// 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) // // A simple C++ interface to the SuiteSparse and CHOLMOD libraries. #ifndef CERES_INTERNAL_SUITESPARSE_H_ #define CERES_INTERNAL_SUITESPARSE_H_ // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifndef CERES_NO_SUITESPARSE #include #include #include #include "SuiteSparseQR.hpp" #include "ceres/linear_solver.h" #include "ceres/sparse_cholesky.h" #include "cholmod.h" #include "glog/logging.h" // Before SuiteSparse version 4.2.0, cholmod_camd was only enabled // if SuiteSparse was compiled with Metis support. This makes // calling and linking into cholmod_camd problematic even though it // has nothing to do with Metis. This has been fixed reliably in // 4.2.0. // // The fix was actually committed in 4.1.0, but there is // some confusion about a silent update to the tar ball, so we are // being conservative and choosing the next minor version where // things are stable. #if (SUITESPARSE_VERSION < 4002) #define CERES_NO_CAMD #endif // UF_long is deprecated but SuiteSparse_long is only available in // newer versions of SuiteSparse. So for older versions of // SuiteSparse, we define SuiteSparse_long to be the same as UF_long, // which is what recent versions of SuiteSparse do anyways. #ifndef SuiteSparse_long #define SuiteSparse_long UF_long #endif namespace ceres { namespace internal { class CompressedRowSparseMatrix; class TripletSparseMatrix; // The raw CHOLMOD and SuiteSparseQR libraries have a slightly // cumbersome c like calling format. This object abstracts it away and // provides the user with a simpler interface. The methods here cannot // be static as a cholmod_common object serves as a global variable // for all cholmod function calls. class SuiteSparse { public: SuiteSparse(); ~SuiteSparse(); // Functions for building cholmod_sparse objects from sparse // matrices stored in triplet form. The matrix A is not // modifed. Called owns the result. cholmod_sparse* CreateSparseMatrix(TripletSparseMatrix* A); // This function works like CreateSparseMatrix, except that the // return value corresponds to A' rather than A. cholmod_sparse* CreateSparseMatrixTranspose(TripletSparseMatrix* A); // Create a cholmod_sparse wrapper around the contents of A. This is // a shallow object, which refers to the contents of A and does not // use the SuiteSparse machinery to allocate memory. cholmod_sparse CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A); // Create a cholmod_dense vector around the contents of the array x. // This is a shallow object, which refers to the contents of x and // does not use the SuiteSparse machinery to allocate memory. cholmod_dense CreateDenseVectorView(const double* x, int size); // Given a vector x, build a cholmod_dense vector of size out_size // with the first in_size entries copied from x. If x is NULL, then // an all zeros vector is returned. Caller owns the result. cholmod_dense* CreateDenseVector(const double* x, int in_size, int out_size); // The matrix A is scaled using the matrix whose diagonal is the // vector scale. mode describes how scaling is applied. Possible // values are CHOLMOD_ROW for row scaling - diag(scale) * A, // CHOLMOD_COL for column scaling - A * diag(scale) and CHOLMOD_SYM // for symmetric scaling which scales both the rows and the columns // - diag(scale) * A * diag(scale). void Scale(cholmod_dense* scale, int mode, cholmod_sparse* A) { cholmod_scale(scale, mode, A, &cc_); } // Create and return a matrix m = A * A'. Caller owns the // result. The matrix A is not modified. cholmod_sparse* AATranspose(cholmod_sparse* A) { cholmod_sparse*m = cholmod_aat(A, NULL, A->nrow, 1, &cc_); m->stype = 1; // Pay attention to the upper triangular part. return m; } // y = alpha * A * x + beta * y. Only y is modified. void SparseDenseMultiply(cholmod_sparse* A, double alpha, double beta, cholmod_dense* x, cholmod_dense* y) { double alpha_[2] = {alpha, 0}; double beta_[2] = {beta, 0}; cholmod_sdmult(A, 0, alpha_, beta_, x, y, &cc_); } // Find an ordering of A or AA' (if A is unsymmetric) that minimizes // the fill-in in the Cholesky factorization of the corresponding // matrix. This is done by using the AMD algorithm. // // Using this ordering, the symbolic Cholesky factorization of A (or // AA') is computed and returned. // // A is not modified, only the pattern of non-zeros of A is used, // the actual numerical values in A are of no consequence. // // message contains an explanation of the failures if any. // // Caller owns the result. cholmod_factor* AnalyzeCholesky(cholmod_sparse* A, std::string* message); cholmod_factor* BlockAnalyzeCholesky(cholmod_sparse* A, const std::vector& row_blocks, const std::vector& col_blocks, std::string* message); // If A is symmetric, then compute the symbolic Cholesky // factorization of A(ordering, ordering). If A is unsymmetric, then // compute the symbolic factorization of // A(ordering,:) A(ordering,:)'. // // A is not modified, only the pattern of non-zeros of A is used, // the actual numerical values in A are of no consequence. // // message contains an explanation of the failures if any. // // Caller owns the result. cholmod_factor* AnalyzeCholeskyWithUserOrdering( cholmod_sparse* A, const std::vector& ordering, std::string* message); // Perform a symbolic factorization of A without re-ordering A. No // postordering of the elimination tree is performed. This ensures // that the symbolic factor does not introduce an extra permutation // on the matrix. See the documentation for CHOLMOD for more details. // // message contains an explanation of the failures if any. cholmod_factor* AnalyzeCholeskyWithNaturalOrdering(cholmod_sparse* A, std::string* message); // Use the symbolic factorization in L, to find the numerical // factorization for the matrix A or AA^T. Return true if // successful, false otherwise. L contains the numeric factorization // on return. // // message contains an explanation of the failures if any. LinearSolverTerminationType Cholesky(cholmod_sparse* A, cholmod_factor* L, std::string* message); // Given a Cholesky factorization of a matrix A = LL^T, solve the // linear system Ax = b, and return the result. If the Solve fails // NULL is returned. Caller owns the result. // // message contains an explanation of the failures if any. cholmod_dense* Solve(cholmod_factor* L, cholmod_dense* b, std::string* message); // By virtue of the modeling layer in Ceres being block oriented, // all the matrices used by Ceres are also block oriented. When // doing sparse direct factorization of these matrices the // fill-reducing ordering algorithms (in particular AMD) can either // be run on the block or the scalar form of these matrices. The two // SuiteSparse::AnalyzeCholesky methods allows the client to // compute the symbolic factorization of a matrix by either using // AMD on the matrix or a user provided ordering of the rows. // // But since the underlying matrices are block oriented, it is worth // running AMD on just the block structure of these matrices and then // lifting these block orderings to a full scalar ordering. This // preserves the block structure of the permuted matrix, and exposes // more of the super-nodal structure of the matrix to the numerical // factorization routines. // // Find the block oriented AMD ordering of a matrix A, whose row and // column blocks are given by row_blocks, and col_blocks // respectively. The matrix may or may not be symmetric. The entries // of col_blocks do not need to sum to the number of columns in // A. If this is the case, only the first sum(col_blocks) are used // to compute the ordering. bool BlockAMDOrdering(const cholmod_sparse* A, const std::vector& row_blocks, const std::vector& col_blocks, std::vector* ordering); // Find a fill reducing approximate minimum degree // ordering. ordering is expected to be large enough to hold the // ordering. bool ApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, int* ordering); // Before SuiteSparse version 4.2.0, cholmod_camd was only enabled // if SuiteSparse was compiled with Metis support. This makes // calling and linking into cholmod_camd problematic even though it // has nothing to do with Metis. This has been fixed reliably in // 4.2.0. // // The fix was actually committed in 4.1.0, but there is // some confusion about a silent update to the tar ball, so we are // being conservative and choosing the next minor version where // things are stable. static bool IsConstrainedApproximateMinimumDegreeOrderingAvailable() { return (SUITESPARSE_VERSION > 4001); } // Find a fill reducing approximate minimum degree // ordering. constraints is an array which associates with each // column of the matrix an elimination group. i.e., all columns in // group 0 are eliminated first, all columns in group 1 are // eliminated next etc. This function finds a fill reducing ordering // that obeys these constraints. // // Calling ApproximateMinimumDegreeOrdering is equivalent to calling // ConstrainedApproximateMinimumDegreeOrdering with a constraint // array that puts all columns in the same elimination group. // // If CERES_NO_CAMD is defined then calling this function will // result in a crash. bool ConstrainedApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, int* constraints, int* ordering); void Free(cholmod_sparse* m) { cholmod_free_sparse(&m, &cc_); } void Free(cholmod_dense* m) { cholmod_free_dense(&m, &cc_); } void Free(cholmod_factor* m) { cholmod_free_factor(&m, &cc_); } void Print(cholmod_sparse* m, const std::string& name) { cholmod_print_sparse(m, const_cast(name.c_str()), &cc_); } void Print(cholmod_dense* m, const std::string& name) { cholmod_print_dense(m, const_cast(name.c_str()), &cc_); } void Print(cholmod_triplet* m, const std::string& name) { cholmod_print_triplet(m, const_cast(name.c_str()), &cc_); } cholmod_common* mutable_cc() { return &cc_; } private: cholmod_common cc_; }; class SuiteSparseCholesky : public SparseCholesky { public: static std::unique_ptr Create( OrderingType ordering_type); // SparseCholesky interface. virtual ~SuiteSparseCholesky(); CompressedRowSparseMatrix::StorageType StorageType() const final; LinearSolverTerminationType Factorize( CompressedRowSparseMatrix* lhs, std::string* message) final; LinearSolverTerminationType Solve(const double* rhs, double* solution, std::string* message) final; private: SuiteSparseCholesky(const OrderingType ordering_type); const OrderingType ordering_type_; SuiteSparse ss_; cholmod_factor* factor_; }; } // namespace internal } // namespace ceres #else // CERES_NO_SUITESPARSE typedef void cholmod_factor; namespace ceres { namespace internal { class SuiteSparse { public: // Defining this static function even when SuiteSparse is not // available, allows client code to check for the presence of CAMD // without checking for the absence of the CERES_NO_CAMD symbol. // // This is safer because the symbol maybe missing due to a user // accidentally not including suitesparse.h in their code when // checking for the symbol. static bool IsConstrainedApproximateMinimumDegreeOrderingAvailable() { return false; } void Free(void* arg) {} }; } // namespace internal } // namespace ceres #endif // CERES_NO_SUITESPARSE #endif // CERES_INTERNAL_SUITESPARSE_H_