| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2018 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/iterative_refiner.h" |
| |
| #include <string> |
| |
| #include "Eigen/Core" |
| #include "ceres/sparse_cholesky.h" |
| #include "ceres/sparse_matrix.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| IterativeRefiner::IterativeRefiner(const int max_num_iterations) |
| : max_num_iterations_(max_num_iterations) {} |
| |
| IterativeRefiner::~IterativeRefiner() {} |
| |
| void IterativeRefiner::Allocate(int num_cols) { |
| residual_.resize(num_cols); |
| correction_.resize(num_cols); |
| lhs_x_solution_.resize(num_cols); |
| } |
| |
| void IterativeRefiner::Refine(const SparseMatrix& lhs, |
| const double* rhs_ptr, |
| SparseCholesky* sparse_cholesky, |
| double* solution_ptr) { |
| const int num_cols = lhs.num_cols(); |
| Allocate(num_cols); |
| ConstVectorRef rhs(rhs_ptr, num_cols); |
| VectorRef solution(solution_ptr, num_cols); |
| for (int i = 0; i < max_num_iterations_; ++i) { |
| // residual = rhs - lhs * solution |
| lhs_x_solution_.setZero(); |
| lhs.RightMultiply(solution_ptr, lhs_x_solution_.data()); |
| residual_ = rhs - lhs_x_solution_; |
| // solution += lhs^-1 residual |
| std::string ignored_message; |
| sparse_cholesky->Solve( |
| residual_.data(), correction_.data(), &ignored_message); |
| solution += correction_; |
| } |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |