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144 lines
5.2 KiB
144 lines
5.2 KiB
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/eigensparse.h"
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#ifdef CERES_USE_EIGEN_SPARSE
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#include <sstream>
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#include "Eigen/SparseCholesky"
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#include "Eigen/SparseCore"
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#include "ceres/compressed_row_sparse_matrix.h"
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#include "ceres/linear_solver.h"
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namespace ceres {
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namespace internal {
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template <typename Solver>
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class EigenSparseCholeskyTemplate : public EigenSparseCholesky {
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public:
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EigenSparseCholeskyTemplate() : analyzed_(false) {}
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virtual ~EigenSparseCholeskyTemplate() {}
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virtual CompressedRowSparseMatrix::StorageType StorageType() const {
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return CompressedRowSparseMatrix::LOWER_TRIANGULAR;
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}
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virtual LinearSolverTerminationType Factorize(
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const Eigen::SparseMatrix<double>& lhs, std::string* message) {
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if (!analyzed_) {
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solver_.analyzePattern(lhs);
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if (VLOG_IS_ON(2)) {
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std::stringstream ss;
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solver_.dumpMemory(ss);
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VLOG(2) << "Symbolic Analysis\n" << ss.str();
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}
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if (solver_.info() != Eigen::Success) {
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*message = "Eigen failure. Unable to find symbolic factorization.";
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return LINEAR_SOLVER_FATAL_ERROR;
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}
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analyzed_ = true;
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}
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solver_.factorize(lhs);
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if (solver_.info() != Eigen::Success) {
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*message = "Eigen failure. Unable to find numeric factorization.";
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return LINEAR_SOLVER_FAILURE;
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}
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return LINEAR_SOLVER_SUCCESS;
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}
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virtual LinearSolverTerminationType Solve(const double* rhs,
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double* solution,
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std::string* message) {
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CHECK(analyzed_) << "Solve called without a call to Factorize first.";
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VectorRef(solution, solver_.cols()) =
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solver_.solve(ConstVectorRef(rhs, solver_.cols()));
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if (solver_.info() != Eigen::Success) {
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*message = "Eigen failure. Unable to do triangular solve.";
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return LINEAR_SOLVER_FAILURE;
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}
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return LINEAR_SOLVER_SUCCESS;
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}
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virtual LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs,
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std::string* message) {
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CHECK_EQ(lhs->storage_type(), StorageType());
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Eigen::MappedSparseMatrix<double, Eigen::ColMajor> eigen_lhs(
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lhs->num_rows(),
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lhs->num_rows(),
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lhs->num_nonzeros(),
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lhs->mutable_rows(),
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lhs->mutable_cols(),
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lhs->mutable_values());
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return Factorize(eigen_lhs, message);
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}
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private:
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bool analyzed_;
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Solver solver_;
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};
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EigenSparseCholesky* EigenSparseCholesky::Create(
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const OrderingType ordering_type) {
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// The preprocessor gymnastics here are dealing with the fact that
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// before version 3.2.2, Eigen did not support a third template
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// parameter to specify the ordering and it always defaults to AMD.
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#if EIGEN_VERSION_AT_LEAST(3, 2, 2)
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
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Eigen::Upper,
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Eigen::AMDOrdering<int> >
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WithAMDOrdering;
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
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Eigen::Upper,
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Eigen::NaturalOrdering<int> >
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WithNaturalOrdering;
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if (ordering_type == AMD) {
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return new EigenSparseCholeskyTemplate<WithAMDOrdering>();
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} else {
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return new EigenSparseCholeskyTemplate<WithNaturalOrdering>();
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}
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#else
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper>
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WithAMDOrdering;
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return new EigenSparseCholeskyTemplate<WithAMDOrdering>();
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#endif
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}
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EigenSparseCholesky::~EigenSparseCholesky() {}
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} // namespace internal
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} // namespace ceres
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#endif // CERES_USE_EIGEN_SPARSE
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