Initial commit of Ceres Solver.
diff --git a/internal/ceres/iterative_schur_complement_solver.cc b/internal/ceres/iterative_schur_complement_solver.cc
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+// 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)
+
+#include "ceres/iterative_schur_complement_solver.h"
+
+#include <algorithm>
+#include <cstring>
+#include <vector>
+
+#include <glog/logging.h>
+#include "Eigen/Dense"
+#include "ceres/block_sparse_matrix.h"
+#include "ceres/block_structure.h"
+#include "ceres/implicit_schur_complement.h"
+#include "ceres/linear_solver.h"
+#include "ceres/triplet_sparse_matrix.h"
+#include "ceres/visibility_based_preconditioner.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/scoped_ptr.h"
+#include "ceres/types.h"
+
+namespace ceres {
+namespace internal {
+
+IterativeSchurComplementSolver::IterativeSchurComplementSolver(
+ const LinearSolver::Options& options)
+ : options_(options) {
+}
+
+IterativeSchurComplementSolver::~IterativeSchurComplementSolver() {
+}
+
+LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl(
+ BlockSparseMatrixBase* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double* x) {
+ CHECK_NOTNULL(A->block_structure());
+
+ // Initialize a ImplicitSchurComplement object.
+ if ((schur_complement_ == NULL) || (!options_.constant_sparsity)) {
+ schur_complement_.reset(
+ new ImplicitSchurComplement(options_.num_eliminate_blocks,
+ options_.constant_sparsity,
+ options_.preconditioner_type == JACOBI));
+ }
+ schur_complement_->Init(*A, per_solve_options.D, b);
+
+ // Initialize the solution to the Schur complement system to zero.
+ //
+ // TODO(sameeragarwal): There maybe a better initialization than an
+ // all zeros solution. Explore other cheap starting points.
+ reduced_linear_system_solution_.resize(schur_complement_->num_rows());
+ reduced_linear_system_solution_.setZero();
+
+ // Instantiate a conjugate gradient solver that runs on the Schur complement
+ // matrix with the block diagonal of the matrix F'F as the preconditioner.
+ LinearSolver::Options cg_options;
+ cg_options.type = CONJUGATE_GRADIENTS;
+ cg_options.max_num_iterations = options_.max_num_iterations;
+ scoped_ptr<LinearSolver> cg_solver(LinearSolver::Create(cg_options));
+ LinearSolver::PerSolveOptions cg_per_solve_options;
+
+ cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance;
+ cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance;
+
+ bool is_preconditioner_good = false;
+ switch (options_.preconditioner_type) {
+ case IDENTITY:
+ is_preconditioner_good = true;
+ break;
+ case JACOBI:
+ // We need to strip the constness of the block_diagonal_FtF_inverse
+ // matrix here because the only other way to initialize the struct
+ // cg_solve_options would be to add a constructor to it. We know
+ // that the only method ever called on the preconditioner is the
+ // RightMultiply which is a const method so we don't need to worry
+ // about the object getting modified.
+ cg_per_solve_options.preconditioner =
+ const_cast<BlockSparseMatrix*>(
+ schur_complement_->block_diagonal_FtF_inverse());
+ is_preconditioner_good = true;
+ break;
+ case SCHUR_JACOBI:
+ case CLUSTER_JACOBI:
+ case CLUSTER_TRIDIAGONAL:
+ if (visibility_based_preconditioner_.get() == NULL) {
+ visibility_based_preconditioner_.reset(
+ new VisibilityBasedPreconditioner(*A->block_structure(), options_));
+ }
+ is_preconditioner_good =
+ visibility_based_preconditioner_->Compute(*A, per_solve_options.D);
+ cg_per_solve_options.preconditioner =
+ visibility_based_preconditioner_.get();
+ break;
+ default:
+ LOG(FATAL) << "Unknown Preconditioner Type";
+ }
+
+ LinearSolver::Summary cg_summary;
+ cg_summary.num_iterations = 0;
+ cg_summary.termination_type = FAILURE;
+
+ if (is_preconditioner_good) {
+ cg_summary = cg_solver->Solve(schur_complement_.get(),
+ schur_complement_->rhs().data(),
+ cg_per_solve_options,
+ reduced_linear_system_solution_.data());
+ if (cg_summary.termination_type != FAILURE) {
+ schur_complement_->BackSubstitute(
+ reduced_linear_system_solution_.data(), x);
+ }
+ }
+
+ VLOG(2) << "CG Iterations : " << cg_summary.num_iterations;
+ return cg_summary;
+}
+
+} // namespace internal
+} // namespace ceres
