mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-31 09:30:36 +08:00
Sameer Agarwal
42a84b87fa
1. Add an ExecutionSummary object to record execution information about Ceres objects. 2. Add an EventLogger object to log events in a function call. 3. Add a ScopedExecutionTimer object to log times in ExecutionSummary. 4. Instrument ProgramEvaluator and all the linear solvers to report their timing statistics. 5. Connect the timing statistics to Summary::FullReport. 6. Add high precision timer on unix systems using gettimeofday() call. 7. Various minor clean ups all around. Change-Id: I5e09804b730b09535484124be7dbc1c58eccd1d4
92 lines
3.3 KiB
C++
92 lines
3.3 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 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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#include "ceres/dense_normal_cholesky_solver.h"
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#include <cstddef>
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#include "Eigen/Dense"
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#include "ceres/dense_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/linear_solver.h"
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#include "ceres/types.h"
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#include "ceres/wall_time.h"
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namespace ceres {
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namespace internal {
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DenseNormalCholeskySolver::DenseNormalCholeskySolver(
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const LinearSolver::Options& options)
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: options_(options) {}
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LinearSolver::Summary DenseNormalCholeskySolver::SolveImpl(
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DenseSparseMatrix* 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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EventLogger event_logger("DenseNormalCholeskySolver::Solve");
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const int num_rows = A->num_rows();
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const int num_cols = A->num_cols();
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ConstAlignedMatrixRef Aref = A->matrix();
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Matrix lhs(num_cols, num_cols);
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lhs.setZero();
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event_logger.AddEvent("Setup");
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// lhs += A'A
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//
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// Using rankUpdate instead of GEMM, exposes the fact that its the
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// same matrix being multiplied with itself and that the product is
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// symmetric.
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lhs.selfadjointView<Eigen::Upper>().rankUpdate(Aref.transpose());
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// rhs = A'b
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Vector rhs = Aref.transpose() * ConstVectorRef(b, num_rows);
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if (per_solve_options.D != NULL) {
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ConstVectorRef D(per_solve_options.D, num_cols);
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lhs += D.array().square().matrix().asDiagonal();
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}
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LinearSolver::Summary summary;
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summary.num_iterations = 1;
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summary.termination_type = TOLERANCE;
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VectorRef(x, num_cols) =
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lhs.selfadjointView<Eigen::Upper>().ldlt().solve(rhs);
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event_logger.AddEvent("Solve");
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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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