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//
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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
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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