// 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) #include "ceres/iterative_schur_complement_solver.h" #include <algorithm> #include <cstring> #include <vector> #include "Eigen/Dense" #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/conjugate_gradients_solver.h" #include "ceres/implicit_schur_complement.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_solver.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "ceres/visibility_based_preconditioner.h" #include "glog/logging.h" namespace ceres { namespace internal { IterativeSchurComplementSolver::IterativeSchurComplementSolver( const LinearSolver::Options& options) : options_(options) { } IterativeSchurComplementSolver::~IterativeSchurComplementSolver() { } LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl( BlockSparseMatrixBase* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { CHECK_NOTNULL(A->block_structure()); // Initialize a ImplicitSchurComplement object. if (schur_complement_ == NULL) { schur_complement_.reset( new ImplicitSchurComplement(options_.elimination_groups[0], options_.preconditioner_type == JACOBI)); } schur_complement_->Init(*A, per_solve_options.D, b); // Initialize the solution to the Schur complement system to zero. // // TODO(sameeragarwal): There maybe a better initialization than an // all zeros solution. Explore other cheap starting points. reduced_linear_system_solution_.resize(schur_complement_->num_rows()); reduced_linear_system_solution_.setZero(); // Instantiate a conjugate gradient solver that runs on the Schur complement // matrix with the block diagonal of the matrix F'F as the preconditioner. LinearSolver::Options cg_options; 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; bool is_preconditioner_good = false; switch (options_.preconditioner_type) { case IDENTITY: is_preconditioner_good = true; break; case JACOBI: // We need to strip the constness of the block_diagonal_FtF_inverse // matrix here because the only other way to initialize the struct // cg_solve_options would be to add a constructor to it. We know // that the only method ever called on the preconditioner is the // RightMultiply which is a const method so we don't need to worry // about the object getting modified. cg_per_solve_options.preconditioner = const_cast<BlockSparseMatrix*>( schur_complement_->block_diagonal_FtF_inverse()); is_preconditioner_good = true; break; case SCHUR_JACOBI: case CLUSTER_JACOBI: case CLUSTER_TRIDIAGONAL: if (visibility_based_preconditioner_.get() == NULL) { visibility_based_preconditioner_.reset( new VisibilityBasedPreconditioner(*A->block_structure(), options_)); } is_preconditioner_good = visibility_based_preconditioner_->Update(*A, per_solve_options.D); cg_per_solve_options.preconditioner = visibility_based_preconditioner_.get(); break; default: LOG(FATAL) << "Unknown Preconditioner Type"; } LinearSolver::Summary cg_summary; cg_summary.num_iterations = 0; cg_summary.termination_type = FAILURE; if (is_preconditioner_good) { cg_summary = cg_solver.Solve(schur_complement_.get(), schur_complement_->rhs().data(), cg_per_solve_options, reduced_linear_system_solution_.data()); if (cg_summary.termination_type != FAILURE) { schur_complement_->BackSubstitute( reduced_linear_system_solution_.data(), x); } } VLOG(2) << "CG Iterations : " << cg_summary.num_iterations; return cg_summary; } } // namespace internal } // namespace ceres