| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2015 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 |
| // 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) |
| |
| // This include must come before any #ifndef check on Ceres compile options. |
| #include "ceres/internal/port.h" |
| |
| #ifndef CERES_NO_SUITESPARSE |
| #include "ceres/suitesparse.h" |
| |
| #include <vector> |
| |
| #include "ceres/compressed_col_sparse_matrix_utils.h" |
| #include "ceres/compressed_row_sparse_matrix.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| #include "cholmod.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| using std::string; |
| using std::vector; |
| |
| 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; |
| m.nrow = A->num_cols(); |
| m.ncol = A->num_rows(); |
| m.nzmax = A->num_nonzeros(); |
| m.nz = NULL; |
| 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.z = NULL; |
| |
| if (A->storage_type() == CompressedRowSparseMatrix::LOWER_TRIANGULAR) { |
| m.stype = 1; |
| } else if (A->storage_type() == CompressedRowSparseMatrix::UPPER_TRIANGULAR) { |
| m.stype = -1; |
| } else { |
| m.stype = 0; |
| } |
| |
| 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, |
| string* message) { |
| // 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_); |
| if (VLOG_IS_ON(2)) { |
| cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); |
| } |
| |
| if (cc_.status != CHOLMOD_OK) { |
| *message = |
| StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); |
| return NULL; |
| } |
| |
| return CHECK_NOTNULL(factor); |
| } |
| |
| cholmod_factor* SuiteSparse::BlockAnalyzeCholesky(cholmod_sparse* A, |
| const vector<int>& row_blocks, |
| const vector<int>& col_blocks, |
| string* message) { |
| vector<int> ordering; |
| if (!BlockAMDOrdering(A, row_blocks, col_blocks, &ordering)) { |
| return NULL; |
| } |
| return AnalyzeCholeskyWithUserOrdering(A, ordering, message); |
| } |
| |
| cholmod_factor* SuiteSparse::AnalyzeCholeskyWithUserOrdering( |
| cholmod_sparse* A, const vector<int>& ordering, string* message) { |
| 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_); |
| if (VLOG_IS_ON(2)) { |
| cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); |
| } |
| if (cc_.status != CHOLMOD_OK) { |
| *message = |
| StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); |
| return NULL; |
| } |
| |
| return CHECK_NOTNULL(factor); |
| } |
| |
| cholmod_factor* SuiteSparse::AnalyzeCholeskyWithNaturalOrdering( |
| cholmod_sparse* A, string* message) { |
| cc_.nmethods = 1; |
| cc_.method[0].ordering = CHOLMOD_NATURAL; |
| cc_.postorder = 0; |
| |
| cholmod_factor* factor = cholmod_analyze(A, &cc_); |
| if (VLOG_IS_ON(2)) { |
| cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_); |
| } |
| if (cc_.status != CHOLMOD_OK) { |
| *message = |
| StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); |
| return NULL; |
| } |
| |
| return CHECK_NOTNULL(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; |
| |
| CompressedColumnScalarMatrixToBlockMatrix(reinterpret_cast<const int*>(A->i), |
| reinterpret_cast<const int*>(A->p), |
| 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; |
| } |
| |
| LinearSolverTerminationType SuiteSparse::Cholesky(cholmod_sparse* A, |
| cholmod_factor* L, |
| string* message) { |
| 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 cholmod_status = cholmod_factorize(A, L, &cc_); |
| cc_.print = old_print_level; |
| |
| switch (cc_.status) { |
| case CHOLMOD_NOT_INSTALLED: |
| *message = "CHOLMOD failure: Method not installed."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| case CHOLMOD_OUT_OF_MEMORY: |
| *message = "CHOLMOD failure: Out of memory."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| case CHOLMOD_TOO_LARGE: |
| *message = "CHOLMOD failure: Integer overflow occurred."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| case CHOLMOD_INVALID: |
| *message = "CHOLMOD failure: Invalid input."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| case CHOLMOD_NOT_POSDEF: |
| *message = "CHOLMOD warning: Matrix not positive definite."; |
| return LINEAR_SOLVER_FAILURE; |
| case CHOLMOD_DSMALL: |
| *message = |
| "CHOLMOD warning: D for LDL' or diag(L) or " |
| "LL' has tiny absolute value."; |
| return LINEAR_SOLVER_FAILURE; |
| case CHOLMOD_OK: |
| if (cholmod_status != 0) { |
| return LINEAR_SOLVER_SUCCESS; |
| } |
| |
| *message = |
| "CHOLMOD failure: cholmod_factorize returned false " |
| "but cholmod_common::status is CHOLMOD_OK." |
| "Please report this to ceres-solver@googlegroups.com."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| default: |
| *message = StringPrintf( |
| "Unknown cholmod return code: %d. " |
| "Please report this to ceres-solver@googlegroups.com.", |
| cc_.status); |
| return LINEAR_SOLVER_FATAL_ERROR; |
| } |
| |
| return LINEAR_SOLVER_FATAL_ERROR; |
| } |
| |
| cholmod_dense* SuiteSparse::Solve(cholmod_factor* L, |
| cholmod_dense* b, |
| string* message) { |
| if (cc_.status != CHOLMOD_OK) { |
| *message = "cholmod_solve failed. CHOLMOD status is not CHOLMOD_OK"; |
| return NULL; |
| } |
| |
| return cholmod_solve(CHOLMOD_A, L, b, &cc_); |
| } |
| |
| bool SuiteSparse::ApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, |
| int* ordering) { |
| return cholmod_amd(matrix, NULL, 0, ordering, &cc_); |
| } |
| |
| bool SuiteSparse::ConstrainedApproximateMinimumDegreeOrdering( |
| cholmod_sparse* matrix, int* constraints, int* ordering) { |
| #ifndef CERES_NO_CAMD |
| return cholmod_camd(matrix, NULL, 0, constraints, ordering, &cc_); |
| #else |
| LOG(FATAL) << "Congratulations you have found a bug in Ceres." |
| << "Ceres Solver was compiled with SuiteSparse " |
| << "version 4.1.0 or less. Calling this function " |
| << "in that case is a bug. Please contact the" |
| << "the Ceres Solver developers."; |
| return false; |
| #endif |
| } |
| |
| SuiteSparseCholesky* SuiteSparseCholesky::Create( |
| const OrderingType ordering_type) { |
| return new SuiteSparseCholesky(ordering_type); |
| } |
| |
| SuiteSparseCholesky::SuiteSparseCholesky(const OrderingType ordering_type) |
| : ordering_type_(ordering_type), factor_(NULL) {} |
| |
| SuiteSparseCholesky::~SuiteSparseCholesky() { |
| if (factor_ != NULL) { |
| ss_.Free(factor_); |
| } |
| } |
| |
| LinearSolverTerminationType SuiteSparseCholesky::Factorize( |
| CompressedRowSparseMatrix* lhs, string* message) { |
| if (lhs == NULL) { |
| *message = "Failure: Input lhs is NULL."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| } |
| |
| cholmod_sparse cholmod_lhs = ss_.CreateSparseMatrixTransposeView(lhs); |
| |
| if (factor_ == NULL) { |
| if (ordering_type_ == NATURAL) { |
| factor_ = ss_.AnalyzeCholeskyWithNaturalOrdering(&cholmod_lhs, message); |
| } else { |
| if (!lhs->col_blocks().empty() && !(lhs->row_blocks().empty())) { |
| factor_ = ss_.BlockAnalyzeCholesky( |
| &cholmod_lhs, lhs->col_blocks(), lhs->row_blocks(), message); |
| } else { |
| factor_ = ss_.AnalyzeCholesky(&cholmod_lhs, message); |
| } |
| } |
| |
| if (factor_ == NULL) { |
| return LINEAR_SOLVER_FATAL_ERROR; |
| } |
| } |
| |
| return ss_.Cholesky(&cholmod_lhs, factor_, message); |
| } |
| |
| CompressedRowSparseMatrix::StorageType SuiteSparseCholesky::StorageType() |
| const { |
| return ((ordering_type_ == NATURAL) |
| ? CompressedRowSparseMatrix::UPPER_TRIANGULAR |
| : CompressedRowSparseMatrix::LOWER_TRIANGULAR); |
| } |
| |
| LinearSolverTerminationType SuiteSparseCholesky::Solve(const double* rhs, |
| double* solution, |
| string* message) { |
| // Error checking |
| if (factor_ == NULL) { |
| *message = "Solve called without a call to Factorize first."; |
| return LINEAR_SOLVER_FATAL_ERROR; |
| } |
| |
| const int num_cols = factor_->n; |
| cholmod_dense* cholmod_dense_rhs = |
| ss_.CreateDenseVector(rhs, num_cols, num_cols); |
| cholmod_dense* cholmod_dense_solution = |
| ss_.Solve(factor_, cholmod_dense_rhs, message); |
| ss_.Free(cholmod_dense_rhs); |
| if (cholmod_dense_solution == NULL) { |
| return LINEAR_SOLVER_FAILURE; |
| } |
| |
| memcpy(solution, cholmod_dense_solution->x, num_cols * sizeof(*solution)); |
| ss_.Free(cholmod_dense_solution); |
| return LINEAR_SOLVER_SUCCESS; |
| } |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_NO_SUITESPARSE |