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-rw-r--r--internal/ceres/dense_qr_solver.cc81
1 files changed, 78 insertions, 3 deletions
diff --git a/internal/ceres/dense_qr_solver.cc b/internal/ceres/dense_qr_solver.cc
index 1fb9709..d76d58b 100644
--- a/internal/ceres/dense_qr_solver.cc
+++ b/internal/ceres/dense_qr_solver.cc
@@ -30,12 +30,13 @@
#include "ceres/dense_qr_solver.h"
-#include <cstddef>
+#include <cstddef>
#include "Eigen/Dense"
#include "ceres/dense_sparse_matrix.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/scoped_ptr.h"
+#include "ceres/lapack.h"
#include "ceres/linear_solver.h"
#include "ceres/types.h"
#include "ceres/wall_time.h"
@@ -44,13 +45,87 @@ namespace ceres {
namespace internal {
DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options)
- : options_(options) {}
+ : options_(options) {
+ work_.resize(1);
+}
LinearSolver::Summary DenseQRSolver::SolveImpl(
DenseSparseMatrix* A,
const double* b,
const LinearSolver::PerSolveOptions& per_solve_options,
double* x) {
+ if (options_.dense_linear_algebra_library_type == EIGEN) {
+ return SolveUsingEigen(A, b, per_solve_options, x);
+ } else {
+ return SolveUsingLAPACK(A, b, per_solve_options, x);
+ }
+}
+LinearSolver::Summary DenseQRSolver::SolveUsingLAPACK(
+ DenseSparseMatrix* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double* x) {
+ EventLogger event_logger("DenseQRSolver::Solve");
+
+ const int num_rows = A->num_rows();
+ const int num_cols = A->num_cols();
+
+ 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.
+ A->AppendDiagonal(per_solve_options.D);
+ }
+
+ // TODO(sameeragarwal): Since we are copying anyways, the diagonal
+ // can be appended to the matrix instead of doing it on A.
+ lhs_ = A->matrix();
+
+ if (per_solve_options.D != NULL) {
+ // Undo the modifications to the matrix A.
+ A->RemoveDiagonal();
+ }
+
+ // rhs = [b;0] to account for the additional rows in the lhs.
+ if (rhs_.rows() != lhs_.rows()) {
+ rhs_.resize(lhs_.rows());
+ }
+ rhs_.setZero();
+ rhs_.head(num_rows) = ConstVectorRef(b, num_rows);
+
+ if (work_.rows() == 1) {
+ const int work_size =
+ LAPACK::EstimateWorkSizeForQR(lhs_.rows(), lhs_.cols());
+ VLOG(3) << "Working memory for Dense QR factorization: "
+ << work_size * sizeof(double);
+ work_.resize(work_size);
+ }
+
+ const int info = LAPACK::SolveUsingQR(lhs_.rows(),
+ lhs_.cols(),
+ lhs_.data(),
+ work_.rows(),
+ work_.data(),
+ rhs_.data());
+ event_logger.AddEvent("Solve");
+
+ LinearSolver::Summary summary;
+ summary.num_iterations = 1;
+ if (info == 0) {
+ VectorRef(x, num_cols) = rhs_.head(num_cols);
+ summary.termination_type = TOLERANCE;
+ } else {
+ summary.termination_type = FAILURE;
+ }
+
+ event_logger.AddEvent("TearDown");
+ return summary;
+}
+
+LinearSolver::Summary DenseQRSolver::SolveUsingEigen(
+ DenseSparseMatrix* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double* x) {
EventLogger event_logger("DenseQRSolver::Solve");
const int num_rows = A->num_rows();
@@ -73,7 +148,7 @@ LinearSolver::Summary DenseQRSolver::SolveImpl(
event_logger.AddEvent("Setup");
// Solve the system.
- VectorRef(x, num_cols) = A->matrix().colPivHouseholderQr().solve(rhs_);
+ VectorRef(x, num_cols) = A->matrix().householderQr().solve(rhs_);
event_logger.AddEvent("Solve");
if (per_solve_options.D != NULL) {