| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2014 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/internal/port.h" |
| |
| #include <algorithm> |
| #include <ctime> |
| #include <set> |
| #include <vector> |
| |
| #include "ceres/block_random_access_dense_matrix.h" |
| #include "ceres/block_random_access_matrix.h" |
| #include "ceres/block_random_access_sparse_matrix.h" |
| #include "ceres/block_sparse_matrix.h" |
| #include "ceres/block_structure.h" |
| #include "ceres/conjugate_gradients_solver.h" |
| #include "ceres/cxsparse.h" |
| #include "ceres/detect_structure.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/internal/scoped_ptr.h" |
| #include "ceres/lapack.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/schur_complement_solver.h" |
| #include "ceres/suitesparse.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| #include "ceres/types.h" |
| #include "ceres/wall_time.h" |
| #include "Eigen/Dense" |
| #include "Eigen/SparseCore" |
| |
| namespace ceres { |
| namespace internal { |
| namespace { |
| |
| class BlockRandomAccessSparseMatrixAdapter : public LinearOperator { |
| public: |
| explicit BlockRandomAccessSparseMatrixAdapter( |
| const BlockRandomAccessSparseMatrix& m) |
| : m_(m) { |
| } |
| |
| virtual ~BlockRandomAccessSparseMatrixAdapter() {} |
| |
| // y = y + Ax; |
| virtual void RightMultiply(const double* x, double* y) const { |
| m_.SymmetricRightMultiply(x, y); |
| } |
| |
| // y = y + A'x; |
| virtual void LeftMultiply(const double* x, double* y) const { |
| m_.SymmetricRightMultiply(x, y); |
| } |
| |
| virtual int num_rows() const { return m_.num_rows(); } |
| virtual int num_cols() const { return m_.num_rows(); } |
| |
| private: |
| const BlockRandomAccessSparseMatrix& m_; |
| }; |
| |
| class BlockRandomAccessDiagonalMatrixAdapter : public LinearOperator { |
| public: |
| explicit BlockRandomAccessDiagonalMatrixAdapter( |
| const BlockRandomAccessDiagonalMatrix& m) |
| : m_(m) { |
| } |
| |
| virtual ~BlockRandomAccessDiagonalMatrixAdapter() {} |
| |
| // y = y + Ax; |
| virtual void RightMultiply(const double* x, double* y) const { |
| m_.RightMultiply(x, y); |
| } |
| |
| // y = y + A'x; |
| virtual void LeftMultiply(const double* x, double* y) const { |
| m_.RightMultiply(x, y); |
| } |
| |
| virtual int num_rows() const { return m_.num_rows(); } |
| virtual int num_cols() const { return m_.num_rows(); } |
| |
| private: |
| const BlockRandomAccessDiagonalMatrix& m_; |
| }; |
| |
| } // namespace |
| |
| LinearSolver::Summary SchurComplementSolver::SolveImpl( |
| BlockSparseMatrix* A, |
| const double* b, |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* x) { |
| EventLogger event_logger("SchurComplementSolver::Solve"); |
| |
| if (eliminator_.get() == NULL) { |
| InitStorage(A->block_structure()); |
| DetectStructure(*A->block_structure(), |
| options_.elimination_groups[0], |
| &options_.row_block_size, |
| &options_.e_block_size, |
| &options_.f_block_size); |
| eliminator_.reset(CHECK_NOTNULL(SchurEliminatorBase::Create(options_))); |
| eliminator_->Init(options_.elimination_groups[0], A->block_structure()); |
| }; |
| fill(x, x + A->num_cols(), 0.0); |
| event_logger.AddEvent("Setup"); |
| |
| eliminator_->Eliminate(A, b, per_solve_options.D, lhs_.get(), rhs_.get()); |
| event_logger.AddEvent("Eliminate"); |
| |
| double* reduced_solution = x + A->num_cols() - lhs_->num_cols(); |
| const LinearSolver::Summary summary = |
| SolveReducedLinearSystem(per_solve_options, reduced_solution); |
| event_logger.AddEvent("ReducedSolve"); |
| |
| if (summary.termination_type == LINEAR_SOLVER_SUCCESS) { |
| eliminator_->BackSubstitute(A, b, per_solve_options.D, reduced_solution, x); |
| event_logger.AddEvent("BackSubstitute"); |
| } |
| |
| return summary; |
| } |
| |
| // Initialize a BlockRandomAccessDenseMatrix to store the Schur |
| // complement. |
| void DenseSchurComplementSolver::InitStorage( |
| const CompressedRowBlockStructure* bs) { |
| const int num_eliminate_blocks = options().elimination_groups[0]; |
| const int num_col_blocks = bs->cols.size(); |
| |
| vector<int> blocks(num_col_blocks - num_eliminate_blocks, 0); |
| for (int i = num_eliminate_blocks, j = 0; |
| i < num_col_blocks; |
| ++i, ++j) { |
| blocks[j] = bs->cols[i].size; |
| } |
| |
| set_lhs(new BlockRandomAccessDenseMatrix(blocks)); |
| set_rhs(new double[lhs()->num_rows()]); |
| } |
| |
| // Solve the system Sx = r, assuming that the matrix S is stored in a |
| // BlockRandomAccessDenseMatrix. The linear system is solved using |
| // Eigen's Cholesky factorization. |
| LinearSolver::Summary |
| DenseSchurComplementSolver::SolveReducedLinearSystem( |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* solution) { |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_SUCCESS; |
| summary.message = "Success."; |
| |
| const BlockRandomAccessDenseMatrix* m = |
| down_cast<const BlockRandomAccessDenseMatrix*>(lhs()); |
| const int num_rows = m->num_rows(); |
| |
| // The case where there are no f blocks, and the system is block |
| // diagonal. |
| if (num_rows == 0) { |
| return summary; |
| } |
| |
| summary.num_iterations = 1; |
| |
| if (options().dense_linear_algebra_library_type == EIGEN) { |
| Eigen::LLT<Matrix, Eigen::Upper> llt = |
| ConstMatrixRef(m->values(), num_rows, num_rows) |
| .selfadjointView<Eigen::Upper>() |
| .llt(); |
| if (llt.info() != Eigen::Success) { |
| summary.termination_type = LINEAR_SOLVER_FAILURE; |
| summary.message = |
| "Eigen failure. Unable to perform dense Cholesky factorization."; |
| return summary; |
| } |
| |
| VectorRef(solution, num_rows) = llt.solve(ConstVectorRef(rhs(), num_rows)); |
| } else { |
| VectorRef(solution, num_rows) = ConstVectorRef(rhs(), num_rows); |
| summary.termination_type = |
| LAPACK::SolveInPlaceUsingCholesky(num_rows, |
| m->values(), |
| solution, |
| &summary.message); |
| } |
| |
| return summary; |
| } |
| |
| SparseSchurComplementSolver::SparseSchurComplementSolver( |
| const LinearSolver::Options& options) |
| : SchurComplementSolver(options), |
| factor_(NULL), |
| cxsparse_factor_(NULL) { |
| } |
| |
| SparseSchurComplementSolver::~SparseSchurComplementSolver() { |
| if (factor_ != NULL) { |
| ss_.Free(factor_); |
| factor_ = NULL; |
| } |
| |
| if (cxsparse_factor_ != NULL) { |
| cxsparse_.Free(cxsparse_factor_); |
| cxsparse_factor_ = NULL; |
| } |
| } |
| |
| // Determine the non-zero blocks in the Schur Complement matrix, and |
| // initialize a BlockRandomAccessSparseMatrix object. |
| void SparseSchurComplementSolver::InitStorage( |
| const CompressedRowBlockStructure* bs) { |
| const int num_eliminate_blocks = options().elimination_groups[0]; |
| const int num_col_blocks = bs->cols.size(); |
| const int num_row_blocks = bs->rows.size(); |
| |
| blocks_.resize(num_col_blocks - num_eliminate_blocks, 0); |
| for (int i = num_eliminate_blocks; i < num_col_blocks; ++i) { |
| blocks_[i - num_eliminate_blocks] = bs->cols[i].size; |
| } |
| |
| set<pair<int, int> > block_pairs; |
| for (int i = 0; i < blocks_.size(); ++i) { |
| block_pairs.insert(make_pair(i, i)); |
| } |
| |
| int r = 0; |
| while (r < num_row_blocks) { |
| int e_block_id = bs->rows[r].cells.front().block_id; |
| if (e_block_id >= num_eliminate_blocks) { |
| break; |
| } |
| vector<int> f_blocks; |
| |
| // Add to the chunk until the first block in the row is |
| // different than the one in the first row for the chunk. |
| for (; r < num_row_blocks; ++r) { |
| const CompressedRow& row = bs->rows[r]; |
| if (row.cells.front().block_id != e_block_id) { |
| break; |
| } |
| |
| // Iterate over the blocks in the row, ignoring the first |
| // block since it is the one to be eliminated. |
| for (int c = 1; c < row.cells.size(); ++c) { |
| const Cell& cell = row.cells[c]; |
| f_blocks.push_back(cell.block_id - num_eliminate_blocks); |
| } |
| } |
| |
| sort(f_blocks.begin(), f_blocks.end()); |
| f_blocks.erase(unique(f_blocks.begin(), f_blocks.end()), f_blocks.end()); |
| for (int i = 0; i < f_blocks.size(); ++i) { |
| for (int j = i + 1; j < f_blocks.size(); ++j) { |
| block_pairs.insert(make_pair(f_blocks[i], f_blocks[j])); |
| } |
| } |
| } |
| |
| // Remaing rows do not contribute to the chunks and directly go |
| // into the schur complement via an outer product. |
| for (; r < num_row_blocks; ++r) { |
| const CompressedRow& row = bs->rows[r]; |
| CHECK_GE(row.cells.front().block_id, num_eliminate_blocks); |
| for (int i = 0; i < row.cells.size(); ++i) { |
| int r_block1_id = row.cells[i].block_id - num_eliminate_blocks; |
| for (int j = 0; j < row.cells.size(); ++j) { |
| int r_block2_id = row.cells[j].block_id - num_eliminate_blocks; |
| if (r_block1_id <= r_block2_id) { |
| block_pairs.insert(make_pair(r_block1_id, r_block2_id)); |
| } |
| } |
| } |
| } |
| |
| set_lhs(new BlockRandomAccessSparseMatrix(blocks_, block_pairs)); |
| set_rhs(new double[lhs()->num_rows()]); |
| } |
| |
| LinearSolver::Summary |
| SparseSchurComplementSolver::SolveReducedLinearSystem( |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* solution) { |
| if (options().type == ITERATIVE_SCHUR) { |
| CHECK(options().use_explicit_schur_complement); |
| return SolveReducedLinearSystemUsingConjugateGradients(per_solve_options, |
| solution); |
| } |
| |
| switch (options().sparse_linear_algebra_library_type) { |
| case SUITE_SPARSE: |
| return SolveReducedLinearSystemUsingSuiteSparse(per_solve_options, |
| solution); |
| case CX_SPARSE: |
| return SolveReducedLinearSystemUsingCXSparse(per_solve_options, |
| solution); |
| case EIGEN_SPARSE: |
| return SolveReducedLinearSystemUsingEigen(per_solve_options, |
| solution); |
| default: |
| LOG(FATAL) << "Unknown sparse linear algebra library : " |
| << options().sparse_linear_algebra_library_type; |
| } |
| |
| return LinearSolver::Summary(); |
| } |
| |
| // Solve the system Sx = r, assuming that the matrix S is stored in a |
| // BlockRandomAccessSparseMatrix. The linear system is solved using |
| // CHOLMOD's sparse cholesky factorization routines. |
| LinearSolver::Summary |
| SparseSchurComplementSolver::SolveReducedLinearSystemUsingSuiteSparse( |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* solution) { |
| #ifdef CERES_NO_SUITESPARSE |
| |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; |
| summary.message = "Ceres was not built with SuiteSparse support. " |
| "Therefore, SPARSE_SCHUR cannot be used with SUITE_SPARSE"; |
| return summary; |
| |
| #else |
| |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_SUCCESS; |
| summary.message = "Success."; |
| |
| TripletSparseMatrix* tsm = |
| const_cast<TripletSparseMatrix*>( |
| down_cast<const BlockRandomAccessSparseMatrix*>(lhs())->matrix()); |
| const int num_rows = tsm->num_rows(); |
| |
| // The case where there are no f blocks, and the system is block |
| // diagonal. |
| if (num_rows == 0) { |
| return summary; |
| } |
| |
| summary.num_iterations = 1; |
| cholmod_sparse* cholmod_lhs = NULL; |
| if (options().use_postordering) { |
| // If we are going to do a full symbolic analysis of the schur |
| // complement matrix from scratch and not rely on the |
| // pre-ordering, then the fastest path in cholmod_factorize is the |
| // one corresponding to upper triangular matrices. |
| |
| // Create a upper triangular symmetric matrix. |
| cholmod_lhs = ss_.CreateSparseMatrix(tsm); |
| cholmod_lhs->stype = 1; |
| |
| if (factor_ == NULL) { |
| factor_ = ss_.BlockAnalyzeCholesky(cholmod_lhs, |
| blocks_, |
| blocks_, |
| &summary.message); |
| } |
| } else { |
| // If we are going to use the natural ordering (i.e. rely on the |
| // pre-ordering computed by solver_impl.cc), then the fastest |
| // path in cholmod_factorize is the one corresponding to lower |
| // triangular matrices. |
| |
| // Create a upper triangular symmetric matrix. |
| cholmod_lhs = ss_.CreateSparseMatrixTranspose(tsm); |
| cholmod_lhs->stype = -1; |
| |
| if (factor_ == NULL) { |
| factor_ = ss_.AnalyzeCholeskyWithNaturalOrdering(cholmod_lhs, |
| &summary.message); |
| } |
| } |
| |
| if (factor_ == NULL) { |
| ss_.Free(cholmod_lhs); |
| summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; |
| // No need to set message as it has already been set by the |
| // symbolic analysis routines above. |
| return summary; |
| } |
| |
| summary.termination_type = |
| ss_.Cholesky(cholmod_lhs, factor_, &summary.message); |
| |
| ss_.Free(cholmod_lhs); |
| |
| if (summary.termination_type != LINEAR_SOLVER_SUCCESS) { |
| // No need to set message as it has already been set by the |
| // numeric factorization routine above. |
| return summary; |
| } |
| |
| cholmod_dense* cholmod_rhs = |
| ss_.CreateDenseVector(const_cast<double*>(rhs()), num_rows, num_rows); |
| cholmod_dense* cholmod_solution = ss_.Solve(factor_, |
| cholmod_rhs, |
| &summary.message); |
| ss_.Free(cholmod_rhs); |
| |
| if (cholmod_solution == NULL) { |
| summary.message = |
| "SuiteSparse failure. Unable to perform triangular solve."; |
| summary.termination_type = LINEAR_SOLVER_FAILURE; |
| return summary; |
| } |
| |
| VectorRef(solution, num_rows) |
| = VectorRef(static_cast<double*>(cholmod_solution->x), num_rows); |
| ss_.Free(cholmod_solution); |
| return summary; |
| #endif // CERES_NO_SUITESPARSE |
| } |
| |
| // Solve the system Sx = r, assuming that the matrix S is stored in a |
| // BlockRandomAccessSparseMatrix. The linear system is solved using |
| // CXSparse's sparse cholesky factorization routines. |
| LinearSolver::Summary |
| SparseSchurComplementSolver::SolveReducedLinearSystemUsingCXSparse( |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* solution) { |
| #ifdef CERES_NO_CXSPARSE |
| |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; |
| summary.message = "Ceres was not built with CXSparse support. " |
| "Therefore, SPARSE_SCHUR cannot be used with CX_SPARSE"; |
| return summary; |
| |
| #else |
| |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_SUCCESS; |
| summary.message = "Success."; |
| |
| // Extract the TripletSparseMatrix that is used for actually storing S. |
| TripletSparseMatrix* tsm = |
| const_cast<TripletSparseMatrix*>( |
| down_cast<const BlockRandomAccessSparseMatrix*>(lhs())->matrix()); |
| const int num_rows = tsm->num_rows(); |
| |
| // The case where there are no f blocks, and the system is block |
| // diagonal. |
| if (num_rows == 0) { |
| return summary; |
| } |
| |
| cs_di* lhs = CHECK_NOTNULL(cxsparse_.CreateSparseMatrix(tsm)); |
| VectorRef(solution, num_rows) = ConstVectorRef(rhs(), num_rows); |
| |
| // Compute symbolic factorization if not available. |
| if (cxsparse_factor_ == NULL) { |
| cxsparse_factor_ = cxsparse_.BlockAnalyzeCholesky(lhs, blocks_, blocks_); |
| } |
| |
| if (cxsparse_factor_ == NULL) { |
| summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; |
| summary.message = |
| "CXSparse failure. Unable to find symbolic factorization."; |
| } else if (!cxsparse_.SolveCholesky(lhs, cxsparse_factor_, solution)) { |
| summary.termination_type = LINEAR_SOLVER_FAILURE; |
| summary.message = "CXSparse::SolveCholesky failed."; |
| } |
| |
| cxsparse_.Free(lhs); |
| return summary; |
| #endif // CERES_NO_CXPARSE |
| } |
| |
| // Solve the system Sx = r, assuming that the matrix S is stored in a |
| // BlockRandomAccessSparseMatrix. The linear system is solved using |
| // Eigen's sparse cholesky factorization routines. |
| LinearSolver::Summary |
| SparseSchurComplementSolver::SolveReducedLinearSystemUsingEigen( |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* solution) { |
| #ifndef CERES_USE_EIGEN_SPARSE |
| |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; |
| summary.message = |
| "SPARSE_SCHUR cannot be used with EIGEN_SPARSE. " |
| "Ceres was not built with support for " |
| "Eigen's SimplicialLDLT decomposition. " |
| "This requires enabling building with -DEIGENSPARSE=ON."; |
| return summary; |
| |
| #else |
| EventLogger event_logger("SchurComplementSolver::EigenSolve"); |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_SUCCESS; |
| summary.message = "Success."; |
| |
| // Extract the TripletSparseMatrix that is used for actually storing S. |
| TripletSparseMatrix* tsm = |
| const_cast<TripletSparseMatrix*>( |
| down_cast<const BlockRandomAccessSparseMatrix*>(lhs())->matrix()); |
| const int num_rows = tsm->num_rows(); |
| |
| // The case where there are no f blocks, and the system is block |
| // diagonal. |
| if (num_rows == 0) { |
| return summary; |
| } |
| |
| // This is an upper triangular matrix. |
| CompressedRowSparseMatrix crsm(*tsm); |
| // Map this to a column major, lower triangular matrix. |
| Eigen::MappedSparseMatrix<double, Eigen::ColMajor> eigen_lhs( |
| crsm.num_rows(), |
| crsm.num_rows(), |
| crsm.num_nonzeros(), |
| crsm.mutable_rows(), |
| crsm.mutable_cols(), |
| crsm.mutable_values()); |
| event_logger.AddEvent("ToCompressedRowSparseMatrix"); |
| |
| // Compute symbolic factorization if one does not exist. |
| if (simplicial_ldlt_.get() == NULL) { |
| simplicial_ldlt_.reset(new SimplicialLDLT); |
| // This ordering is quite bad. The scalar ordering produced by the |
| // AMD algorithm is quite bad and can be an order of magnitude |
| // worse than the one computed using the block version of the |
| // algorithm. |
| simplicial_ldlt_->analyzePattern(eigen_lhs); |
| event_logger.AddEvent("Analysis"); |
| if (simplicial_ldlt_->info() != Eigen::Success) { |
| summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; |
| summary.message = |
| "Eigen failure. Unable to find symbolic factorization."; |
| return summary; |
| } |
| } |
| |
| simplicial_ldlt_->factorize(eigen_lhs); |
| event_logger.AddEvent("Factorize"); |
| if (simplicial_ldlt_->info() != Eigen::Success) { |
| summary.termination_type = LINEAR_SOLVER_FAILURE; |
| summary.message = "Eigen failure. Unable to find numeric factoriztion."; |
| return summary; |
| } |
| |
| VectorRef(solution, num_rows) = |
| simplicial_ldlt_->solve(ConstVectorRef(rhs(), num_rows)); |
| event_logger.AddEvent("Solve"); |
| if (simplicial_ldlt_->info() != Eigen::Success) { |
| summary.termination_type = LINEAR_SOLVER_FAILURE; |
| summary.message = "Eigen failure. Unable to do triangular solve."; |
| } |
| |
| return summary; |
| #endif // CERES_USE_EIGEN_SPARSE |
| } |
| |
| LinearSolver::Summary |
| SparseSchurComplementSolver::SolveReducedLinearSystemUsingConjugateGradients( |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* solution) { |
| const int num_rows = lhs()->num_rows(); |
| // The case where there are no f blocks, and the system is block |
| // diagonal. |
| if (num_rows == 0) { |
| LinearSolver::Summary summary; |
| summary.num_iterations = 0; |
| summary.termination_type = LINEAR_SOLVER_SUCCESS; |
| summary.message = "Success."; |
| return summary; |
| } |
| |
| // Only SCHUR_JACOBI is supported over here right now. |
| CHECK_EQ(options().preconditioner_type, SCHUR_JACOBI); |
| |
| if (preconditioner_.get() == NULL) { |
| preconditioner_.reset(new BlockRandomAccessDiagonalMatrix(blocks_)); |
| } |
| |
| BlockRandomAccessSparseMatrix* sc = |
| down_cast<BlockRandomAccessSparseMatrix*>( |
| const_cast<BlockRandomAccessMatrix*>(lhs())); |
| |
| // Extract block diagonal from the Schur complement to construct the |
| // schur_jacobi preconditioner. |
| for (int i = 0; i < blocks_.size(); ++i) { |
| const int block_size = blocks_[i]; |
| |
| int sc_r, sc_c, sc_row_stride, sc_col_stride; |
| CellInfo* sc_cell_info = |
| CHECK_NOTNULL(sc->GetCell(i, i, |
| &sc_r, &sc_c, |
| &sc_row_stride, &sc_col_stride)); |
| MatrixRef sc_m(sc_cell_info->values, sc_row_stride, sc_col_stride); |
| |
| int pre_r, pre_c, pre_row_stride, pre_col_stride; |
| CellInfo* pre_cell_info = CHECK_NOTNULL( |
| preconditioner_->GetCell(i, i, |
| &pre_r, &pre_c, |
| &pre_row_stride, &pre_col_stride)); |
| MatrixRef pre_m(pre_cell_info->values, pre_row_stride, pre_col_stride); |
| |
| pre_m.block(pre_r, pre_c, block_size, block_size) = |
| sc_m.block(sc_r, sc_c, block_size, block_size); |
| } |
| preconditioner_->Invert(); |
| |
| VectorRef(solution, num_rows).setZero(); |
| |
| scoped_ptr<LinearOperator> lhs_adapter( |
| new BlockRandomAccessSparseMatrixAdapter(*sc)); |
| scoped_ptr<LinearOperator> preconditioner_adapter( |
| new BlockRandomAccessDiagonalMatrixAdapter(*preconditioner_)); |
| |
| |
| LinearSolver::Options cg_options; |
| cg_options.min_num_iterations = options().min_num_iterations; |
| cg_options.max_num_iterations = options().max_num_iterations; |
| ConjugateGradientsSolver cg_solver(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; |
| cg_per_solve_options.preconditioner = preconditioner_adapter.get(); |
| |
| return cg_solver.Solve(lhs_adapter.get(), |
| rhs(), |
| cg_per_solve_options, |
| solution); |
| } |
| |
| } // namespace internal |
| } // namespace ceres |