// 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) #ifndef CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_ #define CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_ #include #include #include #include #include "ceres/block_random_access_diagonal_matrix.h" #include "ceres/block_random_access_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/dense_cholesky.h" #include "ceres/internal/config.h" #include "ceres/internal/export.h" #include "ceres/linear_solver.h" #include "ceres/schur_eliminator.h" #include "ceres/types.h" #ifdef CERES_USE_EIGEN_SPARSE #include "Eigen/OrderingMethods" #include "Eigen/SparseCholesky" #endif #include "ceres/internal/disable_warnings.h" namespace ceres::internal { class BlockSparseMatrix; class SparseCholesky; // Base class for Schur complement based linear least squares // solvers. It assumes that the input linear system Ax = b can be // partitioned into // // E y + F z = b // // Where x = [y;z] is a partition of the variables. The partitioning // of the variables is such that, E'E is a block diagonal // matrix. Further, the rows of A are ordered so that for every // variable block in y, all the rows containing that variable block // occur as a vertically contiguous block. i.e the matrix A looks like // // E F // A = [ y1 0 0 0 | z1 0 0 0 z5] // [ y1 0 0 0 | z1 z2 0 0 0] // [ 0 y2 0 0 | 0 0 z3 0 0] // [ 0 0 y3 0 | z1 z2 z3 z4 z5] // [ 0 0 y3 0 | z1 0 0 0 z5] // [ 0 0 0 y4 | 0 0 0 0 z5] // [ 0 0 0 y4 | 0 z2 0 0 0] // [ 0 0 0 y4 | 0 0 0 0 0] // [ 0 0 0 0 | z1 0 0 0 0] // [ 0 0 0 0 | 0 0 z3 z4 z5] // // This structure should be reflected in the corresponding // CompressedRowBlockStructure object associated with A. The linear // system Ax = b should either be well posed or the array D below // should be non-null and the diagonal matrix corresponding to it // should be non-singular. // // SchurComplementSolver has two sub-classes. // // DenseSchurComplementSolver: For problems where the Schur complement // matrix is small and dense, or if CHOLMOD/SuiteSparse is not // installed. For structure from motion problems, this is solver can // be used for problems with upto a few hundred cameras. // // SparseSchurComplementSolver: For problems where the Schur // complement matrix is large and sparse. It requires that Ceres be // build with at least one sparse linear algebra library, as it // computes a sparse Cholesky factorization of the Schur complement. // // This solver can be used for solving structure from motion problems // with tens of thousands of cameras, though depending on the exact // sparsity structure, it maybe better to use an iterative solver. // // The two solvers can be instantiated by calling // LinearSolver::CreateLinearSolver with LinearSolver::Options::type // set to DENSE_SCHUR and SPARSE_SCHUR // respectively. LinearSolver::Options::elimination_groups[0] should // be at least 1. class CERES_NO_EXPORT SchurComplementSolver : public BlockSparseMatrixSolver { public: explicit SchurComplementSolver(const LinearSolver::Options& options); SchurComplementSolver(const SchurComplementSolver&) = delete; void operator=(const SchurComplementSolver&) = delete; LinearSolver::Summary SolveImpl( BlockSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) override; protected: const LinearSolver::Options& options() const { return options_; } void set_lhs(std::unique_ptr lhs) { lhs_ = std::move(lhs); } const BlockRandomAccessMatrix* lhs() const { return lhs_.get(); } BlockRandomAccessMatrix* mutable_lhs() { return lhs_.get(); } void ResizeRhs(int n) { rhs_.resize(n); } const Vector& rhs() const { return rhs_; } private: virtual void InitStorage(const CompressedRowBlockStructure* bs) = 0; virtual LinearSolver::Summary SolveReducedLinearSystem( const LinearSolver::PerSolveOptions& per_solve_options, double* solution) = 0; LinearSolver::Options options_; std::unique_ptr eliminator_; std::unique_ptr lhs_; Vector rhs_; }; // Dense Cholesky factorization based solver. class CERES_NO_EXPORT DenseSchurComplementSolver final : public SchurComplementSolver { public: explicit DenseSchurComplementSolver(const LinearSolver::Options& options); DenseSchurComplementSolver(const DenseSchurComplementSolver&) = delete; void operator=(const DenseSchurComplementSolver&) = delete; ~DenseSchurComplementSolver() override; private: void InitStorage(const CompressedRowBlockStructure* bs) final; LinearSolver::Summary SolveReducedLinearSystem( const LinearSolver::PerSolveOptions& per_solve_options, double* solution) final; std::unique_ptr cholesky_; }; // Sparse Cholesky factorization based solver. class CERES_NO_EXPORT SparseSchurComplementSolver final : public SchurComplementSolver { public: explicit SparseSchurComplementSolver(const LinearSolver::Options& options); SparseSchurComplementSolver(const SparseSchurComplementSolver&) = delete; void operator=(const SparseSchurComplementSolver&) = delete; ~SparseSchurComplementSolver() override; private: void InitStorage(const CompressedRowBlockStructure* bs) final; LinearSolver::Summary SolveReducedLinearSystem( const LinearSolver::PerSolveOptions& per_solve_options, double* solution) final; LinearSolver::Summary SolveReducedLinearSystemUsingConjugateGradients( const LinearSolver::PerSolveOptions& per_solve_options, double* solution); std::vector blocks_; std::unique_ptr sparse_cholesky_; std::unique_ptr preconditioner_; std::unique_ptr crs_lhs_; Vector cg_solution_; Vector* scratch_[4] = {nullptr, nullptr, nullptr, nullptr}; }; } // namespace ceres::internal #include "ceres/internal/reenable_warnings.h" #endif // CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_