| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2023 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 |
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| // 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/iterative_schur_complement_solver.h" |
| |
| #include <algorithm> |
| #include <cstring> |
| #include <utility> |
| #include <vector> |
| |
| #include "Eigen/Dense" |
| #include "ceres/block_sparse_matrix.h" |
| #include "ceres/block_structure.h" |
| #include "ceres/conjugate_gradients_solver.h" |
| #include "ceres/detect_structure.h" |
| #include "ceres/implicit_schur_complement.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/power_series_expansion_preconditioner.h" |
| #include "ceres/preconditioner.h" |
| #include "ceres/schur_jacobi_preconditioner.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| #include "ceres/types.h" |
| #include "ceres/visibility_based_preconditioner.h" |
| #include "ceres/wall_time.h" |
| #include "glog/logging.h" |
| |
| namespace ceres::internal { |
| |
| IterativeSchurComplementSolver::IterativeSchurComplementSolver( |
| LinearSolver::Options options) |
| : options_(std::move(options)) {} |
| |
| IterativeSchurComplementSolver::~IterativeSchurComplementSolver() = default; |
| |
| LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl( |
| BlockSparseMatrix* A, |
| const double* b, |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* x) { |
| EventLogger event_logger("IterativeSchurComplementSolver::Solve"); |
| |
| CHECK(A->block_structure() != nullptr); |
| CHECK(A->transpose_block_structure() != nullptr); |
| |
| const int num_eliminate_blocks = options_.elimination_groups[0]; |
| // Initialize a ImplicitSchurComplement object. |
| if (schur_complement_ == nullptr) { |
| DetectStructure(*(A->block_structure()), |
| num_eliminate_blocks, |
| &options_.row_block_size, |
| &options_.e_block_size, |
| &options_.f_block_size); |
| schur_complement_ = std::make_unique<ImplicitSchurComplement>(options_); |
| } |
| schur_complement_->Init(*A, per_solve_options.D, b); |
| |
| const int num_schur_complement_blocks = |
| A->block_structure()->cols.size() - num_eliminate_blocks; |
| if (num_schur_complement_blocks == 0) { |
| VLOG(2) << "No parameter blocks left in the schur complement."; |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LinearSolverTerminationType::SUCCESS; |
| schur_complement_->BackSubstitute(nullptr, x); |
| return summary; |
| } |
| |
| // Initialize the solution to the Schur complement system. |
| reduced_linear_system_solution_.resize(schur_complement_->num_rows()); |
| reduced_linear_system_solution_.setZero(); |
| if (options_.use_spse_initialization) { |
| Preconditioner::Options preconditioner_options(options_); |
| preconditioner_options.type = SCHUR_POWER_SERIES_EXPANSION; |
| PowerSeriesExpansionPreconditioner pse_solver( |
| schur_complement_.get(), |
| options_.max_num_spse_iterations, |
| options_.spse_tolerance, |
| preconditioner_options); |
| pse_solver.RightMultiplyAndAccumulate( |
| schur_complement_->rhs().data(), |
| reduced_linear_system_solution_.data()); |
| } |
| |
| CreatePreconditioner(A); |
| if (preconditioner_ != nullptr) { |
| if (!preconditioner_->Update(*A, per_solve_options.D)) { |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LinearSolverTerminationType::FAILURE; |
| summary.message = "Preconditioner update failed."; |
| return summary; |
| } |
| } |
| |
| ConjugateGradientsSolverOptions cg_options; |
| cg_options.min_num_iterations = options_.min_num_iterations; |
| cg_options.max_num_iterations = options_.max_num_iterations; |
| cg_options.residual_reset_period = options_.residual_reset_period; |
| cg_options.q_tolerance = per_solve_options.q_tolerance; |
| cg_options.r_tolerance = per_solve_options.r_tolerance; |
| |
| LinearOperatorAdapter lhs(*schur_complement_); |
| LinearOperatorAdapter preconditioner(*preconditioner_); |
| |
| Vector scratch[4]; |
| for (int i = 0; i < 4; ++i) { |
| scratch[i].resize(schur_complement_->num_cols()); |
| } |
| Vector* scratch_ptr[4] = {&scratch[0], &scratch[1], &scratch[2], &scratch[3]}; |
| |
| event_logger.AddEvent("Setup"); |
| |
| LinearSolver::Summary summary = |
| ConjugateGradientsSolver(cg_options, |
| lhs, |
| schur_complement_->rhs(), |
| preconditioner, |
| scratch_ptr, |
| reduced_linear_system_solution_); |
| |
| if (summary.termination_type != LinearSolverTerminationType::FAILURE && |
| summary.termination_type != LinearSolverTerminationType::FATAL_ERROR) { |
| schur_complement_->BackSubstitute(reduced_linear_system_solution_.data(), |
| x); |
| } |
| event_logger.AddEvent("Solve"); |
| return summary; |
| } |
| |
| void IterativeSchurComplementSolver::CreatePreconditioner( |
| BlockSparseMatrix* A) { |
| if (preconditioner_ != nullptr) { |
| return; |
| } |
| |
| Preconditioner::Options preconditioner_options(options_); |
| CHECK(options_.context != nullptr); |
| |
| switch (options_.preconditioner_type) { |
| case IDENTITY: |
| preconditioner_ = std::make_unique<IdentityPreconditioner>( |
| schur_complement_->num_cols()); |
| break; |
| case JACOBI: |
| preconditioner_ = std::make_unique<SparseMatrixPreconditionerWrapper>( |
| schur_complement_->block_diagonal_FtF_inverse(), |
| preconditioner_options); |
| break; |
| case SCHUR_POWER_SERIES_EXPANSION: |
| // Ignoring the value of spse_tolerance to ensure preconditioner stays |
| // fixed during the iterations of cg. |
| preconditioner_ = std::make_unique<PowerSeriesExpansionPreconditioner>( |
| schur_complement_.get(), |
| options_.max_num_spse_iterations, |
| 0, |
| preconditioner_options); |
| break; |
| case SCHUR_JACOBI: |
| preconditioner_ = std::make_unique<SchurJacobiPreconditioner>( |
| *A->block_structure(), preconditioner_options); |
| break; |
| case CLUSTER_JACOBI: |
| case CLUSTER_TRIDIAGONAL: |
| preconditioner_ = std::make_unique<VisibilityBasedPreconditioner>( |
| *A->block_structure(), preconditioner_options); |
| break; |
| default: |
| LOG(FATAL) << "Unknown Preconditioner Type"; |
| } |
| }; |
| |
| } // namespace ceres::internal |