You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
113 lines
4.0 KiB
113 lines
4.0 KiB
// 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 <string>
|
|
#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<BlockSparseMatrix*>(&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<BlockSparseMatrix> 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
|