Squashed 'third_party/ceres/' content from commit e51e9b4

Change-Id: I763587619d57e594d3fa158dc3a7fe0b89a1743b
git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/triplet_sparse_matrix.cc b/internal/ceres/triplet_sparse_matrix.cc
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+// 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)
+
+#include "ceres/triplet_sparse_matrix.h"
+
+#include <algorithm>
+#include <cstddef>
+
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/port.h"
+#include "ceres/random.h"
+#include "ceres/types.h"
+#include "glog/logging.h"
+
+namespace ceres {
+namespace internal {
+
+TripletSparseMatrix::TripletSparseMatrix()
+    : num_rows_(0),
+      num_cols_(0),
+      max_num_nonzeros_(0),
+      num_nonzeros_(0) {}
+
+
+TripletSparseMatrix::~TripletSparseMatrix() {}
+
+TripletSparseMatrix::TripletSparseMatrix(int num_rows,
+                                         int num_cols,
+                                         int max_num_nonzeros)
+    : num_rows_(num_rows),
+      num_cols_(num_cols),
+      max_num_nonzeros_(max_num_nonzeros),
+      num_nonzeros_(0) {
+  // All the sizes should at least be zero
+  CHECK_GE(num_rows, 0);
+  CHECK_GE(num_cols, 0);
+  CHECK_GE(max_num_nonzeros, 0);
+  AllocateMemory();
+}
+
+TripletSparseMatrix::TripletSparseMatrix(const int num_rows,
+                                         const int num_cols,
+                                         const std::vector<int>& rows,
+                                         const std::vector<int>& cols,
+                                         const std::vector<double>& values)
+    : num_rows_(num_rows),
+      num_cols_(num_cols),
+      max_num_nonzeros_(values.size()),
+      num_nonzeros_(values.size()) {
+  // All the sizes should at least be zero
+  CHECK_GE(num_rows, 0);
+  CHECK_GE(num_cols, 0);
+  CHECK_EQ(rows.size(), cols.size());
+  CHECK_EQ(rows.size(), values.size());
+  AllocateMemory();
+  std::copy(rows.begin(), rows.end(), rows_.get());
+  std::copy(cols.begin(), cols.end(), cols_.get());
+  std::copy(values.begin(), values.end(), values_.get());
+}
+
+TripletSparseMatrix::TripletSparseMatrix(const TripletSparseMatrix& orig)
+    : SparseMatrix(),
+      num_rows_(orig.num_rows_),
+      num_cols_(orig.num_cols_),
+      max_num_nonzeros_(orig.max_num_nonzeros_),
+      num_nonzeros_(orig.num_nonzeros_) {
+  AllocateMemory();
+  CopyData(orig);
+}
+
+TripletSparseMatrix& TripletSparseMatrix::operator=(
+    const TripletSparseMatrix& rhs) {
+  num_rows_ = rhs.num_rows_;
+  num_cols_ = rhs.num_cols_;
+  num_nonzeros_ = rhs.num_nonzeros_;
+  max_num_nonzeros_ = rhs.max_num_nonzeros_;
+  AllocateMemory();
+  CopyData(rhs);
+  return *this;
+}
+
+bool TripletSparseMatrix::AllTripletsWithinBounds() const {
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    if ((rows_[i] < 0) || (rows_[i] >= num_rows_) ||
+        (cols_[i] < 0) || (cols_[i] >= num_cols_))
+      return false;
+  }
+  return true;
+}
+
+void TripletSparseMatrix::Reserve(int new_max_num_nonzeros) {
+  CHECK_LE(num_nonzeros_, new_max_num_nonzeros)
+      << "Reallocation will cause data loss";
+
+  // Nothing to do if we have enough space already.
+  if (new_max_num_nonzeros <= max_num_nonzeros_)
+    return;
+
+  int* new_rows = new int[new_max_num_nonzeros];
+  int* new_cols = new int[new_max_num_nonzeros];
+  double* new_values = new double[new_max_num_nonzeros];
+
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    new_rows[i] = rows_[i];
+    new_cols[i] = cols_[i];
+    new_values[i] = values_[i];
+  }
+
+  rows_.reset(new_rows);
+  cols_.reset(new_cols);
+  values_.reset(new_values);
+
+  max_num_nonzeros_ = new_max_num_nonzeros;
+}
+
+void TripletSparseMatrix::SetZero() {
+  std::fill(values_.get(), values_.get() + max_num_nonzeros_, 0.0);
+  num_nonzeros_ = 0;
+}
+
+void TripletSparseMatrix::set_num_nonzeros(int num_nonzeros) {
+  CHECK_GE(num_nonzeros, 0);
+  CHECK_LE(num_nonzeros, max_num_nonzeros_);
+  num_nonzeros_ = num_nonzeros;
+}
+
+void TripletSparseMatrix::AllocateMemory() {
+  rows_.reset(new int[max_num_nonzeros_]);
+  cols_.reset(new int[max_num_nonzeros_]);
+  values_.reset(new double[max_num_nonzeros_]);
+}
+
+void TripletSparseMatrix::CopyData(const TripletSparseMatrix& orig) {
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    rows_[i] = orig.rows_[i];
+    cols_[i] = orig.cols_[i];
+    values_[i] = orig.values_[i];
+  }
+}
+
+void TripletSparseMatrix::RightMultiply(const double* x,  double* y) const {
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    y[rows_[i]] += values_[i]*x[cols_[i]];
+  }
+}
+
+void TripletSparseMatrix::LeftMultiply(const double* x, double* y) const {
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    y[cols_[i]] += values_[i]*x[rows_[i]];
+  }
+}
+
+void TripletSparseMatrix::SquaredColumnNorm(double* x) const {
+  CHECK(x != nullptr);
+  VectorRef(x, num_cols_).setZero();
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    x[cols_[i]] += values_[i] * values_[i];
+  }
+}
+
+void TripletSparseMatrix::ScaleColumns(const double* scale) {
+  CHECK(scale != nullptr);
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    values_[i] = values_[i] * scale[cols_[i]];
+  }
+}
+
+void TripletSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
+  dense_matrix->resize(num_rows_, num_cols_);
+  dense_matrix->setZero();
+  Matrix& m = *dense_matrix;
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    m(rows_[i], cols_[i]) += values_[i];
+  }
+}
+
+void TripletSparseMatrix::AppendRows(const TripletSparseMatrix& B) {
+  CHECK_EQ(B.num_cols(), num_cols_);
+  Reserve(num_nonzeros_ + B.num_nonzeros_);
+  for (int i = 0; i < B.num_nonzeros_; ++i) {
+    rows_.get()[num_nonzeros_] = B.rows()[i] + num_rows_;
+    cols_.get()[num_nonzeros_] = B.cols()[i];
+    values_.get()[num_nonzeros_++] = B.values()[i];
+  }
+  num_rows_ = num_rows_ + B.num_rows();
+}
+
+void TripletSparseMatrix::AppendCols(const TripletSparseMatrix& B) {
+  CHECK_EQ(B.num_rows(), num_rows_);
+  Reserve(num_nonzeros_ + B.num_nonzeros_);
+  for (int i = 0; i < B.num_nonzeros_; ++i, ++num_nonzeros_) {
+    rows_.get()[num_nonzeros_] = B.rows()[i];
+    cols_.get()[num_nonzeros_] = B.cols()[i] + num_cols_;
+    values_.get()[num_nonzeros_] = B.values()[i];
+  }
+  num_cols_ = num_cols_ + B.num_cols();
+}
+
+
+void TripletSparseMatrix::Resize(int new_num_rows, int new_num_cols) {
+  if ((new_num_rows >= num_rows_) && (new_num_cols >= num_cols_)) {
+    num_rows_  = new_num_rows;
+    num_cols_ = new_num_cols;
+    return;
+  }
+
+  num_rows_ = new_num_rows;
+  num_cols_ = new_num_cols;
+
+  int* r_ptr = rows_.get();
+  int* c_ptr = cols_.get();
+  double* v_ptr = values_.get();
+
+  int dropped_terms = 0;
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    if ((r_ptr[i] < num_rows_) && (c_ptr[i] < num_cols_)) {
+      if (dropped_terms) {
+        r_ptr[i-dropped_terms] = r_ptr[i];
+        c_ptr[i-dropped_terms] = c_ptr[i];
+        v_ptr[i-dropped_terms] = v_ptr[i];
+      }
+    } else {
+      ++dropped_terms;
+    }
+  }
+  num_nonzeros_ -= dropped_terms;
+}
+
+TripletSparseMatrix* TripletSparseMatrix::CreateSparseDiagonalMatrix(
+    const double* values, int num_rows) {
+  TripletSparseMatrix* m =
+      new TripletSparseMatrix(num_rows, num_rows, num_rows);
+  for (int i = 0; i < num_rows; ++i) {
+    m->mutable_rows()[i] = i;
+    m->mutable_cols()[i] = i;
+    m->mutable_values()[i] = values[i];
+  }
+  m->set_num_nonzeros(num_rows);
+  return m;
+}
+
+void TripletSparseMatrix::ToTextFile(FILE* file) const {
+  CHECK(file != nullptr);
+  for (int i = 0; i < num_nonzeros_; ++i) {
+    fprintf(file, "% 10d % 10d %17f\n", rows_[i], cols_[i], values_[i]);
+  }
+}
+
+TripletSparseMatrix* TripletSparseMatrix::CreateRandomMatrix(
+    const TripletSparseMatrix::RandomMatrixOptions& options) {
+  CHECK_GT(options.num_rows, 0);
+  CHECK_GT(options.num_cols, 0);
+  CHECK_GT(options.density, 0.0);
+  CHECK_LE(options.density, 1.0);
+
+  std::vector<int> rows;
+  std::vector<int> cols;
+  std::vector<double> values;
+  while (rows.empty()) {
+    rows.clear();
+    cols.clear();
+    values.clear();
+    for (int r = 0; r < options.num_rows; ++r) {
+      for (int c = 0; c < options.num_cols; ++c) {
+        if (RandDouble() <= options.density) {
+          rows.push_back(r);
+          cols.push_back(c);
+          values.push_back(RandNormal());
+        }
+      }
+    }
+  }
+
+  return new TripletSparseMatrix(
+      options.num_rows, options.num_cols, rows, cols, values);
+}
+
+}  // namespace internal
+}  // namespace ceres