mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
04899645cc
These methods were historically poorly named and every time I read code I get confused whether they are just multiplying or multiplying and adding. Clarifying them also gives us the changce to introduce RightMultiply and LeftMultiply methods in the base class which will simplify a number call sites in a subsequent CL. Fixes https://github.com/ceres-solver/ceres-solver/issues/855 Change-Id: Ice4fb483f1acd02527a6dd753ef0c5a66037f4b0
118 lines
4.3 KiB
C++
118 lines
4.3 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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#include "ceres/subset_preconditioner.h"
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#include <memory>
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#include <string>
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#include <utility>
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#include "ceres/compressed_row_sparse_matrix.h"
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#include "ceres/inner_product_computer.h"
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#include "ceres/linear_solver.h"
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#include "ceres/sparse_cholesky.h"
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#include "ceres/types.h"
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namespace ceres::internal {
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SubsetPreconditioner::SubsetPreconditioner(Preconditioner::Options options,
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const BlockSparseMatrix& A)
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: options_(std::move(options)), num_cols_(A.num_cols()) {
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CHECK_GE(options_.subset_preconditioner_start_row_block, 0)
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<< "Congratulations, you found a bug in Ceres. Please report it.";
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LinearSolver::Options sparse_cholesky_options;
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sparse_cholesky_options.sparse_linear_algebra_library_type =
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options_.sparse_linear_algebra_library_type;
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sparse_cholesky_options.ordering_type = options_.ordering_type;
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sparse_cholesky_ = SparseCholesky::Create(sparse_cholesky_options);
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}
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SubsetPreconditioner::~SubsetPreconditioner() = default;
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void SubsetPreconditioner::RightMultiplyAndAccumulate(const double* x,
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double* y) const {
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CHECK(x != nullptr);
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CHECK(y != nullptr);
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std::string message;
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sparse_cholesky_->Solve(x, y, &message);
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}
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bool SubsetPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
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const double* D) {
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auto* m = const_cast<BlockSparseMatrix*>(&A);
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const CompressedRowBlockStructure* bs = m->block_structure();
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// A = [P]
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// [Q]
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// Now add D to A if needed.
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if (D != nullptr) {
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// A = [P]
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// [Q]
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// [D]
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std::unique_ptr<BlockSparseMatrix> regularizer(
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BlockSparseMatrix::CreateDiagonalMatrix(D, bs->cols));
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m->AppendRows(*regularizer);
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}
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if (inner_product_computer_ == nullptr) {
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inner_product_computer_ = InnerProductComputer::Create(
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*m,
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options_.subset_preconditioner_start_row_block,
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bs->rows.size(),
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sparse_cholesky_->StorageType());
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}
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// Compute inner_product = [Q'*Q + D'*D]
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inner_product_computer_->Compute();
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// Unappend D if needed.
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if (D != nullptr) {
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// A = [P]
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// [Q]
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m->DeleteRowBlocks(bs->cols.size());
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}
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std::string message;
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// Compute L. s.t., LL' = Q'*Q + D'*D
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const LinearSolverTerminationType termination_type =
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sparse_cholesky_->Factorize(inner_product_computer_->mutable_result(),
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&message);
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if (termination_type != LinearSolverTerminationType::SUCCESS) {
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LOG(ERROR) << "Preconditioner factorization failed: " << message;
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return false;
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}
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return true;
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}
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} // namespace ceres::internal
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