mirror of
https://github.com/ceres-solver/ceres-solver.git
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03caeed1c6
Replace ceres::String* with their more modern and performant absl strings library equivalent and delete our string manipulation library. Change-Id: Iecbdba9864e0abf329778f81fdc0708f78f7594f
845 lines
30 KiB
C++
845 lines
30 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2023 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/block_sparse_matrix.h"
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#include <algorithm>
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#include <cstddef>
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#include <memory>
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#include <numeric>
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#include <random>
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#include <vector>
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#include "absl/log/check.h"
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#include "absl/log/log.h"
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#include "absl/strings/str_format.h"
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#include "ceres/block_structure.h"
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#include "ceres/crs_matrix.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/parallel_for.h"
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#include "ceres/parallel_vector_ops.h"
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#include "ceres/small_blas.h"
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#include "ceres/triplet_sparse_matrix.h"
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#ifndef CERES_NO_CUDA
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#include "cuda_runtime.h"
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#endif
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namespace ceres::internal {
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namespace {
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void ComputeCumulativeNumberOfNonZeros(std::vector<CompressedList>& rows) {
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if (rows.empty()) {
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return;
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}
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rows[0].cumulative_nnz = rows[0].nnz;
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for (int c = 1; c < rows.size(); ++c) {
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const int curr_nnz = rows[c].nnz;
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rows[c].cumulative_nnz = curr_nnz + rows[c - 1].cumulative_nnz;
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}
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}
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template <bool transpose>
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std::unique_ptr<CompressedRowSparseMatrix>
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CreateStructureOfCompressedRowSparseMatrix(
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int num_rows,
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int num_cols,
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int num_nonzeros,
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const CompressedRowBlockStructure* block_structure) {
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auto crs_matrix = std::make_unique<CompressedRowSparseMatrix>(
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num_rows, num_cols, num_nonzeros);
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auto crs_cols = crs_matrix->mutable_cols();
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auto crs_rows = crs_matrix->mutable_rows();
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int value_offset = 0;
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const int num_row_blocks = block_structure->rows.size();
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const auto& cols = block_structure->cols;
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*crs_rows++ = 0;
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for (int row_block_id = 0; row_block_id < num_row_blocks; ++row_block_id) {
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const auto& row_block = block_structure->rows[row_block_id];
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// Empty row block: only requires setting row offsets
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if (row_block.cells.empty()) {
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std::fill(crs_rows, crs_rows + row_block.block.size, value_offset);
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crs_rows += row_block.block.size;
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continue;
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}
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int row_nnz = 0;
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if constexpr (transpose) {
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// Transposed block structure comes with nnz in row-block filled-in
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row_nnz = row_block.nnz / row_block.block.size;
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} else {
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// Nnz field of non-transposed block structure is not filled and it can
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// have non-sequential structure (consider the case of jacobian for
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// Schur-complement solver: E and F blocks are stored separately).
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for (auto& c : row_block.cells) {
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row_nnz += cols[c.block_id].size;
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}
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}
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// Row-wise setup of matrix structure
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for (int row = 0; row < row_block.block.size; ++row) {
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value_offset += row_nnz;
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*crs_rows++ = value_offset;
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for (auto& c : row_block.cells) {
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const int col_block_size = cols[c.block_id].size;
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const int col_position = cols[c.block_id].position;
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std::iota(crs_cols, crs_cols + col_block_size, col_position);
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crs_cols += col_block_size;
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}
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}
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}
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return crs_matrix;
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}
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template <bool transpose>
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void UpdateCompressedRowSparseMatrixImpl(
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CompressedRowSparseMatrix* crs_matrix,
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const double* values,
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const CompressedRowBlockStructure* block_structure) {
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auto crs_values = crs_matrix->mutable_values();
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auto crs_rows = crs_matrix->mutable_rows();
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const int num_row_blocks = block_structure->rows.size();
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const auto& cols = block_structure->cols;
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for (int row_block_id = 0; row_block_id < num_row_blocks; ++row_block_id) {
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const auto& row_block = block_structure->rows[row_block_id];
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const int row_block_size = row_block.block.size;
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const int row_nnz = crs_rows[1] - crs_rows[0];
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crs_rows += row_block_size;
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if (row_nnz == 0) {
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continue;
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}
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MatrixRef crs_row_block(crs_values, row_block_size, row_nnz);
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int col_offset = 0;
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for (auto& c : row_block.cells) {
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const int col_block_size = cols[c.block_id].size;
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auto crs_cell =
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crs_row_block.block(0, col_offset, row_block_size, col_block_size);
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if constexpr (transpose) {
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// Transposed matrix is filled using transposed block-strucutre
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ConstMatrixRef cell(
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values + c.position, col_block_size, row_block_size);
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crs_cell = cell.transpose();
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} else {
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ConstMatrixRef cell(
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values + c.position, row_block_size, col_block_size);
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crs_cell = cell;
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}
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col_offset += col_block_size;
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}
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crs_values += row_nnz * row_block_size;
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}
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}
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void SetBlockStructureOfCompressedRowSparseMatrix(
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CompressedRowSparseMatrix* crs_matrix,
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CompressedRowBlockStructure* block_structure) {
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const int num_row_blocks = block_structure->rows.size();
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auto& row_blocks = *crs_matrix->mutable_row_blocks();
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row_blocks.resize(num_row_blocks);
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for (int i = 0; i < num_row_blocks; ++i) {
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row_blocks[i] = block_structure->rows[i].block;
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}
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auto& col_blocks = *crs_matrix->mutable_col_blocks();
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col_blocks = block_structure->cols;
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}
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} // namespace
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BlockSparseMatrix::BlockSparseMatrix(
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CompressedRowBlockStructure* block_structure, bool use_page_locked_memory)
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: use_page_locked_memory_(use_page_locked_memory),
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num_rows_(0),
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num_cols_(0),
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num_nonzeros_(0),
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block_structure_(block_structure) {
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CHECK(block_structure_ != nullptr);
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// Count the number of columns in the matrix.
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for (auto& col : block_structure_->cols) {
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num_cols_ += col.size;
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}
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// Count the number of non-zero entries and the number of rows in
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// the matrix.
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for (int i = 0; i < block_structure_->rows.size(); ++i) {
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int row_block_size = block_structure_->rows[i].block.size;
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num_rows_ += row_block_size;
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const std::vector<Cell>& cells = block_structure_->rows[i].cells;
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for (const auto& cell : cells) {
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int col_block_id = cell.block_id;
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int col_block_size = block_structure_->cols[col_block_id].size;
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num_nonzeros_ += col_block_size * row_block_size;
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}
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}
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CHECK_GE(num_rows_, 0);
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CHECK_GE(num_cols_, 0);
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CHECK_GE(num_nonzeros_, 0);
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VLOG(2) << "Allocating values array with " << num_nonzeros_ * sizeof(double)
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<< " bytes."; // NOLINT
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values_ = AllocateValues(num_nonzeros_);
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max_num_nonzeros_ = num_nonzeros_;
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CHECK(values_ != nullptr);
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AddTransposeBlockStructure();
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}
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BlockSparseMatrix::~BlockSparseMatrix() { FreeValues(values_); }
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void BlockSparseMatrix::AddTransposeBlockStructure() {
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if (transpose_block_structure_ == nullptr) {
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transpose_block_structure_ = CreateTranspose(*block_structure_);
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}
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}
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void BlockSparseMatrix::SetZero() {
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std::fill(values_, values_ + num_nonzeros_, 0.0);
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}
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void BlockSparseMatrix::SetZero(ContextImpl* context, int num_threads) {
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ParallelSetZero(context, num_threads, values_, num_nonzeros_);
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}
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void BlockSparseMatrix::RightMultiplyAndAccumulate(const double* x,
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double* y) const {
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RightMultiplyAndAccumulate(x, y, nullptr, 1);
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}
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void BlockSparseMatrix::RightMultiplyAndAccumulate(const double* x,
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double* y,
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ContextImpl* context,
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int num_threads) const {
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CHECK(x != nullptr);
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CHECK(y != nullptr);
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const auto values = values_;
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const auto block_structure = block_structure_.get();
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const auto num_row_blocks = block_structure->rows.size();
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ParallelFor(context,
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0,
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num_row_blocks,
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num_threads,
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[values, block_structure, x, y](int row_block_id) {
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const int row_block_pos =
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block_structure->rows[row_block_id].block.position;
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const int row_block_size =
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block_structure->rows[row_block_id].block.size;
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const auto& cells = block_structure->rows[row_block_id].cells;
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for (const auto& cell : cells) {
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const int col_block_id = cell.block_id;
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const int col_block_size =
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block_structure->cols[col_block_id].size;
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const int col_block_pos =
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block_structure->cols[col_block_id].position;
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MatrixVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
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values + cell.position,
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row_block_size,
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col_block_size,
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x + col_block_pos,
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y + row_block_pos);
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}
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});
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}
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// TODO(https://github.com/ceres-solver/ceres-solver/issues/933): This method
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// might benefit from caching column-block partition
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void BlockSparseMatrix::LeftMultiplyAndAccumulate(const double* x,
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double* y,
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ContextImpl* context,
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int num_threads) const {
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// While utilizing transposed structure allows to perform parallel
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// left-multiplication by dense vector, it makes access patterns to matrix
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// elements scattered. Thus, multiplication using transposed structure
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// is only useful for parallel execution
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CHECK(x != nullptr);
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CHECK(y != nullptr);
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if (transpose_block_structure_ == nullptr || num_threads == 1) {
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LeftMultiplyAndAccumulate(x, y);
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return;
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}
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auto transpose_bs = transpose_block_structure_.get();
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const auto values = values_;
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const int num_col_blocks = transpose_bs->rows.size();
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if (!num_col_blocks) {
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return;
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}
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// Use non-zero count as iteration cost for guided parallel-for loop
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ParallelFor(
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context,
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0,
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num_col_blocks,
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num_threads,
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[values, transpose_bs, x, y](int row_block_id) {
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int row_block_pos = transpose_bs->rows[row_block_id].block.position;
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int row_block_size = transpose_bs->rows[row_block_id].block.size;
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auto& cells = transpose_bs->rows[row_block_id].cells;
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for (auto& cell : cells) {
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const int col_block_id = cell.block_id;
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const int col_block_size = transpose_bs->cols[col_block_id].size;
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const int col_block_pos = transpose_bs->cols[col_block_id].position;
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MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
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values + cell.position,
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col_block_size,
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row_block_size,
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x + col_block_pos,
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y + row_block_pos);
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}
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},
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transpose_bs->rows.data(),
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[](const CompressedRow& row) { return row.cumulative_nnz; });
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}
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void BlockSparseMatrix::LeftMultiplyAndAccumulate(const double* x,
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double* y) const {
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CHECK(x != nullptr);
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CHECK(y != nullptr);
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// Single-threaded left products are always computed using a non-transpose
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// block structure, because it has linear access pattern to matrix elements
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for (int i = 0; i < block_structure_->rows.size(); ++i) {
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int row_block_pos = block_structure_->rows[i].block.position;
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int row_block_size = block_structure_->rows[i].block.size;
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const auto& cells = block_structure_->rows[i].cells;
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for (const auto& cell : cells) {
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int col_block_id = cell.block_id;
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int col_block_size = block_structure_->cols[col_block_id].size;
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int col_block_pos = block_structure_->cols[col_block_id].position;
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MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
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values_ + cell.position,
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row_block_size,
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col_block_size,
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x + row_block_pos,
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y + col_block_pos);
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}
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}
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}
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void BlockSparseMatrix::SquaredColumnNorm(double* x) const {
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CHECK(x != nullptr);
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VectorRef(x, num_cols_).setZero();
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for (int i = 0; i < block_structure_->rows.size(); ++i) {
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int row_block_size = block_structure_->rows[i].block.size;
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auto& cells = block_structure_->rows[i].cells;
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for (const auto& cell : cells) {
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int col_block_id = cell.block_id;
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int col_block_size = block_structure_->cols[col_block_id].size;
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int col_block_pos = block_structure_->cols[col_block_id].position;
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const MatrixRef m(
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values_ + cell.position, row_block_size, col_block_size);
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VectorRef(x + col_block_pos, col_block_size) += m.colwise().squaredNorm();
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}
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}
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}
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// TODO(https://github.com/ceres-solver/ceres-solver/issues/933): This method
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// might benefit from caching column-block partition
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void BlockSparseMatrix::SquaredColumnNorm(double* x,
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ContextImpl* context,
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int num_threads) const {
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if (transpose_block_structure_ == nullptr || num_threads == 1) {
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SquaredColumnNorm(x);
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return;
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}
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CHECK(x != nullptr);
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ParallelSetZero(context, num_threads, x, num_cols_);
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auto transpose_bs = transpose_block_structure_.get();
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const auto values = values_;
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const int num_col_blocks = transpose_bs->rows.size();
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ParallelFor(
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context,
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0,
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num_col_blocks,
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num_threads,
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[values, transpose_bs, x](int row_block_id) {
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const auto& row = transpose_bs->rows[row_block_id];
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for (auto& cell : row.cells) {
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const auto& col = transpose_bs->cols[cell.block_id];
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const MatrixRef m(values + cell.position, col.size, row.block.size);
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VectorRef(x + row.block.position, row.block.size) +=
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m.colwise().squaredNorm();
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}
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},
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transpose_bs->rows.data(),
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[](const CompressedRow& row) { return row.cumulative_nnz; });
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}
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void BlockSparseMatrix::ScaleColumns(const double* scale) {
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CHECK(scale != nullptr);
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for (int i = 0; i < block_structure_->rows.size(); ++i) {
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int row_block_size = block_structure_->rows[i].block.size;
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auto& cells = block_structure_->rows[i].cells;
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for (const auto& cell : cells) {
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int col_block_id = cell.block_id;
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int col_block_size = block_structure_->cols[col_block_id].size;
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int col_block_pos = block_structure_->cols[col_block_id].position;
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MatrixRef m(values_ + cell.position, row_block_size, col_block_size);
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m *= ConstVectorRef(scale + col_block_pos, col_block_size).asDiagonal();
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}
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}
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}
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// TODO(https://github.com/ceres-solver/ceres-solver/issues/933): This method
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// might benefit from caching column-block partition
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void BlockSparseMatrix::ScaleColumns(const double* scale,
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ContextImpl* context,
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int num_threads) {
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if (transpose_block_structure_ == nullptr || num_threads == 1) {
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ScaleColumns(scale);
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return;
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}
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CHECK(scale != nullptr);
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auto transpose_bs = transpose_block_structure_.get();
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auto values = values_;
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const int num_col_blocks = transpose_bs->rows.size();
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ParallelFor(
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context,
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0,
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num_col_blocks,
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num_threads,
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[values, transpose_bs, scale](int row_block_id) {
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const auto& row = transpose_bs->rows[row_block_id];
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for (auto& cell : row.cells) {
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const auto& col = transpose_bs->cols[cell.block_id];
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MatrixRef m(values + cell.position, col.size, row.block.size);
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m *= ConstVectorRef(scale + row.block.position, row.block.size)
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.asDiagonal();
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}
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},
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transpose_bs->rows.data(),
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[](const CompressedRow& row) { return row.cumulative_nnz; });
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}
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std::unique_ptr<CompressedRowSparseMatrix>
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BlockSparseMatrix::ToCompressedRowSparseMatrixTranspose() const {
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auto bs = transpose_block_structure_.get();
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auto crs_matrix = CreateStructureOfCompressedRowSparseMatrix<true>(
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num_cols_, num_rows_, num_nonzeros_, bs);
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SetBlockStructureOfCompressedRowSparseMatrix(crs_matrix.get(), bs);
|
|
|
|
UpdateCompressedRowSparseMatrixTranspose(crs_matrix.get());
|
|
return crs_matrix;
|
|
}
|
|
|
|
std::unique_ptr<CompressedRowSparseMatrix>
|
|
BlockSparseMatrix::ToCompressedRowSparseMatrix() const {
|
|
auto crs_matrix = CreateStructureOfCompressedRowSparseMatrix<false>(
|
|
num_rows_, num_cols_, num_nonzeros_, block_structure_.get());
|
|
|
|
SetBlockStructureOfCompressedRowSparseMatrix(crs_matrix.get(),
|
|
block_structure_.get());
|
|
|
|
UpdateCompressedRowSparseMatrix(crs_matrix.get());
|
|
return crs_matrix;
|
|
}
|
|
|
|
void BlockSparseMatrix::UpdateCompressedRowSparseMatrixTranspose(
|
|
CompressedRowSparseMatrix* crs_matrix) const {
|
|
CHECK(crs_matrix != nullptr);
|
|
CHECK_EQ(crs_matrix->num_rows(), num_cols_);
|
|
CHECK_EQ(crs_matrix->num_cols(), num_rows_);
|
|
CHECK_EQ(crs_matrix->num_nonzeros(), num_nonzeros_);
|
|
UpdateCompressedRowSparseMatrixImpl<true>(
|
|
crs_matrix, values(), transpose_block_structure_.get());
|
|
}
|
|
void BlockSparseMatrix::UpdateCompressedRowSparseMatrix(
|
|
CompressedRowSparseMatrix* crs_matrix) const {
|
|
CHECK(crs_matrix != nullptr);
|
|
CHECK_EQ(crs_matrix->num_rows(), num_rows_);
|
|
CHECK_EQ(crs_matrix->num_cols(), num_cols_);
|
|
CHECK_EQ(crs_matrix->num_nonzeros(), num_nonzeros_);
|
|
UpdateCompressedRowSparseMatrixImpl<false>(
|
|
crs_matrix, values(), block_structure_.get());
|
|
}
|
|
|
|
void BlockSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
|
|
CHECK(dense_matrix != nullptr);
|
|
|
|
dense_matrix->resize(num_rows_, num_cols_);
|
|
dense_matrix->setZero();
|
|
Matrix& m = *dense_matrix;
|
|
|
|
for (int i = 0; i < block_structure_->rows.size(); ++i) {
|
|
int row_block_pos = block_structure_->rows[i].block.position;
|
|
int row_block_size = block_structure_->rows[i].block.size;
|
|
auto& cells = block_structure_->rows[i].cells;
|
|
for (const auto& cell : cells) {
|
|
int col_block_id = cell.block_id;
|
|
int col_block_size = block_structure_->cols[col_block_id].size;
|
|
int col_block_pos = block_structure_->cols[col_block_id].position;
|
|
int jac_pos = cell.position;
|
|
m.block(row_block_pos, col_block_pos, row_block_size, col_block_size) +=
|
|
MatrixRef(values_ + jac_pos, row_block_size, col_block_size);
|
|
}
|
|
}
|
|
}
|
|
|
|
void BlockSparseMatrix::ToTripletSparseMatrix(
|
|
TripletSparseMatrix* matrix) const {
|
|
CHECK(matrix != nullptr);
|
|
|
|
matrix->Reserve(num_nonzeros_);
|
|
matrix->Resize(num_rows_, num_cols_);
|
|
matrix->SetZero();
|
|
|
|
for (int i = 0; i < block_structure_->rows.size(); ++i) {
|
|
int row_block_pos = block_structure_->rows[i].block.position;
|
|
int row_block_size = block_structure_->rows[i].block.size;
|
|
const auto& cells = block_structure_->rows[i].cells;
|
|
for (const auto& cell : cells) {
|
|
int col_block_id = cell.block_id;
|
|
int col_block_size = block_structure_->cols[col_block_id].size;
|
|
int col_block_pos = block_structure_->cols[col_block_id].position;
|
|
int jac_pos = cell.position;
|
|
for (int r = 0; r < row_block_size; ++r) {
|
|
for (int c = 0; c < col_block_size; ++c, ++jac_pos) {
|
|
matrix->mutable_rows()[jac_pos] = row_block_pos + r;
|
|
matrix->mutable_cols()[jac_pos] = col_block_pos + c;
|
|
matrix->mutable_values()[jac_pos] = values_[jac_pos];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
matrix->set_num_nonzeros(num_nonzeros_);
|
|
}
|
|
|
|
// Return a pointer to the block structure. We continue to hold
|
|
// ownership of the object though.
|
|
const CompressedRowBlockStructure* BlockSparseMatrix::block_structure() const {
|
|
return block_structure_.get();
|
|
}
|
|
|
|
// Return a pointer to the block structure of matrix transpose. We continue to
|
|
// hold ownership of the object though.
|
|
const CompressedRowBlockStructure*
|
|
BlockSparseMatrix::transpose_block_structure() const {
|
|
return transpose_block_structure_.get();
|
|
}
|
|
|
|
void BlockSparseMatrix::ToTextFile(FILE* file) const {
|
|
CHECK(file != nullptr);
|
|
for (int i = 0; i < block_structure_->rows.size(); ++i) {
|
|
const int row_block_pos = block_structure_->rows[i].block.position;
|
|
const int row_block_size = block_structure_->rows[i].block.size;
|
|
const auto& cells = block_structure_->rows[i].cells;
|
|
for (const auto& cell : cells) {
|
|
const int col_block_id = cell.block_id;
|
|
const int col_block_size = block_structure_->cols[col_block_id].size;
|
|
const int col_block_pos = block_structure_->cols[col_block_id].position;
|
|
int jac_pos = cell.position;
|
|
for (int r = 0; r < row_block_size; ++r) {
|
|
for (int c = 0; c < col_block_size; ++c) {
|
|
absl::FPrintF(file,
|
|
"% 10d % 10d %17f\n",
|
|
row_block_pos + r,
|
|
col_block_pos + c,
|
|
values_[jac_pos++]);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
std::unique_ptr<BlockSparseMatrix> BlockSparseMatrix::CreateDiagonalMatrix(
|
|
const double* diagonal, const std::vector<Block>& column_blocks) {
|
|
// Create the block structure for the diagonal matrix.
|
|
auto* bs = new CompressedRowBlockStructure();
|
|
bs->cols = column_blocks;
|
|
int position = 0;
|
|
bs->rows.resize(column_blocks.size(), CompressedRow(1));
|
|
for (int i = 0; i < column_blocks.size(); ++i) {
|
|
CompressedRow& row = bs->rows[i];
|
|
row.block = column_blocks[i];
|
|
Cell& cell = row.cells[0];
|
|
cell.block_id = i;
|
|
cell.position = position;
|
|
position += row.block.size * row.block.size;
|
|
}
|
|
|
|
// Create the BlockSparseMatrix with the given block structure.
|
|
auto matrix = std::make_unique<BlockSparseMatrix>(bs);
|
|
matrix->SetZero();
|
|
|
|
// Fill the values array of the block sparse matrix.
|
|
double* values = matrix->mutable_values();
|
|
for (const auto& column_block : column_blocks) {
|
|
const int size = column_block.size;
|
|
for (int j = 0; j < size; ++j) {
|
|
// (j + 1) * size is compact way of accessing the (j,j) entry.
|
|
values[j * (size + 1)] = diagonal[j];
|
|
}
|
|
diagonal += size;
|
|
values += size * size;
|
|
}
|
|
|
|
return matrix;
|
|
}
|
|
|
|
void BlockSparseMatrix::AppendRows(const BlockSparseMatrix& m) {
|
|
CHECK_EQ(m.num_cols(), num_cols());
|
|
const CompressedRowBlockStructure* m_bs = m.block_structure();
|
|
CHECK_EQ(m_bs->cols.size(), block_structure_->cols.size());
|
|
|
|
const int old_num_nonzeros = num_nonzeros_;
|
|
const int old_num_row_blocks = block_structure_->rows.size();
|
|
block_structure_->rows.resize(old_num_row_blocks + m_bs->rows.size());
|
|
|
|
for (int i = 0; i < m_bs->rows.size(); ++i) {
|
|
const CompressedRow& m_row = m_bs->rows[i];
|
|
const int row_block_id = old_num_row_blocks + i;
|
|
CompressedRow& row = block_structure_->rows[row_block_id];
|
|
row.block.size = m_row.block.size;
|
|
row.block.position = num_rows_;
|
|
num_rows_ += m_row.block.size;
|
|
row.cells.resize(m_row.cells.size());
|
|
if (transpose_block_structure_) {
|
|
transpose_block_structure_->cols.emplace_back(row.block);
|
|
}
|
|
for (int c = 0; c < m_row.cells.size(); ++c) {
|
|
const int block_id = m_row.cells[c].block_id;
|
|
row.cells[c].block_id = block_id;
|
|
row.cells[c].position = num_nonzeros_;
|
|
|
|
const int cell_nnz = m_row.block.size * m_bs->cols[block_id].size;
|
|
if (transpose_block_structure_) {
|
|
transpose_block_structure_->rows[block_id].cells.emplace_back(
|
|
row_block_id, num_nonzeros_);
|
|
transpose_block_structure_->rows[block_id].nnz += cell_nnz;
|
|
}
|
|
|
|
num_nonzeros_ += cell_nnz;
|
|
}
|
|
}
|
|
|
|
if (num_nonzeros_ > max_num_nonzeros_) {
|
|
double* old_values = values_;
|
|
values_ = AllocateValues(num_nonzeros_);
|
|
std::copy_n(old_values, old_num_nonzeros, values_);
|
|
max_num_nonzeros_ = num_nonzeros_;
|
|
FreeValues(old_values);
|
|
}
|
|
|
|
std::copy(
|
|
m.values(), m.values() + m.num_nonzeros(), values_ + old_num_nonzeros);
|
|
|
|
if (transpose_block_structure_ == nullptr) {
|
|
return;
|
|
}
|
|
ComputeCumulativeNumberOfNonZeros(transpose_block_structure_->rows);
|
|
}
|
|
|
|
void BlockSparseMatrix::DeleteRowBlocks(const int delta_row_blocks) {
|
|
const int num_row_blocks = block_structure_->rows.size();
|
|
const int new_num_row_blocks = num_row_blocks - delta_row_blocks;
|
|
int delta_num_nonzeros = 0;
|
|
int delta_num_rows = 0;
|
|
const std::vector<Block>& column_blocks = block_structure_->cols;
|
|
for (int i = 0; i < delta_row_blocks; ++i) {
|
|
const CompressedRow& row = block_structure_->rows[num_row_blocks - i - 1];
|
|
delta_num_rows += row.block.size;
|
|
for (int c = 0; c < row.cells.size(); ++c) {
|
|
const Cell& cell = row.cells[c];
|
|
delta_num_nonzeros += row.block.size * column_blocks[cell.block_id].size;
|
|
|
|
if (transpose_block_structure_) {
|
|
auto& col_cells = transpose_block_structure_->rows[cell.block_id].cells;
|
|
while (!col_cells.empty() &&
|
|
col_cells.back().block_id >= new_num_row_blocks) {
|
|
const int del_block_id = col_cells.back().block_id;
|
|
const int del_block_rows =
|
|
block_structure_->rows[del_block_id].block.size;
|
|
const int del_block_cols = column_blocks[cell.block_id].size;
|
|
const int del_cell_nnz = del_block_rows * del_block_cols;
|
|
transpose_block_structure_->rows[cell.block_id].nnz -= del_cell_nnz;
|
|
col_cells.pop_back();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
num_nonzeros_ -= delta_num_nonzeros;
|
|
num_rows_ -= delta_num_rows;
|
|
block_structure_->rows.resize(new_num_row_blocks);
|
|
|
|
if (transpose_block_structure_ == nullptr) {
|
|
return;
|
|
}
|
|
for (int i = 0; i < delta_row_blocks; ++i) {
|
|
transpose_block_structure_->cols.pop_back();
|
|
}
|
|
|
|
ComputeCumulativeNumberOfNonZeros(transpose_block_structure_->rows);
|
|
}
|
|
|
|
std::unique_ptr<BlockSparseMatrix> BlockSparseMatrix::CreateRandomMatrix(
|
|
const BlockSparseMatrix::RandomMatrixOptions& options,
|
|
std::mt19937& prng,
|
|
bool use_page_locked_memory) {
|
|
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);
|
|
CHECK_GT(options.block_density, 0.0);
|
|
CHECK_LE(options.block_density, 1.0);
|
|
|
|
std::uniform_int_distribution<int> col_distribution(
|
|
options.min_col_block_size, options.max_col_block_size);
|
|
std::uniform_int_distribution<int> row_distribution(
|
|
options.min_row_block_size, options.max_row_block_size);
|
|
auto bs = std::make_unique<CompressedRowBlockStructure>();
|
|
if (options.col_blocks.empty()) {
|
|
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);
|
|
|
|
// Generate the col block structure.
|
|
int col_block_position = 0;
|
|
for (int i = 0; i < options.num_col_blocks; ++i) {
|
|
const int col_block_size = col_distribution(prng);
|
|
bs->cols.emplace_back(col_block_size, col_block_position);
|
|
col_block_position += col_block_size;
|
|
}
|
|
} else {
|
|
bs->cols = options.col_blocks;
|
|
}
|
|
|
|
bool matrix_has_blocks = false;
|
|
std::uniform_real_distribution<double> uniform01(0.0, 1.0);
|
|
while (!matrix_has_blocks) {
|
|
VLOG(1) << "Clearing";
|
|
bs->rows.clear();
|
|
int row_block_position = 0;
|
|
int value_position = 0;
|
|
for (int r = 0; r < options.num_row_blocks; ++r) {
|
|
const int row_block_size = row_distribution(prng);
|
|
bs->rows.emplace_back();
|
|
CompressedRow& row = bs->rows.back();
|
|
row.block.size = row_block_size;
|
|
row.block.position = row_block_position;
|
|
row_block_position += row_block_size;
|
|
for (int c = 0; c < bs->cols.size(); ++c) {
|
|
if (uniform01(prng) > options.block_density) continue;
|
|
|
|
row.cells.emplace_back();
|
|
Cell& cell = row.cells.back();
|
|
cell.block_id = c;
|
|
cell.position = value_position;
|
|
value_position += row_block_size * bs->cols[c].size;
|
|
matrix_has_blocks = true;
|
|
}
|
|
}
|
|
}
|
|
|
|
auto matrix =
|
|
std::make_unique<BlockSparseMatrix>(bs.release(), use_page_locked_memory);
|
|
double* values = matrix->mutable_values();
|
|
std::normal_distribution<double> standard_normal_distribution;
|
|
std::generate_n(
|
|
values, matrix->num_nonzeros(), [&standard_normal_distribution, &prng] {
|
|
return standard_normal_distribution(prng);
|
|
});
|
|
|
|
return matrix;
|
|
}
|
|
|
|
std::unique_ptr<CompressedRowBlockStructure> CreateTranspose(
|
|
const CompressedRowBlockStructure& bs) {
|
|
auto transpose = std::make_unique<CompressedRowBlockStructure>();
|
|
|
|
transpose->rows.resize(bs.cols.size());
|
|
for (int i = 0; i < bs.cols.size(); ++i) {
|
|
transpose->rows[i].block = bs.cols[i];
|
|
transpose->rows[i].nnz = 0;
|
|
}
|
|
|
|
transpose->cols.resize(bs.rows.size());
|
|
for (int i = 0; i < bs.rows.size(); ++i) {
|
|
auto& row = bs.rows[i];
|
|
transpose->cols[i] = row.block;
|
|
|
|
const int nrows = row.block.size;
|
|
for (auto& cell : row.cells) {
|
|
transpose->rows[cell.block_id].cells.emplace_back(i, cell.position);
|
|
const int ncols = transpose->rows[cell.block_id].block.size;
|
|
transpose->rows[cell.block_id].nnz += nrows * ncols;
|
|
}
|
|
}
|
|
ComputeCumulativeNumberOfNonZeros(transpose->rows);
|
|
return transpose;
|
|
}
|
|
|
|
double* BlockSparseMatrix::AllocateValues(int size) {
|
|
if (!use_page_locked_memory_) {
|
|
return new double[size];
|
|
}
|
|
|
|
#ifndef CERES_NO_CUDA
|
|
|
|
double* values = nullptr;
|
|
CHECK_EQ(cudaSuccess,
|
|
cudaHostAlloc(&values, sizeof(double) * size, cudaHostAllocDefault));
|
|
return values;
|
|
#else
|
|
LOG(FATAL) << "Page locked memory requested when CUDA is not available. "
|
|
<< "This is a Ceres bug; please contact the developers!";
|
|
return nullptr;
|
|
#endif
|
|
};
|
|
|
|
void BlockSparseMatrix::FreeValues(double*& values) {
|
|
if (!use_page_locked_memory_) {
|
|
delete[] values;
|
|
values = nullptr;
|
|
return;
|
|
}
|
|
|
|
#ifndef CERES_NO_CUDA
|
|
CHECK_EQ(cudaSuccess, cudaFreeHost(values));
|
|
values = nullptr;
|
|
#else
|
|
LOG(FATAL) << "Page locked memory requested when CUDA is not available. "
|
|
<< "This is a Ceres bug; please contact the developers!";
|
|
#endif
|
|
};
|
|
|
|
} // namespace ceres::internal
|