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https://github.com/ceres-solver/ceres-solver.git
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829089053e
* Added CudaCgnrSolver, a new CUDA-accelerated CGNR. * To use CudaCgnrSolver, the user must select CGNR as the linear_solver and CUDA_SPARSE as the sparse_linear_algebra_library. * Updated ConjugateGradientSolver to work with an array of pointers to scratch to support CudaVectors as scratch. * Moved CUDA initialization to run in Solver::Solve as needed. Some performance comparisons on an Ubuntu 20.04 desktop with an Intel i9-9940X CPU @ 3.30GHz, and an nVidia Quadro RTX 6000, all configurations run with 24 threads, and 10 iterations. ================================================= CGNR + CUDA_SPARSE + IDENTITY Preconditioner problem-1778-993923-pre.txt ================================================= Cost: Initial 2.563973e+08 Final 1.724755e+06 Change 2.546725e+08 Minimizer iterations 11 Successful steps 7 Unsuccessful steps 4 Time (in seconds): Preprocessor 4.020158 Residual only evaluation 1.567092 (10) Jacobian & residual evaluation 7.847130 (7) Linear solver 31.688898 (10) Minimizer 46.834987 Postprocessor 0.353974 Total 51.209120 ================================================= SPARSE_SCHUR (CPU) + SUITE_SPARSE + AMD problem-1778-993923-pre.txt ================================================= Cost: Initial 2.563973e+08 Final 1.651617e+06 Change 2.547457e+08 Minimizer iterations 11 Successful steps 11 Unsuccessful steps 0 Time (in seconds): Preprocessor 35.812003 Residual only evaluation 1.658980 (10) Jacobian & residual evaluation 12.218799 (11) Linear solver 76.409992 (10) Minimizer 98.809773 Postprocessor 0.372712 Total 134.994489 ================================================= ITERATIVE_SCHUR (CPU) + JACOBI Preconditioner problem-1778-993923-pre.txt ================================================= Cost: Initial 2.563973e+08 Final 1.684447e+06 Change 2.547128e+08 Minimizer iterations 11 Successful steps 8 Unsuccessful steps 3 Time (in seconds): Preprocessor 15.331614 Residual only evaluation 1.606114 (10) Jacobian & residual evaluation 8.502166 (8) Linear solver 351.910080 (10) Minimizer 368.797327 Postprocessor 0.363536 Total 384.492478 ================================================= CGNR + CUDA_SPARSE + IDENTITY Preconditioner problem-13682-4456117-pre.txt ================================================= Cost: Initial 1.126372e+09 Final 2.269329e+07 Change 1.103678e+09 Minimizer iterations 11 Successful steps 7 Unsuccessful steps 4 Time (in seconds): Preprocessor 19.140087 Residual only evaluation 8.721920 (10) Jacobian & residual evaluation 41.955923 (7) Linear solver 214.121861 (10) Minimizer 296.636890 Postprocessor 1.971827 Total 317.748804 Change-Id: I3a09f31aa6903f661e91f595afd39d427583e856
130 lines
4.3 KiB
C++
130 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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#include "ceres/linear_solver.h"
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#include <memory>
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#include "ceres/cgnr_solver.h"
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#include "ceres/dense_normal_cholesky_solver.h"
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#include "ceres/dense_qr_solver.h"
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#include "ceres/dynamic_sparse_normal_cholesky_solver.h"
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#include "ceres/internal/config.h"
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#include "ceres/iterative_schur_complement_solver.h"
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#include "ceres/schur_complement_solver.h"
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#include "ceres/sparse_normal_cholesky_solver.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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namespace ceres::internal {
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LinearSolver::~LinearSolver() = default;
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LinearSolverType LinearSolver::LinearSolverForZeroEBlocks(
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LinearSolverType linear_solver_type) {
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if (!IsSchurType(linear_solver_type)) {
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return linear_solver_type;
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}
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if (linear_solver_type == SPARSE_SCHUR) {
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return SPARSE_NORMAL_CHOLESKY;
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}
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if (linear_solver_type == DENSE_SCHUR) {
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// TODO(sameeragarwal): This is probably not a great choice.
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// Ideally, we should have a DENSE_NORMAL_CHOLESKY, that can take
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// a BlockSparseMatrix as input.
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return DENSE_QR;
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}
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if (linear_solver_type == ITERATIVE_SCHUR) {
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return CGNR;
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}
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return linear_solver_type;
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}
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std::unique_ptr<LinearSolver> LinearSolver::Create(
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const LinearSolver::Options& options) {
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CHECK(options.context != nullptr);
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switch (options.type) {
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case CGNR: {
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#ifndef CERES_NO_CUDA
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if (options.sparse_linear_algebra_library_type == CUDA_SPARSE) {
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std::string error;
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return CudaCgnrSolver::Create(options, &error);
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}
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#endif
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return std::make_unique<CgnrSolver>(options);
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} break;
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case SPARSE_NORMAL_CHOLESKY:
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#if defined(CERES_NO_SPARSE)
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return nullptr;
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#else
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if (options.dynamic_sparsity) {
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return std::make_unique<DynamicSparseNormalCholeskySolver>(options);
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}
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return std::make_unique<SparseNormalCholeskySolver>(options);
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#endif
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case SPARSE_SCHUR:
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#if defined(CERES_NO_SPARSE)
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return nullptr;
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#else
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return std::make_unique<SparseSchurComplementSolver>(options);
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#endif
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case DENSE_SCHUR:
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return std::make_unique<DenseSchurComplementSolver>(options);
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case ITERATIVE_SCHUR:
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if (options.use_explicit_schur_complement) {
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return std::make_unique<SparseSchurComplementSolver>(options);
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} else {
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return std::make_unique<IterativeSchurComplementSolver>(options);
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}
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case DENSE_QR:
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return std::make_unique<DenseQRSolver>(options);
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case DENSE_NORMAL_CHOLESKY:
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return std::make_unique<DenseNormalCholeskySolver>(options);
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default:
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LOG(FATAL) << "Unknown linear solver type :" << options.type;
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return nullptr; // MSVC doesn't understand that LOG(FATAL) never returns.
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}
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}
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} // namespace ceres::internal
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