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https://github.com/ceres-solver/ceres-solver.git
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f973e107d2
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
91 lines
3.6 KiB
C++
91 lines
3.6 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 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 simple C++ interface to the Eigen's Sparse Cholesky routines.
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#ifndef CERES_INTERNAL_EIGENSPARSE_H_
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#define CERES_INTERNAL_EIGENSPARSE_H_
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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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#ifdef CERES_USE_EIGEN_SPARSE
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#include <memory>
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#include <string>
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#include "Eigen/SparseCore"
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#include "ceres/linear_solver.h"
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#include "ceres/sparse_cholesky.h"
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namespace ceres {
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namespace internal {
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class EigenSparseCholesky : public SparseCholesky {
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public:
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// Factory
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static std::unique_ptr<SparseCholesky> Create(
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const OrderingType ordering_type);
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// SparseCholesky interface.
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virtual ~EigenSparseCholesky();
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virtual LinearSolverTerminationType Factorize(
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CompressedRowSparseMatrix* lhs, std::string* message) = 0;
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virtual CompressedRowSparseMatrix::StorageType StorageType() const = 0;
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virtual LinearSolverTerminationType Solve(const double* rhs,
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double* solution,
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std::string* message) = 0;
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};
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// Even though the input is double precision linear system, this class
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// solves it by computing a single precision Cholesky factorization.
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class FloatEigenSparseCholesky : public SparseCholesky {
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public:
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// Factory
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static std::unique_ptr<SparseCholesky> Create(
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const OrderingType ordering_type);
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// SparseCholesky interface.
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virtual ~FloatEigenSparseCholesky();
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virtual LinearSolverTerminationType Factorize(
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CompressedRowSparseMatrix* lhs, std::string* message) = 0;
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virtual CompressedRowSparseMatrix::StorageType StorageType() const = 0;
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virtual LinearSolverTerminationType Solve(const double* rhs,
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double* solution,
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std::string* message) = 0;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_USE_EIGEN_SPARSE
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#endif // CERES_INTERNAL_EIGENSPARSE_H_
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