|  | // 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) | 
|  |  | 
|  | // This include must come before any #ifndef check on Ceres compile options. | 
|  | #include "ceres/internal/port.h" | 
|  |  | 
|  | #ifndef CERES_NO_SUITESPARSE | 
|  | #include "ceres/suitesparse.h" | 
|  |  | 
|  | #include <vector> | 
|  |  | 
|  | #include "ceres/compressed_col_sparse_matrix_utils.h" | 
|  | #include "ceres/compressed_row_sparse_matrix.h" | 
|  | #include "ceres/linear_solver.h" | 
|  | #include "ceres/triplet_sparse_matrix.h" | 
|  | #include "cholmod.h" | 
|  |  | 
|  | namespace ceres { | 
|  | namespace internal { | 
|  |  | 
|  | using std::string; | 
|  | using std::vector; | 
|  |  | 
|  | SuiteSparse::SuiteSparse() { cholmod_start(&cc_); } | 
|  |  | 
|  | SuiteSparse::~SuiteSparse() { cholmod_finish(&cc_); } | 
|  |  | 
|  | cholmod_sparse* SuiteSparse::CreateSparseMatrix(TripletSparseMatrix* A) { | 
|  | cholmod_triplet triplet; | 
|  |  | 
|  | triplet.nrow = A->num_rows(); | 
|  | triplet.ncol = A->num_cols(); | 
|  | triplet.nzmax = A->max_num_nonzeros(); | 
|  | triplet.nnz = A->num_nonzeros(); | 
|  | triplet.i = reinterpret_cast<void*>(A->mutable_rows()); | 
|  | triplet.j = reinterpret_cast<void*>(A->mutable_cols()); | 
|  | triplet.x = reinterpret_cast<void*>(A->mutable_values()); | 
|  | triplet.stype = 0;  // Matrix is not symmetric. | 
|  | triplet.itype = CHOLMOD_INT; | 
|  | triplet.xtype = CHOLMOD_REAL; | 
|  | triplet.dtype = CHOLMOD_DOUBLE; | 
|  |  | 
|  | return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_); | 
|  | } | 
|  |  | 
|  | cholmod_sparse* SuiteSparse::CreateSparseMatrixTranspose( | 
|  | TripletSparseMatrix* A) { | 
|  | cholmod_triplet triplet; | 
|  |  | 
|  | triplet.ncol = A->num_rows();  // swap row and columns | 
|  | triplet.nrow = A->num_cols(); | 
|  | triplet.nzmax = A->max_num_nonzeros(); | 
|  | triplet.nnz = A->num_nonzeros(); | 
|  |  | 
|  | // swap rows and columns | 
|  | triplet.j = reinterpret_cast<void*>(A->mutable_rows()); | 
|  | triplet.i = reinterpret_cast<void*>(A->mutable_cols()); | 
|  | triplet.x = reinterpret_cast<void*>(A->mutable_values()); | 
|  | triplet.stype = 0;  // Matrix is not symmetric. | 
|  | triplet.itype = CHOLMOD_INT; | 
|  | triplet.xtype = CHOLMOD_REAL; | 
|  | triplet.dtype = CHOLMOD_DOUBLE; | 
|  |  | 
|  | return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_); | 
|  | } | 
|  |  | 
|  | cholmod_sparse SuiteSparse::CreateSparseMatrixTransposeView( | 
|  | CompressedRowSparseMatrix* A) { | 
|  | cholmod_sparse m; | 
|  | m.nrow = A->num_cols(); | 
|  | m.ncol = A->num_rows(); | 
|  | m.nzmax = A->num_nonzeros(); | 
|  | m.nz = nullptr; | 
|  | m.p = reinterpret_cast<void*>(A->mutable_rows()); | 
|  | m.i = reinterpret_cast<void*>(A->mutable_cols()); | 
|  | m.x = reinterpret_cast<void*>(A->mutable_values()); | 
|  | m.z = nullptr; | 
|  |  | 
|  | if (A->storage_type() == CompressedRowSparseMatrix::LOWER_TRIANGULAR) { | 
|  | m.stype = 1; | 
|  | } else if (A->storage_type() == CompressedRowSparseMatrix::UPPER_TRIANGULAR) { | 
|  | m.stype = -1; | 
|  | } else { | 
|  | m.stype = 0; | 
|  | } | 
|  |  | 
|  | m.itype = CHOLMOD_INT; | 
|  | m.xtype = CHOLMOD_REAL; | 
|  | m.dtype = CHOLMOD_DOUBLE; | 
|  | m.sorted = 1; | 
|  | m.packed = 1; | 
|  |  | 
|  | return m; | 
|  | } | 
|  |  | 
|  | cholmod_dense SuiteSparse::CreateDenseVectorView(const double* x, int size) { | 
|  | cholmod_dense v; | 
|  | v.nrow = size; | 
|  | v.ncol = 1; | 
|  | v.nzmax = size; | 
|  | v.d = size; | 
|  | v.x = const_cast<void*>(reinterpret_cast<const void*>(x)); | 
|  | v.xtype = CHOLMOD_REAL; | 
|  | v.dtype = CHOLMOD_DOUBLE; | 
|  | return v; | 
|  | } | 
|  |  | 
|  | cholmod_dense* SuiteSparse::CreateDenseVector(const double* x, | 
|  | int in_size, | 
|  | int out_size) { | 
|  | CHECK_LE(in_size, out_size); | 
|  | cholmod_dense* v = cholmod_zeros(out_size, 1, CHOLMOD_REAL, &cc_); | 
|  | if (x != nullptr) { | 
|  | memcpy(v->x, x, in_size * sizeof(*x)); | 
|  | } | 
|  | return v; | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::AnalyzeCholesky(cholmod_sparse* A, | 
|  | string* message) { | 
|  | // Cholmod can try multiple re-ordering strategies to find a fill | 
|  | // reducing ordering. Here we just tell it use AMD with automatic | 
|  | // matrix dependence choice of supernodal versus simplicial | 
|  | // factorization. | 
|  | cc_.nmethods = 1; | 
|  | cc_.method[0].ordering = CHOLMOD_AMD; | 
|  | cc_.supernodal = CHOLMOD_AUTO; | 
|  |  | 
|  | cholmod_factor* factor = cholmod_analyze(A, &cc_); | 
|  | if (VLOG_IS_ON(2)) { | 
|  | cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); | 
|  | } | 
|  |  | 
|  | if (cc_.status != CHOLMOD_OK) { | 
|  | *message = | 
|  | StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); | 
|  | return nullptr; | 
|  | } | 
|  |  | 
|  | CHECK(factor != nullptr); | 
|  | return factor; | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::BlockAnalyzeCholesky(cholmod_sparse* A, | 
|  | const vector<int>& row_blocks, | 
|  | const vector<int>& col_blocks, | 
|  | string* message) { | 
|  | vector<int> ordering; | 
|  | if (!BlockAMDOrdering(A, row_blocks, col_blocks, &ordering)) { | 
|  | return nullptr; | 
|  | } | 
|  | return AnalyzeCholeskyWithUserOrdering(A, ordering, message); | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::AnalyzeCholeskyWithUserOrdering( | 
|  | cholmod_sparse* A, const vector<int>& ordering, string* message) { | 
|  | CHECK_EQ(ordering.size(), A->nrow); | 
|  |  | 
|  | cc_.nmethods = 1; | 
|  | cc_.method[0].ordering = CHOLMOD_GIVEN; | 
|  |  | 
|  | cholmod_factor* factor = | 
|  | cholmod_analyze_p(A, const_cast<int*>(&ordering[0]), nullptr, 0, &cc_); | 
|  | if (VLOG_IS_ON(2)) { | 
|  | cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); | 
|  | } | 
|  | if (cc_.status != CHOLMOD_OK) { | 
|  | *message = | 
|  | StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); | 
|  | return nullptr; | 
|  | } | 
|  |  | 
|  | CHECK(factor != nullptr); | 
|  | return factor; | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::AnalyzeCholeskyWithNaturalOrdering( | 
|  | cholmod_sparse* A, string* message) { | 
|  | cc_.nmethods = 1; | 
|  | cc_.method[0].ordering = CHOLMOD_NATURAL; | 
|  | cc_.postorder = 0; | 
|  |  | 
|  | cholmod_factor* factor = cholmod_analyze(A, &cc_); | 
|  | if (VLOG_IS_ON(2)) { | 
|  | cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); | 
|  | } | 
|  | if (cc_.status != CHOLMOD_OK) { | 
|  | *message = | 
|  | StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); | 
|  | return nullptr; | 
|  | } | 
|  |  | 
|  | CHECK(factor != nullptr); | 
|  | return factor; | 
|  | } | 
|  |  | 
|  | bool SuiteSparse::BlockAMDOrdering(const cholmod_sparse* A, | 
|  | const vector<int>& row_blocks, | 
|  | const vector<int>& col_blocks, | 
|  | vector<int>* ordering) { | 
|  | const int num_row_blocks = row_blocks.size(); | 
|  | const int num_col_blocks = col_blocks.size(); | 
|  |  | 
|  | // Arrays storing the compressed column structure of the matrix | 
|  | // incoding the block sparsity of A. | 
|  | vector<int> block_cols; | 
|  | vector<int> block_rows; | 
|  |  | 
|  | CompressedColumnScalarMatrixToBlockMatrix(reinterpret_cast<const int*>(A->i), | 
|  | reinterpret_cast<const int*>(A->p), | 
|  | row_blocks, | 
|  | col_blocks, | 
|  | &block_rows, | 
|  | &block_cols); | 
|  | cholmod_sparse_struct block_matrix; | 
|  | block_matrix.nrow = num_row_blocks; | 
|  | block_matrix.ncol = num_col_blocks; | 
|  | block_matrix.nzmax = block_rows.size(); | 
|  | block_matrix.p = reinterpret_cast<void*>(&block_cols[0]); | 
|  | block_matrix.i = reinterpret_cast<void*>(&block_rows[0]); | 
|  | block_matrix.x = nullptr; | 
|  | block_matrix.stype = A->stype; | 
|  | block_matrix.itype = CHOLMOD_INT; | 
|  | block_matrix.xtype = CHOLMOD_PATTERN; | 
|  | block_matrix.dtype = CHOLMOD_DOUBLE; | 
|  | block_matrix.sorted = 1; | 
|  | block_matrix.packed = 1; | 
|  |  | 
|  | vector<int> block_ordering(num_row_blocks); | 
|  | if (!cholmod_amd(&block_matrix, nullptr, 0, &block_ordering[0], &cc_)) { | 
|  | return false; | 
|  | } | 
|  |  | 
|  | BlockOrderingToScalarOrdering(row_blocks, block_ordering, ordering); | 
|  | return true; | 
|  | } | 
|  |  | 
|  | LinearSolverTerminationType SuiteSparse::Cholesky(cholmod_sparse* A, | 
|  | cholmod_factor* L, | 
|  | string* message) { | 
|  | CHECK(A != nullptr); | 
|  | CHECK(L != nullptr); | 
|  |  | 
|  | // Save the current print level and silence CHOLMOD, otherwise | 
|  | // CHOLMOD is prone to dumping stuff to stderr, which can be | 
|  | // distracting when the error (matrix is indefinite) is not a fatal | 
|  | // failure. | 
|  | const int old_print_level = cc_.print; | 
|  | cc_.print = 0; | 
|  |  | 
|  | cc_.quick_return_if_not_posdef = 1; | 
|  | int cholmod_status = cholmod_factorize(A, L, &cc_); | 
|  | cc_.print = old_print_level; | 
|  |  | 
|  | switch (cc_.status) { | 
|  | case CHOLMOD_NOT_INSTALLED: | 
|  | *message = "CHOLMOD failure: Method not installed."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | case CHOLMOD_OUT_OF_MEMORY: | 
|  | *message = "CHOLMOD failure: Out of memory."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | case CHOLMOD_TOO_LARGE: | 
|  | *message = "CHOLMOD failure: Integer overflow occurred."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | case CHOLMOD_INVALID: | 
|  | *message = "CHOLMOD failure: Invalid input."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | case CHOLMOD_NOT_POSDEF: | 
|  | *message = "CHOLMOD warning: Matrix not positive definite."; | 
|  | return LINEAR_SOLVER_FAILURE; | 
|  | case CHOLMOD_DSMALL: | 
|  | *message = | 
|  | "CHOLMOD warning: D for LDL' or diag(L) or " | 
|  | "LL' has tiny absolute value."; | 
|  | return LINEAR_SOLVER_FAILURE; | 
|  | case CHOLMOD_OK: | 
|  | if (cholmod_status != 0) { | 
|  | return LINEAR_SOLVER_SUCCESS; | 
|  | } | 
|  |  | 
|  | *message = | 
|  | "CHOLMOD failure: cholmod_factorize returned false " | 
|  | "but cholmod_common::status is CHOLMOD_OK." | 
|  | "Please report this to ceres-solver@googlegroups.com."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | default: | 
|  | *message = StringPrintf( | 
|  | "Unknown cholmod return code: %d. " | 
|  | "Please report this to ceres-solver@googlegroups.com.", | 
|  | cc_.status); | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | } | 
|  |  | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | } | 
|  |  | 
|  | cholmod_dense* SuiteSparse::Solve(cholmod_factor* L, | 
|  | cholmod_dense* b, | 
|  | string* message) { | 
|  | if (cc_.status != CHOLMOD_OK) { | 
|  | *message = "cholmod_solve failed. CHOLMOD status is not CHOLMOD_OK"; | 
|  | return nullptr; | 
|  | } | 
|  |  | 
|  | return cholmod_solve(CHOLMOD_A, L, b, &cc_); | 
|  | } | 
|  |  | 
|  | bool SuiteSparse::ApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, | 
|  | int* ordering) { | 
|  | return cholmod_amd(matrix, nullptr, 0, ordering, &cc_); | 
|  | } | 
|  |  | 
|  | bool SuiteSparse::ConstrainedApproximateMinimumDegreeOrdering( | 
|  | cholmod_sparse* matrix, int* constraints, int* ordering) { | 
|  | #ifndef CERES_NO_CAMD | 
|  | return cholmod_camd(matrix, nullptr, 0, constraints, ordering, &cc_); | 
|  | #else | 
|  | LOG(FATAL) << "Congratulations you have found a bug in Ceres." | 
|  | << "Ceres Solver was compiled with SuiteSparse " | 
|  | << "version 4.1.0 or less. Calling this function " | 
|  | << "in that case is a bug. Please contact the" | 
|  | << "the Ceres Solver developers."; | 
|  | return false; | 
|  | #endif | 
|  | } | 
|  |  | 
|  | std::unique_ptr<SparseCholesky> SuiteSparseCholesky::Create( | 
|  | const OrderingType ordering_type) { | 
|  | return std::unique_ptr<SparseCholesky>(new SuiteSparseCholesky(ordering_type)); | 
|  | } | 
|  |  | 
|  | SuiteSparseCholesky::SuiteSparseCholesky(const OrderingType ordering_type) | 
|  | : ordering_type_(ordering_type), factor_(nullptr) {} | 
|  |  | 
|  | SuiteSparseCholesky::~SuiteSparseCholesky() { | 
|  | if (factor_ != nullptr) { | 
|  | ss_.Free(factor_); | 
|  | } | 
|  | } | 
|  |  | 
|  | LinearSolverTerminationType SuiteSparseCholesky::Factorize( | 
|  | CompressedRowSparseMatrix* lhs, string* message) { | 
|  | if (lhs == nullptr) { | 
|  | *message = "Failure: Input lhs is NULL."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | } | 
|  |  | 
|  | cholmod_sparse cholmod_lhs = ss_.CreateSparseMatrixTransposeView(lhs); | 
|  |  | 
|  | if (factor_ == nullptr) { | 
|  | if (ordering_type_ == NATURAL) { | 
|  | factor_ = ss_.AnalyzeCholeskyWithNaturalOrdering(&cholmod_lhs, message); | 
|  | } else { | 
|  | if (!lhs->col_blocks().empty() && !(lhs->row_blocks().empty())) { | 
|  | factor_ = ss_.BlockAnalyzeCholesky( | 
|  | &cholmod_lhs, lhs->col_blocks(), lhs->row_blocks(), message); | 
|  | } else { | 
|  | factor_ = ss_.AnalyzeCholesky(&cholmod_lhs, message); | 
|  | } | 
|  | } | 
|  |  | 
|  | if (factor_ == nullptr) { | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | } | 
|  | } | 
|  |  | 
|  | return ss_.Cholesky(&cholmod_lhs, factor_, message); | 
|  | } | 
|  |  | 
|  | CompressedRowSparseMatrix::StorageType SuiteSparseCholesky::StorageType() | 
|  | const { | 
|  | return ((ordering_type_ == NATURAL) | 
|  | ? CompressedRowSparseMatrix::UPPER_TRIANGULAR | 
|  | : CompressedRowSparseMatrix::LOWER_TRIANGULAR); | 
|  | } | 
|  |  | 
|  | LinearSolverTerminationType SuiteSparseCholesky::Solve(const double* rhs, | 
|  | double* solution, | 
|  | string* message) { | 
|  | // Error checking | 
|  | if (factor_ == nullptr) { | 
|  | *message = "Solve called without a call to Factorize first."; | 
|  | return LINEAR_SOLVER_FATAL_ERROR; | 
|  | } | 
|  |  | 
|  | const int num_cols = factor_->n; | 
|  | cholmod_dense cholmod_rhs = ss_.CreateDenseVectorView(rhs, num_cols); | 
|  | cholmod_dense* cholmod_dense_solution = | 
|  | ss_.Solve(factor_, &cholmod_rhs, message); | 
|  |  | 
|  | if (cholmod_dense_solution == nullptr) { | 
|  | return LINEAR_SOLVER_FAILURE; | 
|  | } | 
|  |  | 
|  | memcpy(solution, cholmod_dense_solution->x, num_cols * sizeof(*solution)); | 
|  | ss_.Free(cholmod_dense_solution); | 
|  | return LINEAR_SOLVER_SUCCESS; | 
|  | } | 
|  |  | 
|  | }  // namespace internal | 
|  | }  // namespace ceres | 
|  |  | 
|  | #endif  // CERES_NO_SUITESPARSE |