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Diffstat (limited to 'extern/ceres/internal/ceres/iterative_refiner.cc')
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+// 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