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- #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) {
-
- lhs_x_solution_.setZero();
- lhs.RightMultiplyAndAccumulate(solution_ptr, lhs_x_solution_.data());
- residual_ = rhs - lhs_x_solution_;
-
- 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;
-
- cholesky->Solve(residual_.data(), correction_.data(), &ignored_message);
- solution += correction_;
- }
- };
- }
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