SEXP dtTMatrix_as_dgCMatrix(SEXP x)
{
cholmod_triplet *tx = as_cholmod_triplet(x);
cholmod_sparse *cx = cholmod_triplet_to_sparse(tx, tx->nzmax, &c);
Free(tx);
/* chm_sparse_to_SEXP cholmod_frees cx */
return chm_sparse_to_SEXP(cx, 1, 0, "",
GET_SLOT(x, Matrix_DimNamesSym));
}
/* Should generalize this, also for ltT -> lgC --
* along the lines in ./TMatrix_as.c ..... or drop completely : */
SEXP dtTMatrix_as_dgCMatrix(SEXP x)
{
CHM_TR tx = AS_CHM_TR(x);
CHM_SP cx = cholmod_triplet_to_sparse(tx, tx->nzmax, &c);
R_CheckStack();
/* FIXME
* int Rkind = (tx->xtype == CHOLMOD_REAL) ? Real_kind(x) : 0;
*/
return chm_sparse_to_SEXP(cx, 1/*do_free*/, 0, /*Rkind*/ 0, "",
GET_SLOT(x, Matrix_DimNamesSym));
}
SEXP Tsparse_to_Csparse(SEXP x, SEXP tri)
{
cholmod_triplet *chxt = as_cholmod_triplet(x);
cholmod_sparse *chxs = cholmod_triplet_to_sparse(chxt, chxt->nnz, &c);
int uploT = 0; char *diag = "";
Free(chxt);
if (asLogical(tri)) { /* triangular sparse matrices */
uploT = (strcmp(CHAR(asChar(GET_SLOT(x, Matrix_uploSym))), "U")) ?
-1 : 1;
diag = CHAR(asChar(GET_SLOT(x, Matrix_diagSym)));
}
return chm_sparse_to_SEXP(chxs, 1, uploT, diag,
duplicate(GET_SLOT(x, Matrix_DimNamesSym)));
}
// doing cholesky decomposition
void Algebra::CK_decomp(Matrix &A, cholmod_factor *&L, cholmod_common *cm, size_t &peak_mem, size_t & CK_mem){
// doing factorization first
cholmod_triplet * T;
size_t n_row = A.get_row();
size_t n_col = A.get_row();
size_t nnz = A.size();
int *Ti;
int *Tj;
double *Tx;
int stype = -1;// lower triangular storage
T = cholmod_allocate_triplet(n_row, n_col, nnz, stype,
CHOLMOD_REAL, cm);
Ti = static_cast<int *>(T->i);
Tj = static_cast<int *>(T->j);
Tx = static_cast<double *>(T->x);
// copy data into T
for(size_t k=0;k<nnz;k++){
Ti[k] = A.Ti[k];
Tj[k] = A.Tj[k];
Tx[k] = A.Tx[k];
}
T->nnz = nnz;
A.Ti.clear();
A.Tj.clear();
A.Tx.clear();
cholmod_sparse * A_cholmod;
A_cholmod = cholmod_triplet_to_sparse(T, nnz, cm);
// free the triplet pointer
cholmod_free_triplet(&T, cm);
//cm->supernodal = -1;
L = cholmod_analyze(A_cholmod, cm);
//L->ordering = CHOLMOD_NATURAL;
cholmod_factorize(A_cholmod, L, cm);
//cholmod_print_factor(L, "L", cm);
//if(peak_mem < cm->memory_usage)
//peak_mem = cm->memory_usage;
//CK_mem += cm->lnz;
cholmod_free_sparse(&A_cholmod, cm);
}
/* Computes x'x or x x' -- *also* for Tsparse (triplet = TRUE)
see Csparse_Csparse_crossprod above for x'y and x y' */
SEXP Csparse_crossprod(SEXP x, SEXP trans, SEXP triplet)
{
int trip = asLogical(triplet),
tr = asLogical(trans); /* gets reversed because _aat is tcrossprod */
#ifdef AS_CHM_DIAGU2N_FIXED_FINALLY
CHM_TR cht = trip ? AS_CHM_TR(x) : (CHM_TR) NULL;
#else /* workaround needed:*/
SEXP xx = PROTECT(Tsparse_diagU2N(x));
CHM_TR cht = trip ? AS_CHM_TR__(xx) : (CHM_TR) NULL;
#endif
CHM_SP chcp, chxt,
chx = (trip ?
cholmod_triplet_to_sparse(cht, cht->nnz, &c) :
AS_CHM_SP(x));
SEXP dn = PROTECT(allocVector(VECSXP, 2));
R_CheckStack();
if (!tr) chxt = cholmod_transpose(chx, chx->xtype, &c);
chcp = cholmod_aat((!tr) ? chxt : chx, (int *) NULL, 0, chx->xtype, &c);
if(!chcp) {
UNPROTECT(1);
error(_("Csparse_crossprod(): error return from cholmod_aat()"));
}
cholmod_band_inplace(0, chcp->ncol, chcp->xtype, chcp, &c);
chcp->stype = 1;
if (trip) cholmod_free_sparse(&chx, &c);
if (!tr) cholmod_free_sparse(&chxt, &c);
SET_VECTOR_ELT(dn, 0, /* establish dimnames */
duplicate(VECTOR_ELT(GET_SLOT(x, Matrix_DimNamesSym),
(tr) ? 0 : 1)));
SET_VECTOR_ELT(dn, 1, duplicate(VECTOR_ELT(dn, 0)));
#ifdef AS_CHM_DIAGU2N_FIXED_FINALLY
UNPROTECT(1);
#else
UNPROTECT(2);
#endif
return chm_sparse_to_SEXP(chcp, 1, 0, 0, "", dn);
}
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;
}