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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/subset_preconditioner.h"
- #include <memory>
- #include <string>
- #include <utility>
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/inner_product_computer.h"
- #include "ceres/linear_solver.h"
- #include "ceres/sparse_cholesky.h"
- #include "ceres/types.h"
- namespace ceres::internal {
- SubsetPreconditioner::SubsetPreconditioner(Preconditioner::Options options,
- const BlockSparseMatrix& A)
- : options_(std::move(options)), num_cols_(A.num_cols()) {
- CHECK_GE(options_.subset_preconditioner_start_row_block, 0)
- << "Congratulations, you found a bug in Ceres. Please report it.";
- LinearSolver::Options sparse_cholesky_options;
- sparse_cholesky_options.sparse_linear_algebra_library_type =
- options_.sparse_linear_algebra_library_type;
- sparse_cholesky_options.ordering_type = options_.ordering_type;
- sparse_cholesky_ = SparseCholesky::Create(sparse_cholesky_options);
- }
- SubsetPreconditioner::~SubsetPreconditioner() = default;
- void SubsetPreconditioner::RightMultiplyAndAccumulate(const double* x,
- double* y) const {
- CHECK(x != nullptr);
- CHECK(y != nullptr);
- std::string message;
- sparse_cholesky_->Solve(x, y, &message);
- }
- bool SubsetPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
- const double* D) {
- auto* m = const_cast<BlockSparseMatrix*>(&A);
- const CompressedRowBlockStructure* bs = m->block_structure();
- // A = [P]
- // [Q]
- // Now add D to A if needed.
- if (D != nullptr) {
- // A = [P]
- // [Q]
- // [D]
- std::unique_ptr<BlockSparseMatrix> regularizer(
- BlockSparseMatrix::CreateDiagonalMatrix(D, bs->cols));
- m->AppendRows(*regularizer);
- }
- if (inner_product_computer_ == nullptr) {
- inner_product_computer_ = InnerProductComputer::Create(
- *m,
- options_.subset_preconditioner_start_row_block,
- bs->rows.size(),
- sparse_cholesky_->StorageType());
- }
- // Compute inner_product = [Q'*Q + D'*D]
- inner_product_computer_->Compute();
- // Unappend D if needed.
- if (D != nullptr) {
- // A = [P]
- // [Q]
- m->DeleteRowBlocks(bs->cols.size());
- }
- std::string message;
- // Compute L. s.t., LL' = Q'*Q + D'*D
- const LinearSolverTerminationType termination_type =
- sparse_cholesky_->Factorize(inner_product_computer_->mutable_result(),
- &message);
- if (termination_type != LinearSolverTerminationType::SUCCESS) {
- LOG(ERROR) << "Preconditioner factorization failed: " << message;
- return false;
- }
- return true;
- }
- } // namespace ceres::internal
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