123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199 |
- // 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_DENSE_QR_H_
- #define CERES_INTERNAL_DENSE_QR_H_
- // This include must come before any #ifndef check on Ceres compile options.
- // clang-format off
- #include "ceres/internal/config.h"
- // clang-format on
- #include <memory>
- #include <vector>
- #include "Eigen/Dense"
- #include "ceres/context_impl.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/export.h"
- #include "ceres/linear_solver.h"
- #include "glog/logging.h"
- #ifndef CERES_NO_CUDA
- #include "ceres/context_impl.h"
- #include "ceres/cuda_buffer.h"
- #include "cublas_v2.h"
- #include "cuda_runtime.h"
- #include "cusolverDn.h"
- #endif // CERES_NO_CUDA
- namespace ceres::internal {
- // An interface that abstracts away the internal details of various dense linear
- // algebra libraries and offers a simple API for solving dense linear systems
- // using a QR factorization.
- class CERES_NO_EXPORT DenseQR {
- public:
- static std::unique_ptr<DenseQR> Create(const LinearSolver::Options& options);
- virtual ~DenseQR();
- // Computes the QR factorization of the given matrix.
- //
- // The input matrix lhs is assumed to be a column-major num_rows x num_cols
- // matrix.
- //
- // The input matrix lhs may be modified by the implementation to store the
- // factorization, irrespective of whether the factorization succeeds or not.
- // As a result it is the user's responsibility to ensure that lhs is valid
- // when Solve is called.
- virtual LinearSolverTerminationType Factorize(int num_rows,
- int num_cols,
- double* lhs,
- std::string* message) = 0;
- // Computes the solution to the equation
- //
- // lhs * solution = rhs
- //
- // Calling Solve without calling Factorize is undefined behaviour. It is the
- // user's responsibility to ensure that the input matrix lhs passed to
- // Factorize has not been freed/modified when Solve is called.
- virtual LinearSolverTerminationType Solve(const double* rhs,
- double* solution,
- std::string* message) = 0;
- // Convenience method which combines a call to Factorize and Solve. Solve is
- // only called if Factorize returns LinearSolverTerminationType::SUCCESS.
- //
- // The input matrix lhs may be modified by the implementation to store the
- // factorization, irrespective of whether the method succeeds or not. It is
- // the user's responsibility to ensure that lhs is valid if and when Solve is
- // called again after this call.
- LinearSolverTerminationType FactorAndSolve(int num_rows,
- int num_cols,
- double* lhs,
- const double* rhs,
- double* solution,
- std::string* message);
- };
- class CERES_NO_EXPORT EigenDenseQR final : public DenseQR {
- public:
- LinearSolverTerminationType Factorize(int num_rows,
- int num_cols,
- double* lhs,
- std::string* message) override;
- LinearSolverTerminationType Solve(const double* rhs,
- double* solution,
- std::string* message) override;
- private:
- using QRType = Eigen::HouseholderQR<Eigen::Ref<ColMajorMatrix>>;
- std::unique_ptr<QRType> qr_;
- };
- #ifndef CERES_NO_LAPACK
- class CERES_NO_EXPORT LAPACKDenseQR final : public DenseQR {
- public:
- LinearSolverTerminationType Factorize(int num_rows,
- int num_cols,
- double* lhs,
- std::string* message) override;
- LinearSolverTerminationType Solve(const double* rhs,
- double* solution,
- std::string* message) override;
- private:
- double* lhs_ = nullptr;
- int num_rows_;
- int num_cols_;
- LinearSolverTerminationType termination_type_ =
- LinearSolverTerminationType::FATAL_ERROR;
- Vector work_;
- Vector tau_;
- Vector q_transpose_rhs_;
- };
- #endif // CERES_NO_LAPACK
- #ifndef CERES_NO_CUDA
- // Implementation of DenseQR using the 32-bit cuSolverDn interface. A
- // requirement for using this solver is that the lhs must not be rank deficient.
- // This is because cuSolverDn does not implement the singularity-checking
- // wrapper trtrs, hence this solver directly uses trsv from CUBLAS for the
- // backsubstitution.
- class CERES_NO_EXPORT CUDADenseQR final : public DenseQR {
- public:
- static std::unique_ptr<CUDADenseQR> Create(
- const LinearSolver::Options& options);
- CUDADenseQR(const CUDADenseQR&) = delete;
- CUDADenseQR& operator=(const CUDADenseQR&) = delete;
- LinearSolverTerminationType Factorize(int num_rows,
- int num_cols,
- double* lhs,
- std::string* message) override;
- LinearSolverTerminationType Solve(const double* rhs,
- double* solution,
- std::string* message) override;
- private:
- explicit CUDADenseQR(ContextImpl* context);
- ContextImpl* context_ = nullptr;
- // Number of rowns in the A matrix, to be cached between calls to *Factorize
- // and *Solve.
- size_t num_rows_ = 0;
- // Number of columns in the A matrix, to be cached between calls to *Factorize
- // and *Solve.
- size_t num_cols_ = 0;
- // GPU memory allocated for the A matrix (lhs matrix).
- CudaBuffer<double> lhs_;
- // GPU memory allocated for the B matrix (rhs vector).
- CudaBuffer<double> rhs_;
- // GPU memory allocated for the TAU matrix (scaling of householder vectors).
- CudaBuffer<double> tau_;
- // Scratch space for cuSOLVER on the GPU.
- CudaBuffer<double> device_workspace_;
- // Required for error handling with cuSOLVER.
- CudaBuffer<int> error_;
- // Cache the result of Factorize to ensure that when Solve is called, the
- // factiorization of lhs is valid.
- LinearSolverTerminationType factorize_result_ =
- LinearSolverTerminationType::FATAL_ERROR;
- };
- #endif // CERES_NO_CUDA
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_DENSE_QR_H_
|