Files
ceres-solver/internal/ceres/eigensparse.h
T
Sameer Agarwal f973e107d2 Enable mixed precision solves.
1. Add Solver::Options::use_mixed_precision_solves,
   and Solver::Options::max_num_refinement_iterations.
2. Make SparseCholesky::Create return a unique_ptr.
3. SparseCholesky::Create now takes LinearSolver::Options
   as an argument.
4. IterativeRefiner's constructor does not require num_cols
   as an argument.
5. SparseNormalCholeskySolver now uses a separate rhs vector.

This basic implementation results in a 10% reduction in solver time
and 30% reduction in linear solver memory usage.

Change-Id: I6830f32cae2febf082d2733262eb2c9f0482b0ea
2018-04-10 11:01:38 -07:00

91 lines
3.6 KiB
C++

// 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)
//
// A simple C++ interface to the Eigen's Sparse Cholesky routines.
#ifndef CERES_INTERNAL_EIGENSPARSE_H_
#define CERES_INTERNAL_EIGENSPARSE_H_
// This include must come before any #ifndef check on Ceres compile options.
#include "ceres/internal/port.h"
#ifdef CERES_USE_EIGEN_SPARSE
#include <memory>
#include <string>
#include "Eigen/SparseCore"
#include "ceres/linear_solver.h"
#include "ceres/sparse_cholesky.h"
namespace ceres {
namespace internal {
class EigenSparseCholesky : public SparseCholesky {
public:
// Factory
static std::unique_ptr<SparseCholesky> Create(
const OrderingType ordering_type);
// SparseCholesky interface.
virtual ~EigenSparseCholesky();
virtual LinearSolverTerminationType Factorize(
CompressedRowSparseMatrix* lhs, std::string* message) = 0;
virtual CompressedRowSparseMatrix::StorageType StorageType() const = 0;
virtual LinearSolverTerminationType Solve(const double* rhs,
double* solution,
std::string* message) = 0;
};
// Even though the input is double precision linear system, this class
// solves it by computing a single precision Cholesky factorization.
class FloatEigenSparseCholesky : public SparseCholesky {
public:
// Factory
static std::unique_ptr<SparseCholesky> Create(
const OrderingType ordering_type);
// SparseCholesky interface.
virtual ~FloatEigenSparseCholesky();
virtual LinearSolverTerminationType Factorize(
CompressedRowSparseMatrix* lhs, std::string* message) = 0;
virtual CompressedRowSparseMatrix::StorageType StorageType() const = 0;
virtual LinearSolverTerminationType Solve(const double* rhs,
double* solution,
std::string* message) = 0;
};
} // namespace internal
} // namespace ceres
#endif // CERES_USE_EIGEN_SPARSE
#endif // CERES_INTERNAL_EIGENSPARSE_H_