// Ceres Solver - A fast non-linear least squares minimizer // Copyright 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: strandmark@google.com (Petter Strandmark) // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifndef CERES_NO_CXSPARSE #include "ceres/cxsparse.h" #include <vector> #include "ceres/compressed_col_sparse_matrix_utils.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/internal/port.h" #include "ceres/triplet_sparse_matrix.h" #include "glog/logging.h" namespace ceres { namespace internal { CXSparse::CXSparse() : scratch_(NULL), scratch_size_(0) { } CXSparse::~CXSparse() { if (scratch_size_ > 0) { cs_di_free(scratch_); } } bool CXSparse::SolveCholesky(cs_di* A, cs_dis* symbolic_factorization, double* b) { // Make sure we have enough scratch space available. if (scratch_size_ < A->n) { if (scratch_size_ > 0) { cs_di_free(scratch_); } scratch_ = reinterpret_cast<CS_ENTRY*>(cs_di_malloc(A->n, sizeof(CS_ENTRY))); scratch_size_ = A->n; } // Solve using Cholesky factorization csn* numeric_factorization = cs_di_chol(A, symbolic_factorization); if (numeric_factorization == NULL) { LOG(WARNING) << "Cholesky factorization failed."; return false; } // When the Cholesky factorization succeeded, these methods are // guaranteed to succeeded as well. In the comments below, "x" // refers to the scratch space. // // Set x = P * b. cs_di_ipvec(symbolic_factorization->pinv, b, scratch_, A->n); // Set x = L \ x. cs_di_lsolve(numeric_factorization->L, scratch_); // Set x = L' \ x. cs_di_ltsolve(numeric_factorization->L, scratch_); // Set b = P' * x. cs_di_pvec(symbolic_factorization->pinv, scratch_, b, A->n); // Free Cholesky factorization. cs_di_nfree(numeric_factorization); return true; } cs_dis* CXSparse::AnalyzeCholesky(cs_di* A) { // order = 1 for Cholesky factorization. return cs_schol(1, A); } cs_dis* CXSparse::AnalyzeCholeskyWithNaturalOrdering(cs_di* A) { // order = 0 for Natural ordering. return cs_schol(0, A); } cs_dis* CXSparse::BlockAnalyzeCholesky(cs_di* A, const vector<int>& row_blocks, const vector<int>& col_blocks) { const int num_row_blocks = row_blocks.size(); const int num_col_blocks = col_blocks.size(); vector<int> block_rows; vector<int> block_cols; CompressedColumnScalarMatrixToBlockMatrix(A->i, A->p, row_blocks, col_blocks, &block_rows, &block_cols); cs_di block_matrix; block_matrix.m = num_row_blocks; block_matrix.n = num_col_blocks; block_matrix.nz = -1; block_matrix.nzmax = block_rows.size(); block_matrix.p = &block_cols[0]; block_matrix.i = &block_rows[0]; block_matrix.x = NULL; int* ordering = cs_amd(1, &block_matrix); vector<int> block_ordering(num_row_blocks, -1); copy(ordering, ordering + num_row_blocks, &block_ordering[0]); cs_free(ordering); vector<int> scalar_ordering; BlockOrderingToScalarOrdering(row_blocks, block_ordering, &scalar_ordering); cs_dis* symbolic_factorization = reinterpret_cast<cs_dis*>(cs_calloc(1, sizeof(cs_dis))); symbolic_factorization->pinv = cs_pinv(&scalar_ordering[0], A->n); cs* permuted_A = cs_symperm(A, symbolic_factorization->pinv, 0); symbolic_factorization->parent = cs_etree(permuted_A, 0); int* postordering = cs_post(symbolic_factorization->parent, A->n); int* column_counts = cs_counts(permuted_A, symbolic_factorization->parent, postordering, 0); cs_free(postordering); cs_spfree(permuted_A); symbolic_factorization->cp = (int*) cs_malloc(A->n+1, sizeof(int)); symbolic_factorization->lnz = cs_cumsum(symbolic_factorization->cp, column_counts, A->n); symbolic_factorization->unz = symbolic_factorization->lnz; cs_free(column_counts); if (symbolic_factorization->lnz < 0) { cs_sfree(symbolic_factorization); symbolic_factorization = NULL; } return symbolic_factorization; } cs_di CXSparse::CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A) { cs_di At; At.m = A->num_cols(); At.n = A->num_rows(); At.nz = -1; At.nzmax = A->num_nonzeros(); At.p = A->mutable_rows(); At.i = A->mutable_cols(); At.x = A->mutable_values(); return At; } cs_di* CXSparse::CreateSparseMatrix(TripletSparseMatrix* tsm) { cs_di_sparse tsm_wrapper; tsm_wrapper.nzmax = tsm->num_nonzeros(); tsm_wrapper.nz = tsm->num_nonzeros(); tsm_wrapper.m = tsm->num_rows(); tsm_wrapper.n = tsm->num_cols(); tsm_wrapper.p = tsm->mutable_cols(); tsm_wrapper.i = tsm->mutable_rows(); tsm_wrapper.x = tsm->mutable_values(); return cs_compress(&tsm_wrapper); } void CXSparse::ApproximateMinimumDegreeOrdering(cs_di* A, int* ordering) { int* cs_ordering = cs_amd(1, A); copy(cs_ordering, cs_ordering + A->m, ordering); cs_free(cs_ordering); } cs_di* CXSparse::TransposeMatrix(cs_di* A) { return cs_di_transpose(A, 1); } cs_di* CXSparse::MatrixMatrixMultiply(cs_di* A, cs_di* B) { return cs_di_multiply(A, B); } void CXSparse::Free(cs_di* sparse_matrix) { cs_di_spfree(sparse_matrix); } void CXSparse::Free(cs_dis* symbolic_factorization) { cs_di_sfree(symbolic_factorization); } } // namespace internal } // namespace ceres #endif // CERES_NO_CXSPARSE