123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467 |
- // 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)
- // This include must come before any #ifndef check on Ceres compile options.
- #include "ceres/internal/config.h"
- #ifndef CERES_NO_SUITESPARSE
- #include <memory>
- #include <string>
- #include <vector>
- #include "ceres/compressed_col_sparse_matrix_utils.h"
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/linear_solver.h"
- #include "ceres/suitesparse.h"
- #include "ceres/triplet_sparse_matrix.h"
- #include "cholmod.h"
- namespace ceres::internal {
- namespace {
- int OrderingTypeToCHOLMODEnum(OrderingType ordering_type) {
- if (ordering_type == OrderingType::AMD) {
- return CHOLMOD_AMD;
- }
- if (ordering_type == OrderingType::NESDIS) {
- return CHOLMOD_NESDIS;
- }
- if (ordering_type == OrderingType::NATURAL) {
- return CHOLMOD_NATURAL;
- }
- LOG(FATAL) << "Congratulations you have discovered a bug in Ceres Solver."
- << "Please report it to the developers. " << ordering_type;
- return -1;
- }
- } // namespace
- SuiteSparse::SuiteSparse() { cholmod_start(&cc_); }
- SuiteSparse::~SuiteSparse() { cholmod_finish(&cc_); }
- cholmod_sparse* SuiteSparse::CreateSparseMatrix(TripletSparseMatrix* A) {
- cholmod_triplet triplet;
- triplet.nrow = A->num_rows();
- triplet.ncol = A->num_cols();
- triplet.nzmax = A->max_num_nonzeros();
- triplet.nnz = A->num_nonzeros();
- triplet.i = reinterpret_cast<void*>(A->mutable_rows());
- triplet.j = reinterpret_cast<void*>(A->mutable_cols());
- triplet.x = reinterpret_cast<void*>(A->mutable_values());
- triplet.stype = 0; // Matrix is not symmetric.
- triplet.itype = CHOLMOD_INT;
- triplet.xtype = CHOLMOD_REAL;
- triplet.dtype = CHOLMOD_DOUBLE;
- return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_);
- }
- cholmod_sparse* SuiteSparse::CreateSparseMatrixTranspose(
- TripletSparseMatrix* A) {
- cholmod_triplet triplet;
- triplet.ncol = A->num_rows(); // swap row and columns
- triplet.nrow = A->num_cols();
- triplet.nzmax = A->max_num_nonzeros();
- triplet.nnz = A->num_nonzeros();
- // swap rows and columns
- triplet.j = reinterpret_cast<void*>(A->mutable_rows());
- triplet.i = reinterpret_cast<void*>(A->mutable_cols());
- triplet.x = reinterpret_cast<void*>(A->mutable_values());
- triplet.stype = 0; // Matrix is not symmetric.
- triplet.itype = CHOLMOD_INT;
- triplet.xtype = CHOLMOD_REAL;
- triplet.dtype = CHOLMOD_DOUBLE;
- return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_);
- }
- cholmod_sparse SuiteSparse::CreateSparseMatrixTransposeView(
- CompressedRowSparseMatrix* A) {
- cholmod_sparse m;
- m.nrow = A->num_cols();
- m.ncol = A->num_rows();
- m.nzmax = A->num_nonzeros();
- m.nz = nullptr;
- m.p = reinterpret_cast<void*>(A->mutable_rows());
- m.i = reinterpret_cast<void*>(A->mutable_cols());
- m.x = reinterpret_cast<void*>(A->mutable_values());
- m.z = nullptr;
- if (A->storage_type() ==
- CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR) {
- m.stype = 1;
- } else if (A->storage_type() ==
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) {
- m.stype = -1;
- } else {
- m.stype = 0;
- }
- m.itype = CHOLMOD_INT;
- m.xtype = CHOLMOD_REAL;
- m.dtype = CHOLMOD_DOUBLE;
- m.sorted = 1;
- m.packed = 1;
- return m;
- }
- cholmod_dense SuiteSparse::CreateDenseVectorView(const double* x, int size) {
- cholmod_dense v;
- v.nrow = size;
- v.ncol = 1;
- v.nzmax = size;
- v.d = size;
- v.x = const_cast<void*>(reinterpret_cast<const void*>(x));
- v.xtype = CHOLMOD_REAL;
- v.dtype = CHOLMOD_DOUBLE;
- return v;
- }
- cholmod_dense* SuiteSparse::CreateDenseVector(const double* x,
- int in_size,
- int out_size) {
- CHECK_LE(in_size, out_size);
- cholmod_dense* v = cholmod_zeros(out_size, 1, CHOLMOD_REAL, &cc_);
- if (x != nullptr) {
- memcpy(v->x, x, in_size * sizeof(*x));
- }
- return v;
- }
- cholmod_factor* SuiteSparse::AnalyzeCholesky(cholmod_sparse* A,
- OrderingType ordering_type,
- std::string* message) {
- cc_.nmethods = 1;
- cc_.method[0].ordering = OrderingTypeToCHOLMODEnum(ordering_type);
- // postordering with a NATURAL ordering leads to a significant regression in
- // performance. See https://github.com/ceres-solver/ceres-solver/issues/905
- if (ordering_type == OrderingType::NATURAL) {
- cc_.postorder = 0;
- }
- cholmod_factor* factor = cholmod_analyze(A, &cc_);
- if (cc_.status != CHOLMOD_OK) {
- *message =
- StringPrintf("cholmod_analyze failed. error code: %d", cc_.status);
- return nullptr;
- }
- CHECK(factor != nullptr);
- if (VLOG_IS_ON(2)) {
- cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_);
- }
- return factor;
- }
- cholmod_factor* SuiteSparse::AnalyzeCholeskyWithGivenOrdering(
- cholmod_sparse* A, const std::vector<int>& ordering, std::string* message) {
- CHECK_EQ(ordering.size(), A->nrow);
- cc_.nmethods = 1;
- cc_.method[0].ordering = CHOLMOD_GIVEN;
- cholmod_factor* factor =
- cholmod_analyze_p(A, const_cast<int*>(ordering.data()), nullptr, 0, &cc_);
- if (cc_.status != CHOLMOD_OK) {
- *message =
- StringPrintf("cholmod_analyze failed. error code: %d", cc_.status);
- return nullptr;
- }
- CHECK(factor != nullptr);
- if (VLOG_IS_ON(2)) {
- cholmod_print_common(const_cast<char*>("Symbolic Analysis"), &cc_);
- }
- return factor;
- }
- bool SuiteSparse::BlockOrdering(const cholmod_sparse* A,
- OrderingType ordering_type,
- const std::vector<Block>& row_blocks,
- const std::vector<Block>& col_blocks,
- std::vector<int>* ordering) {
- if (ordering_type == OrderingType::NATURAL) {
- ordering->resize(A->nrow);
- for (int i = 0; i < A->nrow; ++i) {
- (*ordering)[i] = i;
- }
- return true;
- }
- const int num_row_blocks = row_blocks.size();
- const int num_col_blocks = col_blocks.size();
- // Arrays storing the compressed column structure of the matrix
- // encoding the block sparsity of A.
- std::vector<int> block_cols;
- std::vector<int> block_rows;
- CompressedColumnScalarMatrixToBlockMatrix(reinterpret_cast<const int*>(A->i),
- reinterpret_cast<const int*>(A->p),
- row_blocks,
- col_blocks,
- &block_rows,
- &block_cols);
- cholmod_sparse_struct block_matrix;
- block_matrix.nrow = num_row_blocks;
- block_matrix.ncol = num_col_blocks;
- block_matrix.nzmax = block_rows.size();
- block_matrix.p = reinterpret_cast<void*>(block_cols.data());
- block_matrix.i = reinterpret_cast<void*>(block_rows.data());
- block_matrix.x = nullptr;
- block_matrix.stype = A->stype;
- block_matrix.itype = CHOLMOD_INT;
- block_matrix.xtype = CHOLMOD_PATTERN;
- block_matrix.dtype = CHOLMOD_DOUBLE;
- block_matrix.sorted = 1;
- block_matrix.packed = 1;
- std::vector<int> block_ordering(num_row_blocks);
- if (!Ordering(&block_matrix, ordering_type, block_ordering.data())) {
- return false;
- }
- BlockOrderingToScalarOrdering(row_blocks, block_ordering, ordering);
- return true;
- }
- cholmod_factor* SuiteSparse::BlockAnalyzeCholesky(
- cholmod_sparse* A,
- OrderingType ordering_type,
- const std::vector<Block>& row_blocks,
- const std::vector<Block>& col_blocks,
- std::string* message) {
- std::vector<int> ordering;
- if (!BlockOrdering(A, ordering_type, row_blocks, col_blocks, &ordering)) {
- return nullptr;
- }
- return AnalyzeCholeskyWithGivenOrdering(A, ordering, message);
- }
- LinearSolverTerminationType SuiteSparse::Cholesky(cholmod_sparse* A,
- cholmod_factor* L,
- std::string* message) {
- CHECK(A != nullptr);
- CHECK(L != nullptr);
- // Save the current print level and silence CHOLMOD, otherwise
- // CHOLMOD is prone to dumping stuff to stderr, which can be
- // distracting when the error (matrix is indefinite) is not a fatal
- // failure.
- const int old_print_level = cc_.print;
- cc_.print = 0;
- cc_.quick_return_if_not_posdef = 1;
- int cholmod_status = cholmod_factorize(A, L, &cc_);
- cc_.print = old_print_level;
- switch (cc_.status) {
- case CHOLMOD_NOT_INSTALLED:
- *message = "CHOLMOD failure: Method not installed.";
- return LinearSolverTerminationType::FATAL_ERROR;
- case CHOLMOD_OUT_OF_MEMORY:
- *message = "CHOLMOD failure: Out of memory.";
- return LinearSolverTerminationType::FATAL_ERROR;
- case CHOLMOD_TOO_LARGE:
- *message = "CHOLMOD failure: Integer overflow occurred.";
- return LinearSolverTerminationType::FATAL_ERROR;
- case CHOLMOD_INVALID:
- *message = "CHOLMOD failure: Invalid input.";
- return LinearSolverTerminationType::FATAL_ERROR;
- case CHOLMOD_NOT_POSDEF:
- *message = "CHOLMOD warning: Matrix not positive definite.";
- return LinearSolverTerminationType::FAILURE;
- case CHOLMOD_DSMALL:
- *message =
- "CHOLMOD warning: D for LDL' or diag(L) or "
- "LL' has tiny absolute value.";
- return LinearSolverTerminationType::FAILURE;
- case CHOLMOD_OK:
- if (cholmod_status != 0) {
- return LinearSolverTerminationType::SUCCESS;
- }
- *message =
- "CHOLMOD failure: cholmod_factorize returned false "
- "but cholmod_common::status is CHOLMOD_OK."
- "Please report this to ceres-solver@googlegroups.com.";
- return LinearSolverTerminationType::FATAL_ERROR;
- default:
- *message = StringPrintf(
- "Unknown cholmod return code: %d. "
- "Please report this to ceres-solver@googlegroups.com.",
- cc_.status);
- return LinearSolverTerminationType::FATAL_ERROR;
- }
- return LinearSolverTerminationType::FATAL_ERROR;
- }
- cholmod_dense* SuiteSparse::Solve(cholmod_factor* L,
- cholmod_dense* b,
- std::string* message) {
- if (cc_.status != CHOLMOD_OK) {
- *message = "cholmod_solve failed. CHOLMOD status is not CHOLMOD_OK";
- return nullptr;
- }
- return cholmod_solve(CHOLMOD_A, L, b, &cc_);
- }
- bool SuiteSparse::Ordering(cholmod_sparse* matrix,
- OrderingType ordering_type,
- int* ordering) {
- CHECK_NE(ordering_type, OrderingType::NATURAL);
- if (ordering_type == OrderingType::AMD) {
- return cholmod_amd(matrix, nullptr, 0, ordering, &cc_);
- }
- #ifdef CERES_NO_CHOLMOD_PARTITION
- return false;
- #else
- std::vector<int> CParent(matrix->nrow, 0);
- std::vector<int> CMember(matrix->nrow, 0);
- return cholmod_nested_dissection(
- matrix, nullptr, 0, ordering, CParent.data(), CMember.data(), &cc_);
- #endif
- }
- bool SuiteSparse::ConstrainedApproximateMinimumDegreeOrdering(
- cholmod_sparse* matrix, int* constraints, int* ordering) {
- return cholmod_camd(matrix, nullptr, 0, constraints, ordering, &cc_);
- }
- bool SuiteSparse::IsNestedDissectionAvailable() {
- #ifdef CERES_NO_CHOLMOD_PARTITION
- return false;
- #else
- return true;
- #endif
- }
- std::unique_ptr<SparseCholesky> SuiteSparseCholesky::Create(
- const OrderingType ordering_type) {
- return std::unique_ptr<SparseCholesky>(
- new SuiteSparseCholesky(ordering_type));
- }
- SuiteSparseCholesky::SuiteSparseCholesky(const OrderingType ordering_type)
- : ordering_type_(ordering_type), factor_(nullptr) {}
- SuiteSparseCholesky::~SuiteSparseCholesky() {
- if (factor_ != nullptr) {
- ss_.Free(factor_);
- }
- }
- LinearSolverTerminationType SuiteSparseCholesky::Factorize(
- CompressedRowSparseMatrix* lhs, std::string* message) {
- if (lhs == nullptr) {
- *message = "Failure: Input lhs is nullptr.";
- return LinearSolverTerminationType::FATAL_ERROR;
- }
- cholmod_sparse cholmod_lhs = ss_.CreateSparseMatrixTransposeView(lhs);
- // If a factorization does not exist, compute the symbolic
- // factorization first.
- //
- // If the ordering type is NATURAL, then there is no fill reducing
- // ordering to be computed, regardless of block structure, so we can
- // just call the scalar version of symbolic factorization. For
- // SuiteSparse this is the common case since we have already
- // pre-ordered the columns of the Jacobian.
- //
- // Similarly regardless of ordering type, if there is no block
- // structure in the matrix we call the scalar version of symbolic
- // factorization.
- if (factor_ == nullptr) {
- if (ordering_type_ == OrderingType::NATURAL ||
- (lhs->col_blocks().empty() || lhs->row_blocks().empty())) {
- factor_ = ss_.AnalyzeCholesky(&cholmod_lhs, ordering_type_, message);
- } else {
- factor_ = ss_.BlockAnalyzeCholesky(&cholmod_lhs,
- ordering_type_,
- lhs->col_blocks(),
- lhs->row_blocks(),
- message);
- }
- }
- if (factor_ == nullptr) {
- return LinearSolverTerminationType::FATAL_ERROR;
- }
- // Compute and return the numeric factorization.
- return ss_.Cholesky(&cholmod_lhs, factor_, message);
- }
- CompressedRowSparseMatrix::StorageType SuiteSparseCholesky::StorageType()
- const {
- return ((ordering_type_ == OrderingType::NATURAL)
- ? CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR
- : CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR);
- }
- LinearSolverTerminationType SuiteSparseCholesky::Solve(const double* rhs,
- double* solution,
- std::string* message) {
- // Error checking
- if (factor_ == nullptr) {
- *message = "Solve called without a call to Factorize first.";
- return LinearSolverTerminationType::FATAL_ERROR;
- }
- const int num_cols = factor_->n;
- cholmod_dense cholmod_rhs = ss_.CreateDenseVectorView(rhs, num_cols);
- cholmod_dense* cholmod_dense_solution =
- ss_.Solve(factor_, &cholmod_rhs, message);
- if (cholmod_dense_solution == nullptr) {
- return LinearSolverTerminationType::FAILURE;
- }
- memcpy(solution, cholmod_dense_solution->x, num_cols * sizeof(*solution));
- ss_.Free(cholmod_dense_solution);
- return LinearSolverTerminationType::SUCCESS;
- }
- } // namespace ceres::internal
- #endif // CERES_NO_SUITESPARSE
|