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Diffstat (limited to 'internal/ceres/sparse_normal_cholesky_solver.cc')
-rw-r--r-- | internal/ceres/sparse_normal_cholesky_solver.cc | 253 |
1 files changed, 253 insertions, 0 deletions
diff --git a/internal/ceres/sparse_normal_cholesky_solver.cc b/internal/ceres/sparse_normal_cholesky_solver.cc new file mode 100644 index 0000000..9e00b44 --- /dev/null +++ b/internal/ceres/sparse_normal_cholesky_solver.cc @@ -0,0 +1,253 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// 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 <algorithm> +#include <cstring> +#include <ctime> + +#ifndef CERES_NO_CXSPARSE +#include "cs.h" +#endif + +#include "ceres/compressed_row_sparse_matrix.h" +#include "ceres/linear_solver.h" +#include "ceres/suitesparse.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/types.h" + +namespace ceres { +namespace internal { + +SparseNormalCholeskySolver::SparseNormalCholeskySolver( + const LinearSolver::Options& options) + : options_(options) { +#ifndef CERES_NO_SUITESPARSE + factor_ = NULL; +#endif + +#ifndef CERES_NO_CXSPARSE + cxsparse_factor_ = NULL; +#endif // CERES_NO_CXSPARSE +} + +SparseNormalCholeskySolver::~SparseNormalCholeskySolver() { +#ifndef CERES_NO_SUITESPARSE + if (factor_ != NULL) { + ss_.Free(factor_); + factor_ = NULL; + } +#endif + +#ifndef CERES_NO_CXSPARSE + if (cxsparse_factor_ != NULL) { + cxsparse_.Free(cxsparse_factor_); + cxsparse_factor_ = NULL; + } +#endif // CERES_NO_CXSPARSE +} + +LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl( + CompressedRowSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double * x) { + switch (options_.sparse_linear_algebra_library) { + case SUITE_SPARSE: + return SolveImplUsingSuiteSparse(A, b, per_solve_options, x); + case CX_SPARSE: + return SolveImplUsingCXSparse(A, b, per_solve_options, x); + default: + LOG(FATAL) << "Unknown sparse linear algebra library : " + << options_.sparse_linear_algebra_library; + } + + LOG(FATAL) << "Unknown sparse linear algebra library : " + << options_.sparse_linear_algebra_library; + return LinearSolver::Summary(); +} + +#ifndef CERES_NO_CXSPARSE +LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingCXSparse( + CompressedRowSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double * x) { + LinearSolver::Summary summary; + summary.num_iterations = 1; + const int num_cols = A->num_cols(); + Vector Atb = Vector::Zero(num_cols); + A->LeftMultiply(b, Atb.data()); + + 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. + CompressedRowSparseMatrix D(per_solve_options.D, num_cols); + A->AppendRows(D); + } + + VectorRef(x, num_cols).setZero(); + + // Wrap the augmented Jacobian in a compressed sparse column matrix. + cs_di At = cxsparse_.CreateSparseMatrixTransposeView(A); + + // Compute the normal equations. J'J delta = J'f and solve them + // using a sparse Cholesky factorization. Notice that when compared + // to SuiteSparse we have to explicitly compute the transpose of Jt, + // and then the normal equations before they can be + // factorized. CHOLMOD/SuiteSparse on the other hand can just work + // off of Jt to compute the Cholesky factorization of the normal + // equations. + cs_di* A2 = cs_transpose(&At, 1); + cs_di* AtA = cs_multiply(&At,A2); + + cxsparse_.Free(A2); + if (per_solve_options.D != NULL) { + A->DeleteRows(num_cols); + } + + // Compute symbolic factorization if not available. + if (cxsparse_factor_ == NULL) { + cxsparse_factor_ = CHECK_NOTNULL(cxsparse_.AnalyzeCholesky(AtA)); + } + + // Solve the linear system. + if (cxsparse_.SolveCholesky(AtA, cxsparse_factor_, Atb.data())) { + VectorRef(x, Atb.rows()) = Atb; + summary.termination_type = TOLERANCE; + } + + cxsparse_.Free(AtA); + return summary; +} +#else +LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingCXSparse( + CompressedRowSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double * x) { + LOG(FATAL) << "No CXSparse support in Ceres."; + + // Unreachable but MSVC does not know this. + return LinearSolver::Summary(); +} +#endif + +#ifndef CERES_NO_SUITESPARSE +LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingSuiteSparse( + CompressedRowSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double * x) { + const time_t start_time = time(NULL); + const int num_cols = A->num_cols(); + + LinearSolver::Summary summary; + Vector Atb = Vector::Zero(num_cols); + A->LeftMultiply(b, Atb.data()); + + 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. + CompressedRowSparseMatrix D(per_solve_options.D, num_cols); + A->AppendRows(D); + } + + VectorRef(x, num_cols).setZero(); + + scoped_ptr<cholmod_sparse> lhs(ss_.CreateSparseMatrixTransposeView(A)); + CHECK_NOTNULL(lhs.get()); + + cholmod_dense* rhs = ss_.CreateDenseVector(Atb.data(), num_cols, num_cols); + const time_t init_time = time(NULL); + + if (factor_ == NULL) { + if (options_.use_block_amd) { + factor_ = ss_.BlockAnalyzeCholesky(lhs.get(), + A->col_blocks(), + A->row_blocks()); + } else { + factor_ = ss_.AnalyzeCholesky(lhs.get()); + } + + if (VLOG_IS_ON(2)) { + cholmod_print_common("Symbolic Analysis", ss_.mutable_cc()); + } + } + + CHECK_NOTNULL(factor_); + + const time_t symbolic_time = time(NULL); + + cholmod_dense* sol = ss_.SolveCholesky(lhs.get(), factor_, rhs); + const time_t solve_time = time(NULL); + + ss_.Free(rhs); + rhs = NULL; + + if (per_solve_options.D != NULL) { + A->DeleteRows(num_cols); + } + + summary.num_iterations = 1; + if (sol != NULL) { + memcpy(x, sol->x, num_cols * sizeof(*x)); + + ss_.Free(sol); + sol = NULL; + summary.termination_type = TOLERANCE; + } + + const time_t cleanup_time = time(NULL); + VLOG(2) << "time (sec) total: " << (cleanup_time - start_time) + << " init: " << (init_time - start_time) + << " symbolic: " << (symbolic_time - init_time) + << " solve: " << (solve_time - symbolic_time) + << " cleanup: " << (cleanup_time - solve_time); + return summary; +} +#else +LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingSuiteSparse( + CompressedRowSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double * x) { + LOG(FATAL) << "No SuiteSparse support in Ceres."; + + // Unreachable but MSVC does not know this. + return LinearSolver::Summary(); +} +#endif + +} // namespace internal +} // namespace ceres |