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- // 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_refiner.h"
- #include <string>
- #include "Eigen/Core"
- #include "ceres/dense_cholesky.h"
- #include "ceres/sparse_cholesky.h"
- #include "ceres/sparse_matrix.h"
- namespace ceres::internal {
- SparseIterativeRefiner::SparseIterativeRefiner(const int max_num_iterations)
- : max_num_iterations_(max_num_iterations) {}
- SparseIterativeRefiner::~SparseIterativeRefiner() = default;
- void SparseIterativeRefiner::Allocate(int num_cols) {
- residual_.resize(num_cols);
- correction_.resize(num_cols);
- lhs_x_solution_.resize(num_cols);
- }
- void SparseIterativeRefiner::Refine(const SparseMatrix& lhs,
- const double* rhs_ptr,
- SparseCholesky* cholesky,
- double* solution_ptr) {
- const int num_cols = lhs.num_cols();
- Allocate(num_cols);
- ConstVectorRef rhs(rhs_ptr, num_cols);
- VectorRef solution(solution_ptr, num_cols);
- std::string ignored_message;
- for (int i = 0; i < max_num_iterations_; ++i) {
- // residual = rhs - lhs * solution
- lhs_x_solution_.setZero();
- lhs.RightMultiplyAndAccumulate(solution_ptr, lhs_x_solution_.data());
- residual_ = rhs - lhs_x_solution_;
- // solution += lhs^-1 residual
- cholesky->Solve(residual_.data(), correction_.data(), &ignored_message);
- solution += correction_;
- }
- };
- DenseIterativeRefiner::DenseIterativeRefiner(const int max_num_iterations)
- : max_num_iterations_(max_num_iterations) {}
- DenseIterativeRefiner::~DenseIterativeRefiner() = default;
- void DenseIterativeRefiner::Allocate(int num_cols) {
- residual_.resize(num_cols);
- correction_.resize(num_cols);
- }
- void DenseIterativeRefiner::Refine(const int num_cols,
- const double* lhs_ptr,
- const double* rhs_ptr,
- DenseCholesky* cholesky,
- double* solution_ptr) {
- Allocate(num_cols);
- ConstMatrixRef lhs(lhs_ptr, num_cols, num_cols);
- ConstVectorRef rhs(rhs_ptr, num_cols);
- VectorRef solution(solution_ptr, num_cols);
- std::string ignored_message;
- for (int i = 0; i < max_num_iterations_; ++i) {
- residual_ = rhs - lhs * solution;
- // solution += lhs^-1 residual
- cholesky->Solve(residual_.data(), correction_.data(), &ignored_message);
- solution += correction_;
- }
- };
- } // namespace ceres::internal
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