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Diffstat (limited to 'extern/ceres/internal/ceres/iterative_schur_complement_solver.cc')
| -rw-r--r-- | extern/ceres/internal/ceres/iterative_schur_complement_solver.cc | 182 |
1 files changed, 182 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/iterative_schur_complement_solver.cc b/extern/ceres/internal/ceres/iterative_schur_complement_solver.cc new file mode 100644 index 00000000000..9d4e30d69d2 --- /dev/null +++ b/extern/ceres/internal/ceres/iterative_schur_complement_solver.cc @@ -0,0 +1,182 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2015 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 "ceres/iterative_schur_complement_solver.h" + +#include <algorithm> +#include <cstring> +#include <vector> + +#include "Eigen/Dense" +#include "ceres/block_sparse_matrix.h" +#include "ceres/block_structure.h" +#include "ceres/conjugate_gradients_solver.h" +#include "ceres/detect_structure.h" +#include "ceres/implicit_schur_complement.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/linear_solver.h" +#include "ceres/preconditioner.h" +#include "ceres/schur_jacobi_preconditioner.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/types.h" +#include "ceres/visibility_based_preconditioner.h" +#include "ceres/wall_time.h" +#include "glog/logging.h" + +namespace ceres { +namespace internal { + +IterativeSchurComplementSolver::IterativeSchurComplementSolver( + const LinearSolver::Options& options) + : options_(options) { +} + +IterativeSchurComplementSolver::~IterativeSchurComplementSolver() { +} + +LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl( + BlockSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double* x) { + EventLogger event_logger("IterativeSchurComplementSolver::Solve"); + + CHECK_NOTNULL(A->block_structure()); + const int num_eliminate_blocks = options_.elimination_groups[0]; + // Initialize a ImplicitSchurComplement object. + if (schur_complement_ == NULL) { + DetectStructure(*(A->block_structure()), + num_eliminate_blocks, + &options_.row_block_size, + &options_.e_block_size, + &options_.f_block_size); + schur_complement_.reset(new ImplicitSchurComplement(options_)); + } + schur_complement_->Init(*A, per_solve_options.D, b); + + const int num_schur_complement_blocks = + A->block_structure()->cols.size() - num_eliminate_blocks; + if (num_schur_complement_blocks == 0) { + VLOG(2) << "No parameter blocks left in the schur complement."; + LinearSolver::Summary cg_summary; + cg_summary.num_iterations = 0; + cg_summary.termination_type = LINEAR_SOLVER_SUCCESS; + schur_complement_->BackSubstitute(NULL, x); + return cg_summary; + } + + // Initialize the solution to the Schur complement system to zero. + reduced_linear_system_solution_.resize(schur_complement_->num_rows()); + reduced_linear_system_solution_.setZero(); + + // Instantiate a conjugate gradient solver that runs on the Schur + // complement matrix with the block diagonal of the matrix F'F as + // the preconditioner. + LinearSolver::Options cg_options; + cg_options.min_num_iterations = options_.min_num_iterations; + cg_options.max_num_iterations = options_.max_num_iterations; + ConjugateGradientsSolver cg_solver(cg_options); + LinearSolver::PerSolveOptions cg_per_solve_options; + + cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance; + cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance; + + Preconditioner::Options preconditioner_options; + preconditioner_options.type = options_.preconditioner_type; + preconditioner_options.visibility_clustering_type = + options_.visibility_clustering_type; + preconditioner_options.sparse_linear_algebra_library_type = + options_.sparse_linear_algebra_library_type; + preconditioner_options.num_threads = options_.num_threads; + preconditioner_options.row_block_size = options_.row_block_size; + preconditioner_options.e_block_size = options_.e_block_size; + preconditioner_options.f_block_size = options_.f_block_size; + preconditioner_options.elimination_groups = options_.elimination_groups; + + switch (options_.preconditioner_type) { + case IDENTITY: + break; + case JACOBI: + preconditioner_.reset( + new SparseMatrixPreconditionerWrapper( + schur_complement_->block_diagonal_FtF_inverse())); + break; + case SCHUR_JACOBI: + if (preconditioner_.get() == NULL) { + preconditioner_.reset( + new SchurJacobiPreconditioner(*A->block_structure(), + preconditioner_options)); + } + break; + case CLUSTER_JACOBI: + case CLUSTER_TRIDIAGONAL: + if (preconditioner_.get() == NULL) { + preconditioner_.reset( + new VisibilityBasedPreconditioner(*A->block_structure(), + preconditioner_options)); + } + break; + default: + LOG(FATAL) << "Unknown Preconditioner Type"; + } + + bool preconditioner_update_was_successful = true; + if (preconditioner_.get() != NULL) { + preconditioner_update_was_successful = + preconditioner_->Update(*A, per_solve_options.D); + cg_per_solve_options.preconditioner = preconditioner_.get(); + } + event_logger.AddEvent("Setup"); + + LinearSolver::Summary cg_summary; + cg_summary.num_iterations = 0; + cg_summary.termination_type = LINEAR_SOLVER_FAILURE; + + // TODO(sameeragarwal): Refactor preconditioners to return a more + // sane message. + cg_summary.message = "Preconditioner update failed."; + if (preconditioner_update_was_successful) { + cg_summary = cg_solver.Solve(schur_complement_.get(), + schur_complement_->rhs().data(), + cg_per_solve_options, + reduced_linear_system_solution_.data()); + if (cg_summary.termination_type != LINEAR_SOLVER_FAILURE && + cg_summary.termination_type != LINEAR_SOLVER_FATAL_ERROR) { + schur_complement_->BackSubstitute( + reduced_linear_system_solution_.data(), x); + } + } + event_logger.AddEvent("Solve"); + return cg_summary; +} + +} // namespace internal +} // namespace ceres |