// 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_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_ #define CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_ #include <set> #include <utility> #include "ceres/block_random_access_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/cxsparse.h" #include "ceres/linear_solver.h" #include "ceres/schur_eliminator.h" #include "ceres/suitesparse.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/types.h" namespace ceres { namespace internal { class BlockSparseMatrixBase; // Base class for Schur complement based linear least squares // solvers. It assumes that the input linear system Ax = b can be // partitioned into // // E y + F z = b // // Where x = [y;z] is a partition of the variables. The paritioning // of the variables is such that, E'E is a block diagonal // matrix. Further, the rows of A are ordered so that for every // variable block in y, all the rows containing that variable block // occur as a vertically contiguous block. i.e the matrix A looks like // // E F // A = [ y1 0 0 0 | z1 0 0 0 z5] // [ y1 0 0 0 | z1 z2 0 0 0] // [ 0 y2 0 0 | 0 0 z3 0 0] // [ 0 0 y3 0 | z1 z2 z3 z4 z5] // [ 0 0 y3 0 | z1 0 0 0 z5] // [ 0 0 0 y4 | 0 0 0 0 z5] // [ 0 0 0 y4 | 0 z2 0 0 0] // [ 0 0 0 y4 | 0 0 0 0 0] // [ 0 0 0 0 | z1 0 0 0 0] // [ 0 0 0 0 | 0 0 z3 z4 z5] // // This structure should be reflected in the corresponding // CompressedRowBlockStructure object associated with A. The linear // system Ax = b should either be well posed or the array D below // should be non-null and the diagonal matrix corresponding to it // should be non-singular. // // SchurComplementSolver has two sub-classes. // // DenseSchurComplementSolver: For problems where the Schur complement // matrix is small and dense, or if CHOLMOD/SuiteSparse is not // installed. For structure from motion problems, this is solver can // be used for problems with upto a few hundred cameras. // // SparseSchurComplementSolver: For problems where the Schur // complement matrix is large and sparse. It requires that // CHOLMOD/SuiteSparse be installed, as it uses CHOLMOD to find a // sparse Cholesky factorization of the Schur complement. This solver // can be used for solving structure from motion problems with tens of // thousands of cameras, though depending on the exact sparsity // structure, it maybe better to use an iterative solver. // // The two solvers can be instantiated by calling // LinearSolver::CreateLinearSolver with LinearSolver::Options::type // set to DENSE_SCHUR and SPARSE_SCHUR // respectively. LinearSolver::Options::elimination_groups[0] should be // at least 1. class SchurComplementSolver : public BlockSparseMatrixBaseSolver { public: explicit SchurComplementSolver(const LinearSolver::Options& options) : options_(options) { CHECK_GT(options.elimination_groups.size(), 1); CHECK_GT(options.elimination_groups[0], 0); } // LinearSolver methods virtual ~SchurComplementSolver() {} virtual LinearSolver::Summary SolveImpl( BlockSparseMatrixBase* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x); protected: const LinearSolver::Options& options() const { return options_; } const BlockRandomAccessMatrix* lhs() const { return lhs_.get(); } void set_lhs(BlockRandomAccessMatrix* lhs) { lhs_.reset(lhs); } const double* rhs() const { return rhs_.get(); } void set_rhs(double* rhs) { rhs_.reset(rhs); } private: virtual void InitStorage(const CompressedRowBlockStructure* bs) = 0; virtual bool SolveReducedLinearSystem(double* solution) = 0; LinearSolver::Options options_; scoped_ptr<SchurEliminatorBase> eliminator_; scoped_ptr<BlockRandomAccessMatrix> lhs_; scoped_array<double> rhs_; CERES_DISALLOW_COPY_AND_ASSIGN(SchurComplementSolver); }; // Dense Cholesky factorization based solver. class DenseSchurComplementSolver : public SchurComplementSolver { public: explicit DenseSchurComplementSolver(const LinearSolver::Options& options) : SchurComplementSolver(options) {} virtual ~DenseSchurComplementSolver() {} private: virtual void InitStorage(const CompressedRowBlockStructure* bs); virtual bool SolveReducedLinearSystem(double* solution); CERES_DISALLOW_COPY_AND_ASSIGN(DenseSchurComplementSolver); }; // Sparse Cholesky factorization based solver. class SparseSchurComplementSolver : public SchurComplementSolver { public: explicit SparseSchurComplementSolver(const LinearSolver::Options& options); virtual ~SparseSchurComplementSolver(); private: virtual void InitStorage(const CompressedRowBlockStructure* bs); virtual bool SolveReducedLinearSystem(double* solution); bool SolveReducedLinearSystemUsingSuiteSparse(double* solution); bool SolveReducedLinearSystemUsingCXSparse(double* solution); // Size of the blocks in the Schur complement. vector<int> blocks_; #ifndef CERES_NO_SUITESPARSE SuiteSparse ss_; // Symbolic factorization of the reduced linear system. Precomputed // once and reused in subsequent calls. cholmod_factor* factor_; #endif // CERES_NO_SUITESPARSE #ifndef CERES_NO_CXSPARSE CXSparse cxsparse_; // Cached factorization cs_dis* cxsparse_factor_; #endif // CERES_NO_CXSPARSE CERES_DISALLOW_COPY_AND_ASSIGN(SparseSchurComplementSolver); }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_