GCS: Asynchronous full geometry parameter identification for Dense QR

This commit is contained in:
Abdullah Tahiri
2020-12-14 20:23:27 +01:00
committed by abdullahtahiriyo
parent 5e2a2cbbbb
commit b2fd91c333
2 changed files with 100 additions and 40 deletions

View File

@@ -3922,20 +3922,27 @@ SolverReportingManager::Manager().LogToFile("GCS::System::diagnose()\n");
#ifdef PROFILE_DIAGNOSE
Base::TimeInfo DenseQR_start_time;
#endif
int rank = 0; // rank is not cheap to retrieve from qrJT in DenseQR
Eigen::MatrixXd R;
Eigen::FullPivHouseholderQR<Eigen::MatrixXd> qrJT;
makeDenseQRDecomposition( J, jacobianconstraintmap, qrJT, rank, R);
int paramsNum = qrJT.rows();
int constrNum = qrJT.cols();
if (J.rows() > 0) {
identifyDependentGeometryParametersInTransposedJacobianDenseQRDecomposition(
qrJT,
pdiagnoselist,
paramsNum, rank);
int rank = 0; // rank is not cheap to retrieve from qrJT in DenseQR
Eigen::MatrixXd R;
Eigen::FullPivHouseholderQR<Eigen::MatrixXd> qrJT;
// Here we enforce calculating the two QR decompositions in parallel
// Care to wait() for the future before any prospective detection of conflicting/redundant, because the redundant solve
// modifies pdiagnoselist and it would not be thread-safe
//
// identifyDependentParametersSparseQR(J, jacobianconstraintmap, pdiagnoselist, true)
auto fut = std::async(std::launch::async,&System::identifyDependentParametersDenseQR,this,J,jacobianconstraintmap, pdiagnoselist, true);
makeDenseQRDecomposition( J, jacobianconstraintmap, qrJT, rank, R);
int paramsNum = qrJT.rows();
int constrNum = qrJT.cols();
// This function is legacy code that was used to obtain partial geometry dependency information from a SINGLE Dense QR
// decomposition. I am reluctant to remove it from here until everything new is well tested.
//identifyDependentGeometryParametersInTransposedJacobianDenseQRDecomposition( qrJT, pdiagnoselist, paramsNum, rank);
fut.wait(); // wait for the execution of identifyDependentParametersSparseQR to finish
dofs = paramsNum - rank; // unless overconstraint, which will be overridden below
@@ -4014,11 +4021,12 @@ SolverReportingManager::Manager().LogToFile("GCS::System::diagnose()\n");
void System::makeDenseQRDecomposition( const Eigen::MatrixXd &J,
const std::map<int,int> &jacobianconstraintmap,
Eigen::FullPivHouseholderQR<Eigen::MatrixXd>& qrJT,
int &rank, Eigen::MatrixXd & R)
int &rank, Eigen::MatrixXd & R, bool transposeJ, bool silent)
{
#ifdef _GCS_DEBUG
SolverReportingManager::Manager().LogMatrix("J",J);
if(!silent)
SolverReportingManager::Manager().LogMatrix("J",J);
#endif
#ifdef _GCS_DEBUG_SOLVER_JACOBIAN_QR_DECOMPOSITION_TRIANGULAR_MATRIX
@@ -4026,23 +4034,37 @@ void System::makeDenseQRDecomposition( const Eigen::MatrixXd &J,
Eigen::MatrixXd R2; // Intended for a trapezoidal matrix, where R is the top triangular matrix of the R2 trapezoidal matrix
#endif
int paramsNum = 0;
int constrNum = 0;
// For a transposed J SJG rows are paramsNum and cols are constrNum
// For a non-transposed J SJG rows are constrNum and cols are paramsNum
int rowsNum = 0;
int colsNum = 0;
if (J.rows() > 0) {
qrJT.compute(J.topRows(jacobianconstraintmap.size()).transpose());
//Eigen::MatrixXd Q = qrJT.matrixQ ();
paramsNum = qrJT.rows();
constrNum = qrJT.cols();
qrJT.setThreshold(qrpivotThreshold);
rank = qrJT.rank();
if (constrNum >= paramsNum)
R = qrJT.matrixQR().triangularView<Eigen::Upper>();
Eigen::MatrixXd JG;
if(transposeJ)
JG = J.topRows(jacobianconstraintmap.size()).transpose();
else
R = qrJT.matrixQR().topRows(constrNum)
.triangularView<Eigen::Upper>();
JG = J.topRows(jacobianconstraintmap.size());
if (JG.rows() > 0 && JG.cols() > 0) {
qrJT.compute(JG);
rowsNum = qrJT.rows();
colsNum = qrJT.cols();
qrJT.setThreshold(qrpivotThreshold);
rank = qrJT.rank();
if (colsNum >= rowsNum)
R = qrJT.matrixQR().triangularView<Eigen::Upper>();
else
R = qrJT.matrixQR().topRows(colsNum)
.triangularView<Eigen::Upper>();
}
else {
rowsNum = JG.rows();
colsNum = JG.cols();
}
#ifdef _GCS_DEBUG_SOLVER_JACOBIAN_QR_DECOMPOSITION_TRIANGULAR_MATRIX
R2 = qrJT.matrixQR();
@@ -4050,12 +4072,12 @@ void System::makeDenseQRDecomposition( const Eigen::MatrixXd &J,
#endif
}
if(debugMode==IterationLevel) {
SolverReportingManager::Manager().LogQRSystemInformation(*this, paramsNum, constrNum, rank);
if(debugMode==IterationLevel && !silent) {
SolverReportingManager::Manager().LogQRSystemInformation(*this, rowsNum, colsNum, rank);
}
#ifdef _GCS_DEBUG_SOLVER_JACOBIAN_QR_DECOMPOSITION_TRIANGULAR_MATRIX
if (J.rows() > 0) {
if (J.rows() > 0 && !silent) {
SolverReportingManager::Manager().LogMatrix("R", R);
SolverReportingManager::Manager().LogMatrix("R2", R2);
@@ -4151,45 +4173,71 @@ void System::makeSparseQRDecomposition( const Eigen::MatrixXd &J,
#endif // EIGEN_SPARSEQR_COMPATIBLE
}
void System::identifyDependentParametersDenseQR( const Eigen::MatrixXd &J,
const std::map<int,int> &jacobianconstraintmap,
const GCS::VEC_pD &pdiagnoselist,
bool silent)
{
Eigen::FullPivHouseholderQR<Eigen::MatrixXd> qrJ;
Eigen::MatrixXd Rparams;
int rank;
makeDenseQRDecomposition( J, jacobianconstraintmap, qrJ, rank, Rparams, false, true);
identifyDependentParameters(qrJ, Rparams, rank, pdiagnoselist, silent);
}
void System::identifyDependentParametersSparseQR( const Eigen::MatrixXd &J,
const std::map<int,int> &jacobianconstraintmap,
const GCS::VEC_pD &pdiagnoselist,
bool silent)
{
Eigen::MatrixXd Rparams;
Eigen::SparseQR<Eigen::SparseMatrix<double>, Eigen::COLAMDOrdering<int> > SqrJ;
Eigen::MatrixXd Rparams;
int nontransprank;
makeSparseQRDecomposition( J, jacobianconstraintmap, SqrJ, nontransprank, Rparams, false, true); // do not transpose allow to diagnose parameters
identifyDependentParameters(SqrJ, Rparams, nontransprank, pdiagnoselist, silent);
}
template <typename T>
void System::identifyDependentParameters( T & qrJ,
Eigen::MatrixXd &Rparams,
int rank,
const GCS::VEC_pD &pdiagnoselist,
bool silent)
{
//int constrNum = SqrJ.rows(); // this is the other way around than for the transposed J
//int paramsNum = SqrJ.cols();
eliminateNonZerosOverPivotInUpperTriangularMatrix(Rparams, nontransprank);
eliminateNonZerosOverPivotInUpperTriangularMatrix(Rparams, rank);
#ifdef _GCS_DEBUG
if(!silent)
SolverReportingManager::Manager().LogMatrix("Rparams", Rparams);
#endif
//std::vector< std::vector<double *> > dependencyGroups(SqrJ.cols()-rank);
for (int j=nontransprank; j < SqrJ.cols(); j++) {
for (int row=0; row < nontransprank; row++) {
for (int j=rank; j < qrJ.cols(); j++) {
for (int row=0; row < rank; row++) {
if (fabs(Rparams(row,j)) > 1e-10) {
int origCol = SqrJ.colsPermutation().indices()[row];
int origCol = qrJ.colsPermutation().indices()[row];
//dependencyGroups[j-rank].push_back(pdiagnoselist[origCol]);
pdependentparameters.push_back(pdiagnoselist[origCol]);
}
}
int origCol = SqrJ.colsPermutation().indices()[j];
int origCol = qrJ.colsPermutation().indices()[j];
//dependencyGroups[j-rank].push_back(pdiagnoselist[origCol]);
pdependentparameters.push_back(pdiagnoselist[origCol]);
}
}
void System::identifyDependentGeometryParametersInTransposedJacobianDenseQRDecomposition(
const Eigen::FullPivHouseholderQR<Eigen::MatrixXd>& qrJT,
const GCS::VEC_pD &pdiagnoselist,

View File

@@ -136,7 +136,7 @@ namespace GCS
void makeDenseQRDecomposition( const Eigen::MatrixXd &J,
const std::map<int,int> &jacobianconstraintmap,
Eigen::FullPivHouseholderQR<Eigen::MatrixXd>& qrJT,
int &rank, Eigen::MatrixXd &R);
int &rank, Eigen::MatrixXd &R, bool transposeJ = true, bool silent = false);
void makeSparseQRDecomposition( const Eigen::MatrixXd &J,
const std::map<int,int> &jacobianconstraintmap,
@@ -170,6 +170,18 @@ namespace GCS
const GCS::VEC_pD &pdiagnoselist,
bool silent=true);
void identifyDependentParametersDenseQR( const Eigen::MatrixXd &J,
const std::map<int,int> &jacobianconstraintmap,
const GCS::VEC_pD &pdiagnoselist,
bool silent=true);
template <typename T>
void identifyDependentParameters( T & qrJ,
Eigen::MatrixXd &Rparams,
int rank,
const GCS::VEC_pD &pdiagnoselist,
bool silent=true);
#ifdef _GCS_EXTRACT_SOLVER_SUBSYSTEM_
void extractSubsystem(SubSystem *subsys, bool isRedundantsolving);
#endif