// 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/dense_qr_solver.h" #include #include "Eigen/Dense" #include "ceres/dense_sparse_matrix.h" #include "ceres/internal/eigen.h" #include "ceres/lapack.h" #include "ceres/linear_solver.h" #include "ceres/types.h" #include "ceres/wall_time.h" namespace ceres { namespace internal { DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options) : options_(options) { work_.resize(1); } LinearSolver::Summary DenseQRSolver::SolveImpl( DenseSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { if (options_.dense_linear_algebra_library_type == EIGEN) { return SolveUsingEigen(A, b, per_solve_options, x); } else { return SolveUsingLAPACK(A, b, per_solve_options, x); } } LinearSolver::Summary DenseQRSolver::SolveUsingLAPACK( DenseSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { EventLogger event_logger("DenseQRSolver::Solve"); const int num_rows = A->num_rows(); const int num_cols = A->num_cols(); if (per_solve_options.D != NULL) { // Temporarily append a diagonal block to the A matrix, but undo // it before returning the matrix to the user. A->AppendDiagonal(per_solve_options.D); } // TODO(sameeragarwal): Since we are copying anyways, the diagonal // can be appended to the matrix instead of doing it on A. lhs_ = A->matrix(); if (per_solve_options.D != NULL) { // Undo the modifications to the matrix A. A->RemoveDiagonal(); } // rhs = [b;0] to account for the additional rows in the lhs. if (rhs_.rows() != lhs_.rows()) { rhs_.resize(lhs_.rows()); } rhs_.setZero(); rhs_.head(num_rows) = ConstVectorRef(b, num_rows); if (work_.rows() == 1) { const int work_size = LAPACK::EstimateWorkSizeForQR(lhs_.rows(), lhs_.cols()); VLOG(3) << "Working memory for Dense QR factorization: " << work_size * sizeof(double); work_.resize(work_size); } LinearSolver::Summary summary; summary.num_iterations = 1; summary.termination_type = LAPACK::SolveInPlaceUsingQR(lhs_.rows(), lhs_.cols(), lhs_.data(), work_.rows(), work_.data(), rhs_.data(), &summary.message); event_logger.AddEvent("Solve"); if (summary.termination_type == LINEAR_SOLVER_SUCCESS) { VectorRef(x, num_cols) = rhs_.head(num_cols); } event_logger.AddEvent("TearDown"); return summary; } LinearSolver::Summary DenseQRSolver::SolveUsingEigen( DenseSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { EventLogger event_logger("DenseQRSolver::Solve"); const int num_rows = A->num_rows(); const int num_cols = A->num_cols(); if (per_solve_options.D != NULL) { // Temporarily append a diagonal block to the A matrix, but undo // it before returning the matrix to the user. A->AppendDiagonal(per_solve_options.D); } // rhs = [b;0] to account for the additional rows in the lhs. const int augmented_num_rows = num_rows + ((per_solve_options.D != NULL) ? num_cols : 0); if (rhs_.rows() != augmented_num_rows) { rhs_.resize(augmented_num_rows); rhs_.setZero(); } rhs_.head(num_rows) = ConstVectorRef(b, num_rows); event_logger.AddEvent("Setup"); // Solve the system. VectorRef(x, num_cols) = A->matrix().householderQr().solve(rhs_); event_logger.AddEvent("Solve"); if (per_solve_options.D != NULL) { // Undo the modifications to the matrix A. A->RemoveDiagonal(); } // We always succeed, since the QR solver returns the best solution // it can. It is the job of the caller to determine if the solution // is good enough or not. LinearSolver::Summary summary; summary.num_iterations = 1; summary.termination_type = LINEAR_SOLVER_SUCCESS; summary.message = "Success."; event_logger.AddEvent("TearDown"); return summary; } } // namespace internal } // namespace ceres