Squashed 'third_party/ceres/' content from commit e51e9b4
Change-Id: I763587619d57e594d3fa158dc3a7fe0b89a1743b
git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/iterative_schur_complement_solver.cc b/internal/ceres/iterative_schur_complement_solver.cc
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 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/iterative_schur_complement_solver.h"
+
+#include <algorithm>
+#include <cstring>
+#include <vector>
+
+#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/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(A->block_structure() != nullptr);
+ 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 summary;
+ summary.num_iterations = 0;
+ summary.termination_type = LINEAR_SOLVER_SUCCESS;
+ schur_complement_->BackSubstitute(NULL, x);
+ return 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();
+
+ LinearSolver::Options cg_options;
+ cg_options.min_num_iterations = options_.min_num_iterations;
+ 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;
+
+ CreatePreconditioner(A);
+ if (preconditioner_.get() != NULL) {
+ if (!preconditioner_->Update(*A, per_solve_options.D)) {
+ LinearSolver::Summary summary;
+ summary.num_iterations = 0;
+ summary.termination_type = LINEAR_SOLVER_FAILURE;
+ summary.message = "Preconditioner update failed.";
+ return summary;
+ }
+
+ cg_per_solve_options.preconditioner = preconditioner_.get();
+ }
+
+ event_logger.AddEvent("Setup");
+ LinearSolver::Summary summary =
+ cg_solver.Solve(schur_complement_.get(),
+ schur_complement_->rhs().data(),
+ cg_per_solve_options,
+ reduced_linear_system_solution_.data());
+ if (summary.termination_type != LINEAR_SOLVER_FAILURE &&
+ summary.termination_type != LINEAR_SOLVER_FATAL_ERROR) {
+ schur_complement_->BackSubstitute(reduced_linear_system_solution_.data(),
+ x);
+ }
+ event_logger.AddEvent("Solve");
+ return summary;
+}
+
+void IterativeSchurComplementSolver::CreatePreconditioner(
+ BlockSparseMatrix* A) {
+ if (options_.preconditioner_type == IDENTITY ||
+ preconditioner_.get() != NULL) {
+ return;
+ }
+
+ 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;
+ CHECK(options_.context != NULL);
+ preconditioner_options.context = options_.context;
+
+ switch (options_.preconditioner_type) {
+ case JACOBI:
+ preconditioner_.reset(new SparseMatrixPreconditionerWrapper(
+ schur_complement_->block_diagonal_FtF_inverse()));
+ break;
+ case SCHUR_JACOBI:
+ preconditioner_.reset(new SchurJacobiPreconditioner(
+ *A->block_structure(), preconditioner_options));
+ break;
+ case CLUSTER_JACOBI:
+ case CLUSTER_TRIDIAGONAL:
+ preconditioner_.reset(new VisibilityBasedPreconditioner(
+ *A->block_structure(), preconditioner_options));
+ break;
+ default:
+ LOG(FATAL) << "Unknown Preconditioner Type";
+ }
+};
+
+} // namespace internal
+} // namespace ceres