1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722
|
// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
// * Neither the name of Google Inc. nor the names of its contributors may be
// used to endorse or promote products derived from this software without
// specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
// POSSIBILITY OF SUCH DAMAGE.
//
// Author: sameeragarwal@google.com (Sameer Agarwal)
//
// TODO(sameeragarwal): row_block_counter can perhaps be replaced by
// Chunk::start ?
#ifndef CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
#define CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
// Eigen has an internal threshold switching between different matrix
// multiplication algorithms. In particular for matrices larger than
// EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD it uses a cache friendly
// matrix matrix product algorithm that has a higher setup cost. For
// matrix sizes close to this threshold, especially when the matrices
// are thin and long, the default choice may not be optimal. This is
// the case for us, as the default choice causes a 30% performance
// regression when we moved from Eigen2 to Eigen3.
#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 10
// This include must come before any #ifndef check on Ceres compile options.
// clang-format off
#include "ceres/internal/config.h"
// clang-format on
#include <algorithm>
#include <map>
#include "Eigen/Dense"
#include "ceres/block_random_access_matrix.h"
#include "ceres/block_sparse_matrix.h"
#include "ceres/block_structure.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/fixed_array.h"
#include "ceres/invert_psd_matrix.h"
#include "ceres/map_util.h"
#include "ceres/parallel_for.h"
#include "ceres/schur_eliminator.h"
#include "ceres/scoped_thread_token.h"
#include "ceres/small_blas.h"
#include "ceres/stl_util.h"
#include "ceres/thread_token_provider.h"
#include "glog/logging.h"
namespace ceres {
namespace internal {
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::~SchurEliminator() {
STLDeleteElements(&rhs_locks_);
}
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::Init(
int num_eliminate_blocks,
bool assume_full_rank_ete,
const CompressedRowBlockStructure* bs) {
CHECK_GT(num_eliminate_blocks, 0)
<< "SchurComplementSolver cannot be initialized with "
<< "num_eliminate_blocks = 0.";
num_eliminate_blocks_ = num_eliminate_blocks;
assume_full_rank_ete_ = assume_full_rank_ete;
const int num_col_blocks = bs->cols.size();
const int num_row_blocks = bs->rows.size();
buffer_size_ = 1;
chunks_.clear();
lhs_row_layout_.clear();
int lhs_num_rows = 0;
// Add a map object for each block in the reduced linear system
// and build the row/column block structure of the reduced linear
// system.
lhs_row_layout_.resize(num_col_blocks - num_eliminate_blocks_);
for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
lhs_row_layout_[i - num_eliminate_blocks_] = lhs_num_rows;
lhs_num_rows += bs->cols[i].size;
}
// TODO(sameeragarwal): Now that we may have subset block structure,
// we need to make sure that we account for the fact that somep
// point blocks only have a "diagonal" row and nothing more.
//
// This likely requires a slightly different algorithm, which works
// off of the number of elimination blocks.
int r = 0;
// Iterate over the row blocks of A, and detect the chunks. The
// matrix should already have been ordered so that all rows
// containing the same y block are vertically contiguous. Along
// the way also compute the amount of space each chunk will need
// to perform the elimination.
while (r < num_row_blocks) {
const int chunk_block_id = bs->rows[r].cells.front().block_id;
if (chunk_block_id >= num_eliminate_blocks_) {
break;
}
chunks_.push_back(Chunk(r));
Chunk& chunk = chunks_.back();
int buffer_size = 0;
const int e_block_size = bs->cols[chunk_block_id].size;
// Add to the chunk until the first block in the row is
// different than the one in the first row for the chunk.
while (r + chunk.size < num_row_blocks) {
const CompressedRow& row = bs->rows[r + chunk.size];
if (row.cells.front().block_id != chunk_block_id) {
break;
}
// Iterate over the blocks in the row, ignoring the first
// block since it is the one to be eliminated.
for (int c = 1; c < row.cells.size(); ++c) {
const Cell& cell = row.cells[c];
if (InsertIfNotPresent(
&(chunk.buffer_layout), cell.block_id, buffer_size)) {
buffer_size += e_block_size * bs->cols[cell.block_id].size;
}
}
buffer_size_ = std::max(buffer_size, buffer_size_);
++chunk.size;
}
CHECK_GT(chunk.size, 0); // This check will need to be resolved.
r += chunk.size;
}
const Chunk& chunk = chunks_.back();
uneliminated_row_begins_ = chunk.start + chunk.size;
buffer_ = std::make_unique<double[]>(buffer_size_ * num_threads_);
// chunk_outer_product_buffer_ only needs to store e_block_size *
// f_block_size, which is always less than buffer_size_, so we just
// allocate buffer_size_ per thread.
chunk_outer_product_buffer_ =
std::make_unique<double[]>(buffer_size_ * num_threads_);
STLDeleteElements(&rhs_locks_);
rhs_locks_.resize(num_col_blocks - num_eliminate_blocks_);
for (int i = 0; i < num_col_blocks - num_eliminate_blocks_; ++i) {
rhs_locks_[i] = new std::mutex;
}
}
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::Eliminate(
const BlockSparseMatrixData& A,
const double* b,
const double* D,
BlockRandomAccessMatrix* lhs,
double* rhs) {
if (lhs->num_rows() > 0) {
lhs->SetZero();
if (rhs) {
VectorRef(rhs, lhs->num_rows()).setZero();
}
}
const CompressedRowBlockStructure* bs = A.block_structure();
const int num_col_blocks = bs->cols.size();
// Add the diagonal to the schur complement.
if (D != nullptr) {
ParallelFor(context_,
num_eliminate_blocks_,
num_col_blocks,
num_threads_,
[&](int i) {
const int block_id = i - num_eliminate_blocks_;
int r, c, row_stride, col_stride;
CellInfo* cell_info = lhs->GetCell(
block_id, block_id, &r, &c, &row_stride, &col_stride);
if (cell_info != nullptr) {
const int block_size = bs->cols[i].size;
typename EigenTypes<Eigen::Dynamic>::ConstVectorRef diag(
D + bs->cols[i].position, block_size);
std::lock_guard<std::mutex> l(cell_info->m);
MatrixRef m(cell_info->values, row_stride, col_stride);
m.block(r, c, block_size, block_size).diagonal() +=
diag.array().square().matrix();
}
});
}
// Eliminate y blocks one chunk at a time. For each chunk, compute
// the entries of the normal equations and the gradient vector block
// corresponding to the y block and then apply Gaussian elimination
// to them. The matrix ete stores the normal matrix corresponding to
// the block being eliminated and array buffer_ contains the
// non-zero blocks in the row corresponding to this y block in the
// normal equations. This computation is done in
// ChunkDiagonalBlockAndGradient. UpdateRhs then applies gaussian
// elimination to the rhs of the normal equations, updating the rhs
// of the reduced linear system by modifying rhs blocks for all the
// z blocks that share a row block/residual term with the y
// block. EliminateRowOuterProduct does the corresponding operation
// for the lhs of the reduced linear system.
ParallelFor(
context_,
0,
int(chunks_.size()),
num_threads_,
[&](int thread_id, int i) {
double* buffer = buffer_.get() + thread_id * buffer_size_;
const Chunk& chunk = chunks_[i];
const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
const int e_block_size = bs->cols[e_block_id].size;
VectorRef(buffer, buffer_size_).setZero();
typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix ete(e_block_size,
e_block_size);
if (D != nullptr) {
const typename EigenTypes<kEBlockSize>::ConstVectorRef diag(
D + bs->cols[e_block_id].position, e_block_size);
ete = diag.array().square().matrix().asDiagonal();
} else {
ete.setZero();
}
FixedArray<double, 8> g(e_block_size);
typename EigenTypes<kEBlockSize>::VectorRef gref(g.data(),
e_block_size);
gref.setZero();
// We are going to be computing
//
// S += F'F - F'E(E'E)^{-1}E'F
//
// for each Chunk. The computation is broken down into a number of
// function calls as below.
// Compute the outer product of the e_blocks with themselves (ete
// = E'E). Compute the product of the e_blocks with the
// corresponding f_blocks (buffer = E'F), the gradient of the terms
// in this chunk (g) and add the outer product of the f_blocks to
// Schur complement (S += F'F).
ChunkDiagonalBlockAndGradient(
chunk, A, b, chunk.start, &ete, g.data(), buffer, lhs);
// Normally one wouldn't compute the inverse explicitly, but
// e_block_size will typically be a small number like 3, in
// which case its much faster to compute the inverse once and
// use it to multiply other matrices/vectors instead of doing a
// Solve call over and over again.
typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix inverse_ete =
InvertPSDMatrix<kEBlockSize>(assume_full_rank_ete_, ete);
// For the current chunk compute and update the rhs of the reduced
// linear system.
//
// rhs = F'b - F'E(E'E)^(-1) E'b
if (rhs) {
FixedArray<double, 8> inverse_ete_g(e_block_size);
MatrixVectorMultiply<kEBlockSize, kEBlockSize, 0>(
inverse_ete.data(),
e_block_size,
e_block_size,
g.data(),
inverse_ete_g.data());
UpdateRhs(chunk, A, b, chunk.start, inverse_ete_g.data(), rhs);
}
// S -= F'E(E'E)^{-1}E'F
ChunkOuterProduct(
thread_id, bs, inverse_ete, buffer, chunk.buffer_layout, lhs);
});
// For rows with no e_blocks, the schur complement update reduces to
// S += F'F.
NoEBlockRowsUpdate(A, b, uneliminated_row_begins_, lhs, rhs);
}
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::BackSubstitute(
const BlockSparseMatrixData& A,
const double* b,
const double* D,
const double* z,
double* y) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
ParallelFor(context_, 0, int(chunks_.size()), num_threads_, [&](int i) {
const Chunk& chunk = chunks_[i];
const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
const int e_block_size = bs->cols[e_block_id].size;
double* y_ptr = y + bs->cols[e_block_id].position;
typename EigenTypes<kEBlockSize>::VectorRef y_block(y_ptr, e_block_size);
typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix ete(e_block_size,
e_block_size);
if (D != nullptr) {
const typename EigenTypes<kEBlockSize>::ConstVectorRef diag(
D + bs->cols[e_block_id].position, e_block_size);
ete = diag.array().square().matrix().asDiagonal();
} else {
ete.setZero();
}
for (int j = 0; j < chunk.size; ++j) {
const CompressedRow& row = bs->rows[chunk.start + j];
const Cell& e_cell = row.cells.front();
DCHECK_EQ(e_block_id, e_cell.block_id);
FixedArray<double, 8> sj(row.block.size);
typename EigenTypes<kRowBlockSize>::VectorRef(sj.data(), row.block.size) =
typename EigenTypes<kRowBlockSize>::ConstVectorRef(
b + bs->rows[chunk.start + j].block.position, row.block.size);
for (int c = 1; c < row.cells.size(); ++c) {
const int f_block_id = row.cells[c].block_id;
const int f_block_size = bs->cols[f_block_id].size;
const int r_block = f_block_id - num_eliminate_blocks_;
// clang-format off
MatrixVectorMultiply<kRowBlockSize, kFBlockSize, -1>(
values + row.cells[c].position, row.block.size, f_block_size,
z + lhs_row_layout_[r_block],
sj.data());
}
MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>(
values + e_cell.position, row.block.size, e_block_size,
sj.data(),
y_ptr);
MatrixTransposeMatrixMultiply
<kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>(
values + e_cell.position, row.block.size, e_block_size,
values + e_cell.position, row.block.size, e_block_size,
ete.data(), 0, 0, e_block_size, e_block_size);
// clang-format on
}
y_block =
InvertPSDMatrix<kEBlockSize>(assume_full_rank_ete_, ete) * y_block;
});
}
// Update the rhs of the reduced linear system. Compute
//
// F'b - F'E(E'E)^(-1) E'b
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::UpdateRhs(
const Chunk& chunk,
const BlockSparseMatrixData& A,
const double* b,
int row_block_counter,
const double* inverse_ete_g,
double* rhs) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
const int e_block_id = bs->rows[chunk.start].cells.front().block_id;
const int e_block_size = bs->cols[e_block_id].size;
int b_pos = bs->rows[row_block_counter].block.position;
for (int j = 0; j < chunk.size; ++j) {
const CompressedRow& row = bs->rows[row_block_counter + j];
const Cell& e_cell = row.cells.front();
typename EigenTypes<kRowBlockSize>::Vector sj =
typename EigenTypes<kRowBlockSize>::ConstVectorRef(b + b_pos,
row.block.size);
// clang-format off
MatrixVectorMultiply<kRowBlockSize, kEBlockSize, -1>(
values + e_cell.position, row.block.size, e_block_size,
inverse_ete_g, sj.data());
// clang-format on
for (int c = 1; c < row.cells.size(); ++c) {
const int block_id = row.cells[c].block_id;
const int block_size = bs->cols[block_id].size;
const int block = block_id - num_eliminate_blocks_;
std::lock_guard<std::mutex> l(*rhs_locks_[block]);
// clang-format off
MatrixTransposeVectorMultiply<kRowBlockSize, kFBlockSize, 1>(
values + row.cells[c].position,
row.block.size, block_size,
sj.data(), rhs + lhs_row_layout_[block]);
// clang-format on
}
b_pos += row.block.size;
}
}
// Given a Chunk - set of rows with the same e_block, e.g. in the
// following Chunk with two rows.
//
// E F
// [ y11 0 0 0 | z11 0 0 0 z51]
// [ y12 0 0 0 | z12 z22 0 0 0]
//
// this function computes twp matrices. The diagonal block matrix
//
// ete = y11 * y11' + y12 * y12'
//
// and the off diagonal blocks in the Guass Newton Hessian.
//
// buffer = [y11'(z11 + z12), y12' * z22, y11' * z51]
//
// which are zero compressed versions of the block sparse matrices E'E
// and E'F.
//
// and the gradient of the e_block, E'b.
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
ChunkDiagonalBlockAndGradient(
const Chunk& chunk,
const BlockSparseMatrixData& A,
const double* b,
int row_block_counter,
typename EigenTypes<kEBlockSize, kEBlockSize>::Matrix* ete,
double* g,
double* buffer,
BlockRandomAccessMatrix* lhs) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
int b_pos = bs->rows[row_block_counter].block.position;
const int e_block_size = ete->rows();
// Iterate over the rows in this chunk, for each row, compute the
// contribution of its F blocks to the Schur complement, the
// contribution of its E block to the matrix EE' (ete), and the
// corresponding block in the gradient vector.
for (int j = 0; j < chunk.size; ++j) {
const CompressedRow& row = bs->rows[row_block_counter + j];
if (row.cells.size() > 1) {
EBlockRowOuterProduct(A, row_block_counter + j, lhs);
}
// Extract the e_block, ETE += E_i' E_i
const Cell& e_cell = row.cells.front();
// clang-format off
MatrixTransposeMatrixMultiply
<kRowBlockSize, kEBlockSize, kRowBlockSize, kEBlockSize, 1>(
values + e_cell.position, row.block.size, e_block_size,
values + e_cell.position, row.block.size, e_block_size,
ete->data(), 0, 0, e_block_size, e_block_size);
// clang-format on
if (b) {
// g += E_i' b_i
// clang-format off
MatrixTransposeVectorMultiply<kRowBlockSize, kEBlockSize, 1>(
values + e_cell.position, row.block.size, e_block_size,
b + b_pos,
g);
// clang-format on
}
// buffer = E'F. This computation is done by iterating over the
// f_blocks for each row in the chunk.
for (int c = 1; c < row.cells.size(); ++c) {
const int f_block_id = row.cells[c].block_id;
const int f_block_size = bs->cols[f_block_id].size;
double* buffer_ptr = buffer + FindOrDie(chunk.buffer_layout, f_block_id);
// clang-format off
MatrixTransposeMatrixMultiply
<kRowBlockSize, kEBlockSize, kRowBlockSize, kFBlockSize, 1>(
values + e_cell.position, row.block.size, e_block_size,
values + row.cells[c].position, row.block.size, f_block_size,
buffer_ptr, 0, 0, e_block_size, f_block_size);
// clang-format on
}
b_pos += row.block.size;
}
}
// Compute the outer product F'E(E'E)^{-1}E'F and subtract it from the
// Schur complement matrix, i.e
//
// S -= F'E(E'E)^{-1}E'F.
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
ChunkOuterProduct(int thread_id,
const CompressedRowBlockStructure* bs,
const Matrix& inverse_ete,
const double* buffer,
const BufferLayoutType& buffer_layout,
BlockRandomAccessMatrix* lhs) {
// This is the most computationally expensive part of this
// code. Profiling experiments reveal that the bottleneck is not the
// computation of the right-hand matrix product, but memory
// references to the left hand side.
const int e_block_size = inverse_ete.rows();
auto it1 = buffer_layout.begin();
double* b1_transpose_inverse_ete =
chunk_outer_product_buffer_.get() + thread_id * buffer_size_;
// S(i,j) -= bi' * ete^{-1} b_j
for (; it1 != buffer_layout.end(); ++it1) {
const int block1 = it1->first - num_eliminate_blocks_;
const int block1_size = bs->cols[it1->first].size;
// clang-format off
MatrixTransposeMatrixMultiply
<kEBlockSize, kFBlockSize, kEBlockSize, kEBlockSize, 0>(
buffer + it1->second, e_block_size, block1_size,
inverse_ete.data(), e_block_size, e_block_size,
b1_transpose_inverse_ete, 0, 0, block1_size, e_block_size);
// clang-format on
auto it2 = it1;
for (; it2 != buffer_layout.end(); ++it2) {
const int block2 = it2->first - num_eliminate_blocks_;
int r, c, row_stride, col_stride;
CellInfo* cell_info =
lhs->GetCell(block1, block2, &r, &c, &row_stride, &col_stride);
if (cell_info != nullptr) {
const int block2_size = bs->cols[it2->first].size;
std::lock_guard<std::mutex> l(cell_info->m);
// clang-format off
MatrixMatrixMultiply
<kFBlockSize, kEBlockSize, kEBlockSize, kFBlockSize, -1>(
b1_transpose_inverse_ete, block1_size, e_block_size,
buffer + it2->second, e_block_size, block2_size,
cell_info->values, r, c, row_stride, col_stride);
// clang-format on
}
}
}
}
// For rows with no e_blocks, the schur complement update reduces to S
// += F'F. This function iterates over the rows of A with no e_block,
// and calls NoEBlockRowOuterProduct on each row.
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
NoEBlockRowsUpdate(const BlockSparseMatrixData& A,
const double* b,
int row_block_counter,
BlockRandomAccessMatrix* lhs,
double* rhs) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
for (; row_block_counter < bs->rows.size(); ++row_block_counter) {
NoEBlockRowOuterProduct(A, row_block_counter, lhs);
if (!rhs) {
continue;
}
const CompressedRow& row = bs->rows[row_block_counter];
for (int c = 0; c < row.cells.size(); ++c) {
const int block_id = row.cells[c].block_id;
const int block_size = bs->cols[block_id].size;
const int block = block_id - num_eliminate_blocks_;
// clang-format off
MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
values + row.cells[c].position, row.block.size, block_size,
b + row.block.position,
rhs + lhs_row_layout_[block]);
// clang-format on
}
}
}
// A row r of A, which has no e_blocks gets added to the Schur
// Complement as S += r r'. This function is responsible for computing
// the contribution of a single row r to the Schur complement. It is
// very similar in structure to EBlockRowOuterProduct except for
// one difference. It does not use any of the template
// parameters. This is because the algorithm used for detecting the
// static structure of the matrix A only pays attention to rows with
// e_blocks. This is because rows without e_blocks are rare and
// typically arise from regularization terms in the original
// optimization problem, and have a very different structure than the
// rows with e_blocks. Including them in the static structure
// detection will lead to most template parameters being set to
// dynamic. Since the number of rows without e_blocks is small, the
// lack of templating is not an issue.
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
NoEBlockRowOuterProduct(const BlockSparseMatrixData& A,
int row_block_index,
BlockRandomAccessMatrix* lhs) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
const CompressedRow& row = bs->rows[row_block_index];
for (int i = 0; i < row.cells.size(); ++i) {
const int block1 = row.cells[i].block_id - num_eliminate_blocks_;
DCHECK_GE(block1, 0);
const int block1_size = bs->cols[row.cells[i].block_id].size;
int r, c, row_stride, col_stride;
CellInfo* cell_info =
lhs->GetCell(block1, block1, &r, &c, &row_stride, &col_stride);
if (cell_info != nullptr) {
std::lock_guard<std::mutex> l(cell_info->m);
// This multiply currently ignores the fact that this is a
// symmetric outer product.
// clang-format off
MatrixTransposeMatrixMultiply
<Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>(
values + row.cells[i].position, row.block.size, block1_size,
values + row.cells[i].position, row.block.size, block1_size,
cell_info->values, r, c, row_stride, col_stride);
// clang-format on
}
for (int j = i + 1; j < row.cells.size(); ++j) {
const int block2 = row.cells[j].block_id - num_eliminate_blocks_;
DCHECK_GE(block2, 0);
DCHECK_LT(block1, block2);
int r, c, row_stride, col_stride;
CellInfo* cell_info =
lhs->GetCell(block1, block2, &r, &c, &row_stride, &col_stride);
if (cell_info != nullptr) {
const int block2_size = bs->cols[row.cells[j].block_id].size;
std::lock_guard<std::mutex> l(cell_info->m);
// clang-format off
MatrixTransposeMatrixMultiply
<Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, Eigen::Dynamic, 1>(
values + row.cells[i].position, row.block.size, block1_size,
values + row.cells[j].position, row.block.size, block2_size,
cell_info->values, r, c, row_stride, col_stride);
// clang-format on
}
}
}
}
// For a row with an e_block, compute the contribution S += F'F. This
// function has the same structure as NoEBlockRowOuterProduct, except
// that this function uses the template parameters.
template <int kRowBlockSize, int kEBlockSize, int kFBlockSize>
void SchurEliminator<kRowBlockSize, kEBlockSize, kFBlockSize>::
EBlockRowOuterProduct(const BlockSparseMatrixData& A,
int row_block_index,
BlockRandomAccessMatrix* lhs) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
const CompressedRow& row = bs->rows[row_block_index];
for (int i = 1; i < row.cells.size(); ++i) {
const int block1 = row.cells[i].block_id - num_eliminate_blocks_;
DCHECK_GE(block1, 0);
const int block1_size = bs->cols[row.cells[i].block_id].size;
int r, c, row_stride, col_stride;
CellInfo* cell_info =
lhs->GetCell(block1, block1, &r, &c, &row_stride, &col_stride);
if (cell_info != nullptr) {
std::lock_guard<std::mutex> l(cell_info->m);
// block += b1.transpose() * b1;
// clang-format off
MatrixTransposeMatrixMultiply
<kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>(
values + row.cells[i].position, row.block.size, block1_size,
values + row.cells[i].position, row.block.size, block1_size,
cell_info->values, r, c, row_stride, col_stride);
// clang-format on
}
for (int j = i + 1; j < row.cells.size(); ++j) {
const int block2 = row.cells[j].block_id - num_eliminate_blocks_;
DCHECK_GE(block2, 0);
DCHECK_LT(block1, block2);
const int block2_size = bs->cols[row.cells[j].block_id].size;
int r, c, row_stride, col_stride;
CellInfo* cell_info =
lhs->GetCell(block1, block2, &r, &c, &row_stride, &col_stride);
if (cell_info != nullptr) {
// block += b1.transpose() * b2;
std::lock_guard<std::mutex> l(cell_info->m);
// clang-format off
MatrixTransposeMatrixMultiply
<kRowBlockSize, kFBlockSize, kRowBlockSize, kFBlockSize, 1>(
values + row.cells[i].position, row.block.size, block1_size,
values + row.cells[j].position, row.block.size, block2_size,
cell_info->values, r, c, row_stride, col_stride);
// clang-format on
}
}
}
}
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_SCHUR_ELIMINATOR_IMPL_H_
|