10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: keir@google.com (Keir Mierle) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/cgnr_solver.h" 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 331d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/block_jacobi_preconditioner.h" 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/cgnr_linear_operator.h" 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/conjugate_gradients_solver.h" 3679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#include "ceres/internal/eigen.h" 371d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/linear_solver.h" 381d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/wall_time.h" 391d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "glog/logging.h" 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongCgnrSolver::CgnrSolver(const LinearSolver::Options& options) 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : options_(options), 461d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling preconditioner_(NULL) { 4779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez if (options_.preconditioner_type != JACOBI && 4879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez options_.preconditioner_type != IDENTITY) { 4979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners."; 5079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez } 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha HaeberlingLinearSolver::Summary CgnrSolver::SolveImpl( 541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling BlockSparseMatrix* A, 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const double* b, 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const LinearSolver::PerSolveOptions& per_solve_options, 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x) { 581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling EventLogger event_logger("CgnrSolver::Solve"); 591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Form z = Atb. 6179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez Vector z(A->num_cols()); 6279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez z.setZero(); 6379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez A->LeftMultiply(b, z.data()); 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Precondition if necessary. 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options; 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (options_.preconditioner_type == JACOBI) { 681d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling if (preconditioner_.get() == NULL) { 691d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling preconditioner_.reset(new BlockJacobiPreconditioner(*A)); 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 711d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling preconditioner_->Update(*A, per_solve_options.D); 721d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling cg_per_solve_options.preconditioner = preconditioner_.get(); 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Solve (AtA + DtD)x = z (= Atb). 7679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez VectorRef(x, A->num_cols()).setZero(); 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CgnrLinearOperator lhs(*A, per_solve_options.D); 781d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling event_logger.AddEvent("Setup"); 791d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ConjugateGradientsSolver conjugate_gradient_solver(options_); 811d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling LinearSolver::Summary summary = 8279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez conjugate_gradient_solver.Solve(&lhs, z.data(), cg_per_solve_options, x); 831d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling event_logger.AddEvent("Solve"); 841d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return summary; 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 89