iterative_refiner.cc 4.0 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/iterative_refiner.h"
  31. #include <string>
  32. #include "Eigen/Core"
  33. #include "ceres/dense_cholesky.h"
  34. #include "ceres/sparse_cholesky.h"
  35. #include "ceres/sparse_matrix.h"
  36. namespace ceres::internal {
  37. SparseIterativeRefiner::SparseIterativeRefiner(const int max_num_iterations)
  38. : max_num_iterations_(max_num_iterations) {}
  39. SparseIterativeRefiner::~SparseIterativeRefiner() = default;
  40. void SparseIterativeRefiner::Allocate(int num_cols) {
  41. residual_.resize(num_cols);
  42. correction_.resize(num_cols);
  43. lhs_x_solution_.resize(num_cols);
  44. }
  45. void SparseIterativeRefiner::Refine(const SparseMatrix& lhs,
  46. const double* rhs_ptr,
  47. SparseCholesky* cholesky,
  48. double* solution_ptr) {
  49. const int num_cols = lhs.num_cols();
  50. Allocate(num_cols);
  51. ConstVectorRef rhs(rhs_ptr, num_cols);
  52. VectorRef solution(solution_ptr, num_cols);
  53. std::string ignored_message;
  54. for (int i = 0; i < max_num_iterations_; ++i) {
  55. // residual = rhs - lhs * solution
  56. lhs_x_solution_.setZero();
  57. lhs.RightMultiplyAndAccumulate(solution_ptr, lhs_x_solution_.data());
  58. residual_ = rhs - lhs_x_solution_;
  59. // solution += lhs^-1 residual
  60. cholesky->Solve(residual_.data(), correction_.data(), &ignored_message);
  61. solution += correction_;
  62. }
  63. };
  64. DenseIterativeRefiner::DenseIterativeRefiner(const int max_num_iterations)
  65. : max_num_iterations_(max_num_iterations) {}
  66. DenseIterativeRefiner::~DenseIterativeRefiner() = default;
  67. void DenseIterativeRefiner::Allocate(int num_cols) {
  68. residual_.resize(num_cols);
  69. correction_.resize(num_cols);
  70. }
  71. void DenseIterativeRefiner::Refine(const int num_cols,
  72. const double* lhs_ptr,
  73. const double* rhs_ptr,
  74. DenseCholesky* cholesky,
  75. double* solution_ptr) {
  76. Allocate(num_cols);
  77. ConstMatrixRef lhs(lhs_ptr, num_cols, num_cols);
  78. ConstVectorRef rhs(rhs_ptr, num_cols);
  79. VectorRef solution(solution_ptr, num_cols);
  80. std::string ignored_message;
  81. for (int i = 0; i < max_num_iterations_; ++i) {
  82. residual_ = rhs - lhs * solution;
  83. // solution += lhs^-1 residual
  84. cholesky->Solve(residual_.data(), correction_.data(), &ignored_message);
  85. solution += correction_;
  86. }
  87. };
  88. } // namespace ceres::internal