internal/ceres/iterative_refiner.cc

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2018 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: sameeragarwal@google.com (Sameer Agarwal)

#include <string>
#include "ceres/iterative_refiner.h"

#include "Eigen/Core"
#include "ceres/sparse_cholesky.h"
#include "ceres/sparse_matrix.h"

namespace ceres {
namespace internal {

IterativeRefiner::IterativeRefiner(const int max_num_iterations)
    : max_num_iterations_(max_num_iterations) {}

IterativeRefiner::~IterativeRefiner() {}

void IterativeRefiner::Allocate(int num_cols) {
  residual_.resize(num_cols);
  correction_.resize(num_cols);
  lhs_x_solution_.resize(num_cols);
}

void IterativeRefiner::Refine(const SparseMatrix& lhs,
                              const double* rhs_ptr,
                              SparseCholesky* sparse_cholesky,
                              double* solution_ptr) {
  const int num_cols = lhs.num_cols();
  Allocate(num_cols);
  ConstVectorRef rhs(rhs_ptr, num_cols);
  VectorRef solution(solution_ptr, num_cols);
  for (int i = 0; i < max_num_iterations_; ++i) {
    // residual = rhs - lhs * solution
    lhs_x_solution_.setZero();
    lhs.RightMultiply(solution_ptr, lhs_x_solution_.data());
    residual_ = rhs - lhs_x_solution_;
    // solution += lhs^-1 residual
    std::string ignored_message;
    sparse_cholesky->Solve(
        residual_.data(), correction_.data(), &ignored_message);
    solution += correction_;
  }
};

}  // namespace internal
}  // namespace ceres