// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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 #include #include #include #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/linear_solver.h" #include "ceres/power_series_expansion_preconditioner.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::internal { IterativeSchurComplementSolver::IterativeSchurComplementSolver( LinearSolver::Options options) : options_(std::move(options)) {} IterativeSchurComplementSolver::~IterativeSchurComplementSolver() = default; LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl( BlockSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { EventLogger event_logger("IterativeSchurComplementSolver::Solve"); CHECK(A->block_structure() != nullptr); CHECK(A->transpose_block_structure() != nullptr); const int num_eliminate_blocks = options_.elimination_groups[0]; // Initialize a ImplicitSchurComplement object. if (schur_complement_ == nullptr) { DetectStructure(*(A->block_structure()), num_eliminate_blocks, &options_.row_block_size, &options_.e_block_size, &options_.f_block_size); schur_complement_ = std::make_unique(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 summary; summary.num_iterations = 0; summary.termination_type = LinearSolverTerminationType::SUCCESS; schur_complement_->BackSubstitute(nullptr, x); return summary; } // Initialize the solution to the Schur complement system. reduced_linear_system_solution_.resize(schur_complement_->num_rows()); reduced_linear_system_solution_.setZero(); if (options_.use_spse_initialization) { Preconditioner::Options preconditioner_options(options_); preconditioner_options.type = SCHUR_POWER_SERIES_EXPANSION; PowerSeriesExpansionPreconditioner pse_solver( schur_complement_.get(), options_.max_num_spse_iterations, options_.spse_tolerance, preconditioner_options); pse_solver.RightMultiplyAndAccumulate( schur_complement_->rhs().data(), reduced_linear_system_solution_.data()); } CreatePreconditioner(A); if (preconditioner_ != nullptr) { if (!preconditioner_->Update(*A, per_solve_options.D)) { LinearSolver::Summary summary; summary.num_iterations = 0; summary.termination_type = LinearSolverTerminationType::FAILURE; summary.message = "Preconditioner update failed."; return summary; } } ConjugateGradientsSolverOptions cg_options; cg_options.min_num_iterations = options_.min_num_iterations; cg_options.max_num_iterations = options_.max_num_iterations; cg_options.residual_reset_period = options_.residual_reset_period; cg_options.q_tolerance = per_solve_options.q_tolerance; cg_options.r_tolerance = per_solve_options.r_tolerance; LinearOperatorAdapter lhs(*schur_complement_); LinearOperatorAdapter preconditioner(*preconditioner_); Vector scratch[4]; for (int i = 0; i < 4; ++i) { scratch[i].resize(schur_complement_->num_cols()); } Vector* scratch_ptr[4] = {&scratch[0], &scratch[1], &scratch[2], &scratch[3]}; event_logger.AddEvent("Setup"); LinearSolver::Summary summary = ConjugateGradientsSolver(cg_options, lhs, schur_complement_->rhs(), preconditioner, scratch_ptr, reduced_linear_system_solution_); if (summary.termination_type != LinearSolverTerminationType::FAILURE && summary.termination_type != LinearSolverTerminationType::FATAL_ERROR) { schur_complement_->BackSubstitute(reduced_linear_system_solution_.data(), x); } event_logger.AddEvent("Solve"); return summary; } void IterativeSchurComplementSolver::CreatePreconditioner( BlockSparseMatrix* A) { if (preconditioner_ != nullptr) { return; } Preconditioner::Options preconditioner_options(options_); CHECK(options_.context != nullptr); switch (options_.preconditioner_type) { case IDENTITY: preconditioner_ = std::make_unique( schur_complement_->num_cols()); break; case JACOBI: preconditioner_ = std::make_unique( schur_complement_->block_diagonal_FtF_inverse(), preconditioner_options); break; case SCHUR_POWER_SERIES_EXPANSION: // Ignoring the value of spse_tolerance to ensure preconditioner stays // fixed during the iterations of cg. preconditioner_ = std::make_unique( schur_complement_.get(), options_.max_num_spse_iterations, 0, preconditioner_options); break; case SCHUR_JACOBI: preconditioner_ = std::make_unique( *A->block_structure(), preconditioner_options); break; case CLUSTER_JACOBI: case CLUSTER_TRIDIAGONAL: preconditioner_ = std::make_unique( *A->block_structure(), preconditioner_options); break; default: LOG(FATAL) << "Unknown Preconditioner Type"; } }; } // namespace ceres::internal