mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 00:50:37 +08:00
Sameer Agarwal
1d7185f130
Now that there is a single piece of code doing the outer product computation for all three sparse linear algebra backends, move this code one level up the call stack and there by make the actual per-library solver code shorter and simpler. Also fix a minor omission in the outer product computation code where row/column blocks were not being copied over to the outer product matrix. Change-Id: I22a7967bdc659385b741901afefa7af312e676e5
119 lines
4.3 KiB
C++
119 lines
4.3 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 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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//
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// A solver for sparse linear least squares problem based on solving
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// the normal equations via a sparse cholesky factorization.
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#ifndef CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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#define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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#include <vector>
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// This include must come before any #ifndef check on Ceres compile options.
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#include "ceres/internal/port.h"
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#include "ceres/internal/macros.h"
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#include "ceres/linear_solver.h"
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#include "ceres/suitesparse.h"
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#include "ceres/cxsparse.h"
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#ifdef CERES_USE_EIGEN_SPARSE
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#include "Eigen/SparseCholesky"
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#endif
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namespace ceres {
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namespace internal {
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class CompressedRowSparseMatrix;
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// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
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// cholesky solver.
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class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
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public:
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explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
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virtual ~SparseNormalCholeskySolver();
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private:
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virtual LinearSolver::Summary SolveImpl(
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CompressedRowSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& options,
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double* x);
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LinearSolver::Summary SolveImplUsingSuiteSparse(double* rhs_and_solution);
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LinearSolver::Summary SolveImplUsingCXSparse(double* rhs_and_solution);
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LinearSolver::Summary SolveImplUsingEigen(double* rhs_and_solution);
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void FreeFactorization();
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SuiteSparse ss_;
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// Cached factorization
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cholmod_factor* factor_;
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CXSparse cxsparse_;
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// Cached factorization
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cs_dis* cxsparse_factor_;
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#ifdef CERES_USE_EIGEN_SPARSE
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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.
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#if EIGEN_VERSION_AT_LEAST(3,2,2)
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
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Eigen::NaturalOrdering<int> >
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SimplicialLDLTWithNaturalOrdering;
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scoped_ptr<SimplicialLDLTWithNaturalOrdering> natural_ldlt_;
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
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Eigen::AMDOrdering<int> >
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SimplicialLDLTWithAMDOrdering;
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scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
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#else
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper>
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SimplicialLDLTWithAMDOrdering;
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scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
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#endif
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#endif
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scoped_ptr<CompressedRowSparseMatrix> outer_product_;
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std::vector<int> pattern_;
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const LinearSolver::Options options_;
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CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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