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568 lines
19 KiB
568 lines
19 KiB
// 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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} // 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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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[r] += values_[idx] * x[cols_[idx]];
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}
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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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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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}
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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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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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}
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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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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(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()]);
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std::copy(
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m.values(), m.values() + m.num_nonzeros(), &values_[num_nonzeros()]);
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}
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rows_.resize(num_rows_ + m.num_rows() + 1);
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// new_rows = [rows_, m.row() + rows_[num_rows_]]
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std::fill(rows_.begin() + num_rows_,
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rows_.begin() + num_rows_ + m.num_rows() + 1,
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rows_[num_rows_]);
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for (int r = 0; r < m.num_rows() + 1; ++r) {
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rows_[num_rows_ + r] += m.rows()[r];
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}
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num_rows_ += m.num_rows();
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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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row_blocks_.insert(
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row_blocks_.end(), m.row_blocks().begin(), m.row_blocks().end());
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}
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void CompressedRowSparseMatrix::ToTextFile(FILE* file) const {
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CHECK_NOTNULL(file);
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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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fprintf(file, "% 10d % 10d %17f\n", r, cols_[idx], values_[idx]);
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}
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}
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}
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void CompressedRowSparseMatrix::ToCRSMatrix(CRSMatrix* matrix) const {
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matrix->num_rows = num_rows_;
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matrix->num_cols = num_cols_;
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matrix->rows = rows_;
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matrix->cols = cols_;
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matrix->values = values_;
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// Trim.
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matrix->rows.resize(matrix->num_rows + 1);
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matrix->cols.resize(matrix->rows[matrix->num_rows]);
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matrix->values.resize(matrix->rows[matrix->num_rows]);
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}
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void CompressedRowSparseMatrix::SetMaxNumNonZeros(int num_nonzeros) {
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CHECK_GE(num_nonzeros, 0);
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cols_.resize(num_nonzeros);
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values_.resize(num_nonzeros);
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}
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CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
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const double* diagonal, const vector<int>& blocks) {
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int num_rows = 0;
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int num_nonzeros = 0;
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for (int i = 0; i < blocks.size(); ++i) {
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num_rows += blocks[i];
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num_nonzeros += blocks[i] * blocks[i];
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}
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CompressedRowSparseMatrix* matrix =
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new CompressedRowSparseMatrix(num_rows, num_rows, num_nonzeros);
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int* rows = matrix->mutable_rows();
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int* cols = matrix->mutable_cols();
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double* values = matrix->mutable_values();
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std::fill(values, values + num_nonzeros, 0.0);
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int idx_cursor = 0;
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int col_cursor = 0;
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for (int i = 0; i < blocks.size(); ++i) {
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const int block_size = blocks[i];
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for (int r = 0; r < block_size; ++r) {
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*(rows++) = idx_cursor;
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values[idx_cursor + r] = diagonal[col_cursor + r];
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for (int c = 0; c < block_size; ++c, ++idx_cursor) {
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*(cols++) = col_cursor + c;
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}
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}
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col_cursor += block_size;
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}
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*rows = idx_cursor;
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*matrix->mutable_row_blocks() = blocks;
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*matrix->mutable_col_blocks() = blocks;
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CHECK_EQ(idx_cursor, num_nonzeros);
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CHECK_EQ(col_cursor, num_rows);
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return matrix;
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}
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CompressedRowSparseMatrix* CompressedRowSparseMatrix::Transpose() const {
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CompressedRowSparseMatrix* transpose =
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new CompressedRowSparseMatrix(num_cols_, num_rows_, num_nonzeros());
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switch (storage_type_) {
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case UNSYMMETRIC:
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transpose->set_storage_type(UNSYMMETRIC);
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break;
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case LOWER_TRIANGULAR:
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transpose->set_storage_type(UPPER_TRIANGULAR);
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break;
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case UPPER_TRIANGULAR:
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transpose->set_storage_type(LOWER_TRIANGULAR);
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break;
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default:
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LOG(FATAL) << "Unknown storage type: " << storage_type_;
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};
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TransposeForCompressedRowSparseStructure(num_rows(),
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num_cols(),
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num_nonzeros(),
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rows(),
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cols(),
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values(),
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transpose->mutable_rows(),
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transpose->mutable_cols(),
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transpose->mutable_values());
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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 transpose;
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}
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*(transpose->mutable_row_blocks()) = col_blocks_;
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*(transpose->mutable_col_blocks()) = row_blocks_;
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return transpose;
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}
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CompressedRowSparseMatrix* CompressedRowSparseMatrix::CreateRandomMatrix(
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const CompressedRowSparseMatrix::RandomMatrixOptions& options) {
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CHECK_GT(options.num_row_blocks, 0);
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CHECK_GT(options.min_row_block_size, 0);
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CHECK_GT(options.max_row_block_size, 0);
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CHECK_LE(options.min_row_block_size, options.max_row_block_size);
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CHECK_GT(options.num_col_blocks, 0);
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CHECK_GT(options.min_col_block_size, 0);
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CHECK_GT(options.max_col_block_size, 0);
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CHECK_LE(options.min_col_block_size, options.max_col_block_size);
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CHECK_GT(options.block_density, 0.0);
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CHECK_LE(options.block_density, 1.0);
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vector<int> row_blocks;
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vector<int> col_blocks;
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// Generate the row block structure.
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for (int i = 0; i < options.num_row_blocks; ++i) {
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// Generate a random integer in [min_row_block_size, max_row_block_size]
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const int delta_block_size =
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Uniform(options.max_row_block_size - options.min_row_block_size);
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row_blocks.push_back(options.min_row_block_size + delta_block_size);
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}
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// Generate the col block structure.
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for (int i = 0; i < options.num_col_blocks; ++i) {
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// Generate a random integer in [min_col_block_size, max_col_block_size]
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const int delta_block_size =
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Uniform(options.max_col_block_size - options.min_col_block_size);
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col_blocks.push_back(options.min_col_block_size + delta_block_size);
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}
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vector<int> tsm_rows;
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vector<int> tsm_cols;
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vector<double> tsm_values;
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// For ease of construction, we are going to generate the
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// CompressedRowSparseMatrix by generating it as a
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// TripletSparseMatrix and then converting it to a
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// CompressedRowSparseMatrix.
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// It is possible that the random matrix is empty which is likely
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// not what the user wants, so do the matrix generation till we have
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// at least one non-zero entry.
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while (tsm_values.empty()) {
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tsm_rows.clear();
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tsm_cols.clear();
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tsm_values.clear();
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int row_block_begin = 0;
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for (int r = 0; r < options.num_row_blocks; ++r) {
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int col_block_begin = 0;
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for (int c = 0; c < options.num_col_blocks; ++c) {
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// Randomly determine if this block is present or not.
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if (RandDouble() <= options.block_density) {
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AddRandomBlock(row_blocks[r],
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col_blocks[c],
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row_block_begin,
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col_block_begin,
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&tsm_rows,
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&tsm_cols,
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&tsm_values);
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}
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col_block_begin += col_blocks[c];
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}
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row_block_begin += row_blocks[r];
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}
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}
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const int num_rows = std::accumulate(row_blocks.begin(), row_blocks.end(), 0);
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const int num_cols = std::accumulate(col_blocks.begin(), col_blocks.end(), 0);
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const bool kDoNotTranspose = false;
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CompressedRowSparseMatrix* matrix =
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CompressedRowSparseMatrix::FromTripletSparseMatrix(
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|
TripletSparseMatrix(
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num_rows, num_cols, tsm_rows, tsm_cols, tsm_values),
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kDoNotTranspose);
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(*matrix->mutable_row_blocks()) = row_blocks;
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(*matrix->mutable_col_blocks()) = col_blocks;
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matrix->set_storage_type(CompressedRowSparseMatrix::UNSYMMETRIC);
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return matrix;
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}
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} // namespace internal
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} // namespace ceres
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