183 lines
7.2 KiB
C++
183 lines
7.2 KiB
C++
// 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: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/iterative_schur_complement_solver.h"
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#include <algorithm>
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#include <cstring>
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#include <vector>
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#include "Eigen/Dense"
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#include "ceres/block_sparse_matrix.h"
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#include "ceres/block_structure.h"
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#include "ceres/conjugate_gradients_solver.h"
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#include "ceres/detect_structure.h"
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#include "ceres/implicit_schur_complement.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/linear_solver.h"
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#include "ceres/preconditioner.h"
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#include "ceres/schur_jacobi_preconditioner.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/types.h"
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#include "ceres/visibility_based_preconditioner.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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IterativeSchurComplementSolver::IterativeSchurComplementSolver(
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const LinearSolver::Options& options)
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: options_(options) {
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}
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IterativeSchurComplementSolver::~IterativeSchurComplementSolver() {
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}
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LinearSolver::Summary IterativeSchurComplementSolver::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("IterativeSchurComplementSolver::Solve");
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CHECK_NOTNULL(A->block_structure());
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const int num_eliminate_blocks = options_.elimination_groups[0];
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// Initialize a ImplicitSchurComplement object.
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if (schur_complement_ == NULL) {
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DetectStructure(*(A->block_structure()),
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num_eliminate_blocks,
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&options_.row_block_size,
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&options_.e_block_size,
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&options_.f_block_size);
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schur_complement_.reset(new ImplicitSchurComplement(options_));
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}
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schur_complement_->Init(*A, per_solve_options.D, b);
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const int num_schur_complement_blocks =
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A->block_structure()->cols.size() - num_eliminate_blocks;
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if (num_schur_complement_blocks == 0) {
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VLOG(2) << "No parameter blocks left in the schur complement.";
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LinearSolver::Summary cg_summary;
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cg_summary.num_iterations = 0;
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cg_summary.termination_type = LINEAR_SOLVER_SUCCESS;
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schur_complement_->BackSubstitute(NULL, x);
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return cg_summary;
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}
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// Initialize the solution to the Schur complement system to zero.
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reduced_linear_system_solution_.resize(schur_complement_->num_rows());
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reduced_linear_system_solution_.setZero();
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// Instantiate a conjugate gradient solver that runs on the Schur
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// complement matrix with the block diagonal of the matrix F'F as
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// the preconditioner.
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LinearSolver::Options cg_options;
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cg_options.min_num_iterations = options_.min_num_iterations;
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cg_options.max_num_iterations = options_.max_num_iterations;
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ConjugateGradientsSolver cg_solver(cg_options);
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LinearSolver::PerSolveOptions cg_per_solve_options;
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cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance;
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cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance;
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Preconditioner::Options preconditioner_options;
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preconditioner_options.type = options_.preconditioner_type;
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preconditioner_options.visibility_clustering_type =
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options_.visibility_clustering_type;
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preconditioner_options.sparse_linear_algebra_library_type =
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options_.sparse_linear_algebra_library_type;
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preconditioner_options.num_threads = options_.num_threads;
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preconditioner_options.row_block_size = options_.row_block_size;
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preconditioner_options.e_block_size = options_.e_block_size;
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preconditioner_options.f_block_size = options_.f_block_size;
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preconditioner_options.elimination_groups = options_.elimination_groups;
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switch (options_.preconditioner_type) {
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case IDENTITY:
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break;
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case JACOBI:
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preconditioner_.reset(
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new SparseMatrixPreconditionerWrapper(
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schur_complement_->block_diagonal_FtF_inverse()));
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break;
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case SCHUR_JACOBI:
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if (preconditioner_.get() == NULL) {
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preconditioner_.reset(
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new SchurJacobiPreconditioner(*A->block_structure(),
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preconditioner_options));
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}
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break;
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case CLUSTER_JACOBI:
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case CLUSTER_TRIDIAGONAL:
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if (preconditioner_.get() == NULL) {
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preconditioner_.reset(
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new VisibilityBasedPreconditioner(*A->block_structure(),
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preconditioner_options));
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}
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break;
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default:
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LOG(FATAL) << "Unknown Preconditioner Type";
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}
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bool preconditioner_update_was_successful = true;
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if (preconditioner_.get() != NULL) {
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preconditioner_update_was_successful =
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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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event_logger.AddEvent("Setup");
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LinearSolver::Summary cg_summary;
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cg_summary.num_iterations = 0;
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cg_summary.termination_type = LINEAR_SOLVER_FAILURE;
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// TODO(sameeragarwal): Refactor preconditioners to return a more
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// sane message.
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cg_summary.message = "Preconditioner update failed.";
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if (preconditioner_update_was_successful) {
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cg_summary = cg_solver.Solve(schur_complement_.get(),
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schur_complement_->rhs().data(),
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cg_per_solve_options,
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reduced_linear_system_solution_.data());
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if (cg_summary.termination_type != LINEAR_SOLVER_FAILURE &&
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cg_summary.termination_type != LINEAR_SOLVER_FATAL_ERROR) {
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schur_complement_->BackSubstitute(
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reduced_linear_system_solution_.data(), x);
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}
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}
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event_logger.AddEvent("Solve");
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return cg_summary;
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}
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} // namespace internal
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} // namespace ceres
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