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Diffstat (limited to 'extern/ceres/internal/ceres/sparse_cholesky.cc')
| -rw-r--r-- | extern/ceres/internal/ceres/sparse_cholesky.cc | 163 |
1 files changed, 163 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/sparse_cholesky.cc b/extern/ceres/internal/ceres/sparse_cholesky.cc new file mode 100644 index 00000000000..d9d2100d3f9 --- /dev/null +++ b/extern/ceres/internal/ceres/sparse_cholesky.cc @@ -0,0 +1,163 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2017 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/sparse_cholesky.h" + +#include "ceres/accelerate_sparse.h" +#include "ceres/cxsparse.h" +#include "ceres/eigensparse.h" +#include "ceres/float_cxsparse.h" +#include "ceres/float_suitesparse.h" +#include "ceres/iterative_refiner.h" +#include "ceres/suitesparse.h" + +namespace ceres { +namespace internal { + +std::unique_ptr<SparseCholesky> SparseCholesky::Create( + const LinearSolver::Options& options) { + const OrderingType ordering_type = options.use_postordering ? AMD : NATURAL; + std::unique_ptr<SparseCholesky> sparse_cholesky; + + switch (options.sparse_linear_algebra_library_type) { + case SUITE_SPARSE: +#ifndef CERES_NO_SUITESPARSE + if (options.use_mixed_precision_solves) { + sparse_cholesky = FloatSuiteSparseCholesky::Create(ordering_type); + } else { + sparse_cholesky = SuiteSparseCholesky::Create(ordering_type); + } + break; +#else + (void)ordering_type; + LOG(FATAL) << "Ceres was compiled without support for SuiteSparse."; +#endif + + case EIGEN_SPARSE: +#ifdef CERES_USE_EIGEN_SPARSE + if (options.use_mixed_precision_solves) { + sparse_cholesky = FloatEigenSparseCholesky::Create(ordering_type); + } else { + sparse_cholesky = EigenSparseCholesky::Create(ordering_type); + } + break; +#else + LOG(FATAL) << "Ceres was compiled without support for " + << "Eigen's sparse Cholesky factorization routines."; +#endif + + case CX_SPARSE: +#ifndef CERES_NO_CXSPARSE + if (options.use_mixed_precision_solves) { + sparse_cholesky = FloatCXSparseCholesky::Create(ordering_type); + } else { + sparse_cholesky = CXSparseCholesky::Create(ordering_type); + } + break; +#else + LOG(FATAL) << "Ceres was compiled without support for CXSparse."; +#endif + + case ACCELERATE_SPARSE: +#ifndef CERES_NO_ACCELERATE_SPARSE + if (options.use_mixed_precision_solves) { + sparse_cholesky = AppleAccelerateCholesky<float>::Create(ordering_type); + } else { + sparse_cholesky = AppleAccelerateCholesky<double>::Create(ordering_type); + } + break; +#else + LOG(FATAL) << "Ceres was compiled without support for Apple's Accelerate " + << "framework solvers."; +#endif + + default: + LOG(FATAL) << "Unknown sparse linear algebra library type : " + << SparseLinearAlgebraLibraryTypeToString( + options.sparse_linear_algebra_library_type); + } + + if (options.max_num_refinement_iterations > 0) { + std::unique_ptr<IterativeRefiner> refiner( + new IterativeRefiner(options.max_num_refinement_iterations)); + sparse_cholesky = std::unique_ptr<SparseCholesky>(new RefinedSparseCholesky( + std::move(sparse_cholesky), std::move(refiner))); + } + return sparse_cholesky; +} + +SparseCholesky::~SparseCholesky() {} + +LinearSolverTerminationType SparseCholesky::FactorAndSolve( + CompressedRowSparseMatrix* lhs, + const double* rhs, + double* solution, + std::string* message) { + LinearSolverTerminationType termination_type = Factorize(lhs, message); + if (termination_type == LINEAR_SOLVER_SUCCESS) { + termination_type = Solve(rhs, solution, message); + } + return termination_type; +} + +RefinedSparseCholesky::RefinedSparseCholesky( + std::unique_ptr<SparseCholesky> sparse_cholesky, + std::unique_ptr<IterativeRefiner> iterative_refiner) + : sparse_cholesky_(std::move(sparse_cholesky)), + iterative_refiner_(std::move(iterative_refiner)) {} + +RefinedSparseCholesky::~RefinedSparseCholesky() {} + +CompressedRowSparseMatrix::StorageType RefinedSparseCholesky::StorageType() + const { + return sparse_cholesky_->StorageType(); +} + +LinearSolverTerminationType RefinedSparseCholesky::Factorize( + CompressedRowSparseMatrix* lhs, std::string* message) { + lhs_ = lhs; + return sparse_cholesky_->Factorize(lhs, message); +} + +LinearSolverTerminationType RefinedSparseCholesky::Solve(const double* rhs, + double* solution, + std::string* message) { + CHECK(lhs_ != nullptr); + auto termination_type = sparse_cholesky_->Solve(rhs, solution, message); + if (termination_type != LINEAR_SOLVER_SUCCESS) { + return termination_type; + } + + iterative_refiner_->Refine(*lhs_, rhs, sparse_cholesky_.get(), solution); + return LINEAR_SOLVER_SUCCESS; +} + +} // namespace internal +} // namespace ceres |