bool SparseOptimizerIncremental::updateInitialization(HyperGraph::VertexSet& vset, HyperGraph::EdgeSet& eset)
  {
    if (batchStep) {
      return SparseOptimizerOnline::updateInitialization(vset, eset);
    }

    for (HyperGraph::VertexSet::iterator it = vset.begin(); it != vset.end(); ++it) {
      OptimizableGraph::Vertex* v = static_cast<OptimizableGraph::Vertex*>(*it);
      v->clearQuadraticForm(); // be sure that b is zero for this vertex
    }

    // get the touched vertices
    _touchedVertices.clear();
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      OptimizableGraph::Vertex* v1 = static_cast<OptimizableGraph::Vertex*>(e->vertices()[0]);
      OptimizableGraph::Vertex* v2 = static_cast<OptimizableGraph::Vertex*>(e->vertices()[1]);
      if (! v1->fixed())
        _touchedVertices.insert(v1);
      if (! v2->fixed())
        _touchedVertices.insert(v2);
    }
    //cerr << PVAR(_touchedVertices.size()) << endl;

    // updating the internal structures
    std::vector<HyperGraph::Vertex*> newVertices;
    newVertices.reserve(vset.size());
    _activeVertices.reserve(_activeVertices.size() + vset.size());
    _activeEdges.reserve(_activeEdges.size() + eset.size());
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it)
      _activeEdges.push_back(static_cast<OptimizableGraph::Edge*>(*it));
    //cerr << "updating internal done." << endl;

    // update the index mapping
    size_t next = _ivMap.size();
    for (HyperGraph::VertexSet::iterator it = vset.begin(); it != vset.end(); ++it) {
      OptimizableGraph::Vertex* v=static_cast<OptimizableGraph::Vertex*>(*it);
      if (! v->fixed()){
        if (! v->marginalized()){
          v->setHessianIndex(next);
          _ivMap.push_back(v);
          newVertices.push_back(v);
          _activeVertices.push_back(v);
          next++;
        } 
        else // not supported right now
          abort();
      }
      else {
        v->setHessianIndex(-1);
      }
    }
    //cerr << "updating index mapping done." << endl;

    // backup the tempindex and prepare sorting structure
    VertexBackup backupIdx[_touchedVertices.size()];
    memset(backupIdx, 0, sizeof(VertexBackup) * _touchedVertices.size());
    int idx = 0;
    for (HyperGraph::VertexSet::iterator it = _touchedVertices.begin(); it != _touchedVertices.end(); ++it) {
      OptimizableGraph::Vertex* v = static_cast<OptimizableGraph::Vertex*>(*it);
      backupIdx[idx].hessianIndex = v->hessianIndex();
      backupIdx[idx].vertex = v;
      backupIdx[idx].hessianData = v->hessianData();
      ++idx;
    }
    sort(backupIdx, backupIdx + _touchedVertices.size()); // sort according to the hessianIndex which is the same order as used later by the optimizer
    for (int i = 0; i < idx; ++i) {
      backupIdx[i].vertex->setHessianIndex(i);
    }
    //cerr << "backup tempindex done." << endl;

    // building the structure of the update
    _updateMat.clear(true); // get rid of the old matrix structure
    _updateMat.rowBlockIndices().clear();
    _updateMat.colBlockIndices().clear();
    _updateMat.blockCols().clear();

    // placing the current stuff in _updateMat
    MatrixXd* lastBlock = 0;
    int sizePoses = 0;
    for (int i = 0; i < idx; ++i) {
      OptimizableGraph::Vertex* v = backupIdx[i].vertex;
      int dim = v->dimension();
      sizePoses+=dim;
      _updateMat.rowBlockIndices().push_back(sizePoses);
      _updateMat.colBlockIndices().push_back(sizePoses);
      _updateMat.blockCols().push_back(SparseBlockMatrix<MatrixXd>::IntBlockMap());
      int ind = v->hessianIndex();
      //cerr << PVAR(ind) << endl;
      if (ind >= 0) {
        MatrixXd* m = _updateMat.block(ind, ind, true);
        v->mapHessianMemory(m->data());
        lastBlock = m;
      }
    }
    lastBlock->diagonal().array() += 1e-6; // HACK to get Eigen value > 0


    for (HyperGraph::EdgeSet::const_iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      OptimizableGraph::Vertex* v1 = (OptimizableGraph::Vertex*) e->vertices()[0];
      OptimizableGraph::Vertex* v2 = (OptimizableGraph::Vertex*) e->vertices()[1];

      int ind1 = v1->hessianIndex();
      if (ind1 == -1)
        continue;
      int ind2 = v2->hessianIndex();
      if (ind2 == -1)
        continue;
      bool transposedBlock = ind1 > ind2;
      if (transposedBlock) // make sure, we allocate the upper triangular block
        swap(ind1, ind2);

      MatrixXd* m = _updateMat.block(ind1, ind2, true);
      e->mapHessianMemory(m->data(), 0, 1, transposedBlock);
    }

    // build the system into _updateMat
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge * e = static_cast<OptimizableGraph::Edge*>(*it);
      e->computeError();
    }
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      e->linearizeOplus();
    }
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      e->constructQuadraticForm();
    }

    // restore the original data for the vertex
    for (int i = 0; i < idx; ++i) {
      backupIdx[i].vertex->setHessianIndex(backupIdx[i].hessianIndex);
      if (backupIdx[i].hessianData)
        backupIdx[i].vertex->mapHessianMemory(backupIdx[i].hessianData);
    }

    // update the structure of the real block matrix
    bool solverStatus = _algorithm->updateStructure(newVertices, eset);

    bool updateStatus = computeCholeskyUpdate();
    if (! updateStatus) {
      cerr << "Error while computing update" << endl;
    }

    cholmod_sparse* updateAsSparseFactor = cholmod_factor_to_sparse(_cholmodFactor, &_cholmodCommon);

    // convert CCS update by permuting back to the permutation of L
    if (updateAsSparseFactor->nzmax > _permutedUpdate->nzmax) {
      //cerr << "realloc _permutedUpdate" << endl;
      cholmod_reallocate_triplet(updateAsSparseFactor->nzmax, _permutedUpdate, &_cholmodCommon);
    }
    _permutedUpdate->nnz = 0;
    _permutedUpdate->nrow = _permutedUpdate->ncol = _L->n;
    {
      int* Ap = (int*)updateAsSparseFactor->p;
      int* Ai = (int*)updateAsSparseFactor->i;
      double* Ax = (double*)updateAsSparseFactor->x;
      int* Bj = (int*)_permutedUpdate->j;
      int* Bi = (int*)_permutedUpdate->i;
      double* Bx = (double*)_permutedUpdate->x;
      for (size_t c = 0; c < updateAsSparseFactor->ncol; ++c) {
        const int& rbeg = Ap[c];
        const int& rend = Ap[c+1];
        int cc = c / slamDimension;
        int coff = c % slamDimension;
        const int& cbase = backupIdx[cc].vertex->colInHessian();
        const int& ccol = _perm(cbase + coff);
        for (int j = rbeg; j < rend; j++) {
          const int& r = Ai[j];
          const double& val = Ax[j];

          int rr = r / slamDimension;
          int roff = r % slamDimension;
          const int& rbase = backupIdx[rr].vertex->colInHessian();
          
          int row = _perm(rbase + roff);
          int col = ccol;
          if (col > row) // lower triangular entry
            swap(col, row);
          Bi[_permutedUpdate->nnz] = row;
          Bj[_permutedUpdate->nnz] = col;
          Bx[_permutedUpdate->nnz] = val;
          ++_permutedUpdate->nnz;
        }
      }
    }
    cholmod_free_sparse(&updateAsSparseFactor, &_cholmodCommon);

#if 0
    cholmod_sparse* updatePermuted = cholmod_triplet_to_sparse(_permutedUpdate, _permutedUpdate->nnz, &_cholmodCommon);
    //writeCCSMatrix("update-permuted.txt", updatePermuted->nrow, updatePermuted->ncol, (int*)updatePermuted->p, (int*)updatePermuted->i, (double*)updatePermuted->x, false);
    _solverInterface->choleskyUpdate(updatePermuted);
    cholmod_free_sparse(&updatePermuted, &_cholmodCommon);
#else
    convertTripletUpdateToSparse();
    _solverInterface->choleskyUpdate(_permutedUpdateAsSparse);
#endif

    return solverStatus;
  }
Esempio n. 2
0
/**
 * Populate ans with the pointers from x and modify its scalar
 * elements accordingly. Note that later changes to the contents of
 * ans will change the contents of the SEXP.
 *
 * In most cases this function is called through the macros
 * AS_CHM_TR() or AS_CHM_TR__().  It is unusual to call it directly.
 *
 * @param ans a CHM_TR pointer
 * @param x pointer to an object that inherits from TsparseMatrix
 * @param check_Udiag boolean - should a check for (and consequent
 *  expansion of) a unit diagonal be performed.
 *
 * @return ans containing pointers to the slots of x, *unless*
 *	check_Udiag and x is unitriangular.
 */
CHM_TR as_cholmod_triplet(CHM_TR ans, SEXP x, Rboolean check_Udiag)
{
    static const char *valid[] = { MATRIX_VALID_Tsparse, ""};
    int ctype = R_check_class_etc(x, valid),
	*dims = INTEGER(GET_SLOT(x, Matrix_DimSym));
    SEXP islot = GET_SLOT(x, Matrix_iSym);
    int m = LENGTH(islot);
    Rboolean do_Udiag = (check_Udiag && ctype % 3 == 2 && (*diag_P(x) == 'U'));
    if (ctype < 0) error(_("invalid class of object to as_cholmod_triplet"));

    memset(ans, 0, sizeof(cholmod_triplet)); /* zero the struct */

    ans->itype = CHOLMOD_INT;	/* characteristics of the system */
    ans->dtype = CHOLMOD_DOUBLE;
				/* nzmax, dimensions, types and slots : */
    ans->nnz = ans->nzmax = m;
    ans->nrow = dims[0];
    ans->ncol = dims[1];
    ans->stype = stype(ctype, x);
    ans->xtype = xtype(ctype);
    ans->i = (void *) INTEGER(islot);
    ans->j = (void *) INTEGER(GET_SLOT(x, Matrix_jSym));
    ans->x = xpt(ctype, x);

    if(do_Udiag) {
	/* diagU2N(.) "in place", similarly to Tsparse_diagU2N [./Tsparse.c]
	   (but without new SEXP): */
	int k = m + dims[0];
	CHM_TR tmp = cholmod_l_copy_triplet(ans, &cl);
	int *a_i, *a_j;

	if(!cholmod_reallocate_triplet((size_t) k, tmp, &cl))
	    error(_("as_cholmod_triplet(): could not reallocate for internal diagU2N()"
		      ));

	/* TODO? instead of copy_triplet() & reallocate_triplet()
	 * ---- allocate to correct length + Memcpy() here, as in
	 * Tsparse_diagU2N() & chTr2Ralloc() below */
	a_i = tmp->i;
	a_j = tmp->j;
	/* add (@i, @j)[k+m] = k, @x[k+m] = 1.   for k = 0,..,(n-1) */
	for(k=0; k < dims[0]; k++) {
	    a_i[k+m] = k;
	    a_j[k+m] = k;

	    switch(ctype / 3) {
	    case 0: { /* "d" */
		double *a_x = tmp->x;
		a_x[k+m] = 1.;
		break;
	    }
	    case 1: { /* "l" */
		int *a_x = tmp->x;
		a_x[k+m] = 1;
		break;
	    }
	    case 2: /* "n" */
		break;
	    case 3: { /* "z" */
		double *a_x = tmp->x;
		a_x[2*(k+m)  ] = 1.;
		a_x[2*(k+m)+1] = 0.;
		break;
	    }
	    }
	} /* for(k) */

	chTr2Ralloc(ans, tmp);
	cholmod_l_free_triplet(&tmp, &c);

    } /* else :
       * NOTE: if(*diag_P(x) == 'U'), the diagonal is lost (!);
       * ---- that may be ok, e.g. if we are just converting from/to Tsparse,
       *      but is *not* at all ok, e.g. when used before matrix products */

    return ans;
}