| // Ceres Solver - A fast non-linear least squares minimizer | 
 | // Copyright 2017 Google Inc. All rights reserved. | 
 | // http://ceres-solver.org/ | 
 | // | 
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 | // | 
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 | //   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 | 
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 | // POSSIBILITY OF SUCH DAMAGE. | 
 | // | 
 | // Author: sameeragarwal@google.com (Sameer Agarwal) | 
 | // | 
 | // A simple C++ interface to the SuiteSparse and CHOLMOD libraries. | 
 |  | 
 | #ifndef CERES_INTERNAL_SUITESPARSE_H_ | 
 | #define CERES_INTERNAL_SUITESPARSE_H_ | 
 |  | 
 | // This include must come before any #ifndef check on Ceres compile options. | 
 | #include "ceres/internal/port.h" | 
 |  | 
 | #ifndef CERES_NO_SUITESPARSE | 
 |  | 
 | #include <cstring> | 
 | #include <string> | 
 | #include <vector> | 
 | #include "SuiteSparseQR.hpp" | 
 | #include "ceres/linear_solver.h" | 
 | #include "ceres/sparse_cholesky.h" | 
 | #include "cholmod.h" | 
 | #include "glog/logging.h" | 
 |  | 
 | // Before SuiteSparse version 4.2.0, cholmod_camd was only enabled | 
 | // if SuiteSparse was compiled with Metis support. This makes | 
 | // calling and linking into cholmod_camd problematic even though it | 
 | // has nothing to do with Metis. This has been fixed reliably in | 
 | // 4.2.0. | 
 | // | 
 | // The fix was actually committed in 4.1.0, but there is | 
 | // some confusion about a silent update to the tar ball, so we are | 
 | // being conservative and choosing the next minor version where | 
 | // things are stable. | 
 | #if (SUITESPARSE_VERSION < 4002) | 
 | #define CERES_NO_CAMD | 
 | #endif | 
 |  | 
 | // UF_long is deprecated but SuiteSparse_long is only available in | 
 | // newer versions of SuiteSparse. So for older versions of | 
 | // SuiteSparse, we define SuiteSparse_long to be the same as UF_long, | 
 | // which is what recent versions of SuiteSparse do anyways. | 
 | #ifndef SuiteSparse_long | 
 | #define SuiteSparse_long UF_long | 
 | #endif | 
 |  | 
 | namespace ceres { | 
 | namespace internal { | 
 |  | 
 | class CompressedRowSparseMatrix; | 
 | class TripletSparseMatrix; | 
 |  | 
 | // The raw CHOLMOD and SuiteSparseQR libraries have a slightly | 
 | // cumbersome c like calling format. This object abstracts it away and | 
 | // provides the user with a simpler interface. The methods here cannot | 
 | // be static as a cholmod_common object serves as a global variable | 
 | // for all cholmod function calls. | 
 | class SuiteSparse { | 
 |  public: | 
 |   SuiteSparse(); | 
 |   ~SuiteSparse(); | 
 |  | 
 |   // Functions for building cholmod_sparse objects from sparse | 
 |   // matrices stored in triplet form. The matrix A is not | 
 |   // modifed. Called owns the result. | 
 |   cholmod_sparse* CreateSparseMatrix(TripletSparseMatrix* A); | 
 |  | 
 |   // This function works like CreateSparseMatrix, except that the | 
 |   // return value corresponds to A' rather than A. | 
 |   cholmod_sparse* CreateSparseMatrixTranspose(TripletSparseMatrix* A); | 
 |  | 
 |   // Create a cholmod_sparse wrapper around the contents of A. This is | 
 |   // a shallow object, which refers to the contents of A and does not | 
 |   // use the SuiteSparse machinery to allocate memory. | 
 |   cholmod_sparse CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A); | 
 |  | 
 |   // Create a cholmod_dense vector around the contents of the array x. | 
 |   // This is a shallow object, which refers to the contents of x and | 
 |   // does not use the SuiteSparse machinery to allocate memory. | 
 |   cholmod_dense CreateDenseVectorView(const double* x, int size); | 
 |  | 
 |   // Given a vector x, build a cholmod_dense vector of size out_size | 
 |   // with the first in_size entries copied from x. If x is NULL, then | 
 |   // an all zeros vector is returned. Caller owns the result. | 
 |   cholmod_dense* CreateDenseVector(const double* x, int in_size, int out_size); | 
 |  | 
 |   // The matrix A is scaled using the matrix whose diagonal is the | 
 |   // vector scale. mode describes how scaling is applied. Possible | 
 |   // values are CHOLMOD_ROW for row scaling - diag(scale) * A, | 
 |   // CHOLMOD_COL for column scaling - A * diag(scale) and CHOLMOD_SYM | 
 |   // for symmetric scaling which scales both the rows and the columns | 
 |   // - diag(scale) * A * diag(scale). | 
 |   void Scale(cholmod_dense* scale, int mode, cholmod_sparse* A) { | 
 |      cholmod_scale(scale, mode, A, &cc_); | 
 |   } | 
 |  | 
 |   // Create and return a matrix m = A * A'. Caller owns the | 
 |   // result. The matrix A is not modified. | 
 |   cholmod_sparse* AATranspose(cholmod_sparse* A) { | 
 |     cholmod_sparse*m =  cholmod_aat(A, NULL, A->nrow, 1, &cc_); | 
 |     m->stype = 1;  // Pay attention to the upper triangular part. | 
 |     return m; | 
 |   } | 
 |  | 
 |   // y = alpha * A * x + beta * y. Only y is modified. | 
 |   void SparseDenseMultiply(cholmod_sparse* A, double alpha, double beta, | 
 |                            cholmod_dense* x, cholmod_dense* y) { | 
 |     double alpha_[2] = {alpha, 0}; | 
 |     double beta_[2] = {beta, 0}; | 
 |     cholmod_sdmult(A, 0, alpha_, beta_, x, y, &cc_); | 
 |   } | 
 |  | 
 |   // Find an ordering of A or AA' (if A is unsymmetric) that minimizes | 
 |   // the fill-in in the Cholesky factorization of the corresponding | 
 |   // matrix. This is done by using the AMD algorithm. | 
 |   // | 
 |   // Using this ordering, the symbolic Cholesky factorization of A (or | 
 |   // AA') is computed and returned. | 
 |   // | 
 |   // A is not modified, only the pattern of non-zeros of A is used, | 
 |   // the actual numerical values in A are of no consequence. | 
 |   // | 
 |   // message contains an explanation of the failures if any. | 
 |   // | 
 |   // Caller owns the result. | 
 |   cholmod_factor* AnalyzeCholesky(cholmod_sparse* A, std::string* message); | 
 |  | 
 |   cholmod_factor* BlockAnalyzeCholesky(cholmod_sparse* A, | 
 |                                        const std::vector<int>& row_blocks, | 
 |                                        const std::vector<int>& col_blocks, | 
 |                                        std::string* message); | 
 |  | 
 |   // If A is symmetric, then compute the symbolic Cholesky | 
 |   // factorization of A(ordering, ordering). If A is unsymmetric, then | 
 |   // compute the symbolic factorization of | 
 |   // A(ordering,:) A(ordering,:)'. | 
 |   // | 
 |   // A is not modified, only the pattern of non-zeros of A is used, | 
 |   // the actual numerical values in A are of no consequence. | 
 |   // | 
 |   // message contains an explanation of the failures if any. | 
 |   // | 
 |   // Caller owns the result. | 
 |   cholmod_factor* AnalyzeCholeskyWithUserOrdering( | 
 |       cholmod_sparse* A, | 
 |       const std::vector<int>& ordering, | 
 |       std::string* message); | 
 |  | 
 |   // Perform a symbolic factorization of A without re-ordering A. No | 
 |   // postordering of the elimination tree is performed. This ensures | 
 |   // that the symbolic factor does not introduce an extra permutation | 
 |   // on the matrix. See the documentation for CHOLMOD for more details. | 
 |   // | 
 |   // message contains an explanation of the failures if any. | 
 |   cholmod_factor* AnalyzeCholeskyWithNaturalOrdering(cholmod_sparse* A, | 
 |                                                      std::string* message); | 
 |  | 
 |   // Use the symbolic factorization in L, to find the numerical | 
 |   // factorization for the matrix A or AA^T. Return true if | 
 |   // successful, false otherwise. L contains the numeric factorization | 
 |   // on return. | 
 |   // | 
 |   // message contains an explanation of the failures if any. | 
 |   LinearSolverTerminationType Cholesky(cholmod_sparse* A, | 
 |                                        cholmod_factor* L, | 
 |                                        std::string* message); | 
 |  | 
 |   // Given a Cholesky factorization of a matrix A = LL^T, solve the | 
 |   // linear system Ax = b, and return the result. If the Solve fails | 
 |   // NULL is returned. Caller owns the result. | 
 |   // | 
 |   // message contains an explanation of the failures if any. | 
 |   cholmod_dense* Solve(cholmod_factor* L, cholmod_dense* b, std::string* message); | 
 |  | 
 |   // By virtue of the modeling layer in Ceres being block oriented, | 
 |   // all the matrices used by Ceres are also block oriented. When | 
 |   // doing sparse direct factorization of these matrices the | 
 |   // fill-reducing ordering algorithms (in particular AMD) can either | 
 |   // be run on the block or the scalar form of these matrices. The two | 
 |   // SuiteSparse::AnalyzeCholesky methods allows the client to | 
 |   // compute the symbolic factorization of a matrix by either using | 
 |   // AMD on the matrix or a user provided ordering of the rows. | 
 |   // | 
 |   // But since the underlying matrices are block oriented, it is worth | 
 |   // running AMD on just the block structure of these matrices and then | 
 |   // lifting these block orderings to a full scalar ordering. This | 
 |   // preserves the block structure of the permuted matrix, and exposes | 
 |   // more of the super-nodal structure of the matrix to the numerical | 
 |   // factorization routines. | 
 |   // | 
 |   // Find the block oriented AMD ordering of a matrix A, whose row and | 
 |   // column blocks are given by row_blocks, and col_blocks | 
 |   // respectively. The matrix may or may not be symmetric. The entries | 
 |   // of col_blocks do not need to sum to the number of columns in | 
 |   // A. If this is the case, only the first sum(col_blocks) are used | 
 |   // to compute the ordering. | 
 |   bool BlockAMDOrdering(const cholmod_sparse* A, | 
 |                         const std::vector<int>& row_blocks, | 
 |                         const std::vector<int>& col_blocks, | 
 |                         std::vector<int>* ordering); | 
 |  | 
 |   // Find a fill reducing approximate minimum degree | 
 |   // ordering. ordering is expected to be large enough to hold the | 
 |   // ordering. | 
 |   bool ApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, int* ordering); | 
 |  | 
 |  | 
 |   // Before SuiteSparse version 4.2.0, cholmod_camd was only enabled | 
 |   // if SuiteSparse was compiled with Metis support. This makes | 
 |   // calling and linking into cholmod_camd problematic even though it | 
 |   // has nothing to do with Metis. This has been fixed reliably in | 
 |   // 4.2.0. | 
 |   // | 
 |   // The fix was actually committed in 4.1.0, but there is | 
 |   // some confusion about a silent update to the tar ball, so we are | 
 |   // being conservative and choosing the next minor version where | 
 |   // things are stable. | 
 |   static bool IsConstrainedApproximateMinimumDegreeOrderingAvailable() { | 
 |     return (SUITESPARSE_VERSION > 4001); | 
 |   } | 
 |  | 
 |   // Find a fill reducing approximate minimum degree | 
 |   // ordering. constraints is an array which associates with each | 
 |   // column of the matrix an elimination group. i.e., all columns in | 
 |   // group 0 are eliminated first, all columns in group 1 are | 
 |   // eliminated next etc. This function finds a fill reducing ordering | 
 |   // that obeys these constraints. | 
 |   // | 
 |   // Calling ApproximateMinimumDegreeOrdering is equivalent to calling | 
 |   // ConstrainedApproximateMinimumDegreeOrdering with a constraint | 
 |   // array that puts all columns in the same elimination group. | 
 |   // | 
 |   // If CERES_NO_CAMD is defined then calling this function will | 
 |   // result in a crash. | 
 |   bool ConstrainedApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, | 
 |                                                    int* constraints, | 
 |                                                    int* ordering); | 
 |  | 
 |   void Free(cholmod_sparse* m) { cholmod_free_sparse(&m, &cc_); } | 
 |   void Free(cholmod_dense* m)  { cholmod_free_dense(&m, &cc_);  } | 
 |   void Free(cholmod_factor* m) { cholmod_free_factor(&m, &cc_); } | 
 |  | 
 |   void Print(cholmod_sparse* m, const std::string& name) { | 
 |     cholmod_print_sparse(m, const_cast<char*>(name.c_str()), &cc_); | 
 |   } | 
 |  | 
 |   void Print(cholmod_dense* m, const std::string& name) { | 
 |     cholmod_print_dense(m, const_cast<char*>(name.c_str()), &cc_); | 
 |   } | 
 |  | 
 |   void Print(cholmod_triplet* m, const std::string& name) { | 
 |     cholmod_print_triplet(m, const_cast<char*>(name.c_str()), &cc_); | 
 |   } | 
 |  | 
 |   cholmod_common* mutable_cc() { return &cc_; } | 
 |  | 
 |  private: | 
 |   cholmod_common cc_; | 
 | }; | 
 |  | 
 | class SuiteSparseCholesky : public SparseCholesky { | 
 |  public: | 
 |   static std::unique_ptr<SparseCholesky> Create( | 
 |       OrderingType ordering_type); | 
 |  | 
 |   // SparseCholesky interface. | 
 |   virtual ~SuiteSparseCholesky(); | 
 |   CompressedRowSparseMatrix::StorageType StorageType() const final; | 
 |   LinearSolverTerminationType Factorize( | 
 |       CompressedRowSparseMatrix* lhs, std::string* message) final; | 
 |   LinearSolverTerminationType Solve(const double* rhs, | 
 |                                     double* solution, | 
 |                                     std::string* message) final; | 
 |  private: | 
 |   SuiteSparseCholesky(const OrderingType ordering_type); | 
 |  | 
 |   const OrderingType ordering_type_; | 
 |   SuiteSparse ss_; | 
 |   cholmod_factor* factor_; | 
 | }; | 
 |  | 
 | }  // namespace internal | 
 | }  // namespace ceres | 
 |  | 
 | #else  // CERES_NO_SUITESPARSE | 
 |  | 
 | typedef void cholmod_factor; | 
 |  | 
 | namespace ceres { | 
 | namespace internal { | 
 |  | 
 | class SuiteSparse { | 
 |  public: | 
 |   // Defining this static function even when SuiteSparse is not | 
 |   // available, allows client code to check for the presence of CAMD | 
 |   // without checking for the absence of the CERES_NO_CAMD symbol. | 
 |   // | 
 |   // This is safer because the symbol maybe missing due to a user | 
 |   // accidentally not including suitesparse.h in their code when | 
 |   // checking for the symbol. | 
 |   static bool IsConstrainedApproximateMinimumDegreeOrderingAvailable() { | 
 |     return false; | 
 |   } | 
 |  | 
 |   void Free(void* arg) {} | 
 | }; | 
 |  | 
 | }  // namespace internal | 
 | }  // namespace ceres | 
 |  | 
 | #endif  // CERES_NO_SUITESPARSE | 
 |  | 
 | #endif  // CERES_INTERNAL_SUITESPARSE_H_ |