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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 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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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_NO_SUITESPARSE
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#include "ceres/sparse_normal_cholesky_solver.h"
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#include <algorithm>
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#include <cstring>
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#include <ctime>
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#include "ceres/compressed_row_sparse_matrix.h"
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#include "ceres/linear_solver.h"
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#include "ceres/suitesparse.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.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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SparseNormalCholeskySolver::SparseNormalCholeskySolver(
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const LinearSolver::Options& options)
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: options_(options), symbolic_factor_(NULL) {}
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SparseNormalCholeskySolver::~SparseNormalCholeskySolver() {
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if (symbolic_factor_ != NULL) {
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ss_.Free(symbolic_factor_);
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symbolic_factor_ = NULL;
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}
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}
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LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl(
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CompressedRowSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double * x) {
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const time_t start_time = time(NULL);
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const int num_cols = A->num_cols();
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LinearSolver::Summary summary;
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Vector Atb = Vector::Zero(num_cols);
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A->LeftMultiply(b, Atb.data());
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if (per_solve_options.D != NULL) {
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// Temporarily append a diagonal block to the A matrix, but undo it before
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// returning the matrix to the user.
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CompressedRowSparseMatrix D(per_solve_options.D, num_cols);
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A->AppendRows(D);
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}
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VectorRef(x, num_cols).setZero();
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scoped_ptr<cholmod_sparse> lhs(ss_.CreateSparseMatrixTransposeView(A));
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CHECK_NOTNULL(lhs.get());
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cholmod_dense* rhs = ss_.CreateDenseVector(Atb.data(), num_cols, num_cols);
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const time_t init_time = time(NULL);
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if (symbolic_factor_ == NULL) {
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symbolic_factor_ = CHECK_NOTNULL(ss_.AnalyzeCholesky(lhs.get()));
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}
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const time_t symbolic_time = time(NULL);
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cholmod_dense* sol = ss_.SolveCholesky(lhs.get(), symbolic_factor_, rhs);
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const time_t solve_time = time(NULL);
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ss_.Free(rhs);
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rhs = NULL;
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if (per_solve_options.D != NULL) {
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A->DeleteRows(num_cols);
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}
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if (!options_.constant_sparsity) {
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ss_.Free(symbolic_factor_);
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symbolic_factor_ = NULL;
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}
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summary.num_iterations = 1;
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if (sol != NULL) {
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memcpy(x, sol->x, num_cols * sizeof(*x));
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ss_.Free(sol);
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sol = NULL;
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summary.termination_type = TOLERANCE;
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}
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const time_t cleanup_time = time(NULL);
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VLOG(2) << "time (sec) total: " << cleanup_time - start_time
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<< " init: " << init_time - start_time
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<< " symbolic: " << symbolic_time - init_time
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<< " solve: " << solve_time - symbolic_time
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<< " cleanup: " << cleanup_time - solve_time;
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return summary;
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}
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} // namespace internal
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} // namespace ceres
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#endif // CERES_NO_SUITESPARSE
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