// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2017 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/sparse_normal_cholesky_solver.h" #include #include #include #include "ceres/block_sparse_matrix.h" #include "ceres/inner_product_computer.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_solver.h" #include "ceres/sparse_cholesky.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "ceres/wall_time.h" namespace ceres { namespace internal { SparseNormalCholeskySolver::SparseNormalCholeskySolver( const LinearSolver::Options& options) : options_(options) { sparse_cholesky_.reset( SparseCholesky::Create(options_.sparse_linear_algebra_library_type, options_.use_postordering ? AMD : NATURAL)); } SparseNormalCholeskySolver::~SparseNormalCholeskySolver() {} LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl( BlockSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { EventLogger event_logger("SparseNormalCholeskySolver::Solve"); LinearSolver::Summary summary; summary.num_iterations = 1; summary.termination_type = LINEAR_SOLVER_SUCCESS; summary.message = "Success."; const int num_cols = A->num_cols(); VectorRef(x, num_cols).setZero(); A->LeftMultiply(b, x); event_logger.AddEvent("Compute RHS"); if (per_solve_options.D != NULL) { // Temporarily append a diagonal block to the A matrix, but undo // it before returning the matrix to the user. scoped_ptr regularizer; regularizer.reset(BlockSparseMatrix::CreateDiagonalMatrix( per_solve_options.D, A->block_structure()->cols)); event_logger.AddEvent("Diagonal"); A->AppendRows(*regularizer); event_logger.AddEvent("Append"); } event_logger.AddEvent("Append Rows"); if (inner_product_computer_.get() == NULL) { inner_product_computer_.reset( InnerProductComputer::Create(*A, sparse_cholesky_->StorageType())); event_logger.AddEvent("InnerProductComputer::Create"); } inner_product_computer_->Compute(); event_logger.AddEvent("InnerProductComputer::Compute"); // TODO(sameeragarwal): if (per_solve_options.D != NULL) { A->DeleteRowBlocks(A->block_structure()->cols.size()); } summary.termination_type = sparse_cholesky_->FactorAndSolve( inner_product_computer_->mutable_result(), x, x, &summary.message); event_logger.AddEvent("Factor & Solve"); return summary; } } // namespace internal } // namespace ceres