89 lines
3.4 KiB
C++
89 lines
3.4 KiB
C++
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 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: keir@google.com (Keir Mierle)
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#include "ceres/cgnr_solver.h"
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#include "ceres/block_jacobi_preconditioner.h"
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#include "ceres/cgnr_linear_operator.h"
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#include "ceres/conjugate_gradients_solver.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/linear_solver.h"
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#include "ceres/wall_time.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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CgnrSolver::CgnrSolver(const LinearSolver::Options& options)
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: options_(options),
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preconditioner_(NULL) {
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if (options_.preconditioner_type != JACOBI &&
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options_.preconditioner_type != IDENTITY) {
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LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners.";
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}
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}
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LinearSolver::Summary CgnrSolver::SolveImpl(
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BlockSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double* x) {
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EventLogger event_logger("CgnrSolver::Solve");
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// Form z = Atb.
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Vector z(A->num_cols());
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z.setZero();
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A->LeftMultiply(b, z.data());
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// Precondition if necessary.
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LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options;
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if (options_.preconditioner_type == JACOBI) {
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if (preconditioner_.get() == NULL) {
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preconditioner_.reset(new BlockJacobiPreconditioner(*A));
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}
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preconditioner_->Update(*A, per_solve_options.D);
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cg_per_solve_options.preconditioner = preconditioner_.get();
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}
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// Solve (AtA + DtD)x = z (= Atb).
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VectorRef(x, A->num_cols()).setZero();
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CgnrLinearOperator lhs(*A, per_solve_options.D);
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event_logger.AddEvent("Setup");
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ConjugateGradientsSolver conjugate_gradient_solver(options_);
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LinearSolver::Summary summary =
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conjugate_gradient_solver.Solve(&lhs, z.data(), cg_per_solve_options, x);
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event_logger.AddEvent("Solve");
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return summary;
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}
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} // namespace internal
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} // namespace ceres
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