1// Ceres Solver - A fast non-linear least squares minimizer 2// Copyright 2012 Google Inc. All rights reserved. 3// http://code.google.com/p/ceres-solver/ 4// 5// Redistribution and use in source and binary forms, with or without 6// modification, are permitted provided that the following conditions are met: 7// 8// * Redistributions of source code must retain the above copyright notice, 9// this list of conditions and the following disclaimer. 10// * Redistributions in binary form must reproduce the above copyright notice, 11// this list of conditions and the following disclaimer in the documentation 12// and/or other materials provided with the distribution. 13// * Neither the name of Google Inc. nor the names of its contributors may be 14// used to endorse or promote products derived from this software without 15// specific prior written permission. 16// 17// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27// POSSIBILITY OF SUCH DAMAGE. 28// 29// Author: keir@google.com (Keir Mierle) 30 31#include "ceres/cgnr_solver.h" 32 33#include "ceres/block_jacobi_preconditioner.h" 34#include "ceres/cgnr_linear_operator.h" 35#include "ceres/conjugate_gradients_solver.h" 36#include "ceres/internal/eigen.h" 37#include "ceres/linear_solver.h" 38#include "ceres/wall_time.h" 39#include "glog/logging.h" 40 41namespace ceres { 42namespace internal { 43 44CgnrSolver::CgnrSolver(const LinearSolver::Options& options) 45 : options_(options), 46 preconditioner_(NULL) { 47 if (options_.preconditioner_type != JACOBI && 48 options_.preconditioner_type != IDENTITY) { 49 LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners."; 50 } 51} 52 53LinearSolver::Summary CgnrSolver::SolveImpl( 54 BlockSparseMatrix* A, 55 const double* b, 56 const LinearSolver::PerSolveOptions& per_solve_options, 57 double* x) { 58 EventLogger event_logger("CgnrSolver::Solve"); 59 60 // Form z = Atb. 61 Vector z(A->num_cols()); 62 z.setZero(); 63 A->LeftMultiply(b, z.data()); 64 65 // Precondition if necessary. 66 LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options; 67 if (options_.preconditioner_type == JACOBI) { 68 if (preconditioner_.get() == NULL) { 69 preconditioner_.reset(new BlockJacobiPreconditioner(*A)); 70 } 71 preconditioner_->Update(*A, per_solve_options.D); 72 cg_per_solve_options.preconditioner = preconditioner_.get(); 73 } 74 75 // Solve (AtA + DtD)x = z (= Atb). 76 VectorRef(x, A->num_cols()).setZero(); 77 CgnrLinearOperator lhs(*A, per_solve_options.D); 78 event_logger.AddEvent("Setup"); 79 80 ConjugateGradientsSolver conjugate_gradient_solver(options_); 81 LinearSolver::Summary summary = 82 conjugate_gradient_solver.Solve(&lhs, z.data(), cg_per_solve_options, x); 83 event_logger.AddEvent("Solve"); 84 return summary; 85} 86 87} // namespace internal 88} // namespace ceres 89