// Ceres Solver - A fast non-linear least squares minimizer // Copyright 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: keir@google.com (Keir Mierle) #include "ceres/cgnr_solver.h" #include "ceres/block_jacobi_preconditioner.h" #include "ceres/cgnr_linear_operator.h" #include "ceres/conjugate_gradients_solver.h" #include "ceres/linear_solver.h" #include "ceres/wall_time.h" #include "glog/logging.h" namespace ceres { namespace internal { CgnrSolver::CgnrSolver(const LinearSolver::Options& options) : options_(options), preconditioner_(NULL) { } LinearSolver::Summary CgnrSolver::SolveImpl( BlockSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { EventLogger event_logger("CgnrSolver::Solve"); // Form z = Atb. scoped_array z(new double[A->num_cols()]); std::fill(z.get(), z.get() + A->num_cols(), 0.0); A->LeftMultiply(b, z.get()); // Precondition if necessary. LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options; if (options_.preconditioner_type == JACOBI) { if (preconditioner_.get() == NULL) { preconditioner_.reset(new BlockJacobiPreconditioner(*A)); } preconditioner_->Update(*A, per_solve_options.D); cg_per_solve_options.preconditioner = preconditioner_.get(); } else if (options_.preconditioner_type != IDENTITY) { LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners."; } // Solve (AtA + DtD)x = z (= Atb). std::fill(x, x + A->num_cols(), 0.0); CgnrLinearOperator lhs(*A, per_solve_options.D); event_logger.AddEvent("Setup"); ConjugateGradientsSolver conjugate_gradient_solver(options_); LinearSolver::Summary summary = conjugate_gradient_solver.Solve(&lhs, z.get(), cg_per_solve_options, x); event_logger.AddEvent("Solve"); return summary; } } // namespace internal } // namespace ceres