dense_normal_cholesky_solver.cc 3.3 KB

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  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  4. //
  5. // Redistribution and use in source and binary forms, with or without
  6. // modification, are permitted provided that the following conditions are met:
  7. //
  8. // * Redistributions of source code must retain the above copyright notice,
  9. // this list of conditions and the following disclaimer.
  10. // * Redistributions in binary form must reproduce the above copyright notice,
  11. // this list of conditions and the following disclaimer in the documentation
  12. // and/or other materials provided with the distribution.
  13. // * Neither the name of Google Inc. nor the names of its contributors may be
  14. // used to endorse or promote products derived from this software without
  15. // specific prior written permission.
  16. //
  17. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
  18. // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
  19. // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
  20. // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
  21. // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
  23. // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  24. // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
  25. // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  27. // POSSIBILITY OF SUCH DAMAGE.
  28. //
  29. // Author: sameeragarwal@google.com (Sameer Agarwal)
  30. #include "ceres/dense_normal_cholesky_solver.h"
  31. #include <utility>
  32. #include "Eigen/Dense"
  33. #include "ceres/dense_sparse_matrix.h"
  34. #include "ceres/internal/eigen.h"
  35. #include "ceres/linear_solver.h"
  36. #include "ceres/types.h"
  37. #include "ceres/wall_time.h"
  38. namespace ceres::internal {
  39. DenseNormalCholeskySolver::DenseNormalCholeskySolver(
  40. LinearSolver::Options options)
  41. : options_(std::move(options)),
  42. cholesky_(DenseCholesky::Create(options_)) {}
  43. LinearSolver::Summary DenseNormalCholeskySolver::SolveImpl(
  44. DenseSparseMatrix* A,
  45. const double* b,
  46. const LinearSolver::PerSolveOptions& per_solve_options,
  47. double* x) {
  48. EventLogger event_logger("DenseNormalCholeskySolver::Solve");
  49. const int num_rows = A->num_rows();
  50. const int num_cols = A->num_cols();
  51. Matrix lhs(num_cols, num_cols);
  52. lhs.setZero();
  53. event_logger.AddEvent("Setup");
  54. // lhs += A'A
  55. //
  56. // Using rankUpdate instead of GEMM, exposes the fact that its the
  57. // same matrix being multiplied with itself and that the product is
  58. // symmetric.
  59. lhs.selfadjointView<Eigen::Upper>().rankUpdate(A->matrix().transpose());
  60. // rhs = A'b
  61. Vector rhs = A->matrix().transpose() * ConstVectorRef(b, num_rows);
  62. if (per_solve_options.D != nullptr) {
  63. ConstVectorRef D(per_solve_options.D, num_cols);
  64. lhs += D.array().square().matrix().asDiagonal();
  65. }
  66. event_logger.AddEvent("Product");
  67. LinearSolver::Summary summary;
  68. summary.num_iterations = 1;
  69. summary.termination_type = cholesky_->FactorAndSolve(
  70. num_cols, lhs.data(), rhs.data(), x, &summary.message);
  71. event_logger.AddEvent("FactorAndSolve");
  72. return summary;
  73. }
  74. } // namespace ceres::internal