// 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/dynamic_sparse_normal_cholesky_solver.h" #include #include #include #include #include #include "Eigen/SparseCore" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/cxsparse.h" #include "ceres/internal/eigen.h" #include "ceres/linear_solver.h" #include "ceres/suitesparse.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "ceres/wall_time.h" #ifdef CERES_USE_EIGEN_SPARSE #include "Eigen/SparseCholesky" #endif namespace ceres { namespace internal { DynamicSparseNormalCholeskySolver::DynamicSparseNormalCholeskySolver( const LinearSolver::Options& options) : options_(options) {} LinearSolver::Summary DynamicSparseNormalCholeskySolver::SolveImpl( CompressedRowSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { const int num_cols = A->num_cols(); VectorRef(x, num_cols).setZero(); A->LeftMultiply(b, x); if (per_solve_options.D != nullptr) { // Temporarily append a diagonal block to the A matrix, but undo // it before returning the matrix to the user. std::unique_ptr regularizer; if (!A->col_blocks().empty()) { regularizer.reset(CompressedRowSparseMatrix::CreateBlockDiagonalMatrix( per_solve_options.D, A->col_blocks())); } else { regularizer.reset( new CompressedRowSparseMatrix(per_solve_options.D, num_cols)); } A->AppendRows(*regularizer); } LinearSolver::Summary summary; switch (options_.sparse_linear_algebra_library_type) { case SUITE_SPARSE: summary = SolveImplUsingSuiteSparse(A, x); break; case CX_SPARSE: summary = SolveImplUsingCXSparse(A, x); break; case EIGEN_SPARSE: summary = SolveImplUsingEigen(A, x); break; default: LOG(FATAL) << "Unsupported sparse linear algebra library for " << "dynamic sparsity: " << SparseLinearAlgebraLibraryTypeToString( options_.sparse_linear_algebra_library_type); } if (per_solve_options.D != nullptr) { A->DeleteRows(num_cols); } return summary; } LinearSolver::Summary DynamicSparseNormalCholeskySolver::SolveImplUsingEigen( CompressedRowSparseMatrix* A, double* rhs_and_solution) { #ifndef CERES_USE_EIGEN_SPARSE LinearSolver::Summary summary; summary.num_iterations = 0; summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; summary.message = "SPARSE_NORMAL_CHOLESKY cannot be used with EIGEN_SPARSE " "because Ceres was not built with support for " "Eigen's SimplicialLDLT decomposition. " "This requires enabling building with -DEIGENSPARSE=ON."; return summary; #else EventLogger event_logger("DynamicSparseNormalCholeskySolver::Eigen::Solve"); Eigen::MappedSparseMatrix a(A->num_rows(), A->num_cols(), A->num_nonzeros(), A->mutable_rows(), A->mutable_cols(), A->mutable_values()); Eigen::SparseMatrix lhs = a.transpose() * a; Eigen::SimplicialLDLT> solver; LinearSolver::Summary summary; summary.num_iterations = 1; summary.termination_type = LINEAR_SOLVER_SUCCESS; summary.message = "Success."; solver.analyzePattern(lhs); if (VLOG_IS_ON(2)) { std::stringstream ss; solver.dumpMemory(ss); VLOG(2) << "Symbolic Analysis\n" << ss.str(); } event_logger.AddEvent("Analyze"); if (solver.info() != Eigen::Success) { summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; summary.message = "Eigen failure. Unable to find symbolic factorization."; return summary; } solver.factorize(lhs); event_logger.AddEvent("Factorize"); if (solver.info() != Eigen::Success) { summary.termination_type = LINEAR_SOLVER_FAILURE; summary.message = "Eigen failure. Unable to find numeric factorization."; return summary; } const Vector rhs = VectorRef(rhs_and_solution, lhs.cols()); VectorRef(rhs_and_solution, lhs.cols()) = solver.solve(rhs); event_logger.AddEvent("Solve"); if (solver.info() != Eigen::Success) { summary.termination_type = LINEAR_SOLVER_FAILURE; summary.message = "Eigen failure. Unable to do triangular solve."; return summary; } return summary; #endif // CERES_USE_EIGEN_SPARSE } LinearSolver::Summary DynamicSparseNormalCholeskySolver::SolveImplUsingCXSparse( CompressedRowSparseMatrix* A, double* rhs_and_solution) { #ifdef CERES_NO_CXSPARSE LinearSolver::Summary summary; summary.num_iterations = 0; summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; summary.message = "SPARSE_NORMAL_CHOLESKY cannot be used with CX_SPARSE " "because Ceres was not built with support for CXSparse. " "This requires enabling building with -DCXSPARSE=ON."; return summary; #else EventLogger event_logger( "DynamicSparseNormalCholeskySolver::CXSparse::Solve"); LinearSolver::Summary summary; summary.num_iterations = 1; summary.termination_type = LINEAR_SOLVER_SUCCESS; summary.message = "Success."; CXSparse cxsparse; // Wrap the augmented Jacobian in a compressed sparse column matrix. cs_di a_transpose = cxsparse.CreateSparseMatrixTransposeView(A); // Compute the normal equations. J'J delta = J'f and solve them // using a sparse Cholesky factorization. Notice that when compared // to SuiteSparse we have to explicitly compute the transpose of Jt, // and then the normal equations before they can be // factorized. CHOLMOD/SuiteSparse on the other hand can just work // off of Jt to compute the Cholesky factorization of the normal // equations. cs_di* a = cxsparse.TransposeMatrix(&a_transpose); cs_di* lhs = cxsparse.MatrixMatrixMultiply(&a_transpose, a); cxsparse.Free(a); event_logger.AddEvent("NormalEquations"); if (!cxsparse.SolveCholesky(lhs, rhs_and_solution)) { summary.termination_type = LINEAR_SOLVER_FAILURE; summary.message = "CXSparse::SolveCholesky failed"; } event_logger.AddEvent("Solve"); cxsparse.Free(lhs); event_logger.AddEvent("TearDown"); return summary; #endif } LinearSolver::Summary DynamicSparseNormalCholeskySolver::SolveImplUsingSuiteSparse( CompressedRowSparseMatrix* A, double* rhs_and_solution) { #ifdef CERES_NO_SUITESPARSE LinearSolver::Summary summary; summary.num_iterations = 0; summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; summary.message = "SPARSE_NORMAL_CHOLESKY cannot be used with SUITE_SPARSE " "because Ceres was not built with support for SuiteSparse. " "This requires enabling building with -DSUITESPARSE=ON."; return summary; #else EventLogger event_logger( "DynamicSparseNormalCholeskySolver::SuiteSparse::Solve"); LinearSolver::Summary summary; summary.termination_type = LINEAR_SOLVER_SUCCESS; summary.num_iterations = 1; summary.message = "Success."; SuiteSparse ss; const int num_cols = A->num_cols(); cholmod_sparse lhs = ss.CreateSparseMatrixTransposeView(A); event_logger.AddEvent("Setup"); cholmod_factor* factor = ss.AnalyzeCholesky(&lhs, &summary.message); event_logger.AddEvent("Analysis"); if (factor == nullptr) { summary.termination_type = LINEAR_SOLVER_FATAL_ERROR; return summary; } summary.termination_type = ss.Cholesky(&lhs, factor, &summary.message); if (summary.termination_type == LINEAR_SOLVER_SUCCESS) { cholmod_dense cholmod_rhs = ss.CreateDenseVectorView(rhs_and_solution, num_cols); cholmod_dense* solution = ss.Solve(factor, &cholmod_rhs, &summary.message); event_logger.AddEvent("Solve"); if (solution != nullptr) { memcpy( rhs_and_solution, solution->x, num_cols * sizeof(*rhs_and_solution)); ss.Free(solution); } else { summary.termination_type = LINEAR_SOLVER_FAILURE; } } ss.Free(factor); event_logger.AddEvent("Teardown"); return summary; #endif } } // namespace internal } // namespace ceres