// 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/sparse_normal_cholesky_solver.h" #include <algorithm> #include <cstring> #include <ctime> #ifndef CERES_NO_CXSPARSE #include "cs.h" #endif #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/linear_solver.h" #include "ceres/suitesparse.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/types.h" namespace ceres { namespace internal { SparseNormalCholeskySolver::SparseNormalCholeskySolver( const LinearSolver::Options& options) : options_(options) { #ifndef CERES_NO_SUITESPARSE factor_ = NULL; #endif #ifndef CERES_NO_CXSPARSE cxsparse_factor_ = NULL; #endif // CERES_NO_CXSPARSE } SparseNormalCholeskySolver::~SparseNormalCholeskySolver() { #ifndef CERES_NO_SUITESPARSE if (factor_ != NULL) { ss_.Free(factor_); factor_ = NULL; } #endif #ifndef CERES_NO_CXSPARSE if (cxsparse_factor_ != NULL) { cxsparse_.Free(cxsparse_factor_); cxsparse_factor_ = NULL; } #endif // CERES_NO_CXSPARSE } LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl( CompressedRowSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double * x) { switch (options_.sparse_linear_algebra_library) { case SUITE_SPARSE: return SolveImplUsingSuiteSparse(A, b, per_solve_options, x); case CX_SPARSE: return SolveImplUsingCXSparse(A, b, per_solve_options, x); default: LOG(FATAL) << "Unknown sparse linear algebra library : " << options_.sparse_linear_algebra_library; } LOG(FATAL) << "Unknown sparse linear algebra library : " << options_.sparse_linear_algebra_library; return LinearSolver::Summary(); } #ifndef CERES_NO_CXSPARSE LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingCXSparse( CompressedRowSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double * x) { LinearSolver::Summary summary; summary.num_iterations = 1; const int num_cols = A->num_cols(); Vector Atb = Vector::Zero(num_cols); A->LeftMultiply(b, Atb.data()); if (per_solve_options.D != NULL) { // Temporarily append a diagonal block to the A matrix, but undo // it before returning the matrix to the user. CompressedRowSparseMatrix D(per_solve_options.D, num_cols); A->AppendRows(D); } VectorRef(x, num_cols).setZero(); // Wrap the augmented Jacobian in a compressed sparse column matrix. cs_di At = cxsparse_.CreateSparseMatrixTransposeView(A); // Compute the normal equations. J'J delta = J'f and solve them // using a sparse Cholesky factorization. Notice that when compared // to SuiteSparse we have to explicitly compute the transpose of Jt, // and then the normal equations before they can be // factorized. CHOLMOD/SuiteSparse on the other hand can just work // off of Jt to compute the Cholesky factorization of the normal // equations. cs_di* A2 = cs_transpose(&At, 1); cs_di* AtA = cs_multiply(&At,A2); cxsparse_.Free(A2); if (per_solve_options.D != NULL) { A->DeleteRows(num_cols); } // Compute symbolic factorization if not available. if (cxsparse_factor_ == NULL) { cxsparse_factor_ = CHECK_NOTNULL(cxsparse_.AnalyzeCholesky(AtA)); } // Solve the linear system. if (cxsparse_.SolveCholesky(AtA, cxsparse_factor_, Atb.data())) { VectorRef(x, Atb.rows()) = Atb; summary.termination_type = TOLERANCE; } cxsparse_.Free(AtA); return summary; } #else LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingCXSparse( CompressedRowSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double * x) { LOG(FATAL) << "No CXSparse support in Ceres."; // Unreachable but MSVC does not know this. return LinearSolver::Summary(); } #endif #ifndef CERES_NO_SUITESPARSE LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingSuiteSparse( CompressedRowSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double * x) { const time_t start_time = time(NULL); const int num_cols = A->num_cols(); LinearSolver::Summary summary; Vector Atb = Vector::Zero(num_cols); A->LeftMultiply(b, Atb.data()); if (per_solve_options.D != NULL) { // Temporarily append a diagonal block to the A matrix, but undo it before // returning the matrix to the user. CompressedRowSparseMatrix D(per_solve_options.D, num_cols); A->AppendRows(D); } VectorRef(x, num_cols).setZero(); scoped_ptr<cholmod_sparse> lhs(ss_.CreateSparseMatrixTransposeView(A)); CHECK_NOTNULL(lhs.get()); cholmod_dense* rhs = ss_.CreateDenseVector(Atb.data(), num_cols, num_cols); const time_t init_time = time(NULL); if (factor_ == NULL) { if (options_.use_block_amd) { factor_ = ss_.BlockAnalyzeCholesky(lhs.get(), A->col_blocks(), A->row_blocks()); } else { factor_ = ss_.AnalyzeCholesky(lhs.get()); } if (VLOG_IS_ON(2)) { cholmod_print_common("Symbolic Analysis", ss_.mutable_cc()); } } CHECK_NOTNULL(factor_); const time_t symbolic_time = time(NULL); cholmod_dense* sol = ss_.SolveCholesky(lhs.get(), factor_, rhs); const time_t solve_time = time(NULL); ss_.Free(rhs); rhs = NULL; if (per_solve_options.D != NULL) { A->DeleteRows(num_cols); } summary.num_iterations = 1; if (sol != NULL) { memcpy(x, sol->x, num_cols * sizeof(*x)); ss_.Free(sol); sol = NULL; summary.termination_type = TOLERANCE; } const time_t cleanup_time = time(NULL); VLOG(2) << "time (sec) total: " << (cleanup_time - start_time) << " init: " << (init_time - start_time) << " symbolic: " << (symbolic_time - init_time) << " solve: " << (solve_time - symbolic_time) << " cleanup: " << (cleanup_time - solve_time); return summary; } #else LinearSolver::Summary SparseNormalCholeskySolver::SolveImplUsingSuiteSparse( CompressedRowSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double * x) { LOG(FATAL) << "No SuiteSparse support in Ceres."; // Unreachable but MSVC does not know this. return LinearSolver::Summary(); } #endif } // namespace internal } // namespace ceres