// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2017 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/subset_preconditioner.h" #include #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/inner_product_computer.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_solver.h" #include "ceres/sparse_cholesky.h" #include "ceres/types.h" namespace ceres { namespace internal { SubsetPreconditioner::SubsetPreconditioner( const Preconditioner::Options& options, const BlockSparseMatrix& A) : options_(options), num_cols_(A.num_cols()) { sparse_cholesky_.reset( SparseCholesky::Create(options_.sparse_linear_algebra_library_type, options_.use_postordering ? AMD : NATURAL)); CHECK_GE(options_.subset_preconditioner_start_row_block, 0); } SubsetPreconditioner::~SubsetPreconditioner() {} void SubsetPreconditioner::RightMultiply(const double* x, double* y) const { CHECK_NOTNULL(x); CHECK_NOTNULL(y); std::string message; sparse_cholesky_->Solve(x, y, &message); } bool SubsetPreconditioner::UpdateImpl(const BlockSparseMatrix& A, const double* D) { BlockSparseMatrix* m = const_cast(&A); const CompressedRowBlockStructure* bs = m->block_structure(); // A = [P] // [Q] // Now add D to A if needed. if (D != NULL) { // A = [P] // [Q] // [D] scoped_ptr regularizer( BlockSparseMatrix::CreateDiagonalMatrix(D, bs->cols)); m->AppendRows(*regularizer); } if (inner_product_computer_.get() == NULL) { inner_product_computer_.reset(InnerProductComputer::Create( *m, options_.subset_preconditioner_start_row_block, bs->rows.size(), sparse_cholesky_->StorageType())); } // Compute inner_product = [Q'*Q + D'*D] inner_product_computer_->Compute(); // Unappend D if needed. if (D != NULL) { // A = [P] // [Q] m->DeleteRowBlocks(bs->cols.size()); } std::string message; // Compute L. s.t., LL' = Q'*Q + D'*D const LinearSolverTerminationType termination_type = sparse_cholesky_->Factorize(inner_product_computer_->mutable_result(), &message); if (termination_type != LINEAR_SOLVER_SUCCESS) { LOG(ERROR) << "Preconditioner factorization failed: " << message; return false; } return true; } } // namespace internal } // namespace ceres