// 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) #ifndef CERES_INTERNAL_SPARSE_CHOLESKY_H_ #define CERES_INTERNAL_SPARSE_CHOLESKY_H_ // This include must come before any #ifndef check on Ceres compile options. // clang-format off #include "ceres/internal/config.h" // clang-format on #include #include "ceres/internal/disable_warnings.h" #include "ceres/internal/export.h" #include "ceres/linear_solver.h" #include "glog/logging.h" namespace ceres { namespace internal { // An interface that abstracts away the internal details of various // sparse linear algebra libraries and offers a simple API for solving // symmetric positive definite linear systems using a sparse Cholesky // factorization. // // Instances of SparseCholesky are expected to cache the symbolic // factorization of the linear system. They do this on the first call // to Factorize or FactorAndSolve. Subsequent calls to Factorize and // FactorAndSolve are expected to have the same sparsity structure. // // Example usage: // // std::unique_ptr // sparse_cholesky(SparseCholesky::Create(SUITE_SPARSE, AMD)); // // CompressedRowSparseMatrix lhs = ...; // std::string message; // CHECK_EQ(sparse_cholesky->Factorize(&lhs, &message), LINEAR_SOLVER_SUCCESS); // Vector rhs = ...; // Vector solution = ...; // CHECK_EQ(sparse_cholesky->Solve(rhs.data(), solution.data(), &message), // LINEAR_SOLVER_SUCCESS); class CERES_NO_EXPORT SparseCholesky { public: static std::unique_ptr Create( const LinearSolver::Options& options); virtual ~SparseCholesky(); // Due to the symmetry of the linear system, sparse linear algebra // libraries only use one half of the input matrix. Whether it is // the upper or the lower triangular part of the matrix depends on // the library and the re-ordering strategy being used. This // function tells the user the storage type expected of the input // matrix for the sparse linear algebra library and reordering // strategy used. virtual CompressedRowSparseMatrix::StorageType StorageType() const = 0; // Computes the numeric factorization of the given matrix. If this // is the first call to Factorize, first the symbolic factorization // will be computed and cached and the numeric factorization will be // computed based on that. // // Subsequent calls to Factorize will use that symbolic // factorization assuming that the sparsity of the matrix has // remained constant. virtual LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs, std::string* message) = 0; // Computes the solution to the equation // // lhs * solution = rhs virtual LinearSolverTerminationType Solve(const double* rhs, double* solution, std::string* message) = 0; // Convenience method which combines a call to Factorize and // Solve. Solve is only called if Factorize returns // LINEAR_SOLVER_SUCCESS. LinearSolverTerminationType FactorAndSolve(CompressedRowSparseMatrix* lhs, const double* rhs, double* solution, std::string* message); }; class IterativeRefiner; // Computes an initial solution using the given instance of // SparseCholesky, and then refines it using the IterativeRefiner. class CERES_NO_EXPORT RefinedSparseCholesky final : public SparseCholesky { public: RefinedSparseCholesky(std::unique_ptr sparse_cholesky, std::unique_ptr iterative_refiner); ~RefinedSparseCholesky() override; CompressedRowSparseMatrix::StorageType StorageType() const override; LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs, std::string* message) override; LinearSolverTerminationType Solve(const double* rhs, double* solution, std::string* message) override; private: std::unique_ptr sparse_cholesky_; std::unique_ptr iterative_refiner_; CompressedRowSparseMatrix* lhs_ = nullptr; }; } // namespace internal } // namespace ceres #include "ceres/internal/reenable_warnings.h" #endif // CERES_INTERNAL_SPARSE_CHOLESKY_H_