| // 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: sameeragarwal@google.com (Sameer Agarwal) | 
 |  | 
 | #include "ceres/internal/port.h" | 
 |  | 
 | #include <algorithm> | 
 | #include <ctime> | 
 | #include <set> | 
 | #include <sstream> | 
 | #include <vector> | 
 |  | 
 | #include "ceres/block_random_access_dense_matrix.h" | 
 | #include "ceres/block_random_access_matrix.h" | 
 | #include "ceres/block_random_access_sparse_matrix.h" | 
 | #include "ceres/block_sparse_matrix.h" | 
 | #include "ceres/block_structure.h" | 
 | #include "ceres/conjugate_gradients_solver.h" | 
 | #include "ceres/cxsparse.h" | 
 | #include "ceres/detect_structure.h" | 
 | #include "ceres/internal/eigen.h" | 
 | #include "ceres/internal/scoped_ptr.h" | 
 | #include "ceres/lapack.h" | 
 | #include "ceres/linear_solver.h" | 
 | #include "ceres/schur_complement_solver.h" | 
 | #include "ceres/suitesparse.h" | 
 | #include "ceres/triplet_sparse_matrix.h" | 
 | #include "ceres/types.h" | 
 | #include "ceres/wall_time.h" | 
 | #include "Eigen/Dense" | 
 | #include "Eigen/SparseCore" | 
 |  | 
 | namespace ceres { | 
 | namespace internal { | 
 |  | 
 | using std::make_pair; | 
 | using std::pair; | 
 | using std::set; | 
 | using std::vector; | 
 |  | 
 | namespace { | 
 |  | 
 | class BlockRandomAccessSparseMatrixAdapter : public LinearOperator { | 
 |  public: | 
 |   explicit BlockRandomAccessSparseMatrixAdapter( | 
 |       const BlockRandomAccessSparseMatrix& m) | 
 |       : m_(m) { | 
 |   } | 
 |  | 
 |   virtual ~BlockRandomAccessSparseMatrixAdapter() {} | 
 |  | 
 |   // y = y + Ax; | 
 |   virtual void RightMultiply(const double* x, double* y) const { | 
 |     m_.SymmetricRightMultiply(x, y); | 
 |   } | 
 |  | 
 |   // y = y + A'x; | 
 |   virtual void LeftMultiply(const double* x, double* y) const { | 
 |     m_.SymmetricRightMultiply(x, y); | 
 |   } | 
 |  | 
 |   virtual int num_rows() const { return m_.num_rows(); } | 
 |   virtual int num_cols() const { return m_.num_rows(); } | 
 |  | 
 |  private: | 
 |   const BlockRandomAccessSparseMatrix& m_; | 
 | }; | 
 |  | 
 | class BlockRandomAccessDiagonalMatrixAdapter : public LinearOperator { | 
 |  public: | 
 |   explicit BlockRandomAccessDiagonalMatrixAdapter( | 
 |       const BlockRandomAccessDiagonalMatrix& m) | 
 |       : m_(m) { | 
 |   } | 
 |  | 
 |   virtual ~BlockRandomAccessDiagonalMatrixAdapter() {} | 
 |  | 
 |   // y = y + Ax; | 
 |   virtual void RightMultiply(const double* x, double* y) const { | 
 |     m_.RightMultiply(x, y); | 
 |   } | 
 |  | 
 |   // y = y + A'x; | 
 |   virtual void LeftMultiply(const double* x, double* y) const { | 
 |     m_.RightMultiply(x, y); | 
 |   } | 
 |  | 
 |   virtual int num_rows() const { return m_.num_rows(); } | 
 |   virtual int num_cols() const { return m_.num_rows(); } | 
 |  | 
 |  private: | 
 |   const BlockRandomAccessDiagonalMatrix& m_; | 
 | }; | 
 |  | 
 | } // namespace | 
 |  | 
 | LinearSolver::Summary SchurComplementSolver::SolveImpl( | 
 |     BlockSparseMatrix* A, | 
 |     const double* b, | 
 |     const LinearSolver::PerSolveOptions& per_solve_options, | 
 |     double* x) { | 
 |   EventLogger event_logger("SchurComplementSolver::Solve"); | 
 |  | 
 |   if (eliminator_.get() == NULL) { | 
 |     InitStorage(A->block_structure()); | 
 |     DetectStructure(*A->block_structure(), | 
 |                     options_.elimination_groups[0], | 
 |                     &options_.row_block_size, | 
 |                     &options_.e_block_size, | 
 |                     &options_.f_block_size); | 
 |     eliminator_.reset(CHECK_NOTNULL(SchurEliminatorBase::Create(options_))); | 
 |     const bool kFullRankETE = true; | 
 |     eliminator_->Init( | 
 |         options_.elimination_groups[0], kFullRankETE, A->block_structure()); | 
 |   }; | 
 |   std::fill(x, x + A->num_cols(), 0.0); | 
 |   event_logger.AddEvent("Setup"); | 
 |  | 
 |   eliminator_->Eliminate(A, b, per_solve_options.D, lhs_.get(), rhs_.get()); | 
 |   event_logger.AddEvent("Eliminate"); | 
 |  | 
 |   double* reduced_solution = x + A->num_cols() - lhs_->num_cols(); | 
 |   const LinearSolver::Summary summary = | 
 |       SolveReducedLinearSystem(per_solve_options, reduced_solution); | 
 |   event_logger.AddEvent("ReducedSolve"); | 
 |  | 
 |   if (summary.termination_type == LINEAR_SOLVER_SUCCESS) { | 
 |     eliminator_->BackSubstitute(A, b, per_solve_options.D, reduced_solution, x); | 
 |     event_logger.AddEvent("BackSubstitute"); | 
 |   } | 
 |  | 
 |   return summary; | 
 | } | 
 |  | 
 | // Initialize a BlockRandomAccessDenseMatrix to store the Schur | 
 | // complement. | 
 | void DenseSchurComplementSolver::InitStorage( | 
 |     const CompressedRowBlockStructure* bs) { | 
 |   const int num_eliminate_blocks = options().elimination_groups[0]; | 
 |   const int num_col_blocks = bs->cols.size(); | 
 |  | 
 |   vector<int> blocks(num_col_blocks - num_eliminate_blocks, 0); | 
 |   for (int i = num_eliminate_blocks, j = 0; | 
 |        i < num_col_blocks; | 
 |        ++i, ++j) { | 
 |     blocks[j] = bs->cols[i].size; | 
 |   } | 
 |  | 
 |   set_lhs(new BlockRandomAccessDenseMatrix(blocks)); | 
 |   set_rhs(new double[lhs()->num_rows()]); | 
 | } | 
 |  | 
 | // Solve the system Sx = r, assuming that the matrix S is stored in a | 
 | // BlockRandomAccessDenseMatrix. The linear system is solved using | 
 | // Eigen's Cholesky factorization. | 
 | LinearSolver::Summary | 
 | DenseSchurComplementSolver::SolveReducedLinearSystem( | 
 |     const LinearSolver::PerSolveOptions& per_solve_options, | 
 |     double* solution) { | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_SUCCESS; | 
 |   summary.message = "Success."; | 
 |  | 
 |   const BlockRandomAccessDenseMatrix* m = | 
 |       down_cast<const BlockRandomAccessDenseMatrix*>(lhs()); | 
 |   const int num_rows = m->num_rows(); | 
 |  | 
 |   // The case where there are no f blocks, and the system is block | 
 |   // diagonal. | 
 |   if (num_rows == 0) { | 
 |     return summary; | 
 |   } | 
 |  | 
 |   summary.num_iterations = 1; | 
 |  | 
 |   if (options().dense_linear_algebra_library_type == EIGEN) { | 
 |     Eigen::LLT<Matrix, Eigen::Upper> llt = | 
 |         ConstMatrixRef(m->values(), num_rows, num_rows) | 
 |         .selfadjointView<Eigen::Upper>() | 
 |         .llt(); | 
 |     if (llt.info() != Eigen::Success) { | 
 |       summary.termination_type = LINEAR_SOLVER_FAILURE; | 
 |       summary.message = | 
 |           "Eigen failure. Unable to perform dense Cholesky factorization."; | 
 |       return summary; | 
 |     } | 
 |  | 
 |     VectorRef(solution, num_rows) = llt.solve(ConstVectorRef(rhs(), num_rows)); | 
 |   } else { | 
 |     VectorRef(solution, num_rows) = ConstVectorRef(rhs(), num_rows); | 
 |     summary.termination_type = | 
 |         LAPACK::SolveInPlaceUsingCholesky(num_rows, | 
 |                                           m->values(), | 
 |                                           solution, | 
 |                                           &summary.message); | 
 |   } | 
 |  | 
 |   return summary; | 
 | } | 
 |  | 
 | SparseSchurComplementSolver::SparseSchurComplementSolver( | 
 |     const LinearSolver::Options& options) | 
 |     : SchurComplementSolver(options), | 
 |       factor_(NULL), | 
 |       cxsparse_factor_(NULL) { | 
 | } | 
 |  | 
 | SparseSchurComplementSolver::~SparseSchurComplementSolver() { | 
 |   if (factor_ != NULL) { | 
 |     ss_.Free(factor_); | 
 |     factor_ = NULL; | 
 |   } | 
 |  | 
 |   if (cxsparse_factor_ != NULL) { | 
 |     cxsparse_.Free(cxsparse_factor_); | 
 |     cxsparse_factor_ = NULL; | 
 |   } | 
 | } | 
 |  | 
 | // Determine the non-zero blocks in the Schur Complement matrix, and | 
 | // initialize a BlockRandomAccessSparseMatrix object. | 
 | void SparseSchurComplementSolver::InitStorage( | 
 |     const CompressedRowBlockStructure* bs) { | 
 |   const int num_eliminate_blocks = options().elimination_groups[0]; | 
 |   const int num_col_blocks = bs->cols.size(); | 
 |   const int num_row_blocks = bs->rows.size(); | 
 |  | 
 |   blocks_.resize(num_col_blocks - num_eliminate_blocks, 0); | 
 |   for (int i = num_eliminate_blocks; i < num_col_blocks; ++i) { | 
 |     blocks_[i - num_eliminate_blocks] = bs->cols[i].size; | 
 |   } | 
 |  | 
 |   set<pair<int, int> > block_pairs; | 
 |   for (int i = 0; i < blocks_.size(); ++i) { | 
 |     block_pairs.insert(make_pair(i, i)); | 
 |   } | 
 |  | 
 |   int r = 0; | 
 |   while (r < num_row_blocks) { | 
 |     int e_block_id = bs->rows[r].cells.front().block_id; | 
 |     if (e_block_id >= num_eliminate_blocks) { | 
 |       break; | 
 |     } | 
 |     vector<int> f_blocks; | 
 |  | 
 |     // Add to the chunk until the first block in the row is | 
 |     // different than the one in the first row for the chunk. | 
 |     for (; r < num_row_blocks; ++r) { | 
 |       const CompressedRow& row = bs->rows[r]; | 
 |       if (row.cells.front().block_id != e_block_id) { | 
 |         break; | 
 |       } | 
 |  | 
 |       // Iterate over the blocks in the row, ignoring the first | 
 |       // block since it is the one to be eliminated. | 
 |       for (int c = 1; c < row.cells.size(); ++c) { | 
 |         const Cell& cell = row.cells[c]; | 
 |         f_blocks.push_back(cell.block_id - num_eliminate_blocks); | 
 |       } | 
 |     } | 
 |  | 
 |     sort(f_blocks.begin(), f_blocks.end()); | 
 |     f_blocks.erase(unique(f_blocks.begin(), f_blocks.end()), f_blocks.end()); | 
 |     for (int i = 0; i < f_blocks.size(); ++i) { | 
 |       for (int j = i + 1; j < f_blocks.size(); ++j) { | 
 |         block_pairs.insert(make_pair(f_blocks[i], f_blocks[j])); | 
 |       } | 
 |     } | 
 |   } | 
 |  | 
 |   // Remaing rows do not contribute to the chunks and directly go | 
 |   // into the schur complement via an outer product. | 
 |   for (; r < num_row_blocks; ++r) { | 
 |     const CompressedRow& row = bs->rows[r]; | 
 |     CHECK_GE(row.cells.front().block_id, num_eliminate_blocks); | 
 |     for (int i = 0; i < row.cells.size(); ++i) { | 
 |       int r_block1_id = row.cells[i].block_id - num_eliminate_blocks; | 
 |       for (int j = 0; j < row.cells.size(); ++j) { | 
 |         int r_block2_id = row.cells[j].block_id - num_eliminate_blocks; | 
 |         if (r_block1_id <= r_block2_id) { | 
 |           block_pairs.insert(make_pair(r_block1_id, r_block2_id)); | 
 |         } | 
 |       } | 
 |     } | 
 |   } | 
 |  | 
 |   set_lhs(new BlockRandomAccessSparseMatrix(blocks_, block_pairs)); | 
 |   set_rhs(new double[lhs()->num_rows()]); | 
 | } | 
 |  | 
 | LinearSolver::Summary | 
 | SparseSchurComplementSolver::SolveReducedLinearSystem( | 
 |           const LinearSolver::PerSolveOptions& per_solve_options, | 
 |           double* solution) { | 
 |   if (options().type == ITERATIVE_SCHUR) { | 
 |     CHECK(options().use_explicit_schur_complement); | 
 |     return SolveReducedLinearSystemUsingConjugateGradients(per_solve_options, | 
 |                                                            solution); | 
 |   } | 
 |  | 
 |   switch (options().sparse_linear_algebra_library_type) { | 
 |     case SUITE_SPARSE: | 
 |       return SolveReducedLinearSystemUsingSuiteSparse(per_solve_options, | 
 |                                                       solution); | 
 |     case CX_SPARSE: | 
 |       return SolveReducedLinearSystemUsingCXSparse(per_solve_options, | 
 |                                                    solution); | 
 |     case EIGEN_SPARSE: | 
 |       return SolveReducedLinearSystemUsingEigen(per_solve_options, | 
 |                                                 solution); | 
 |     default: | 
 |       LOG(FATAL) << "Unknown sparse linear algebra library : " | 
 |                  << options().sparse_linear_algebra_library_type; | 
 |   } | 
 |  | 
 |   return LinearSolver::Summary(); | 
 | } | 
 |  | 
 | // Solve the system Sx = r, assuming that the matrix S is stored in a | 
 | // BlockRandomAccessSparseMatrix.  The linear system is solved using | 
 | // CHOLMOD's sparse cholesky factorization routines. | 
 | LinearSolver::Summary | 
 | SparseSchurComplementSolver::SolveReducedLinearSystemUsingSuiteSparse( | 
 |     const LinearSolver::PerSolveOptions& per_solve_options, | 
 |     double* solution) { | 
 | #ifdef CERES_NO_SUITESPARSE | 
 |  | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; | 
 |   summary.message = "Ceres was not built with SuiteSparse support. " | 
 |       "Therefore, SPARSE_SCHUR cannot be used with SUITE_SPARSE"; | 
 |   return summary; | 
 |  | 
 | #else | 
 |  | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_SUCCESS; | 
 |   summary.message = "Success."; | 
 |  | 
 |   TripletSparseMatrix* tsm = | 
 |       const_cast<TripletSparseMatrix*>( | 
 |           down_cast<const BlockRandomAccessSparseMatrix*>(lhs())->matrix()); | 
 |   const int num_rows = tsm->num_rows(); | 
 |  | 
 |   // The case where there are no f blocks, and the system is block | 
 |   // diagonal. | 
 |   if (num_rows == 0) { | 
 |     return summary; | 
 |   } | 
 |  | 
 |   summary.num_iterations = 1; | 
 |   cholmod_sparse* cholmod_lhs = NULL; | 
 |   if (options().use_postordering) { | 
 |     // If we are going to do a full symbolic analysis of the schur | 
 |     // complement matrix from scratch and not rely on the | 
 |     // pre-ordering, then the fastest path in cholmod_factorize is the | 
 |     // one corresponding to upper triangular matrices. | 
 |  | 
 |     // Create a upper triangular symmetric matrix. | 
 |     cholmod_lhs = ss_.CreateSparseMatrix(tsm); | 
 |     cholmod_lhs->stype = 1; | 
 |  | 
 |     if (factor_ == NULL) { | 
 |       factor_ = ss_.BlockAnalyzeCholesky(cholmod_lhs, | 
 |                                          blocks_, | 
 |                                          blocks_, | 
 |                                          &summary.message); | 
 |     } | 
 |   } else { | 
 |     // If we are going to use the natural ordering (i.e. rely on the | 
 |     // pre-ordering computed by solver_impl.cc), then the fastest | 
 |     // path in cholmod_factorize is the one corresponding to lower | 
 |     // triangular matrices. | 
 |  | 
 |     // Create a upper triangular symmetric matrix. | 
 |     cholmod_lhs = ss_.CreateSparseMatrixTranspose(tsm); | 
 |     cholmod_lhs->stype = -1; | 
 |  | 
 |     if (factor_ == NULL) { | 
 |       factor_ = ss_.AnalyzeCholeskyWithNaturalOrdering(cholmod_lhs, | 
 |                                                        &summary.message); | 
 |     } | 
 |   } | 
 |  | 
 |   if (factor_ == NULL) { | 
 |     ss_.Free(cholmod_lhs); | 
 |     summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; | 
 |     // No need to set message as it has already been set by the | 
 |     // symbolic analysis routines above. | 
 |     return summary; | 
 |   } | 
 |  | 
 |   summary.termination_type = | 
 |     ss_.Cholesky(cholmod_lhs, factor_, &summary.message); | 
 |  | 
 |   ss_.Free(cholmod_lhs); | 
 |  | 
 |   if (summary.termination_type != LINEAR_SOLVER_SUCCESS) { | 
 |     // No need to set message as it has already been set by the | 
 |     // numeric factorization routine above. | 
 |     return summary; | 
 |   } | 
 |  | 
 |   cholmod_dense*  cholmod_rhs = | 
 |       ss_.CreateDenseVector(const_cast<double*>(rhs()), num_rows, num_rows); | 
 |   cholmod_dense* cholmod_solution = ss_.Solve(factor_, | 
 |                                               cholmod_rhs, | 
 |                                               &summary.message); | 
 |   ss_.Free(cholmod_rhs); | 
 |  | 
 |   if (cholmod_solution == NULL) { | 
 |     summary.message = | 
 |         "SuiteSparse failure. Unable to perform triangular solve."; | 
 |     summary.termination_type = LINEAR_SOLVER_FAILURE; | 
 |     return summary; | 
 |   } | 
 |  | 
 |   VectorRef(solution, num_rows) | 
 |       = VectorRef(static_cast<double*>(cholmod_solution->x), num_rows); | 
 |   ss_.Free(cholmod_solution); | 
 |   return summary; | 
 | #endif  // CERES_NO_SUITESPARSE | 
 | } | 
 |  | 
 | // Solve the system Sx = r, assuming that the matrix S is stored in a | 
 | // BlockRandomAccessSparseMatrix.  The linear system is solved using | 
 | // CXSparse's sparse cholesky factorization routines. | 
 | LinearSolver::Summary | 
 | SparseSchurComplementSolver::SolveReducedLinearSystemUsingCXSparse( | 
 |     const LinearSolver::PerSolveOptions& per_solve_options, | 
 |     double* solution) { | 
 | #ifdef CERES_NO_CXSPARSE | 
 |  | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; | 
 |   summary.message = "Ceres was not built with CXSparse support. " | 
 |       "Therefore, SPARSE_SCHUR cannot be used with CX_SPARSE"; | 
 |   return summary; | 
 |  | 
 | #else | 
 |  | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_SUCCESS; | 
 |   summary.message = "Success."; | 
 |  | 
 |   // Extract the TripletSparseMatrix that is used for actually storing S. | 
 |   TripletSparseMatrix* tsm = | 
 |       const_cast<TripletSparseMatrix*>( | 
 |           down_cast<const BlockRandomAccessSparseMatrix*>(lhs())->matrix()); | 
 |   const int num_rows = tsm->num_rows(); | 
 |  | 
 |   // The case where there are no f blocks, and the system is block | 
 |   // diagonal. | 
 |   if (num_rows == 0) { | 
 |     return summary; | 
 |   } | 
 |  | 
 |   cs_di* lhs = CHECK_NOTNULL(cxsparse_.CreateSparseMatrix(tsm)); | 
 |   VectorRef(solution, num_rows) = ConstVectorRef(rhs(), num_rows); | 
 |  | 
 |   // Compute symbolic factorization if not available. | 
 |   if (cxsparse_factor_ == NULL) { | 
 |     cxsparse_factor_ = cxsparse_.BlockAnalyzeCholesky(lhs, blocks_, blocks_); | 
 |   } | 
 |  | 
 |   if (cxsparse_factor_ == NULL) { | 
 |     summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; | 
 |     summary.message = | 
 |         "CXSparse failure. Unable to find symbolic factorization."; | 
 |   } else if (!cxsparse_.SolveCholesky(lhs, cxsparse_factor_, solution)) { | 
 |     summary.termination_type = LINEAR_SOLVER_FAILURE; | 
 |     summary.message = "CXSparse::SolveCholesky failed."; | 
 |   } | 
 |  | 
 |   cxsparse_.Free(lhs); | 
 |   return summary; | 
 | #endif  // CERES_NO_CXPARSE | 
 | } | 
 |  | 
 | // Solve the system Sx = r, assuming that the matrix S is stored in a | 
 | // BlockRandomAccessSparseMatrix.  The linear system is solved using | 
 | // Eigen's sparse cholesky factorization routines. | 
 | LinearSolver::Summary | 
 | SparseSchurComplementSolver::SolveReducedLinearSystemUsingEigen( | 
 |     const LinearSolver::PerSolveOptions& per_solve_options, | 
 |     double* solution) { | 
 | #ifndef CERES_USE_EIGEN_SPARSE | 
 |  | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; | 
 |   summary.message = | 
 |       "SPARSE_SCHUR cannot be used with EIGEN_SPARSE. " | 
 |       "Ceres was not built with support for " | 
 |       "Eigen's SimplicialLDLT decomposition. " | 
 |       "This requires enabling building with -DEIGENSPARSE=ON."; | 
 |   return summary; | 
 |  | 
 | #else | 
 |   EventLogger event_logger("SchurComplementSolver::EigenSolve"); | 
 |   LinearSolver::Summary summary; | 
 |   summary.num_iterations = 0; | 
 |   summary.termination_type = LINEAR_SOLVER_SUCCESS; | 
 |   summary.message = "Success."; | 
 |  | 
 |   // Extract the TripletSparseMatrix that is used for actually storing S. | 
 |   TripletSparseMatrix* tsm = | 
 |       const_cast<TripletSparseMatrix*>( | 
 |           down_cast<const BlockRandomAccessSparseMatrix*>(lhs())->matrix()); | 
 |   const int num_rows = tsm->num_rows(); | 
 |  | 
 |   // The case where there are no f blocks, and the system is block | 
 |   // diagonal. | 
 |   if (num_rows == 0) { | 
 |     return summary; | 
 |   } | 
 |  | 
 |   // This is an upper triangular matrix. | 
 |   scoped_ptr<CompressedRowSparseMatrix> crsm( | 
 |       CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm)); | 
 |   // Map this to a column major, lower triangular matrix. | 
 |   Eigen::MappedSparseMatrix<double, Eigen::ColMajor> eigen_lhs( | 
 |       crsm->num_rows(), | 
 |       crsm->num_rows(), | 
 |       crsm->num_nonzeros(), | 
 |       crsm->mutable_rows(), | 
 |       crsm->mutable_cols(), | 
 |       crsm->mutable_values()); | 
 |   event_logger.AddEvent("ToCompressedRowSparseMatrix"); | 
 |  | 
 |   // Compute symbolic factorization if one does not exist. | 
 |   if (simplicial_ldlt_.get() == NULL) { | 
 |     simplicial_ldlt_.reset(new SimplicialLDLT); | 
 |     // This ordering is quite bad. The scalar ordering produced by the | 
 |     // AMD algorithm is quite bad and can be an order of magnitude | 
 |     // worse than the one computed using the block version of the | 
 |     // algorithm. | 
 |     simplicial_ldlt_->analyzePattern(eigen_lhs); | 
 |     if (VLOG_IS_ON(2)) { | 
 |       std::stringstream ss; | 
 |       simplicial_ldlt_->dumpMemory(ss); | 
 |       VLOG(2) << "Symbolic Analysis\n" | 
 |               << ss.str(); | 
 |     } | 
 |     event_logger.AddEvent("Analysis"); | 
 |     if (simplicial_ldlt_->info() != Eigen::Success) { | 
 |       summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; | 
 |       summary.message = | 
 |           "Eigen failure. Unable to find symbolic factorization."; | 
 |       return summary; | 
 |     } | 
 |   } | 
 |  | 
 |   simplicial_ldlt_->factorize(eigen_lhs); | 
 |   event_logger.AddEvent("Factorize"); | 
 |   if (simplicial_ldlt_->info() != Eigen::Success) { | 
 |     summary.termination_type = LINEAR_SOLVER_FAILURE; | 
 |     summary.message = "Eigen failure. Unable to find numeric factoriztion."; | 
 |     return summary; | 
 |   } | 
 |  | 
 |   VectorRef(solution, num_rows) = | 
 |       simplicial_ldlt_->solve(ConstVectorRef(rhs(), num_rows)); | 
 |   event_logger.AddEvent("Solve"); | 
 |   if (simplicial_ldlt_->info() != Eigen::Success) { | 
 |     summary.termination_type = LINEAR_SOLVER_FAILURE; | 
 |     summary.message = "Eigen failure. Unable to do triangular solve."; | 
 |   } | 
 |  | 
 |   return summary; | 
 | #endif  // CERES_USE_EIGEN_SPARSE | 
 | } | 
 |  | 
 | LinearSolver::Summary | 
 | SparseSchurComplementSolver::SolveReducedLinearSystemUsingConjugateGradients( | 
 |     const LinearSolver::PerSolveOptions& per_solve_options, | 
 |     double* solution) { | 
 |   const int num_rows = lhs()->num_rows(); | 
 |   // The case where there are no f blocks, and the system is block | 
 |   // diagonal. | 
 |   if (num_rows == 0) { | 
 |     LinearSolver::Summary summary; | 
 |     summary.num_iterations = 0; | 
 |     summary.termination_type = LINEAR_SOLVER_SUCCESS; | 
 |     summary.message = "Success."; | 
 |     return summary; | 
 |   } | 
 |  | 
 |   // Only SCHUR_JACOBI is supported over here right now. | 
 |   CHECK_EQ(options().preconditioner_type, SCHUR_JACOBI); | 
 |  | 
 |   if (preconditioner_.get() == NULL) { | 
 |     preconditioner_.reset(new BlockRandomAccessDiagonalMatrix(blocks_)); | 
 |   } | 
 |  | 
 |   BlockRandomAccessSparseMatrix* sc = | 
 |       down_cast<BlockRandomAccessSparseMatrix*>( | 
 |           const_cast<BlockRandomAccessMatrix*>(lhs())); | 
 |  | 
 |   // Extract block diagonal from the Schur complement to construct the | 
 |   // schur_jacobi preconditioner. | 
 |   for (int i = 0; i  < blocks_.size(); ++i) { | 
 |     const int block_size = blocks_[i]; | 
 |  | 
 |     int sc_r, sc_c, sc_row_stride, sc_col_stride; | 
 |     CellInfo* sc_cell_info = | 
 |         CHECK_NOTNULL(sc->GetCell(i, i, | 
 |                                   &sc_r, &sc_c, | 
 |                                   &sc_row_stride, &sc_col_stride)); | 
 |     MatrixRef sc_m(sc_cell_info->values, sc_row_stride, sc_col_stride); | 
 |  | 
 |     int pre_r, pre_c, pre_row_stride, pre_col_stride; | 
 |     CellInfo* pre_cell_info = CHECK_NOTNULL( | 
 |         preconditioner_->GetCell(i, i, | 
 |                                  &pre_r, &pre_c, | 
 |                                  &pre_row_stride, &pre_col_stride)); | 
 |     MatrixRef pre_m(pre_cell_info->values, pre_row_stride, pre_col_stride); | 
 |  | 
 |     pre_m.block(pre_r, pre_c, block_size, block_size) = | 
 |         sc_m.block(sc_r, sc_c, block_size, block_size); | 
 |   } | 
 |   preconditioner_->Invert(); | 
 |  | 
 |   VectorRef(solution, num_rows).setZero(); | 
 |  | 
 |   scoped_ptr<LinearOperator> lhs_adapter( | 
 |       new BlockRandomAccessSparseMatrixAdapter(*sc)); | 
 |   scoped_ptr<LinearOperator> preconditioner_adapter( | 
 |       new BlockRandomAccessDiagonalMatrixAdapter(*preconditioner_)); | 
 |  | 
 |  | 
 |   LinearSolver::Options cg_options; | 
 |   cg_options.min_num_iterations = options().min_num_iterations; | 
 |   cg_options.max_num_iterations = options().max_num_iterations; | 
 |   ConjugateGradientsSolver cg_solver(cg_options); | 
 |  | 
 |   LinearSolver::PerSolveOptions cg_per_solve_options; | 
 |   cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance; | 
 |   cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance; | 
 |   cg_per_solve_options.preconditioner = preconditioner_adapter.get(); | 
 |  | 
 |   return cg_solver.Solve(lhs_adapter.get(), | 
 |                          rhs(), | 
 |                          cg_per_solve_options, | 
 |                          solution); | 
 | } | 
 |  | 
 | }  // namespace internal | 
 | }  // namespace ceres |