0;
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}
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void AddRandomBlock(const int num_rows,
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const int num_cols,
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const int row_block_begin,
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const int col_block_begin,
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std::vector<int>* rows,
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std::vector<int>* cols,
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std::vector<double>* values) {
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for (int r = 0; r < num_rows; ++r) {
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for (int c = 0; c < num_cols; ++c) {
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rows->push_back(row_block_begin + r);
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cols->push_back(col_block_begin + c);
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values->push_back(RandNormal());
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}
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}
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}
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void AddSymmetricRandomBlock(const int num_rows,
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const int row_block_begin,
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std::vector<int>* rows,
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std::vector<int>* cols,
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std::vector<double>* values) {
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for (int r = 0; r < num_rows; ++r) {
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for (int c = r; c < num_rows; ++c) {
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const double v = RandNormal();
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rows->push_back(row_block_begin + r);
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cols->push_back(row_block_begin + c);
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values->push_back(v);
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if (r != c) {
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rows->push_back(row_block_begin + c);
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cols->push_back(row_block_begin + r);
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values->push_back(v);
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}
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}
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}
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}
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} // namespace
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// This constructor gives you a semi-initialized CompressedRowSparseMatrix.
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CompressedRowSparseMatrix::CompressedRowSparseMatrix(int num_rows,
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int num_cols,
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int max_num_nonzeros) {
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num_rows_ = num_rows;
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num_cols_ = num_cols;
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storage_type_ = UNSYMMETRIC;
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rows_.resize(num_rows + 1, 0);
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cols_.resize(max_num_nonzeros, 0);
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values_.resize(max_num_nonzeros, 0.0);
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VLOG(1) << "# of rows: " << num_rows_ << " # of columns: " << num_cols_
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<< " max_num_nonzeros: " << cols_.size() << ". Allocating "
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<< (num_rows_ + 1) * sizeof(int) + // NOLINT
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cols_.size() * sizeof(int) + // NOLINT
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cols_.size() * sizeof(double); // NOLINT
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}
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CompressedRowSparseMatrix* CompressedRowSparseMatrix::FromTripletSparseMatrix(
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const TripletSparseMatrix& input) {
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return CompressedRowSparseMatrix::FromTripletSparseMatrix(input, false);
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}
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CompressedRowSparseMatrix*
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CompressedRowSparseMatrix::FromTripletSparseMatrixTransposed(
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const TripletSparseMatrix& input) {
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return CompressedRowSparseMatrix::FromTripletSparseMatrix(input, true);
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}
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CompressedRowSparseMatrix* CompressedRowSparseMatrix::FromTripletSparseMatrix(
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const TripletSparseMatrix& input, bool transpose) {
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int num_rows = input.num_rows();
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int num_cols = input.num_cols();
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const int* rows = input.rows();
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const int* cols = input.cols();
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const double* values = input.values();
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if (transpose) {
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std::swap(num_rows, num_cols);
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std::swap(rows, cols);
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}
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// index is the list of indices into the TripletSparseMatrix input.
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vector<int> index(input.num_nonzeros(), 0);
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for (int i = 0; i < input.num_nonzeros(); ++i) {
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index[i] = i;
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}
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// Sort index such that the entries of m are ordered by row and ties
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// are broken by column.
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std::sort(index.begin(), index.end(), RowColLessThan(rows, cols));
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VLOG(1) << "# of rows: " << num_rows << " # of columns: " << num_cols
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<< " num_nonzeros: " << input.num_nonzeros() << ". Allocating "
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<< ((num_rows + 1) * sizeof(int) + // NOLINT
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input.num_nonzeros() * sizeof(int) + // NOLINT
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input.num_nonzeros() * sizeof(double)); // NOLINT
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CompressedRowSparseMatrix* output =
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new CompressedRowSparseMatrix(num_rows, num_cols, input.num_nonzeros());
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// Copy the contents of the cols and values array in the order given
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// by index and count the number of entries in each row.
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int* output_rows = output->mutable_rows();
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int* output_cols = output->mutable_cols();
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double* output_values = output->mutable_values();
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output_rows[0] = 0;
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for (int i = 0; i < index.size(); ++i) {
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const int idx = index[i];
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++output_rows[rows[idx] + 1];
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output_cols[i] = cols[idx];
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output_values[i] = values[idx];
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}
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// Find the cumulative sum of the row counts.
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for (int i = 1; i < num_rows + 1; ++i) {
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output_rows[i] += output_rows[i - 1];
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}
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CHECK_EQ(output->num_nonzeros(), input.num_nonzeros());
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return output;
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}
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CompressedRowSparseMatrix::CompressedRowSparseMatrix(const double* diagonal,
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int num_rows) {
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CHECK_NOTNULL(diagonal);
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num_rows_ = num_rows;
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num_cols_ = num_rows;
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storage_type_ = UNSYMMETRIC;
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rows_.resize(num_rows + 1);
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cols_.resize(num_rows);
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values_.resize(num_rows);
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rows_[0] = 0;
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for (int i = 0; i < num_rows_; ++i) {
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cols_[i] = i;
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values_[i] = diagonal[i];
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rows_[i + 1] = i + 1;
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}
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CHECK_EQ(num_nonzeros(), num_rows);
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}
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CompressedRowSparseMatrix::~CompressedRowSparseMatrix() {}
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void CompressedRowSparseMatrix::SetZero() {
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std::fill(values_.begin(), values_.end(), 0);
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}
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void CompressedRowSparseMatrix::RightMultiply(const double* x,
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double* y) const {
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CHECK_NOTNULL(x);
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CHECK_NOTNULL(y);
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if (storage_type_ == UNSYMMETRIC) {
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for (int r = 0; r < num_rows_; ++r) {
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for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
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const int c = cols_[idx];
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const double v = values_[idx];
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y[r] += v * x[c];
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}
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}
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} else if (storage_type_ == UPPER_TRIANGULAR) {
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// Because of their block structure, we will have entries that lie
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// above (below) the diagonal for lower (upper) triangular matrices,
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// so the loops below need to account for this.
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for (int r = 0; r < num_rows_; ++r) {
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int idx = rows_[r];
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const int idx_end = rows_[r + 1];
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// For upper triangular matrices r <= c, so skip entries with r
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// > c.
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while (r > cols_[idx] && idx < idx_end) {
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++idx;
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}
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for (; idx < idx_end; ++idx) {
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const int c = cols_[idx];
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const double v = values_[idx];
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y[r] += v * x[c];
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// Since we are only iterating over the upper triangular part
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// of the matrix, add contributions for the strictly lower
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// triangular part.
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if (r != c) {
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y[c] += v * x[r];
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}
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}
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}
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} else if (storage_type_ == LOWER_TRIANGULAR) {
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for (int r = 0; r < num_rows_; ++r) {
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int idx = rows_[r];
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const int idx_end = rows_[r + 1];
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// For lower triangular matrices, we only iterate till we are r >=
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// c.
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for (; idx < idx_end && r >= cols_[idx]; ++idx) {
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const int c = cols_[idx];
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const double v = values_[idx];
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y[r] += v * x[c];
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// Since we are only iterating over the lower triangular part
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// of the matrix, add contributions for the strictly upper
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// triangular part.
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if (r != c) {
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y[c] += v * x[r];
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}
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}
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}
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} else {
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LOG(FATAL) << "Unknown storage type: " << storage_type_;
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}
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}
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void CompressedRowSparseMatrix::LeftMultiply(const double* x, double* y) const {
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CHECK_NOTNULL(x);
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CHECK_NOTNULL(y);
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if (storage_type_ == UNSYMMETRIC) {
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for (int r = 0; r < num_rows_; ++r) {
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for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
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y[cols_[idx]] += values_[idx] * x[r];
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}
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}
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} else {
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// Since the matrix is symmetric, LeftMultiply = RightMultiply.
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RightMultiply(x, y);
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}
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}
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void CompressedRowSparseMatrix::SquaredColumnNorm(double* x) const {
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CHECK_NOTNULL(x);
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std::fill(x, x + num_cols_, 0.0);
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if (storage_type_ == UNSYMMETRIC) {
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for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
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x[cols_[idx]] += values_[idx] * values_[idx];
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}
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} else if (storage_type_ == UPPER_TRIANGULAR) {
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// Because of their block structure, we will have entries that lie
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// above (below) the diagonal for lower (upper) triangular
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// matrices, so the loops below need to account for this.
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for (int r = 0; r < num_rows_; ++r) {
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int idx = rows_[r];
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const int idx_end = rows_[r + 1];
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// For upper triangular matrices r <= c, so skip entries with r
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// > c.
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while (r > cols_[idx] && idx < idx_end) {
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++idx;
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}
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for (; idx < idx_end; ++idx) {
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const int c = cols_[idx];
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const double v2 = values_[idx] * values_[idx];
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x[c] += v2;
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// Since we are only iterating over the upper triangular part
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// of the matrix, add contributions for the strictly lower
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// triangular part.
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if (r != c) {
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x[r] += v2;
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}
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}
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}
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} else if (storage_type_ == LOWER_TRIANGULAR) {
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for (int r = 0; r < num_rows_; ++r) {
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int idx = rows_[r];
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const int idx_end = rows_[r + 1];
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// For lower triangular matrices, we only iterate till we are r >=
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// c.
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for (; idx < idx_end && r >= cols_[idx]; ++idx) {
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const int c = cols_[idx];
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const double v2 = values_[idx] * values_[idx];
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x[c] += v2;
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// Since we are only iterating over the lower triangular part
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// of the matrix, add contributions for the strictly upper
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// triangular part.
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if (r != c) {
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x[r] += v2;
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}
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}
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}
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} else {
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LOG(FATAL) << "Unknown storage type: " << storage_type_;
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}
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}
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void CompressedRowSparseMatrix::ScaleColumns(const double* scale) {
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CHECK_NOTNULL(scale);
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for (int idx = 0; idx < rows_[num_rows_]; ++idx) {
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values_[idx] *= scale[cols_[idx]];
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}
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}
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void CompressedRowSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
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CHECK_NOTNULL(dense_matrix);
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dense_matrix->resize(num_rows_, num_cols_);
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dense_matrix->setZero();
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for (int r = 0; r < num_rows_; ++r) {
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for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
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(*dense_matrix)(r, cols_[idx]) = values_[idx];
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}
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}
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}
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void CompressedRowSparseMatrix::DeleteRows(int delta_rows) {
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CHECK_GE(delta_rows, 0);
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CHECK_LE(delta_rows, num_rows_);
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CHECK_EQ(storage_type_, UNSYMMETRIC);
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num_rows_ -= delta_rows;
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rows_.resize(num_rows_ + 1);
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// The rest of the code updates the block information. Immediately
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// return in case of no block information.
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if (row_blocks_.empty()) {
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return;
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}
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// Walk the list of row blocks until we reach the new number of rows
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// and the drop the rest of the row blocks.
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int num_row_blocks = 0;
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int num_rows = 0;
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while (num_row_blocks < row_blocks_.size() && num_rows < num_rows_) {
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num_rows += row_blocks_[num_row_blocks];
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++num_row_blocks;
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}
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row_blocks_.resize(num_row_blocks);
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}
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void CompressedRowSparseMatrix::AppendRows(const CompressedRowSparseMatrix& m) {
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CHECK_EQ(storage_type_, UNSYMMETRIC);
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CHECK_EQ(m.num_cols(), num_cols_);
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CHECK((row_blocks_.empty() && m.row_blocks().empty()) ||
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(!row_blocks_.empty() && !m.row_blocks().empty()))
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<< "Cannot append a matrix with row blocks to one without and vice versa."
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<< "This matrix has : " << row_blocks_.size() << " row blocks."
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<< "The matrix being appended has: " << m.row_blocks().size()
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<< " row blocks.";
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if (m.num_rows() == 0) {
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return;
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}
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if (cols_.size() < num_nonzeros() + m.num_nonzeros()) {
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cols_.resize(num_nonzeros() + m.num_nonzeros());
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values_.resize(num_nonzeros() + m.num_nonzeros());
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}
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// Copy the contents of m into this matrix.
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DCHECK_LT(num_nonzeros(), cols_.size());
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if (m.num_nonzeros() > 0) {
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std::copy(m.cols(), m.cols() + m.num_nonzeros(), &cols_[num_nonzeros()]);
|
|
std::copy(
|
|
m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]);
|
|
}
|
|
|
|
rows_.resize(num_rows_ + m.num_rows() + 1);
|
|
// new_rows = [rows_, m.row() + rows_[num_rows_]]
|
|
std::fill(rows_.begin() + num_rows_,
|
|
rows_.begin() + num_rows_ + m.num_rows() + 1,
|
|
rows_[num_rows_]);
|
|
|
|
for (int r = 0; r < m.num_rows() + 1; ++r) {
|
|
rows_[num_rows_ + r] += m.rows()[r];
|
|
}
|
|
|
|
num_rows_ += m.num_rows();
|
|
|
|
// The rest of the code updates the block information. Immediately
|
|
// return in case of no block information.
|
|
if (row_blocks_.empty()) {
|
|
return;
|
|
}
|
|
|
|
row_blocks_.insert(
|
|
row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end());
|
|
}
|
|
|
|
void CompressedRowSparseMatrix::ToTextFile(FILE* file) const {
|
|
CHECK_NOTNULL(file);
|
|
for (int r = 0; r < num_rows_; ++r) {
|
|
for (int idx = rows_[r]; idx < rows_[r + 1]; ++idx) {
|
|
fprintf(file, "% 10d % 10d %17f\n", r, cols_[idx], values_[idx]);
|
|
}
|
|
}
|
|
}
|
|
|
|
void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const {
|
|
matrix->num_rows = num_rows_;
|
|
matrix->num_cols = num_cols_;
|
|
matrix->rows = rows_;
|
|
matrix->cols = cols_;
|
|
matrix->values = values_;
|
|
|
|
// Trim.
|
|
matrix->rows.resize(matrix->num_rows + 1);
|
|
matrix->cols.resize(matrix->rows[matrix->num_rows]);
|
|
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);
|
|
}
|
|
|
|
CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
|
|
const double* diagonal, const vector<int>& blocks) {
|
|
int num_rows = 0;
|
|
int num_nonzeros = 0;
|
|
for (int i = 0; i < blocks.size(); ++i) {
|
|
num_rows += blocks[i];
|
|
num_nonzeros += blocks[i] * blocks[i];
|
|
}
|
|
|
|
CompressedRowSparseMatrix* matrix =
|
|
new CompressedRowSparseMatrix(num_rows, num_rows, num_nonzeros);
|
|
|
|
int* rows = matrix->mutable_rows();
|
|
int* cols = matrix->mutable_cols();
|
|
double* values = matrix->mutable_values();
|
|
std::fill(values, values + num_nonzeros, 0.0);
|
|
|
|
int idx_cursor = 0;
|
|
int col_cursor = 0;
|
|
for (int i = 0; i < blocks.size(); ++i) {
|
|
const int block_size = blocks[i];
|
|
for (int r = 0; r < block_size; ++r) {
|
|
*(rows++) = idx_cursor;
|
|
values[idx_cursor + r] = diagonal[col_cursor + r];
|
|
for (int c = 0; c < block_size; ++c, ++idx_cursor) {
|
|
*(cols++) = col_cursor + c;
|
|
}
|
|
}
|
|
col_cursor += block_size;
|
|
}
|
|
*rows = idx_cursor;
|
|
|
|
*matrix->mutable_row_blocks() = blocks;
|
|
*matrix->mutable_col_blocks() = blocks;
|
|
|
|
CHECK_EQ(idx_cursor, num_nonzeros);
|
|
CHECK_EQ(col_cursor, num_rows);
|
|
return matrix;
|
|
}
|
|
|
|
CompressedRowSparseMatrix* CompressedRowSparseMatrix::Transpose() const {
|
|
CompressedRowSparseMatrix* transpose =
|
|
new CompressedRowSparseMatrix(num_cols_, num_rows_, num_nonzeros());
|
|
|
|
switch (storage_type_) {
|
|
case UNSYMMETRIC:
|
|
transpose->set_storage_type(UNSYMMETRIC);
|
|
break;
|
|
case LOWER_TRIANGULAR:
|
|
transpose->set_storage_type(UPPER_TRIANGULAR);
|
|
break;
|
|
case UPPER_TRIANGULAR:
|
|
transpose->set_storage_type(LOWER_TRIANGULAR);
|
|
break;
|
|
default:
|
|
LOG(FATAL) << "Unknown storage type: " << storage_type_;
|
|
};
|
|
|
|
TransposeForCompressedRowSparseStructure(num_rows(),
|
|
num_cols(),
|
|
num_nonzeros(),
|
|
rows(),
|
|
cols(),
|
|
values(),
|
|
transpose->mutable_rows(),
|
|
transpose->mutable_cols(),
|
|
transpose->mutable_values());
|
|
|
|
// The rest of the code updates the block information. Immediately
|
|
// return in case of no block information.
|
|
if (row_blocks_.empty()) {
|
|
return transpose;
|
|
}
|
|
|
|
*(transpose->mutable_row_blocks()) = col_blocks_;
|
|
*(transpose->mutable_col_blocks()) = row_blocks_;
|
|
return transpose;
|
|
}
|
|
|
|
CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateRandomMatrix(
|
|
CompressedRowSparseMatrix::RandomMatrixOptions options) {
|
|
CHECK_GT(options.num_row_blocks, 0);
|
|
CHECK_GT(options.min_row_block_size, 0);
|
|
CHECK_GT(options.max_row_block_size, 0);
|
|
CHECK_LE(options.min_row_block_size, options.max_row_block_size);
|
|
|
|
if (options.storage_type == UNSYMMETRIC) {
|
|
CHECK_GT(options.num_col_blocks, 0);
|
|
CHECK_GT(options.min_col_block_size, 0);
|
|
CHECK_GT(options.max_col_block_size, 0);
|
|
CHECK_LE(options.min_col_block_size, options.max_col_block_size);
|
|
} else {
|
|
// Symmetric matrices (LOWER_TRIANGULAR or UPPER_TRIANGULAR);
|
|
options.num_col_blocks = options.num_row_blocks;
|
|
options.min_col_block_size = options.min_row_block_size;
|
|
options.max_col_block_size = options.max_row_block_size;
|
|
}
|
|
|
|
CHECK_GT(options.block_density, 0.0);
|
|
CHECK_LE(options.block_density, 1.0);
|
|
|
|
vector<int> row_blocks;
|
|
vector<int> col_blocks;
|
|
|
|
// Generate the row block structure.
|
|
for (int i = 0; i < options.num_row_blocks; ++i) {
|
|
// Generate a random integer in [min_row_block_size, max_row_block_size]
|
|
const int delta_block_size =
|
|
Uniform(options.max_row_block_size - options.min_row_block_size);
|
|
row_blocks.push_back(options.min_row_block_size + delta_block_size);
|
|
}
|
|
|
|
if (options.storage_type == UNSYMMETRIC) {
|
|
// Generate the col block structure.
|
|
for (int i = 0; i < options.num_col_blocks; ++i) {
|
|
// Generate a random integer in [min_col_block_size, max_col_block_size]
|
|
const int delta_block_size =
|
|
Uniform(options.max_col_block_size - options.min_col_block_size);
|
|
col_blocks.push_back(options.min_col_block_size + delta_block_size);
|
|
}
|
|
} else {
|
|
// Symmetric matrices (LOWER_TRIANGULAR or UPPER_TRIANGULAR);
|
|
col_blocks = row_blocks;
|
|
}
|
|
|
|
vector<int> tsm_rows;
|
|
vector<int> tsm_cols;
|
|
vector<double> tsm_values;
|
|
|
|
// For ease of construction, we are going to generate the
|
|
// CompressedRowSparseMatrix by generating it as a
|
|
// TripletSparseMatrix and then converting it to a
|
|
// CompressedRowSparseMatrix.
|
|
|
|
// It is possible that the random matrix is empty which is likely
|
|
// not what the user wants, so do the matrix generation till we have
|
|
// at least one non-zero entry.
|
|
while (tsm_values.empty()) {
|
|
tsm_rows.clear();
|
|
tsm_cols.clear();
|
|
tsm_values.clear();
|
|
|
|
int row_block_begin = 0;
|
|
for (int r = 0; r < options.num_row_blocks; ++r) {
|
|
int col_block_begin = 0;
|
|
for (int c = 0; c < options.num_col_blocks; ++c) {
|
|
if (((options.storage_type == UPPER_TRIANGULAR) && (r > c)) ||
|
|
((options.storage_type == LOWER_TRIANGULAR) && (r < c))) {
|
|
col_block_begin += col_blocks[c];
|
|
continue;
|
|
}
|
|
|
|
// Randomly determine if this block is present or not.
|
|
if (RandDouble() <= options.block_density) {
|
|
// If the matrix is symmetric, then we take care to generate
|
|
// symmetric diagonal blocks.
|
|
if (options.storage_type == UNSYMMETRIC || r != c) {
|
|
AddRandomBlock(row_blocks[r],
|
|
col_blocks[c],
|
|
row_block_begin,
|
|
col_block_begin,
|
|
&tsm_rows,
|
|
&tsm_cols,
|
|
&tsm_values);
|
|
} else {
|
|
AddSymmetricRandomBlock(row_blocks[r],
|
|
row_block_begin,
|
|
&tsm_rows,
|
|
&tsm_cols,
|
|
&tsm_values);
|
|
}
|
|
}
|
|
col_block_begin += col_blocks[c];
|
|
}
|
|
row_block_begin += row_blocks[r];
|
|
}
|
|
}
|
|
|
|
const int num_rows = std::accumulate(row_blocks.begin(), row_blocks.end(), 0);
|
|
const int num_cols = std::accumulate(col_blocks.begin(), col_blocks.end(), 0);
|
|
const bool kDoNotTranspose = false;
|
|
CompressedRowSparseMatrix* matrix =
|
|
CompressedRowSparseMatrix::FromTripletSparseMatrix(
|
|
TripletSparseMatrix(
|
|
num_rows, num_cols, tsm_rows, tsm_cols, tsm_values),
|
|
kDoNotTranspose);
|
|
(*matrix->mutable_row_blocks()) = row_blocks;
|
|
(*matrix->mutable_col_blocks()) = col_blocks;
|
|
matrix->set_storage_type(options.storage_type);
|
|
return matrix;
|
|
}
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|