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https://github.com/ceres-solver/ceres-solver/issues/270 Detailed list of changes: 1. Add SUBSET to the PreconditionerType enum. 2. Add Solver::Options::residual_blocks_for_subset_preconditioner 3. Integrate SubsetPreconditioner into the CGNR solver. 4. Add the reordering logic needed for this to TrustRegionPreprocessor. 5. Expect CreateJacobianBlockTranspose to take the starting row block so that we can work with subparts of the Jacobian matrix. 6. Extend the denoising example to use this preconditioner. As an illustration of its performance, we consider the performance of denoising -input ../data/ceres_noisy.pgm --foe_file ../data/5x5.foe tl;dr For the same cost, SPARSE_NORMAL_CHOLESKY - 81s CGNR + JACOBI - 718s CGNR + SUBSET - 57s SPARSE_NORMAL_CHOLESKY ====================== Cost: Initial 2.317806e+05 Final 2.232323e+04 Change 2.094574e+05 Minimizer iterations 10 Successful steps 10 Unsuccessful steps 0 Time (in seconds): Preprocessor 2.999746 Residual only evaluation 2.306811 (10) Jacobian & residual evaluation 7.421727 (10) Linear solver 65.517273 (10) Minimizer 78.731011 Postprocessor 0.026079 Total 81.756836 Termination: CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.573046e-04 <= 1.000000e-03) CGNR + JACOBI ============= Cost: Initial 2.317806e+05 Final 2.232344e+04 Change 2.094572e+05 Minimizer iterations 10 Successful steps 10 Unsuccessful steps 0 Time (in seconds): Preprocessor 0.648814 Residual only evaluation 2.297607 (10) Jacobian & residual evaluation 7.327886 (10) Linear solver 699.601248 (10) Minimizer 712.419493 Postprocessor 0.024014 Total 713.092321 Termination: CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.528538e-04 <= 1.000000e-03) CGNR + SUBSET (random 20% residuals used for the preconditioner) =============================================================== Cost: Initial 2.317806e+05 Final 2.232327e+04 Change 2.094574e+05 Minimizer iterations 10 Successful steps 10 Unsuccessful steps 0 Time (in seconds): Preprocessor 1.472743 Residual only evaluation 2.428315 (10) Jacobian & residual evaluation 7.367796 (10) Linear solver 42.585999 (10) Minimizer 55.664459 Postprocessor 0.024098 Total 57.161301 Termination: CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.538277e-04 <= 1.000000e-03) Change-Id: Ifb011408bd53edbb9439b0b7345649a38f999e18
117 lines
5.2 KiB
C++
117 lines
5.2 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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#ifndef CERES_INTERNAL_REORDER_PROGRAM_H_
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#define CERES_INTERNAL_REORDER_PROGRAM_H_
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#include <string>
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#include "ceres/internal/port.h"
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#include "ceres/parameter_block_ordering.h"
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#include "ceres/problem_impl.h"
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#include "ceres/types.h"
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namespace ceres {
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namespace internal {
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class Program;
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// Reorder the parameter blocks in program using the ordering
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bool ApplyOrdering(const ProblemImpl::ParameterMap& parameter_map,
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const ParameterBlockOrdering& ordering,
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Program* program,
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std::string* error);
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// Reorder the residuals for program, if necessary, so that the residuals
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// involving each E block occur together. This is a necessary condition for the
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// Schur eliminator, which works on these "row blocks" in the jacobian.
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bool LexicographicallyOrderResidualBlocks(int size_of_first_elimination_group,
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Program* program,
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std::string* error);
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// Schur type solvers require that all parameter blocks eliminated
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// by the Schur eliminator occur before others and the residuals be
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// sorted in lexicographic order of their parameter blocks.
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//
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// If the parameter_block_ordering only contains one elimination
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// group then a maximal independent set is computed and used as the
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// first elimination group, otherwise the user's ordering is used.
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//
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// If the linear solver type is SPARSE_SCHUR and support for
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// constrained fill-reducing ordering is available in the sparse
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// linear algebra library (SuiteSparse version >= 4.2.0) then
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// columns of the schur complement matrix are ordered to reduce the
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// fill-in the Cholesky factorization.
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//
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// Upon return, ordering contains the parameter block ordering that
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// was used to order the program.
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bool ReorderProgramForSchurTypeLinearSolver(
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LinearSolverType linear_solver_type,
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SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,
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const ProblemImpl::ParameterMap& parameter_map,
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ParameterBlockOrdering* parameter_block_ordering,
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Program* program,
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std::string* error);
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// Sparse cholesky factorization routines when doing the sparse
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// cholesky factorization of the Jacobian matrix, reorders its
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// columns to reduce the fill-in. Compute this permutation and
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// re-order the parameter blocks.
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//
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// When using SuiteSparse, if the parameter_block_ordering contains
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// more than one elimination group and support for constrained
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// fill-reducing ordering is available in the sparse linear algebra
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// library (SuiteSparse version >= 4.2.0) then the fill reducing
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// ordering will take it into account, otherwise it will be ignored.
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bool ReorderProgramForSparseCholesky(
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SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,
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const ParameterBlockOrdering& parameter_block_ordering,
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int start_row_block,
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Program* program,
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std::string* error);
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// Reorder the residual blocks in the program so that all the residual
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// blocks in bottom_residual_blocks are at the bottom. The return
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// value is the number of residual blocks in the program in "top" part
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// of the Program, i.e., the ones not included in
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// bottom_residual_blocks.
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//
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// This number can be different from program->NumResidualBlocks() -
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// bottom_residual_blocks.size() because we allow
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// bottom_residual_blocks to contain residual blocks not present in
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// the Program.
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int ReorderResidualBlocksByPartition(
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const std::unordered_set<ResidualBlockId>& bottom_residual_blocks,
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Program* program);
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_REORDER_PROGRAM_
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