| // 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) |
| |
| #ifndef CERES_NO_SUITESPARSE |
| |
| #include "ceres/sparse_normal_cholesky_solver.h" |
| |
| #include <algorithm> |
| #include <cstring> |
| #include <ctime> |
| #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), symbolic_factor_(NULL) {} |
| |
| SparseNormalCholeskySolver::~SparseNormalCholeskySolver() { |
| if (symbolic_factor_ != NULL) { |
| ss_.Free(symbolic_factor_); |
| symbolic_factor_ = NULL; |
| } |
| } |
| |
| LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl( |
| 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 (symbolic_factor_ == NULL) { |
| symbolic_factor_ = CHECK_NOTNULL(ss_.AnalyzeCholesky(lhs.get())); |
| } |
| |
| const time_t symbolic_time = time(NULL); |
| |
| cholmod_dense* sol = ss_.SolveCholesky(lhs.get(), symbolic_factor_, rhs); |
| const time_t solve_time = time(NULL); |
| |
| ss_.Free(rhs); |
| rhs = NULL; |
| |
| if (per_solve_options.D != NULL) { |
| A->DeleteRows(num_cols); |
| } |
| |
| if (!options_.constant_sparsity) { |
| ss_.Free(symbolic_factor_); |
| symbolic_factor_ = NULL; |
| } |
| |
| 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; |
| } |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_NO_SUITESPARSE |