// 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) #include "ceres/iterative_schur_complement_solver.h" #include #include #include #include "Eigen/Dense" #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/conjugate_gradients_solver.h" #include "ceres/detect_structure.h" #include "ceres/implicit_schur_complement.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_solver.h" #include "ceres/preconditioner.h" #include "ceres/schur_jacobi_preconditioner.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "ceres/visibility_based_preconditioner.h" #include "ceres/wall_time.h" #include "glog/logging.h" namespace ceres { namespace internal { IterativeSchurComplementSolver::IterativeSchurComplementSolver( const LinearSolver::Options& options) : options_(options) { } IterativeSchurComplementSolver::~IterativeSchurComplementSolver() { } LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl( BlockSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x) { EventLogger event_logger("IterativeSchurComplementSolver::Solve"); CHECK_NOTNULL(A->block_structure()); const int num_eliminate_blocks = options_.elimination_groups[0]; // Initialize a ImplicitSchurComplement object. if (schur_complement_ == NULL) { DetectStructure(*(A->block_structure()), num_eliminate_blocks, &options_.row_block_size, &options_.e_block_size, &options_.f_block_size); schur_complement_.reset(new ImplicitSchurComplement(options_)); } schur_complement_->Init(*A, per_solve_options.D, b); const int num_schur_complement_blocks = A->block_structure()->cols.size() - num_eliminate_blocks; if (num_schur_complement_blocks == 0) { VLOG(2) << "No parameter blocks left in the schur complement."; LinearSolver::Summary cg_summary; cg_summary.num_iterations = 0; cg_summary.termination_type = LINEAR_SOLVER_SUCCESS; schur_complement_->BackSubstitute(NULL, x); return cg_summary; } // Initialize the solution to the Schur complement system to zero. reduced_linear_system_solution_.resize(schur_complement_->num_rows()); reduced_linear_system_solution_.setZero(); // Instantiate a conjugate gradient solver that runs on the Schur // complement matrix with the block diagonal of the matrix F'F as // the preconditioner. LinearSolver::Options cg_options; cg_options.max_num_iterations = options_.max_num_iterations; ConjugateGradientsSolver cg_solver(cg_options); LinearSolver::PerSolveOptions cg_per_solve_options; cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance; cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance; Preconditioner::Options preconditioner_options; preconditioner_options.type = options_.preconditioner_type; preconditioner_options.visibility_clustering_type = options_.visibility_clustering_type; preconditioner_options.sparse_linear_algebra_library_type = options_.sparse_linear_algebra_library_type; preconditioner_options.num_threads = options_.num_threads; preconditioner_options.row_block_size = options_.row_block_size; preconditioner_options.e_block_size = options_.e_block_size; preconditioner_options.f_block_size = options_.f_block_size; preconditioner_options.elimination_groups = options_.elimination_groups; switch (options_.preconditioner_type) { case IDENTITY: break; case JACOBI: preconditioner_.reset( new SparseMatrixPreconditionerWrapper( schur_complement_->block_diagonal_FtF_inverse())); break; case SCHUR_JACOBI: if (preconditioner_.get() == NULL) { preconditioner_.reset( new SchurJacobiPreconditioner(*A->block_structure(), preconditioner_options)); } break; case CLUSTER_JACOBI: case CLUSTER_TRIDIAGONAL: if (preconditioner_.get() == NULL) { preconditioner_.reset( new VisibilityBasedPreconditioner(*A->block_structure(), preconditioner_options)); } break; default: LOG(FATAL) << "Unknown Preconditioner Type"; } bool preconditioner_update_was_successful = true; if (preconditioner_.get() != NULL) { preconditioner_update_was_successful = preconditioner_->Update(*A, per_solve_options.D); cg_per_solve_options.preconditioner = preconditioner_.get(); } event_logger.AddEvent("Setup"); LinearSolver::Summary cg_summary; cg_summary.num_iterations = 0; cg_summary.termination_type = LINEAR_SOLVER_FAILURE; // TODO(sameeragarwal): Refactor preconditioners to return a more // sane message. cg_summary.message = "Preconditioner update failed."; if (preconditioner_update_was_successful) { cg_summary = cg_solver.Solve(schur_complement_.get(), schur_complement_->rhs().data(), cg_per_solve_options, reduced_linear_system_solution_.data()); if (cg_summary.termination_type != LINEAR_SOLVER_FAILURE && cg_summary.termination_type != LINEAR_SOLVER_FATAL_ERROR) { schur_complement_->BackSubstitute( reduced_linear_system_solution_.data(), x); } } event_logger.AddEvent("Solve"); return cg_summary; } } // namespace internal } // namespace ceres