gtsam/base/DenseQRUtil.cpp

/* ----------------------------------------------------------------------------

 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)

 * See LICENSE for the license information

 * -------------------------------------------------------------------------- */

/*
 * DenseQRUtil.cpp
 *
 *   Created on: Jul 1, 2010
 *       Author: nikai
 *  Description: the utility functions for DenseQR
 */

#include <gtsam/base/timing.h>
#include <gtsam/base/DenseQRUtil.h>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/matrix_proxy.hpp>
#include <boost/numeric/ublas/triangular.hpp>

#include <string.h> // for memcpy and memset

using namespace std;
namespace ublas = boost::numeric::ublas;

#ifdef GT_USE_LAPACK
namespace gtsam {

	/* ************************************************************************* */
	int* MakeStairs(Matrix& A) {

		const int m = A.size1();
		const int n = A.size2();
		int* Stair = new int[n];

		// record the starting pointer of each row
		double* a[m];
		list<int> remained;
		a[0] = A.data().begin();
		for(int i=0; i<m-1; i++) {
			a[i+1] = a[i] + n;
			remained.push_back(i);
		}
		remained.push_back(m-1);

		// reorder the rows
		int j;
		vector<int> sorted;
		list<int>::iterator itRemained;
		for(j = 0; j < n; ) {
			// remove the non-zero rows in the current column
			for(itRemained = remained.begin(); itRemained!=remained.end(); ) {
				if (*(a[*itRemained]) != 0) {
					sorted.push_back(*itRemained);
					itRemained = remained.erase(itRemained);
				} else {
					a[*itRemained]++;
					itRemained ++;
				}
			}

			// record the stair number
			Stair[j++] = m - remained.size();

			if(remained.empty()) break;
		}

		// all the remained columns have maximum stair
		for (; j<n; j++)
			Stair[j] = m;

		// copy the new row
		Matrix A_new = zeros(m,n);
		int offset[m];
		offset[0] = 0;
		for(int i=1; i<m; i++)
			offset[i] = offset[i-1] +n;
		vector<int>::const_iterator itSorted;
		double* ptr1 = A.data().begin();
		double* ptr2 = A_new.data().begin();
		int row = 0, sizeOfRow = n * sizeof(double);
		for(itSorted=sorted.begin(); itSorted!=sorted.end(); itSorted++, row++)
			memcpy(ptr2+offset[row], ptr1+offset[*itSorted], sizeOfRow);

		A = A_new;

		return Stair;
	}

	void printColumnMajor(const double* a, const int m, const int n) {
		for(int i=0; i<m; i++) {
			for(int j=0; j<n; j++)
				cout << a[j*m+i] << "\t";
			cout << endl;
		}
	}

	/* ************************************************************************* */
	void householder_denseqr(Matrix &A, int* Stair) {

	  tic("householder_denseqr");

		int m = A.size1();
		int n = A.size2();

		bool allocedStair = false;
		if (Stair == NULL) {
		  allocedStair = true;
			Stair = new int[n];
			for(int j=0; j<n; j++)
				Stair[j] = m;
		}

		tic("householder_denseqr: row->col");
		// convert from row major to column major
		ublas::matrix<double, ublas::column_major> Acolwise(A);
		double *a = Acolwise.data().begin();
    toc("householder_denseqr: row->col");

    tic("householder_denseqr: denseqr_front");
		int npiv = min(m,n);
		int b = min(min(m,n),32);
    double W[b*(n+b)];
		DenseQR(m, n, npiv, a, Stair, W);
    toc("householder_denseqr: denseqr_front");

    tic("householder_denseqr: col->row");
		int k0 = 0;
		int j0;
		int k;
		memset(A.data().begin(), 0, m*n*sizeof(double));
		for(int j=0; j<n; j++, k0+=m) {
			k = k0;
			j0 = min(j+1,m);
			for(int i=0; i<j0; i++, k++)
				A(i,j) = a[k];
		}

    toc("householder_denseqr: col->row");


		if(allocedStair) delete[] Stair;

		toc("householder_denseqr");
	}

	void householder_denseqr_colmajor(ublas::matrix<double, ublas::column_major>& A, int *Stair) {
    tic("householder_denseqr");

    int m = A.size1();
    int n = A.size2();

    assert(Stair != NULL);

    tic("householder_denseqr: denseqr_front");
    int npiv = min(m,n);
		int b = min(min(m,n),32);
    double W[b*(n+b)];
    DenseQR(m, n, npiv, A.data().begin(), Stair, W);
    toc("householder_denseqr: denseqr_front");
	}

} // namespace gtsam
#endif