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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)
- //
- // A simple C++ interface to the SuiteSparse and CHOLMOD libraries.
- #ifndef CERES_INTERNAL_SUITESPARSE_H_
- #define CERES_INTERNAL_SUITESPARSE_H_
- // This include must come before any #ifndef check on Ceres compile options.
- #include "ceres/internal/config.h"
- #ifndef CERES_NO_SUITESPARSE
- #include <cstring>
- #include <memory>
- #include <string>
- #include <vector>
- #include "SuiteSparseQR.hpp"
- #include "ceres/block_structure.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/linear_solver.h"
- #include "ceres/sparse_cholesky.h"
- #include "cholmod.h"
- #include "glog/logging.h"
- namespace ceres::internal {
- class CompressedRowSparseMatrix;
- class TripletSparseMatrix;
- // The raw CHOLMOD and SuiteSparseQR libraries have a slightly
- // cumbersome c like calling format. This object abstracts it away and
- // provides the user with a simpler interface. The methods here cannot
- // be static as a cholmod_common object serves as a global variable
- // for all cholmod function calls.
- class CERES_NO_EXPORT SuiteSparse {
- public:
- SuiteSparse();
- ~SuiteSparse();
- // Functions for building cholmod_sparse objects from sparse
- // matrices stored in triplet form. The matrix A is not
- // modified. Called owns the result.
- cholmod_sparse* CreateSparseMatrix(TripletSparseMatrix* A);
- // This function works like CreateSparseMatrix, except that the
- // return value corresponds to A' rather than A.
- cholmod_sparse* CreateSparseMatrixTranspose(TripletSparseMatrix* A);
- // Create a cholmod_sparse wrapper around the contents of A. This is
- // a shallow object, which refers to the contents of A and does not
- // use the SuiteSparse machinery to allocate memory.
- cholmod_sparse CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A);
- // Create a cholmod_dense vector around the contents of the array x.
- // This is a shallow object, which refers to the contents of x and
- // does not use the SuiteSparse machinery to allocate memory.
- cholmod_dense CreateDenseVectorView(const double* x, int size);
- // Given a vector x, build a cholmod_dense vector of size out_size
- // with the first in_size entries copied from x. If x is nullptr, then
- // an all zeros vector is returned. Caller owns the result.
- cholmod_dense* CreateDenseVector(const double* x, int in_size, int out_size);
- // The matrix A is scaled using the matrix whose diagonal is the
- // vector scale. mode describes how scaling is applied. Possible
- // values are CHOLMOD_ROW for row scaling - diag(scale) * A,
- // CHOLMOD_COL for column scaling - A * diag(scale) and CHOLMOD_SYM
- // for symmetric scaling which scales both the rows and the columns
- // - diag(scale) * A * diag(scale).
- void Scale(cholmod_dense* scale, int mode, cholmod_sparse* A) {
- cholmod_scale(scale, mode, A, &cc_);
- }
- // Create and return a matrix m = A * A'. Caller owns the
- // result. The matrix A is not modified.
- cholmod_sparse* AATranspose(cholmod_sparse* A) {
- cholmod_sparse* m = cholmod_aat(A, nullptr, A->nrow, 1, &cc_);
- m->stype = 1; // Pay attention to the upper triangular part.
- return m;
- }
- // y = alpha * A * x + beta * y. Only y is modified.
- void SparseDenseMultiply(cholmod_sparse* A,
- double alpha,
- double beta,
- cholmod_dense* x,
- cholmod_dense* y) {
- double alpha_[2] = {alpha, 0};
- double beta_[2] = {beta, 0};
- cholmod_sdmult(A, 0, alpha_, beta_, x, y, &cc_);
- }
- // Compute a symbolic factorization for A or AA' (if A is
- // unsymmetric). If ordering_type is NATURAL, then no fill reducing
- // ordering is computed, otherwise depending on the value of
- // ordering_type AMD or Nested Dissection is used to compute a fill
- // reducing ordering before the symbolic factorization is computed.
- //
- // A is not modified, only the pattern of non-zeros of A is used,
- // the actual numerical values in A are of no consequence.
- //
- // message contains an explanation of the failures if any.
- //
- // Caller owns the result.
- cholmod_factor* AnalyzeCholesky(cholmod_sparse* A,
- OrderingType ordering_type,
- std::string* message);
- // Block oriented version of AnalyzeCholesky.
- cholmod_factor* BlockAnalyzeCholesky(cholmod_sparse* A,
- OrderingType ordering_type,
- const std::vector<Block>& row_blocks,
- const std::vector<Block>& col_blocks,
- std::string* message);
- // If A is symmetric, then compute the symbolic Cholesky
- // factorization of A(ordering, ordering). If A is unsymmetric, then
- // compute the symbolic factorization of
- // A(ordering,:) A(ordering,:)'.
- //
- // A is not modified, only the pattern of non-zeros of A is used,
- // the actual numerical values in A are of no consequence.
- //
- // message contains an explanation of the failures if any.
- //
- // Caller owns the result.
- cholmod_factor* AnalyzeCholeskyWithGivenOrdering(
- cholmod_sparse* A,
- const std::vector<int>& ordering,
- std::string* message);
- // Use the symbolic factorization in L, to find the numerical
- // factorization for the matrix A or AA^T. Return true if
- // successful, false otherwise. L contains the numeric factorization
- // on return.
- //
- // message contains an explanation of the failures if any.
- LinearSolverTerminationType Cholesky(cholmod_sparse* A,
- cholmod_factor* L,
- std::string* message);
- // Given a Cholesky factorization of a matrix A = LL^T, solve the
- // linear system Ax = b, and return the result. If the Solve fails
- // nullptr is returned. Caller owns the result.
- //
- // message contains an explanation of the failures if any.
- cholmod_dense* Solve(cholmod_factor* L,
- cholmod_dense* b,
- std::string* message);
- // Find a fill reducing ordering. ordering is expected to be large
- // enough to hold the ordering. ordering_type must be AMD or NESDIS.
- bool Ordering(cholmod_sparse* matrix,
- OrderingType ordering_type,
- int* ordering);
- // Find the block oriented fill reducing ordering of a matrix A,
- // whose row and column blocks are given by row_blocks, and
- // col_blocks respectively. The matrix may or may not be
- // symmetric. The entries of col_blocks do not need to sum to the
- // number of columns in A. If this is the case, only the first
- // sum(col_blocks) are used to compute the ordering.
- //
- // By virtue of the modeling layer in Ceres being block oriented,
- // all the matrices used by Ceres are also block oriented. When
- // doing sparse direct factorization of these matrices the
- // fill-reducing ordering algorithms can either be run on the block
- // or the scalar form of these matrices. But since the underlying
- // matrices are block oriented, it is worth running the fill
- // reducing ordering on just the block structure of these matrices
- // and then lifting these block orderings to a full scalar
- // ordering. This preserves the block structure of the permuted
- // matrix, and exposes more of the super-nodal structure of the
- // matrix to the numerical factorization routines.
- bool BlockOrdering(const cholmod_sparse* A,
- OrderingType ordering_type,
- const std::vector<Block>& row_blocks,
- const std::vector<Block>& col_blocks,
- std::vector<int>* ordering);
- // Nested dissection is only available if SuiteSparse is compiled
- // with Metis support.
- static bool IsNestedDissectionAvailable();
- // Find a fill reducing approximate minimum degree
- // ordering. constraints is an array which associates with each
- // column of the matrix an elimination group. i.e., all columns in
- // group 0 are eliminated first, all columns in group 1 are
- // eliminated next etc. This function finds a fill reducing ordering
- // that obeys these constraints.
- //
- // Calling ApproximateMinimumDegreeOrdering is equivalent to calling
- // ConstrainedApproximateMinimumDegreeOrdering with a constraint
- // array that puts all columns in the same elimination group.
- bool ConstrainedApproximateMinimumDegreeOrdering(cholmod_sparse* matrix,
- int* constraints,
- int* ordering);
- void Free(cholmod_sparse* m) { cholmod_free_sparse(&m, &cc_); }
- void Free(cholmod_dense* m) { cholmod_free_dense(&m, &cc_); }
- void Free(cholmod_factor* m) { cholmod_free_factor(&m, &cc_); }
- void Print(cholmod_sparse* m, const std::string& name) {
- cholmod_print_sparse(m, const_cast<char*>(name.c_str()), &cc_);
- }
- void Print(cholmod_dense* m, const std::string& name) {
- cholmod_print_dense(m, const_cast<char*>(name.c_str()), &cc_);
- }
- void Print(cholmod_triplet* m, const std::string& name) {
- cholmod_print_triplet(m, const_cast<char*>(name.c_str()), &cc_);
- }
- cholmod_common* mutable_cc() { return &cc_; }
- private:
- cholmod_common cc_;
- };
- class CERES_NO_EXPORT SuiteSparseCholesky final : public SparseCholesky {
- public:
- static std::unique_ptr<SparseCholesky> Create(OrderingType ordering_type);
- // SparseCholesky interface.
- ~SuiteSparseCholesky() override;
- CompressedRowSparseMatrix::StorageType StorageType() const final;
- LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs,
- std::string* message) final;
- LinearSolverTerminationType Solve(const double* rhs,
- double* solution,
- std::string* message) final;
- private:
- explicit SuiteSparseCholesky(const OrderingType ordering_type);
- const OrderingType ordering_type_;
- SuiteSparse ss_;
- cholmod_factor* factor_;
- };
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #else // CERES_NO_SUITESPARSE
- using cholmod_factor = void;
- #include "ceres/internal/disable_warnings.h"
- namespace ceres {
- namespace internal {
- class CERES_NO_EXPORT SuiteSparse {
- public:
- // Nested dissection is only available if SuiteSparse is compiled
- // with Metis support.
- static bool IsNestedDissectionAvailable() { return false; }
- void Free(void* /*arg*/) {}
- };
- } // namespace internal
- } // namespace ceres
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_NO_SUITESPARSE
- #endif // CERES_INTERNAL_SUITESPARSE_H_
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