// 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: strandmark@google.com (Petter Strandmark) // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifndef CERES_NO_CXSPARSE #include "ceres/cxsparse.h" #include #include #include "ceres/compressed_col_sparse_matrix_utils.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/triplet_sparse_matrix.h" #include "glog/logging.h" namespace ceres { namespace internal { using std::vector; CXSparse::CXSparse() : scratch_(NULL), scratch_size_(0) {} CXSparse::~CXSparse() { if (scratch_size_ > 0) { cs_di_free(scratch_); } } csn* CXSparse::Cholesky(cs_di* A, cs_dis* symbolic_factor) { return cs_di_chol(A, symbolic_factor); } void CXSparse::Solve(cs_dis* symbolic_factor, csn* numeric_factor, double* b) { // Make sure we have enough scratch space available. const int num_cols = numeric_factor->L->n; if (scratch_size_ < num_cols) { if (scratch_size_ > 0) { cs_di_free(scratch_); } scratch_ = reinterpret_cast(cs_di_malloc(num_cols, sizeof(CS_ENTRY))); scratch_size_ = num_cols; } // When the Cholesky factor succeeded, these methods are // guaranteed to succeeded as well. In the comments below, "x" // refers to the scratch space. // // Set x = P * b. CHECK(cs_di_ipvec(symbolic_factor->pinv, b, scratch_, num_cols)); // Set x = L \ x. CHECK(cs_di_lsolve(numeric_factor->L, scratch_)); // Set x = L' \ x. CHECK(cs_di_ltsolve(numeric_factor->L, scratch_)); // Set b = P' * x. CHECK(cs_di_pvec(symbolic_factor->pinv, scratch_, b, num_cols)); } bool CXSparse::SolveCholesky(cs_di* lhs, double* rhs_and_solution) { return cs_cholsol(1, lhs, rhs_and_solution); } cs_dis* CXSparse::AnalyzeCholesky(cs_di* A) { // order = 1 for Cholesky factor. return cs_schol(1, A); } cs_dis* CXSparse::AnalyzeCholeskyWithNaturalOrdering(cs_di* A) { // order = 0 for Natural ordering. return cs_schol(0, A); } cs_dis* CXSparse::BlockAnalyzeCholesky(cs_di* A, const vector& row_blocks, const vector& col_blocks) { const int num_row_blocks = row_blocks.size(); const int num_col_blocks = col_blocks.size(); vector block_rows; vector block_cols; CompressedColumnScalarMatrixToBlockMatrix( A->i, A->p, row_blocks, col_blocks, &block_rows, &block_cols); cs_di block_matrix; block_matrix.m = num_row_blocks; block_matrix.n = num_col_blocks; block_matrix.nz = -1; block_matrix.nzmax = block_rows.size(); block_matrix.p = &block_cols[0]; block_matrix.i = &block_rows[0]; block_matrix.x = NULL; int* ordering = cs_amd(1, &block_matrix); vector block_ordering(num_row_blocks, -1); std::copy(ordering, ordering + num_row_blocks, &block_ordering[0]); cs_free(ordering); vector scalar_ordering; BlockOrderingToScalarOrdering(row_blocks, block_ordering, &scalar_ordering); cs_dis* symbolic_factor = reinterpret_cast(cs_calloc(1, sizeof(cs_dis))); symbolic_factor->pinv = cs_pinv(&scalar_ordering[0], A->n); cs* permuted_A = cs_symperm(A, symbolic_factor->pinv, 0); symbolic_factor->parent = cs_etree(permuted_A, 0); int* postordering = cs_post(symbolic_factor->parent, A->n); int* column_counts = cs_counts(permuted_A, symbolic_factor->parent, postordering, 0); cs_free(postordering); cs_spfree(permuted_A); symbolic_factor->cp = (int*)cs_malloc(A->n + 1, sizeof(int)); symbolic_factor->lnz = cs_cumsum(symbolic_factor->cp, column_counts, A->n); symbolic_factor->unz = symbolic_factor->lnz; cs_free(column_counts); if (symbolic_factor->lnz < 0) { cs_sfree(symbolic_factor); symbolic_factor = NULL; } return symbolic_factor; } cs_di CXSparse::CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A) { cs_di At; At.m = A->num_cols(); At.n = A->num_rows(); At.nz = -1; At.nzmax = A->num_nonzeros(); At.p = A->mutable_rows(); At.i = A->mutable_cols(); At.x = A->mutable_values(); return At; } cs_di* CXSparse::CreateSparseMatrix(TripletSparseMatrix* tsm) { cs_di_sparse tsm_wrapper; tsm_wrapper.nzmax = tsm->num_nonzeros(); tsm_wrapper.nz = tsm->num_nonzeros(); tsm_wrapper.m = tsm->num_rows(); tsm_wrapper.n = tsm->num_cols(); tsm_wrapper.p = tsm->mutable_cols(); tsm_wrapper.i = tsm->mutable_rows(); tsm_wrapper.x = tsm->mutable_values(); return cs_compress(&tsm_wrapper); } void CXSparse::ApproximateMinimumDegreeOrdering(cs_di* A, int* ordering) { int* cs_ordering = cs_amd(1, A); std::copy(cs_ordering, cs_ordering + A->m, ordering); cs_free(cs_ordering); } cs_di* CXSparse::TransposeMatrix(cs_di* A) { return cs_di_transpose(A, 1); } cs_di* CXSparse::MatrixMatrixMultiply(cs_di* A, cs_di* B) { return cs_di_multiply(A, B); } void CXSparse::Free(cs_di* sparse_matrix) { cs_di_spfree(sparse_matrix); } void CXSparse::Free(cs_dis* symbolic_factor) { cs_di_sfree(symbolic_factor); } void CXSparse::Free(csn* numeric_factor) { cs_di_nfree(numeric_factor); } CXSparseCholesky* CXSparseCholesky::Create(const OrderingType ordering_type) { return new CXSparseCholesky(ordering_type); } CompressedRowSparseMatrix::StorageType CXSparseCholesky::StorageType() const { return CompressedRowSparseMatrix::LOWER_TRIANGULAR; } CXSparseCholesky::CXSparseCholesky(const OrderingType ordering_type) : ordering_type_(ordering_type), symbolic_factor_(NULL), numeric_factor_(NULL) {} CXSparseCholesky::~CXSparseCholesky() { FreeSymbolicFactorization(); FreeNumericFactorization(); } LinearSolverTerminationType CXSparseCholesky::Factorize( CompressedRowSparseMatrix* lhs, std::string* message) { CHECK_EQ(lhs->storage_type(), StorageType()); if (lhs == NULL) { *message = "Failure: Input lhs is NULL."; return LINEAR_SOLVER_FATAL_ERROR; } cs_di cs_lhs = cs_.CreateSparseMatrixTransposeView(lhs); if (symbolic_factor_ == NULL) { if (ordering_type_ == NATURAL) { symbolic_factor_ = cs_.AnalyzeCholeskyWithNaturalOrdering(&cs_lhs); } else { if (!lhs->col_blocks().empty() && !(lhs->row_blocks().empty())) { symbolic_factor_ = cs_.BlockAnalyzeCholesky( &cs_lhs, lhs->col_blocks(), lhs->row_blocks()); } else { symbolic_factor_ = cs_.AnalyzeCholesky(&cs_lhs); } } if (symbolic_factor_ == NULL) { *message = "CXSparse Failure : Symbolic factorization failed."; return LINEAR_SOLVER_FATAL_ERROR; } } FreeNumericFactorization(); numeric_factor_ = cs_.Cholesky(&cs_lhs, symbolic_factor_); if (numeric_factor_ == NULL) { *message = "CXSparse Failure : Numeric factorization failed."; return LINEAR_SOLVER_FAILURE; } return LINEAR_SOLVER_SUCCESS; } LinearSolverTerminationType CXSparseCholesky::Solve(const double* rhs, double* solution, std::string* message) { CHECK(numeric_factor_ != NULL) << "Solve called without a call to Factorize first."; const int num_cols = numeric_factor_->L->n; memcpy(solution, rhs, num_cols * sizeof(*solution)); cs_.Solve(symbolic_factor_, numeric_factor_, solution); return LINEAR_SOLVER_SUCCESS; } void CXSparseCholesky::FreeSymbolicFactorization() { if (symbolic_factor_ != NULL) { cs_.Free(symbolic_factor_); symbolic_factor_ = NULL; } } void CXSparseCholesky::FreeNumericFactorization() { if (numeric_factor_ != NULL) { cs_.Free(numeric_factor_); numeric_factor_ = NULL; } } } // namespace internal } // namespace ceres #endif // CERES_NO_CXSPARSE