|  | // 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) | 
|  |  | 
|  | #ifndef CERES_NO_SUITESPARSE | 
|  | #include "ceres/suitesparse.h" | 
|  |  | 
|  | #include <vector> | 
|  | #include "cholmod.h" | 
|  | #include "ceres/compressed_row_sparse_matrix.h" | 
|  | #include "ceres/triplet_sparse_matrix.h" | 
|  |  | 
|  | namespace ceres { | 
|  | namespace internal { | 
|  |  | 
|  | 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 = new cholmod_sparse_struct; | 
|  | m->nrow = A->num_cols(); | 
|  | m->ncol = A->num_rows(); | 
|  | m->nzmax = A->num_nonzeros(); | 
|  |  | 
|  | 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->stype = 0;  // Matrix is not symmetric. | 
|  | m->itype = CHOLMOD_INT; | 
|  | m->xtype = CHOLMOD_REAL; | 
|  | m->dtype = CHOLMOD_DOUBLE; | 
|  | m->sorted = 1; | 
|  | m->packed = 1; | 
|  |  | 
|  | return m; | 
|  | } | 
|  |  | 
|  | 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 != NULL) { | 
|  | memcpy(v->x, x, in_size*sizeof(*x)); | 
|  | } | 
|  | return v; | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::AnalyzeCholesky(cholmod_sparse* A) { | 
|  | // 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_); | 
|  | CHECK_EQ(cc_.status, CHOLMOD_OK) | 
|  | << "Cholmod symbolic analysis failed " << cc_.status; | 
|  | CHECK_NOTNULL(factor); | 
|  |  | 
|  | if (VLOG_IS_ON(2)) { | 
|  | cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); | 
|  | } | 
|  |  | 
|  | return factor; | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::BlockAnalyzeCholesky( | 
|  | cholmod_sparse* A, | 
|  | const vector<int>& row_blocks, | 
|  | const vector<int>& col_blocks) { | 
|  | vector<int> ordering; | 
|  | if (!BlockAMDOrdering(A, row_blocks, col_blocks, &ordering)) { | 
|  | return NULL; | 
|  | } | 
|  | return AnalyzeCholeskyWithUserOrdering(A, ordering); | 
|  | } | 
|  |  | 
|  | cholmod_factor* SuiteSparse::AnalyzeCholeskyWithUserOrdering( | 
|  | cholmod_sparse* A, | 
|  | const vector<int>& ordering) { | 
|  | 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]), NULL, 0, &cc_); | 
|  | CHECK_EQ(cc_.status, CHOLMOD_OK) | 
|  | << "Cholmod symbolic analysis failed " << cc_.status; | 
|  | CHECK_NOTNULL(factor); | 
|  |  | 
|  | if (VLOG_IS_ON(2)) { | 
|  | cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); | 
|  | } | 
|  |  | 
|  | 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; | 
|  |  | 
|  | ScalarMatrixToBlockMatrix(A, | 
|  | 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 = NULL; | 
|  | 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, NULL, 0, &block_ordering[0], &cc_)) { | 
|  | return false; | 
|  | } | 
|  |  | 
|  | BlockOrderingToScalarOrdering(row_blocks, block_ordering, ordering); | 
|  | return true; | 
|  | } | 
|  |  | 
|  | void SuiteSparse::ScalarMatrixToBlockMatrix(const cholmod_sparse* A, | 
|  | const vector<int>& row_blocks, | 
|  | const vector<int>& col_blocks, | 
|  | vector<int>* block_rows, | 
|  | vector<int>* block_cols) { | 
|  | CHECK_NOTNULL(block_rows)->clear(); | 
|  | CHECK_NOTNULL(block_cols)->clear(); | 
|  | const int num_row_blocks = row_blocks.size(); | 
|  | const int num_col_blocks = col_blocks.size(); | 
|  |  | 
|  | vector<int> row_block_starts(num_row_blocks); | 
|  | for (int i = 0, cursor = 0; i < num_row_blocks; ++i) { | 
|  | row_block_starts[i] = cursor; | 
|  | cursor += row_blocks[i]; | 
|  | } | 
|  |  | 
|  | // The reinterpret_cast is needed here because CHOLMOD stores arrays | 
|  | // as void*. | 
|  | const int* scalar_cols =  reinterpret_cast<const int*>(A->p); | 
|  | const int* scalar_rows =  reinterpret_cast<const int*>(A->i); | 
|  |  | 
|  | // This loop extracts the block sparsity of the scalar sparse matrix | 
|  | // A. It does so by iterating over the columns, but only considering | 
|  | // the columns corresponding to the first element of each column | 
|  | // block. Within each column, the inner loop iterates over the rows, | 
|  | // and detects the presence of a row block by checking for the | 
|  | // presence of a non-zero entry corresponding to its first element. | 
|  | block_cols->push_back(0); | 
|  | int c = 0; | 
|  | for (int col_block = 0; col_block < num_col_blocks; ++col_block) { | 
|  | int column_size = 0; | 
|  | for (int idx = scalar_cols[c]; idx < scalar_cols[c + 1]; ++idx) { | 
|  | vector<int>::const_iterator it = lower_bound(row_block_starts.begin(), | 
|  | row_block_starts.end(), | 
|  | scalar_rows[idx]); | 
|  | // Since we are using lower_bound, it will return the row id | 
|  | // where the row block starts. For everything but the first row | 
|  | // of the block, where these values will be the same, we can | 
|  | // skip, as we only need the first row to detect the presence of | 
|  | // the block. | 
|  | // | 
|  | // For rows all but the first row in the last row block, | 
|  | // lower_bound will return row_block_starts.end(), but those can | 
|  | // be skipped like the rows in other row blocks too. | 
|  | if (it == row_block_starts.end() || *it != scalar_rows[idx]) { | 
|  | continue; | 
|  | } | 
|  |  | 
|  | block_rows->push_back(it - row_block_starts.begin()); | 
|  | ++column_size; | 
|  | } | 
|  | block_cols->push_back(block_cols->back() + column_size); | 
|  | c += col_blocks[col_block]; | 
|  | } | 
|  | } | 
|  |  | 
|  | void SuiteSparse::BlockOrderingToScalarOrdering( | 
|  | const vector<int>& blocks, | 
|  | const vector<int>& block_ordering, | 
|  | vector<int>* scalar_ordering) { | 
|  | CHECK_EQ(blocks.size(), block_ordering.size()); | 
|  | const int num_blocks = blocks.size(); | 
|  |  | 
|  | // block_starts = [0, block1, block1 + block2 ..] | 
|  | vector<int> block_starts(num_blocks); | 
|  | for (int i = 0, cursor = 0; i < num_blocks ; ++i) { | 
|  | block_starts[i] = cursor; | 
|  | cursor += blocks[i]; | 
|  | } | 
|  |  | 
|  | scalar_ordering->resize(block_starts.back() + blocks.back()); | 
|  | int cursor = 0; | 
|  | for (int i = 0; i < num_blocks; ++i) { | 
|  | const int block_id = block_ordering[i]; | 
|  | const int block_size = blocks[block_id]; | 
|  | int block_position = block_starts[block_id]; | 
|  | for (int j = 0; j < block_size; ++j) { | 
|  | (*scalar_ordering)[cursor++] = block_position++; | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | bool SuiteSparse::Cholesky(cholmod_sparse* A, cholmod_factor* L) { | 
|  | CHECK_NOTNULL(A); | 
|  | CHECK_NOTNULL(L); | 
|  |  | 
|  | // 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 status = cholmod_factorize(A, L, &cc_); | 
|  | cc_.print = old_print_level; | 
|  |  | 
|  | // TODO(sameeragarwal): This switch statement is not consistent. It | 
|  | // treats all kinds of CHOLMOD failures as warnings. Some of these | 
|  | // like out of memory are definitely not warnings. The problem is | 
|  | // that the return value Cholesky is two valued, but the state of | 
|  | // the linear solver is really three valued. SUCCESS, | 
|  | // NON_FATAL_FAILURE (e.g., indefinite matrix) and FATAL_FAILURE | 
|  | // (e.g. out of memory). | 
|  | switch (cc_.status) { | 
|  | case CHOLMOD_NOT_INSTALLED: | 
|  | LOG(WARNING) << "CHOLMOD failure: Method not installed."; | 
|  | return false; | 
|  | case CHOLMOD_OUT_OF_MEMORY: | 
|  | LOG(WARNING) << "CHOLMOD failure: Out of memory."; | 
|  | return false; | 
|  | case CHOLMOD_TOO_LARGE: | 
|  | LOG(WARNING) << "CHOLMOD failure: Integer overflow occured."; | 
|  | return false; | 
|  | case CHOLMOD_INVALID: | 
|  | LOG(WARNING) << "CHOLMOD failure: Invalid input."; | 
|  | return false; | 
|  | case CHOLMOD_NOT_POSDEF: | 
|  | // TODO(sameeragarwal): These two warnings require more | 
|  | // sophisticated handling going forward. For now we will be | 
|  | // strict and treat them as failures. | 
|  | LOG(WARNING) << "CHOLMOD warning: Matrix not positive definite."; | 
|  | return false; | 
|  | case CHOLMOD_DSMALL: | 
|  | LOG(WARNING) << "CHOLMOD warning: D for LDL' or diag(L) or " | 
|  | << "LL' has tiny absolute value."; | 
|  | return false; | 
|  | case CHOLMOD_OK: | 
|  | if (status != 0) { | 
|  | return true; | 
|  | } | 
|  | LOG(WARNING) << "CHOLMOD failure: cholmod_factorize returned zero " | 
|  | << "but cholmod_common::status is CHOLMOD_OK." | 
|  | << "Please report this to ceres-solver@googlegroups.com."; | 
|  | return false; | 
|  | default: | 
|  | LOG(WARNING) << "Unknown cholmod return code. " | 
|  | << "Please report this to ceres-solver@googlegroups.com."; | 
|  | return false; | 
|  | } | 
|  | return false; | 
|  | } | 
|  |  | 
|  | cholmod_dense* SuiteSparse::Solve(cholmod_factor* L, | 
|  | cholmod_dense* b) { | 
|  | if (cc_.status != CHOLMOD_OK) { | 
|  | LOG(WARNING) << "CHOLMOD status NOT OK"; | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | return cholmod_solve(CHOLMOD_A, L, b, &cc_); | 
|  | } | 
|  |  | 
|  | cholmod_dense* SuiteSparse::SolveCholesky(cholmod_sparse* A, | 
|  | cholmod_factor* L, | 
|  | cholmod_dense* b) { | 
|  | CHECK_NOTNULL(A); | 
|  | CHECK_NOTNULL(L); | 
|  | CHECK_NOTNULL(b); | 
|  |  | 
|  | if (Cholesky(A, L)) { | 
|  | return Solve(L, b); | 
|  | } | 
|  |  | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | }  // namespace internal | 
|  | }  // namespace ceres | 
|  |  | 
|  | #endif  // CERES_NO_SUITESPARSE |