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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/eigensparse.h"
- #include <memory>
- #ifdef CERES_USE_EIGEN_SPARSE
- #include <sstream>
- #ifndef CERES_NO_EIGEN_METIS
- #include <iostream> // This is needed because MetisSupport depends on iostream.
- #include "Eigen/MetisSupport"
- #endif
- #include "Eigen/SparseCholesky"
- #include "Eigen/SparseCore"
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/linear_solver.h"
- namespace ceres::internal {
- template <typename Solver>
- class EigenSparseCholeskyTemplate final : public SparseCholesky {
- public:
- EigenSparseCholeskyTemplate() = default;
- CompressedRowSparseMatrix::StorageType StorageType() const final {
- return CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR;
- }
- LinearSolverTerminationType Factorize(
- const Eigen::SparseMatrix<typename Solver::Scalar>& lhs,
- std::string* message) {
- if (!analyzed_) {
- solver_.analyzePattern(lhs);
- if (VLOG_IS_ON(2)) {
- std::stringstream ss;
- solver_.dumpMemory(ss);
- VLOG(2) << "Symbolic Analysis\n" << ss.str();
- }
- if (solver_.info() != Eigen::Success) {
- *message = "Eigen failure. Unable to find symbolic factorization.";
- return LinearSolverTerminationType::FATAL_ERROR;
- }
- analyzed_ = true;
- }
- solver_.factorize(lhs);
- if (solver_.info() != Eigen::Success) {
- *message = "Eigen failure. Unable to find numeric factorization.";
- return LinearSolverTerminationType::FAILURE;
- }
- return LinearSolverTerminationType::SUCCESS;
- }
- LinearSolverTerminationType Solve(const double* rhs_ptr,
- double* solution_ptr,
- std::string* message) override {
- CHECK(analyzed_) << "Solve called without a call to Factorize first.";
- // Avoid copying when the scalar type is double
- if constexpr (std::is_same_v<typename Solver::Scalar, double>) {
- ConstVectorRef scalar_rhs(rhs_ptr, solver_.cols());
- VectorRef(solution_ptr, solver_.cols()) = solver_.solve(scalar_rhs);
- } else {
- auto scalar_rhs = ConstVectorRef(rhs_ptr, solver_.cols())
- .template cast<typename Solver::Scalar>();
- auto scalar_solution = solver_.solve(scalar_rhs);
- VectorRef(solution_ptr, solver_.cols()) =
- scalar_solution.template cast<double>();
- }
- if (solver_.info() != Eigen::Success) {
- *message = "Eigen failure. Unable to do triangular solve.";
- return LinearSolverTerminationType::FAILURE;
- }
- return LinearSolverTerminationType::SUCCESS;
- }
- LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs,
- std::string* message) final {
- CHECK_EQ(lhs->storage_type(), StorageType());
- typename Solver::Scalar* values_ptr = nullptr;
- if constexpr (std::is_same_v<typename Solver::Scalar, double>) {
- values_ptr = lhs->mutable_values();
- } else {
- // In the case where the scalar used in this class is not
- // double. In that case, make a copy of the values array in the
- // CompressedRowSparseMatrix and cast it to Scalar along the way.
- values_ = ConstVectorRef(lhs->values(), lhs->num_nonzeros())
- .cast<typename Solver::Scalar>();
- values_ptr = values_.data();
- }
- Eigen::Map<
- const Eigen::SparseMatrix<typename Solver::Scalar, Eigen::ColMajor>>
- eigen_lhs(lhs->num_rows(),
- lhs->num_rows(),
- lhs->num_nonzeros(),
- lhs->rows(),
- lhs->cols(),
- values_ptr);
- return Factorize(eigen_lhs, message);
- }
- private:
- Eigen::Matrix<typename Solver::Scalar, Eigen::Dynamic, 1> values_;
- bool analyzed_{false};
- Solver solver_;
- };
- std::unique_ptr<SparseCholesky> EigenSparseCholesky::Create(
- const OrderingType ordering_type) {
- using WithAMDOrdering = Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
- Eigen::Upper,
- Eigen::AMDOrdering<int>>;
- using WithNaturalOrdering =
- Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
- Eigen::Upper,
- Eigen::NaturalOrdering<int>>;
- if (ordering_type == OrderingType::AMD) {
- return std::make_unique<EigenSparseCholeskyTemplate<WithAMDOrdering>>();
- } else if (ordering_type == OrderingType::NESDIS) {
- #ifndef CERES_NO_EIGEN_METIS
- using WithMetisOrdering = Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
- Eigen::Upper,
- Eigen::MetisOrdering<int>>;
- return std::make_unique<EigenSparseCholeskyTemplate<WithMetisOrdering>>();
- #else
- LOG(FATAL)
- << "Congratulations you have found a bug in Ceres Solver. Please "
- "report it to the Ceres Solver developers.";
- return nullptr;
- #endif // CERES_NO_EIGEN_METIS
- }
- return std::make_unique<EigenSparseCholeskyTemplate<WithNaturalOrdering>>();
- }
- EigenSparseCholesky::~EigenSparseCholesky() = default;
- std::unique_ptr<SparseCholesky> FloatEigenSparseCholesky::Create(
- const OrderingType ordering_type) {
- using WithAMDOrdering = Eigen::SimplicialLDLT<Eigen::SparseMatrix<float>,
- Eigen::Upper,
- Eigen::AMDOrdering<int>>;
- using WithNaturalOrdering =
- Eigen::SimplicialLDLT<Eigen::SparseMatrix<float>,
- Eigen::Upper,
- Eigen::NaturalOrdering<int>>;
- if (ordering_type == OrderingType::AMD) {
- return std::make_unique<EigenSparseCholeskyTemplate<WithAMDOrdering>>();
- } else if (ordering_type == OrderingType::NESDIS) {
- #ifndef CERES_NO_EIGEN_METIS
- using WithMetisOrdering = Eigen::SimplicialLDLT<Eigen::SparseMatrix<float>,
- Eigen::Upper,
- Eigen::MetisOrdering<int>>;
- return std::make_unique<EigenSparseCholeskyTemplate<WithMetisOrdering>>();
- #else
- LOG(FATAL)
- << "Congratulations you have found a bug in Ceres Solver. Please "
- "report it to the Ceres Solver developers.";
- return nullptr;
- #endif // CERES_NO_EIGEN_METIS
- }
- return std::make_unique<EigenSparseCholeskyTemplate<WithNaturalOrdering>>();
- }
- FloatEigenSparseCholesky::~FloatEigenSparseCholesky() = default;
- } // namespace ceres::internal
- #endif // CERES_USE_EIGEN_SPARSE
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