Blame internal/ceres/cxsparse.h

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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//   this list of conditions and the following disclaimer in the documentation
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//   and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: strandmark@google.com (Petter Strandmark)
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#ifndef CERES_INTERNAL_CXSPARSE_H_
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#define CERES_INTERNAL_CXSPARSE_H_
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// This include must come before any #ifndef check on Ceres compile options.
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#include "ceres/internal/port.h"
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#ifndef CERES_NO_CXSPARSE
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#include <string>
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#include <vector>
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#include "ceres/linear_solver.h"
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#include "ceres/sparse_cholesky.h"
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#include "cs.h"
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namespace ceres {
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namespace internal {
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class CompressedRowSparseMatrix;
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class TripletSparseMatrix;
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// This object provides access to solving linear systems using Cholesky
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// factorization with a known symbolic factorization. This features does not
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// explicity exist in CXSparse. The methods in the class are nonstatic because
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// the class manages internal scratch space.
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class CXSparse {
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 public:
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  CXSparse();
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  ~CXSparse();
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  // Solve the system lhs * solution = rhs in place by using an
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  // approximate minimum degree fill reducing ordering.
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  bool SolveCholesky(cs_di* lhs, double* rhs_and_solution);
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  // Solves a linear system given its symbolic and numeric factorization.
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  void Solve(cs_dis* symbolic_factor,
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             csn* numeric_factor,
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             double* rhs_and_solution);
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  // Compute the numeric Cholesky factorization of A, given its
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  // symbolic factorization.
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  //
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  // Caller owns the result.
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  csn* Cholesky(cs_di* A, cs_dis* symbolic_factor);
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  // Creates a sparse matrix from a compressed-column form. No memory is
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  // allocated or copied; the structure A is filled out with info from the
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  // argument.
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  cs_di CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A);
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  // Creates a new matrix from a triplet form. Deallocate the returned matrix
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  // with Free. May return NULL if the compression or allocation fails.
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  cs_di* CreateSparseMatrix(TripletSparseMatrix* A);
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  // B = A'
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  //
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  // The returned matrix should be deallocated with Free when not used
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  // anymore.
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  cs_di* TransposeMatrix(cs_di* A);
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  // C = A * B
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  //
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  // The returned matrix should be deallocated with Free when not used
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  // anymore.
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  cs_di* MatrixMatrixMultiply(cs_di* A, cs_di* B);
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  // Computes a symbolic factorization of A that can be used in SolveCholesky.
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  //
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  // The returned matrix should be deallocated with Free when not used anymore.
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  cs_dis* AnalyzeCholesky(cs_di* A);
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  // Computes a symbolic factorization of A that can be used in
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  // SolveCholesky, but does not compute a fill-reducing ordering.
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  //
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  // The returned matrix should be deallocated with Free when not used anymore.
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  cs_dis* AnalyzeCholeskyWithNaturalOrdering(cs_di* A);
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  // Computes a symbolic factorization of A that can be used in
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  // SolveCholesky. The difference from AnalyzeCholesky is that this
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  // function first detects the block sparsity of the matrix using
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  // information about the row and column blocks and uses this block
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  // sparse matrix to find a fill-reducing ordering. This ordering is
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  // then used to find a symbolic factorization. This can result in a
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  // significant performance improvement AnalyzeCholesky on block
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  // sparse matrices.
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  //
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  // The returned matrix should be deallocated with Free when not used
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  // anymore.
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  cs_dis* BlockAnalyzeCholesky(cs_di* A,
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                               const std::vector<int>& row_blocks,
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                               const std::vector<int>& col_blocks);
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  // Compute an fill-reducing approximate minimum degree ordering of
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  // the matrix A. ordering should be non-NULL and should point to
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  // enough memory to hold the ordering for the rows of A.
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  void ApproximateMinimumDegreeOrdering(cs_di* A, int* ordering);
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  void Free(cs_di* sparse_matrix);
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  void Free(cs_dis* symbolic_factorization);
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  void Free(csn* numeric_factorization);
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 private:
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  // Cached scratch space
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  CS_ENTRY* scratch_;
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  int scratch_size_;
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};
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// An implementation of SparseCholesky interface using the CXSparse
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// library.
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class CXSparseCholesky : public SparseCholesky {
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 public:
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  // Factory
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  static CXSparseCholesky* Create(const OrderingType ordering_type);
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  // SparseCholesky interface.
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  virtual ~CXSparseCholesky();
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  virtual CompressedRowSparseMatrix::StorageType StorageType() const;
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  virtual LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs,
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                                                std::string* message);
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  virtual LinearSolverTerminationType Solve(const double* rhs,
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                                            double* solution,
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                                            std::string* message);
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 private:
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  CXSparseCholesky(const OrderingType ordering_type);
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  void FreeSymbolicFactorization();
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  void FreeNumericFactorization();
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  const OrderingType ordering_type_;
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  CXSparse cs_;
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  cs_dis* symbolic_factor_;
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  csn* numeric_factor_;
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};
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}  // namespace internal
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}  // namespace ceres
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#else   // CERES_NO_CXSPARSE
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typedef void cs_dis;
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class CXSparse {
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 public:
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  void Free(void* arg) {}
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};
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#endif  // CERES_NO_CXSPARSE
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#endif  // CERES_INTERNAL_CXSPARSE_H_