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Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/suitesparse.cc')
| -rw-r--r-- | extern/libmv/third_party/ceres/internal/ceres/suitesparse.cc | 193 |
1 files changed, 193 insertions, 0 deletions
diff --git a/extern/libmv/third_party/ceres/internal/ceres/suitesparse.cc b/extern/libmv/third_party/ceres/internal/ceres/suitesparse.cc new file mode 100644 index 00000000000..1cf6a7496a7 --- /dev/null +++ b/extern/libmv/third_party/ceres/internal/ceres/suitesparse.cc @@ -0,0 +1,193 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// 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_NO_SUITESPARSE + +#include "ceres/suitesparse.h" + +#include "cholmod.h" +#include "ceres/compressed_row_sparse_matrix.h" +#include "ceres/triplet_sparse_matrix.h" +namespace ceres { +namespace internal { + +cholmod_sparse* SuiteSparse::CreateSparseMatrix(TripletSparseMatrix* A) { + cholmod_triplet triplet; + + triplet.nrow = A->num_rows(); + triplet.ncol = A->num_cols(); + triplet.nzmax = A->max_num_nonzeros(); + triplet.nnz = A->num_nonzeros(); + triplet.i = reinterpret_cast<void*>(A->mutable_rows()); + triplet.j = reinterpret_cast<void*>(A->mutable_cols()); + triplet.x = reinterpret_cast<void*>(A->mutable_values()); + triplet.stype = 0; // Matrix is not symmetric. + triplet.itype = CHOLMOD_INT; + triplet.xtype = CHOLMOD_REAL; + triplet.dtype = CHOLMOD_DOUBLE; + + return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_); +} + + +cholmod_sparse* SuiteSparse::CreateSparseMatrixTranspose( + TripletSparseMatrix* A) { + cholmod_triplet triplet; + + triplet.ncol = A->num_rows(); // swap row and columns + triplet.nrow = A->num_cols(); + triplet.nzmax = A->max_num_nonzeros(); + triplet.nnz = A->num_nonzeros(); + + // swap rows and columns + triplet.j = reinterpret_cast<void*>(A->mutable_rows()); + triplet.i = reinterpret_cast<void*>(A->mutable_cols()); + triplet.x = reinterpret_cast<void*>(A->mutable_values()); + triplet.stype = 0; // Matrix is not symmetric. + triplet.itype = CHOLMOD_INT; + triplet.xtype = CHOLMOD_REAL; + triplet.dtype = CHOLMOD_DOUBLE; + + return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_); +} + +cholmod_sparse* SuiteSparse::CreateSparseMatrixTransposeView( + CompressedRowSparseMatrix* A) { + cholmod_sparse* m = new cholmod_sparse_struct; + m->nrow = A->num_cols(); + m->ncol = A->num_rows(); + m->nzmax = A->num_nonzeros(); + + m->p = reinterpret_cast<void*>(A->mutable_rows()); + m->i = reinterpret_cast<void*>(A->mutable_cols()); + m->x = reinterpret_cast<void*>(A->mutable_values()); + + m->stype = 0; // Matrix is not symmetric. + m->itype = CHOLMOD_INT; + m->xtype = CHOLMOD_REAL; + m->dtype = CHOLMOD_DOUBLE; + m->sorted = 1; + m->packed = 1; + + return m; +} + +cholmod_dense* SuiteSparse::CreateDenseVector(const double* x, + int in_size, + int out_size) { + CHECK_LE(in_size, out_size); + cholmod_dense* v = cholmod_zeros(out_size, 1, CHOLMOD_REAL, &cc_); + if (x != NULL) { + memcpy(v->x, x, in_size*sizeof(*x)); + } + return v; +} + +cholmod_factor* SuiteSparse::AnalyzeCholesky(cholmod_sparse* A) { + cholmod_factor* factor = cholmod_analyze(A, &cc_); + CHECK_EQ(cc_.status, CHOLMOD_OK) + << "Cholmod symbolic analysis failed " << cc_.status; + CHECK_NOTNULL(factor); + return factor; +} + +bool SuiteSparse::Cholesky(cholmod_sparse* A, cholmod_factor* L) { + CHECK_NOTNULL(A); + CHECK_NOTNULL(L); + + cc_.quick_return_if_not_posdef = 1; + int status = cholmod_factorize(A, L, &cc_); + switch (cc_.status) { + case CHOLMOD_NOT_INSTALLED: + LOG(WARNING) << "Cholmod failure: method not installed."; + return false; + case CHOLMOD_OUT_OF_MEMORY: + LOG(WARNING) << "Cholmod failure: out of memory."; + return false; + case CHOLMOD_TOO_LARGE: + LOG(WARNING) << "Cholmod failure: integer overflow occured."; + return false; + case CHOLMOD_INVALID: + LOG(WARNING) << "Cholmod failure: invalid input."; + return false; + case CHOLMOD_NOT_POSDEF: + // TODO(sameeragarwal): These two warnings require more + // sophisticated handling going forward. For now we will be + // strict and treat them as failures. + LOG(WARNING) << "Cholmod warning: matrix not positive definite."; + return false; + case CHOLMOD_DSMALL: + LOG(WARNING) << "Cholmod warning: D for LDL' or diag(L) or " + << "LL' has tiny absolute value."; + return false; + case CHOLMOD_OK: + if (status != 0) { + return true; + } + LOG(WARNING) << "Cholmod failure: cholmod_factorize returned zero " + << "but cholmod_common::status is CHOLMOD_OK." + << "Please report this to ceres-solver@googlegroups.com."; + return false; + default: + LOG(WARNING) << "Unknown cholmod return code. " + << "Please report this to ceres-solver@googlegroups.com."; + return false; + } + return false; +} + +cholmod_dense* SuiteSparse::Solve(cholmod_factor* L, + cholmod_dense* b) { + if (cc_.status != CHOLMOD_OK) { + LOG(WARNING) << "CHOLMOD status NOT OK"; + return NULL; + } + + return cholmod_solve(CHOLMOD_A, L, b, &cc_); +} + +cholmod_dense* SuiteSparse::SolveCholesky(cholmod_sparse* A, + cholmod_factor* L, + cholmod_dense* b) { + CHECK_NOTNULL(A); + CHECK_NOTNULL(L); + CHECK_NOTNULL(b); + + if (Cholesky(A, L)) { + return Solve(L, b); + } + + return NULL; +} + +} // namespace internal +} // namespace ceres + +#endif // CERES_NO_SUITESPARSE |