mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
9d02b76dce
The key idea being, use some subset of the rows of the Jacobian as the preconditioner. This CL only implements the preconditioner assuming that the row selection has already been done. How the rows are selected will be left to the user based on their knowledge of the problem. A follow up CL will hook this preconditioner into the rest of the solver. Change-Id: I3e18dc57811116534e9ddf35d7b154bcce496d3b
113 lines
4.0 KiB
C++
113 lines
4.0 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 <string>
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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/internal/scoped_ptr.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 {
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namespace internal {
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SubsetPreconditioner::SubsetPreconditioner(
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const Preconditioner::Options& options, const BlockSparseMatrix& A)
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: options_(options), num_cols_(A.num_cols()) {
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sparse_cholesky_.reset(
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SparseCholesky::Create(options_.sparse_linear_algebra_library_type,
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options_.use_postordering ? AMD : NATURAL));
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CHECK_GE(options_.subset_preconditioner_start_row_block, 0);
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}
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SubsetPreconditioner::~SubsetPreconditioner() {}
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void SubsetPreconditioner::RightMultiply(const double* x, double* y) const {
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CHECK_NOTNULL(x);
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CHECK_NOTNULL(y);
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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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BlockSparseMatrix* 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 != NULL) {
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// A = [P]
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// [Q]
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// [D]
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scoped_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_.get() == NULL) {
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inner_product_computer_.reset(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 != NULL) {
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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 != LINEAR_SOLVER_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 internal
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} // namespace ceres
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