subset_preconditioner.cc 4.3 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/subset_preconditioner.h"
  31. #include <memory>
  32. #include <string>
  33. #include <utility>
  34. #include "ceres/compressed_row_sparse_matrix.h"
  35. #include "ceres/inner_product_computer.h"
  36. #include "ceres/linear_solver.h"
  37. #include "ceres/sparse_cholesky.h"
  38. #include "ceres/types.h"
  39. namespace ceres::internal {
  40. SubsetPreconditioner::SubsetPreconditioner(Preconditioner::Options options,
  41. const BlockSparseMatrix& A)
  42. : options_(std::move(options)), num_cols_(A.num_cols()) {
  43. CHECK_GE(options_.subset_preconditioner_start_row_block, 0)
  44. << "Congratulations, you found a bug in Ceres. Please report it.";
  45. LinearSolver::Options sparse_cholesky_options;
  46. sparse_cholesky_options.sparse_linear_algebra_library_type =
  47. options_.sparse_linear_algebra_library_type;
  48. sparse_cholesky_options.ordering_type = options_.ordering_type;
  49. sparse_cholesky_ = SparseCholesky::Create(sparse_cholesky_options);
  50. }
  51. SubsetPreconditioner::~SubsetPreconditioner() = default;
  52. void SubsetPreconditioner::RightMultiplyAndAccumulate(const double* x,
  53. double* y) const {
  54. CHECK(x != nullptr);
  55. CHECK(y != nullptr);
  56. std::string message;
  57. sparse_cholesky_->Solve(x, y, &message);
  58. }
  59. bool SubsetPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
  60. const double* D) {
  61. auto* m = const_cast<BlockSparseMatrix*>(&A);
  62. const CompressedRowBlockStructure* bs = m->block_structure();
  63. // A = [P]
  64. // [Q]
  65. // Now add D to A if needed.
  66. if (D != nullptr) {
  67. // A = [P]
  68. // [Q]
  69. // [D]
  70. std::unique_ptr<BlockSparseMatrix> regularizer(
  71. BlockSparseMatrix::CreateDiagonalMatrix(D, bs->cols));
  72. m->AppendRows(*regularizer);
  73. }
  74. if (inner_product_computer_ == nullptr) {
  75. inner_product_computer_ = InnerProductComputer::Create(
  76. *m,
  77. options_.subset_preconditioner_start_row_block,
  78. bs->rows.size(),
  79. sparse_cholesky_->StorageType());
  80. }
  81. // Compute inner_product = [Q'*Q + D'*D]
  82. inner_product_computer_->Compute();
  83. // Unappend D if needed.
  84. if (D != nullptr) {
  85. // A = [P]
  86. // [Q]
  87. m->DeleteRowBlocks(bs->cols.size());
  88. }
  89. std::string message;
  90. // Compute L. s.t., LL' = Q'*Q + D'*D
  91. const LinearSolverTerminationType termination_type =
  92. sparse_cholesky_->Factorize(inner_product_computer_->mutable_result(),
  93. &message);
  94. if (termination_type != LinearSolverTerminationType::SUCCESS) {
  95. LOG(ERROR) << "Preconditioner factorization failed: " << message;
  96. return false;
  97. }
  98. return true;
  99. }
  100. } // namespace ceres::internal