// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2013 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
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// used to endorse or promote products derived from this software without
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// Author: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/incomplete_lq_factorization.h"
#include <vector>
#include <utility>
#include <cmath>
#include "ceres/compressed_row_sparse_matrix.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/port.h"
#include "glog/logging.h"
namespace ceres {
namespace internal {
// Normalize a row and return it's norm.
inline double NormalizeRow(const int row, CompressedRowSparseMatrix* matrix) {
const int row_begin = matrix->rows()[row];
const int row_end = matrix->rows()[row + 1];
double* values = matrix->mutable_values();
double norm = 0.0;
for (int i = row_begin; i < row_end; ++i) {
norm += values[i] * values[i];
}
norm = sqrt(norm);
const double inverse_norm = 1.0 / norm;
for (int i = row_begin; i < row_end; ++i) {
values[i] *= inverse_norm;
}
return norm;
}
// Compute a(row_a,:) * b(row_b, :)'
inline double RowDotProduct(const CompressedRowSparseMatrix& a,
const int row_a,
const CompressedRowSparseMatrix& b,
const int row_b) {
const int* a_rows = a.rows();
const int* a_cols = a.cols();
const double* a_values = a.values();
const int* b_rows = b.rows();
const int* b_cols = b.cols();
const double* b_values = b.values();
const int row_a_end = a_rows[row_a + 1];
const int row_b_end = b_rows[row_b + 1];
int idx_a = a_rows[row_a];
int idx_b = b_rows[row_b];
double dot_product = 0.0;
while (idx_a < row_a_end && idx_b < row_b_end) {
if (a_cols[idx_a] == b_cols[idx_b]) {
dot_product += a_values[idx_a++] * b_values[idx_b++];
}
while (a_cols[idx_a] < b_cols[idx_b] && idx_a < row_a_end) {
++idx_a;
}
while (a_cols[idx_a] > b_cols[idx_b] && idx_b < row_b_end) {
++idx_b;
}
}
return dot_product;
}
struct SecondGreaterThan {
public:
bool operator()(const pair<int, double>& lhs,
const pair<int, double>& rhs) const {
return (fabs(lhs.second) > fabs(rhs.second));
}
};
// In the row vector dense_row(0:num_cols), drop values smaller than
// the max_value * drop_tolerance. Of the remaining non-zero values,
// choose at most level_of_fill values and then add the resulting row
// vector to matrix.
void DropEntriesAndAddRow(const Vector& dense_row,
const int num_entries,
const int level_of_fill,
const double drop_tolerance,
vector<pair<int, double> >* scratch,
CompressedRowSparseMatrix* matrix) {
int* rows = matrix->mutable_rows();
int* cols = matrix->mutable_cols();
double* values = matrix->mutable_values();
int num_nonzeros = rows[matrix->num_rows()];
if (num_entries == 0) {
matrix->set_num_rows(matrix->num_rows() + 1);
rows[matrix->num_rows()] = num_nonzeros;
return;
}
const double max_value = dense_row.head(num_entries).cwiseAbs().maxCoeff();
const double threshold = drop_tolerance * max_value;
int scratch_count = 0;
for (int i = 0; i < num_entries; ++i) {
if (fabs(dense_row[i]) > threshold) {
pair<int, double>& entry = (*scratch)[scratch_count];
entry.first = i;
entry.second = dense_row[i];
++scratch_count;
}
}
if (scratch_count > level_of_fill) {
nth_element(scratch->begin(),
scratch->begin() + level_of_fill,
scratch->begin() + scratch_count,
SecondGreaterThan());
scratch_count = level_of_fill;
sort(scratch->begin(), scratch->begin() + scratch_count);
}
for (int i = 0; i < scratch_count; ++i) {
const pair<int, double>& entry = (*scratch)[i];
cols[num_nonzeros] = entry.first;
values[num_nonzeros] = entry.second;
++num_nonzeros;
}
matrix->set_num_rows(matrix->num_rows() + 1);
rows[matrix->num_rows()] = num_nonzeros;
}
// Saad's Incomplete LQ factorization algorithm.
CompressedRowSparseMatrix* IncompleteLQFactorization(
const CompressedRowSparseMatrix& matrix,
const int l_level_of_fill,
const double l_drop_tolerance,
const int q_level_of_fill,
const double q_drop_tolerance) {
const int num_rows = matrix.num_rows();
const int num_cols = matrix.num_cols();
const int* rows = matrix.rows();
const int* cols = matrix.cols();
const double* values = matrix.values();
CompressedRowSparseMatrix* l =
new CompressedRowSparseMatrix(num_rows,
num_rows,
l_level_of_fill * num_rows);
l->set_num_rows(0);
CompressedRowSparseMatrix q(num_rows, num_cols, q_level_of_fill * num_rows);
q.set_num_rows(0);
int* l_rows = l->mutable_rows();
int* l_cols = l->mutable_cols();
double* l_values = l->mutable_values();
int* q_rows = q.mutable_rows();
int* q_cols = q.mutable_cols();
double* q_values = q.mutable_values();
Vector l_i(num_rows);
Vector q_i(num_cols);
vector<pair<int, double> > scratch(num_cols);
for (int i = 0; i < num_rows; ++i) {
// l_i = q * matrix(i,:)');
l_i.setZero();
for (int j = 0; j < i; ++j) {
l_i(j) = RowDotProduct(matrix, i, q, j);
}
DropEntriesAndAddRow(l_i,
i,
l_level_of_fill,
l_drop_tolerance,
&scratch,
l);
// q_i = matrix(i,:) - q(0:i-1,:) * l_i);
q_i.setZero();
for (int idx = rows[i]; idx < rows[i + 1]; ++idx) {
q_i(cols[idx]) = values[idx];
}
for (int j = l_rows[i]; j < l_rows[i + 1]; ++j) {
const int r = l_cols[j];
const double lij = l_values[j];
for (int idx = q_rows[r]; idx < q_rows[r + 1]; ++idx) {
q_i(q_cols[idx]) -= lij * q_values[idx];
}
}
DropEntriesAndAddRow(q_i,
num_cols,
q_level_of_fill,
q_drop_tolerance,
&scratch,
&q);
// lii = |qi|
l_cols[l->num_nonzeros()] = i;
l_values[l->num_nonzeros()] = NormalizeRow(i, &q);
l_rows[l->num_rows()] += 1;
}
return l;
}
} // namespace internal
} // namespace ceres