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Diffstat (limited to 'extern/ceres/internal/ceres/iterative_refiner.cc')
-rw-r--r-- | extern/ceres/internal/ceres/iterative_refiner.cc | 74 |
1 files changed, 74 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/iterative_refiner.cc b/extern/ceres/internal/ceres/iterative_refiner.cc new file mode 100644 index 00000000000..fb0e45bdcdd --- /dev/null +++ b/extern/ceres/internal/ceres/iterative_refiner.cc @@ -0,0 +1,74 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2018 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 <string> +#include "ceres/iterative_refiner.h" + +#include "Eigen/Core" +#include "ceres/sparse_cholesky.h" +#include "ceres/sparse_matrix.h" + +namespace ceres { +namespace internal { + +IterativeRefiner::IterativeRefiner(const int max_num_iterations) + : max_num_iterations_(max_num_iterations) {} + +IterativeRefiner::~IterativeRefiner() {} + +void IterativeRefiner::Allocate(int num_cols) { + residual_.resize(num_cols); + correction_.resize(num_cols); + lhs_x_solution_.resize(num_cols); +} + +void IterativeRefiner::Refine(const SparseMatrix& lhs, + const double* rhs_ptr, + SparseCholesky* sparse_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); + for (int i = 0; i < max_num_iterations_; ++i) { + // residual = rhs - lhs * solution + lhs_x_solution_.setZero(); + lhs.RightMultiply(solution_ptr, lhs_x_solution_.data()); + residual_ = rhs - lhs_x_solution_; + // solution += lhs^-1 residual + std::string ignored_message; + sparse_cholesky->Solve( + residual_.data(), correction_.data(), &ignored_message); + solution += correction_; + } +}; + +} // namespace internal +} // namespace ceres |