blob: 57465098e29567c2655c6ef8fb2bd77037207333 [file] [log] [blame]
// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2023 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)
#include "ceres/sparse_normal_cholesky_solver.h"
#include <algorithm>
#include <cstring>
#include <ctime>
#include <memory>
#include "ceres/block_sparse_matrix.h"
#include "ceres/inner_product_computer.h"
#include "ceres/internal/eigen.h"
#include "ceres/iterative_refiner.h"
#include "ceres/linear_solver.h"
#include "ceres/sparse_cholesky.h"
#include "ceres/triplet_sparse_matrix.h"
#include "ceres/types.h"
#include "ceres/wall_time.h"
namespace ceres::internal {
SparseNormalCholeskySolver::SparseNormalCholeskySolver(
const LinearSolver::Options& options)
: options_(options) {
sparse_cholesky_ = SparseCholesky::Create(options);
}
SparseNormalCholeskySolver::~SparseNormalCholeskySolver() = default;
LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl(
BlockSparseMatrix* A,
const double* b,
const LinearSolver::PerSolveOptions& per_solve_options,
double* x) {
EventLogger event_logger("SparseNormalCholeskySolver::Solve");
LinearSolver::Summary summary;
summary.num_iterations = 1;
summary.termination_type = LinearSolverTerminationType::SUCCESS;
summary.message = "Success.";
const int num_cols = A->num_cols();
VectorRef xref(x, num_cols);
xref.setZero();
rhs_.resize(num_cols);
rhs_.setZero();
A->LeftMultiplyAndAccumulate(b, rhs_.data());
event_logger.AddEvent("Compute RHS");
if (per_solve_options.D != nullptr) {
// Temporarily append a diagonal block to the A matrix, but undo
// it before returning the matrix to the user.
std::unique_ptr<BlockSparseMatrix> regularizer =
BlockSparseMatrix::CreateDiagonalMatrix(per_solve_options.D,
A->block_structure()->cols);
event_logger.AddEvent("Diagonal");
A->AppendRows(*regularizer);
event_logger.AddEvent("Append");
}
event_logger.AddEvent("Append Rows");
if (inner_product_computer_.get() == nullptr) {
inner_product_computer_ =
InnerProductComputer::Create(*A, sparse_cholesky_->StorageType());
event_logger.AddEvent("InnerProductComputer::Create");
}
inner_product_computer_->Compute();
event_logger.AddEvent("InnerProductComputer::Compute");
if (per_solve_options.D != nullptr) {
A->DeleteRowBlocks(A->block_structure()->cols.size());
}
summary.termination_type = sparse_cholesky_->FactorAndSolve(
inner_product_computer_->mutable_result(),
rhs_.data(),
x,
&summary.message);
event_logger.AddEvent("SparseCholesky::FactorAndSolve");
return summary;
}
} // namespace ceres::internal