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authorSergey Sharybin <sergey@blender.org>2022-05-10 17:36:22 +0300
committerSergey Sharybin <sergey@blender.org>2022-05-10 18:01:20 +0300
commit3ad2597a4eca5091031c213445c6583e21097d5f (patch)
treef909af8ad783d1adea67911ddaf1633ad7f570a9 /extern/ceres/internal/ceres/dense_qr.h
parentb4b85c5ce2752ea9241cbcfa1ddc3f639ad64262 (diff)
Update Ceres to latest upstream version 2.1.0temp-ceres_update
This release deprecated the Parameterization API and the new Manifolds API is to be used instead. This is what was done in the Libmv as part of this change. Additionally, remove the bundling scripts. Nowadays those are only leading to a duplicated work to maintain.
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2022 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)
+
+#ifndef CERES_INTERNAL_DENSE_QR_H_
+#define CERES_INTERNAL_DENSE_QR_H_
+
+// This include must come before any #ifndef check on Ceres compile options.
+// clang-format off
+#include "ceres/internal/config.h"
+// clang-format on
+
+#include <memory>
+#include <vector>
+
+#include "Eigen/Dense"
+#include "ceres/internal/disable_warnings.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/export.h"
+#include "ceres/linear_solver.h"
+#include "glog/logging.h"
+
+#ifndef CERES_NO_CUDA
+#include "ceres/context_impl.h"
+#include "ceres/cuda_buffer.h"
+#include "cublas_v2.h"
+#include "cuda_runtime.h"
+#include "cusolverDn.h"
+#endif // CERES_NO_CUDA
+
+namespace ceres {
+namespace internal {
+
+// An interface that abstracts away the internal details of various dense linear
+// algebra libraries and offers a simple API for solving dense linear systems
+// using a QR factorization.
+class CERES_NO_EXPORT DenseQR {
+ public:
+ static std::unique_ptr<DenseQR> Create(const LinearSolver::Options& options);
+
+ virtual ~DenseQR();
+
+ // Computes the QR factorization of the given matrix.
+ //
+ // The input matrix lhs is assumed to be a column-major num_rows x num_cols
+ // matrix.
+ //
+ // The input matrix lhs may be modified by the implementation to store the
+ // factorization, irrespective of whether the factorization succeeds or not.
+ // As a result it is the user's responsibility to ensure that lhs is valid
+ // when Solve is called.
+ virtual LinearSolverTerminationType Factorize(int num_rows,
+ int num_cols,
+ double* lhs,
+ std::string* message) = 0;
+
+ // Computes the solution to the equation
+ //
+ // lhs * solution = rhs
+ //
+ // Calling Solve without calling Factorize is undefined behaviour. It is the
+ // user's responsibility to ensure that the input matrix lhs passed to
+ // Factorize has not been freed/modified when Solve is called.
+ virtual LinearSolverTerminationType Solve(const double* rhs,
+ double* solution,
+ std::string* message) = 0;
+
+ // Convenience method which combines a call to Factorize and Solve. Solve is
+ // only called if Factorize returns LINEAR_SOLVER_SUCCESS.
+ //
+ // The input matrix lhs may be modified by the implementation to store the
+ // factorization, irrespective of whether the method succeeds or not. It is
+ // the user's responsibility to ensure that lhs is valid if and when Solve is
+ // called again after this call.
+ LinearSolverTerminationType FactorAndSolve(int num_rows,
+ int num_cols,
+ double* lhs,
+ const double* rhs,
+ double* solution,
+ std::string* message);
+};
+
+class CERES_NO_EXPORT EigenDenseQR final : public DenseQR {
+ public:
+ LinearSolverTerminationType Factorize(int num_rows,
+ int num_cols,
+ double* lhs,
+ std::string* message) override;
+ LinearSolverTerminationType Solve(const double* rhs,
+ double* solution,
+ std::string* message) override;
+
+ private:
+ using QRType = Eigen::HouseholderQR<Eigen::Ref<ColMajorMatrix>>;
+ std::unique_ptr<QRType> qr_;
+};
+
+#ifndef CERES_NO_LAPACK
+class CERES_NO_EXPORT LAPACKDenseQR final : public DenseQR {
+ public:
+ LinearSolverTerminationType Factorize(int num_rows,
+ int num_cols,
+ double* lhs,
+ std::string* message) override;
+ LinearSolverTerminationType Solve(const double* rhs,
+ double* solution,
+ std::string* message) override;
+
+ private:
+ double* lhs_ = nullptr;
+ int num_rows_;
+ int num_cols_;
+ LinearSolverTerminationType termination_type_ = LINEAR_SOLVER_FATAL_ERROR;
+ Vector work_;
+ Vector tau_;
+ Vector q_transpose_rhs_;
+};
+#endif // CERES_NO_LAPACK
+
+#ifndef CERES_NO_CUDA
+// Implementation of DenseQR using the 32-bit cuSolverDn interface. A
+// requirement for using this solver is that the lhs must not be rank deficient.
+// This is because cuSolverDn does not implement the singularity-checking
+// wrapper trtrs, hence this solver directly uses trsv from CUBLAS for the
+// backsubstitution.
+class CERES_NO_EXPORT CUDADenseQR final : public DenseQR {
+ public:
+ static std::unique_ptr<CUDADenseQR> Create(
+ const LinearSolver::Options& options);
+ CUDADenseQR(const CUDADenseQR&) = delete;
+ CUDADenseQR& operator=(const CUDADenseQR&) = delete;
+ LinearSolverTerminationType Factorize(int num_rows,
+ int num_cols,
+ double* lhs,
+ std::string* message) override;
+ LinearSolverTerminationType Solve(const double* rhs,
+ double* solution,
+ std::string* message) override;
+
+ private:
+ CUDADenseQR();
+ // Picks up the cuSolverDN, cuBLAS, and cuStream handles from the context. If
+ // the context is unable to initialize CUDA, returns false with a
+ // human-readable message indicating the reason.
+ bool Init(ContextImpl* context, std::string* message);
+
+ // Handle to the cuSOLVER context.
+ cusolverDnHandle_t cusolver_handle_ = nullptr;
+ // Handle to cuBLAS context.
+ cublasHandle_t cublas_handle_ = nullptr;
+ // CUDA device stream.
+ cudaStream_t stream_ = nullptr;
+ // Number of rowns in the A matrix, to be cached between calls to *Factorize
+ // and *Solve.
+ size_t num_rows_ = 0;
+ // Number of columns in the A matrix, to be cached between calls to *Factorize
+ // and *Solve.
+ size_t num_cols_ = 0;
+ // GPU memory allocated for the A matrix (lhs matrix).
+ CudaBuffer<double> lhs_;
+ // GPU memory allocated for the B matrix (rhs vector).
+ CudaBuffer<double> rhs_;
+ // GPU memory allocated for the TAU matrix (scaling of householder vectors).
+ CudaBuffer<double> tau_;
+ // Scratch space for cuSOLVER on the GPU.
+ CudaBuffer<double> device_workspace_;
+ // Required for error handling with cuSOLVER.
+ CudaBuffer<int> error_;
+ // Cache the result of Factorize to ensure that when Solve is called, the
+ // factiorization of lhs is valid.
+ LinearSolverTerminationType factorize_result_ = LINEAR_SOLVER_FATAL_ERROR;
+};
+
+#endif // CERES_NO_CUDA
+
+} // namespace internal
+} // namespace ceres
+
+#include "ceres/internal/reenable_warnings.h"
+
+#endif // CERES_INTERNAL_DENSE_QR_H_