183 lines
7.2 KiB
C++
183 lines
7.2 KiB
C++
|
// Ceres Solver - A fast non-linear least squares minimizer
|
||
|
// Copyright 2015 Google Inc. All rights reserved.
|
||
|
// http://ceres-solver.org/
|
||
|
//
|
||
|
// Redistribution and use in source and binary forms, with or without
|
||
|
// modification, are permitted provided that the following conditions are met:
|
||
|
//
|
||
|
// * Redistributions of source code must retain the above copyright notice,
|
||
|
// this list of conditions and the following disclaimer.
|
||
|
// * Redistributions in binary form must reproduce the above copyright notice,
|
||
|
// this list of conditions and the following disclaimer in the documentation
|
||
|
// and/or other materials provided with the distribution.
|
||
|
// * Neither the name of Google Inc. nor the names of its contributors may be
|
||
|
// used to endorse or promote products derived from this software without
|
||
|
// specific prior written permission.
|
||
|
//
|
||
|
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
||
|
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
||
|
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
|
||
|
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
|
||
|
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
||
|
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
||
|
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
||
|
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
||
|
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
||
|
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
||
|
// POSSIBILITY OF SUCH DAMAGE.
|
||
|
//
|
||
|
// Author: sameeragarwal@google.com (Sameer Agarwal)
|
||
|
|
||
|
#include "ceres/iterative_schur_complement_solver.h"
|
||
|
|
||
|
#include <algorithm>
|
||
|
#include <cstring>
|
||
|
#include <vector>
|
||
|
|
||
|
#include "Eigen/Dense"
|
||
|
#include "ceres/block_sparse_matrix.h"
|
||
|
#include "ceres/block_structure.h"
|
||
|
#include "ceres/conjugate_gradients_solver.h"
|
||
|
#include "ceres/detect_structure.h"
|
||
|
#include "ceres/implicit_schur_complement.h"
|
||
|
#include "ceres/internal/eigen.h"
|
||
|
#include "ceres/internal/scoped_ptr.h"
|
||
|
#include "ceres/linear_solver.h"
|
||
|
#include "ceres/preconditioner.h"
|
||
|
#include "ceres/schur_jacobi_preconditioner.h"
|
||
|
#include "ceres/triplet_sparse_matrix.h"
|
||
|
#include "ceres/types.h"
|
||
|
#include "ceres/visibility_based_preconditioner.h"
|
||
|
#include "ceres/wall_time.h"
|
||
|
#include "glog/logging.h"
|
||
|
|
||
|
namespace ceres {
|
||
|
namespace internal {
|
||
|
|
||
|
IterativeSchurComplementSolver::IterativeSchurComplementSolver(
|
||
|
const LinearSolver::Options& options)
|
||
|
: options_(options) {
|
||
|
}
|
||
|
|
||
|
IterativeSchurComplementSolver::~IterativeSchurComplementSolver() {
|
||
|
}
|
||
|
|
||
|
LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl(
|
||
|
BlockSparseMatrix* A,
|
||
|
const double* b,
|
||
|
const LinearSolver::PerSolveOptions& per_solve_options,
|
||
|
double* x) {
|
||
|
EventLogger event_logger("IterativeSchurComplementSolver::Solve");
|
||
|
|
||
|
CHECK_NOTNULL(A->block_structure());
|
||
|
const int num_eliminate_blocks = options_.elimination_groups[0];
|
||
|
// Initialize a ImplicitSchurComplement object.
|
||
|
if (schur_complement_ == NULL) {
|
||
|
DetectStructure(*(A->block_structure()),
|
||
|
num_eliminate_blocks,
|
||
|
&options_.row_block_size,
|
||
|
&options_.e_block_size,
|
||
|
&options_.f_block_size);
|
||
|
schur_complement_.reset(new ImplicitSchurComplement(options_));
|
||
|
}
|
||
|
schur_complement_->Init(*A, per_solve_options.D, b);
|
||
|
|
||
|
const int num_schur_complement_blocks =
|
||
|
A->block_structure()->cols.size() - num_eliminate_blocks;
|
||
|
if (num_schur_complement_blocks == 0) {
|
||
|
VLOG(2) << "No parameter blocks left in the schur complement.";
|
||
|
LinearSolver::Summary cg_summary;
|
||
|
cg_summary.num_iterations = 0;
|
||
|
cg_summary.termination_type = LINEAR_SOLVER_SUCCESS;
|
||
|
schur_complement_->BackSubstitute(NULL, x);
|
||
|
return cg_summary;
|
||
|
}
|
||
|
|
||
|
// Initialize the solution to the Schur complement system to zero.
|
||
|
reduced_linear_system_solution_.resize(schur_complement_->num_rows());
|
||
|
reduced_linear_system_solution_.setZero();
|
||
|
|
||
|
// Instantiate a conjugate gradient solver that runs on the Schur
|
||
|
// complement matrix with the block diagonal of the matrix F'F as
|
||
|
// the preconditioner.
|
||
|
LinearSolver::Options cg_options;
|
||
|
cg_options.min_num_iterations = options_.min_num_iterations;
|
||
|
cg_options.max_num_iterations = options_.max_num_iterations;
|
||
|
ConjugateGradientsSolver cg_solver(cg_options);
|
||
|
LinearSolver::PerSolveOptions cg_per_solve_options;
|
||
|
|
||
|
cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance;
|
||
|
cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance;
|
||
|
|
||
|
Preconditioner::Options preconditioner_options;
|
||
|
preconditioner_options.type = options_.preconditioner_type;
|
||
|
preconditioner_options.visibility_clustering_type =
|
||
|
options_.visibility_clustering_type;
|
||
|
preconditioner_options.sparse_linear_algebra_library_type =
|
||
|
options_.sparse_linear_algebra_library_type;
|
||
|
preconditioner_options.num_threads = options_.num_threads;
|
||
|
preconditioner_options.row_block_size = options_.row_block_size;
|
||
|
preconditioner_options.e_block_size = options_.e_block_size;
|
||
|
preconditioner_options.f_block_size = options_.f_block_size;
|
||
|
preconditioner_options.elimination_groups = options_.elimination_groups;
|
||
|
|
||
|
switch (options_.preconditioner_type) {
|
||
|
case IDENTITY:
|
||
|
break;
|
||
|
case JACOBI:
|
||
|
preconditioner_.reset(
|
||
|
new SparseMatrixPreconditionerWrapper(
|
||
|
schur_complement_->block_diagonal_FtF_inverse()));
|
||
|
break;
|
||
|
case SCHUR_JACOBI:
|
||
|
if (preconditioner_.get() == NULL) {
|
||
|
preconditioner_.reset(
|
||
|
new SchurJacobiPreconditioner(*A->block_structure(),
|
||
|
preconditioner_options));
|
||
|
}
|
||
|
break;
|
||
|
case CLUSTER_JACOBI:
|
||
|
case CLUSTER_TRIDIAGONAL:
|
||
|
if (preconditioner_.get() == NULL) {
|
||
|
preconditioner_.reset(
|
||
|
new VisibilityBasedPreconditioner(*A->block_structure(),
|
||
|
preconditioner_options));
|
||
|
}
|
||
|
break;
|
||
|
default:
|
||
|
LOG(FATAL) << "Unknown Preconditioner Type";
|
||
|
}
|
||
|
|
||
|
bool preconditioner_update_was_successful = true;
|
||
|
if (preconditioner_.get() != NULL) {
|
||
|
preconditioner_update_was_successful =
|
||
|
preconditioner_->Update(*A, per_solve_options.D);
|
||
|
cg_per_solve_options.preconditioner = preconditioner_.get();
|
||
|
}
|
||
|
event_logger.AddEvent("Setup");
|
||
|
|
||
|
LinearSolver::Summary cg_summary;
|
||
|
cg_summary.num_iterations = 0;
|
||
|
cg_summary.termination_type = LINEAR_SOLVER_FAILURE;
|
||
|
|
||
|
// TODO(sameeragarwal): Refactor preconditioners to return a more
|
||
|
// sane message.
|
||
|
cg_summary.message = "Preconditioner update failed.";
|
||
|
if (preconditioner_update_was_successful) {
|
||
|
cg_summary = cg_solver.Solve(schur_complement_.get(),
|
||
|
schur_complement_->rhs().data(),
|
||
|
cg_per_solve_options,
|
||
|
reduced_linear_system_solution_.data());
|
||
|
if (cg_summary.termination_type != LINEAR_SOLVER_FAILURE &&
|
||
|
cg_summary.termination_type != LINEAR_SOLVER_FATAL_ERROR) {
|
||
|
schur_complement_->BackSubstitute(
|
||
|
reduced_linear_system_solution_.data(), x);
|
||
|
}
|
||
|
}
|
||
|
event_logger.AddEvent("Solve");
|
||
|
return cg_summary;
|
||
|
}
|
||
|
|
||
|
} // namespace internal
|
||
|
} // namespace ceres
|