iterative_schur_complement_solver.cc revision 399f7d09e0c45af54b77b4ab9508d6f23759b927
1// Ceres Solver - A fast non-linear least squares minimizer
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29// Author: sameeragarwal@google.com (Sameer Agarwal)
30
31#include "ceres/iterative_schur_complement_solver.h"
32
33#include <algorithm>
34#include <cstring>
35#include <vector>
36
37#include "Eigen/Dense"
38#include "ceres/block_sparse_matrix.h"
39#include "ceres/block_structure.h"
40#include "ceres/conjugate_gradients_solver.h"
41#include "ceres/implicit_schur_complement.h"
42#include "ceres/internal/eigen.h"
43#include "ceres/internal/scoped_ptr.h"
44#include "ceres/linear_solver.h"
45#include "ceres/preconditioner.h"
46#include "ceres/schur_jacobi_preconditioner.h"
47#include "ceres/triplet_sparse_matrix.h"
48#include "ceres/types.h"
49#include "ceres/visibility_based_preconditioner.h"
50#include "ceres/wall_time.h"
51#include "glog/logging.h"
52
53namespace ceres {
54namespace internal {
55
56IterativeSchurComplementSolver::IterativeSchurComplementSolver(
57    const LinearSolver::Options& options)
58    : options_(options) {
59}
60
61IterativeSchurComplementSolver::~IterativeSchurComplementSolver() {
62}
63
64LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl(
65    BlockSparseMatrix* A,
66    const double* b,
67    const LinearSolver::PerSolveOptions& per_solve_options,
68    double* x) {
69  EventLogger event_logger("IterativeSchurComplementSolver::Solve");
70
71  CHECK_NOTNULL(A->block_structure());
72
73  // Initialize a ImplicitSchurComplement object.
74  if (schur_complement_ == NULL) {
75    schur_complement_.reset(
76        new ImplicitSchurComplement(options_.elimination_groups[0],
77                                    options_.preconditioner_type == JACOBI));
78  }
79  schur_complement_->Init(*A, per_solve_options.D, b);
80
81  const int num_schur_complement_blocks =
82      A->block_structure()->cols.size() - options_.elimination_groups[0];
83  if (num_schur_complement_blocks == 0) {
84    VLOG(2) << "No parameter blocks left in the schur complement.";
85    LinearSolver::Summary cg_summary;
86    cg_summary.num_iterations = 0;
87    cg_summary.termination_type = TOLERANCE;
88    schur_complement_->BackSubstitute(NULL, x);
89    return cg_summary;
90  }
91
92  // Initialize the solution to the Schur complement system to zero.
93  //
94  // TODO(sameeragarwal): There maybe a better initialization than an
95  // all zeros solution. Explore other cheap starting points.
96  reduced_linear_system_solution_.resize(schur_complement_->num_rows());
97  reduced_linear_system_solution_.setZero();
98
99  // Instantiate a conjugate gradient solver that runs on the Schur complement
100  // matrix with the block diagonal of the matrix F'F as the preconditioner.
101  LinearSolver::Options cg_options;
102  cg_options.max_num_iterations = options_.max_num_iterations;
103  ConjugateGradientsSolver cg_solver(cg_options);
104  LinearSolver::PerSolveOptions cg_per_solve_options;
105
106  cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance;
107  cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance;
108
109  Preconditioner::Options preconditioner_options;
110  preconditioner_options.type = options_.preconditioner_type;
111  preconditioner_options.sparse_linear_algebra_library_type =
112      options_.sparse_linear_algebra_library_type;
113  preconditioner_options.num_threads = options_.num_threads;
114  preconditioner_options.row_block_size = options_.row_block_size;
115  preconditioner_options.e_block_size = options_.e_block_size;
116  preconditioner_options.f_block_size = options_.f_block_size;
117  preconditioner_options.elimination_groups = options_.elimination_groups;
118
119  switch (options_.preconditioner_type) {
120    case IDENTITY:
121      break;
122    case JACOBI:
123      preconditioner_.reset(
124          new SparseMatrixPreconditionerWrapper(
125              schur_complement_->block_diagonal_FtF_inverse()));
126      break;
127    case SCHUR_JACOBI:
128      if (preconditioner_.get() == NULL) {
129        preconditioner_.reset(
130            new SchurJacobiPreconditioner(*A->block_structure(),
131                                          preconditioner_options));
132      }
133      break;
134    case CLUSTER_JACOBI:
135    case CLUSTER_TRIDIAGONAL:
136      if (preconditioner_.get() == NULL) {
137        preconditioner_.reset(
138            new VisibilityBasedPreconditioner(*A->block_structure(),
139                                              preconditioner_options));
140      }
141      break;
142    default:
143      LOG(FATAL) << "Unknown Preconditioner Type";
144  }
145
146  bool preconditioner_update_was_successful = true;
147  if (preconditioner_.get() != NULL) {
148    preconditioner_update_was_successful =
149        preconditioner_->Update(*A, per_solve_options.D);
150    cg_per_solve_options.preconditioner = preconditioner_.get();
151  }
152
153  event_logger.AddEvent("Setup");
154
155  LinearSolver::Summary cg_summary;
156  cg_summary.num_iterations = 0;
157  cg_summary.termination_type = FAILURE;
158
159  if (preconditioner_update_was_successful) {
160    cg_summary = cg_solver.Solve(schur_complement_.get(),
161                                 schur_complement_->rhs().data(),
162                                 cg_per_solve_options,
163                                 reduced_linear_system_solution_.data());
164    if (cg_summary.termination_type != FAILURE) {
165      schur_complement_->BackSubstitute(
166          reduced_linear_system_solution_.data(), x);
167    }
168  }
169
170  VLOG(2) << "CG Iterations : " << cg_summary.num_iterations;
171
172  event_logger.AddEvent("Solve");
173  return cg_summary;
174}
175
176}  // namespace internal
177}  // namespace ceres
178