1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: keir@google.com (Keir Mierle)
30
31 #include "ceres/cgnr_solver.h"
32
33 #include "ceres/block_jacobi_preconditioner.h"
34 #include "ceres/cgnr_linear_operator.h"
35 #include "ceres/conjugate_gradients_solver.h"
36 #include "ceres/internal/eigen.h"
37 #include "ceres/linear_solver.h"
38 #include "ceres/wall_time.h"
39 #include "glog/logging.h"
40
41 namespace ceres {
42 namespace internal {
43
CgnrSolver(const LinearSolver::Options & options)44 CgnrSolver::CgnrSolver(const LinearSolver::Options& options)
45 : options_(options),
46 preconditioner_(NULL) {
47 if (options_.preconditioner_type != JACOBI &&
48 options_.preconditioner_type != IDENTITY) {
49 LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners.";
50 }
51 }
52
SolveImpl(BlockSparseMatrix * A,const double * b,const LinearSolver::PerSolveOptions & per_solve_options,double * x)53 LinearSolver::Summary CgnrSolver::SolveImpl(
54 BlockSparseMatrix* A,
55 const double* b,
56 const LinearSolver::PerSolveOptions& per_solve_options,
57 double* x) {
58 EventLogger event_logger("CgnrSolver::Solve");
59
60 // Form z = Atb.
61 Vector z(A->num_cols());
62 z.setZero();
63 A->LeftMultiply(b, z.data());
64
65 // Precondition if necessary.
66 LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options;
67 if (options_.preconditioner_type == JACOBI) {
68 if (preconditioner_.get() == NULL) {
69 preconditioner_.reset(new BlockJacobiPreconditioner(*A));
70 }
71 preconditioner_->Update(*A, per_solve_options.D);
72 cg_per_solve_options.preconditioner = preconditioner_.get();
73 }
74
75 // Solve (AtA + DtD)x = z (= Atb).
76 VectorRef(x, A->num_cols()).setZero();
77 CgnrLinearOperator lhs(*A, per_solve_options.D);
78 event_logger.AddEvent("Setup");
79
80 ConjugateGradientsSolver conjugate_gradient_solver(options_);
81 LinearSolver::Summary summary =
82 conjugate_gradient_solver.Solve(&lhs, z.data(), cg_per_solve_options, x);
83 event_logger.AddEvent("Solve");
84 return summary;
85 }
86
87 } // namespace internal
88 } // namespace ceres
89