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/sparse_cholesky.cc b/internal/ceres/sparse_cholesky.cc
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+// 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)
+
+#include "ceres/sparse_cholesky.h"
+
+#include "ceres/accelerate_sparse.h"
+#include "ceres/cxsparse.h"
+#include "ceres/eigensparse.h"
+#include "ceres/float_cxsparse.h"
+#include "ceres/float_suitesparse.h"
+#include "ceres/iterative_refiner.h"
+#include "ceres/suitesparse.h"
+
+namespace ceres {
+namespace internal {
+
+std::unique_ptr<SparseCholesky> SparseCholesky::Create(
+ const LinearSolver::Options& options) {
+ const OrderingType ordering_type = options.use_postordering ? AMD : NATURAL;
+ std::unique_ptr<SparseCholesky> sparse_cholesky;
+
+ switch (options.sparse_linear_algebra_library_type) {
+ case SUITE_SPARSE:
+#ifndef CERES_NO_SUITESPARSE
+ if (options.use_mixed_precision_solves) {
+ sparse_cholesky = FloatSuiteSparseCholesky::Create(ordering_type);
+ } else {
+ sparse_cholesky = SuiteSparseCholesky::Create(ordering_type);
+ }
+ break;
+#else
+ LOG(FATAL) << "Ceres was compiled without support for SuiteSparse.";
+#endif
+
+ case EIGEN_SPARSE:
+#ifdef CERES_USE_EIGEN_SPARSE
+ if (options.use_mixed_precision_solves) {
+ sparse_cholesky = FloatEigenSparseCholesky::Create(ordering_type);
+ } else {
+ sparse_cholesky = EigenSparseCholesky::Create(ordering_type);
+ }
+ break;
+#else
+ LOG(FATAL) << "Ceres was compiled without support for "
+ << "Eigen's sparse Cholesky factorization routines.";
+#endif
+
+ case CX_SPARSE:
+#ifndef CERES_NO_CXSPARSE
+ if (options.use_mixed_precision_solves) {
+ sparse_cholesky = FloatCXSparseCholesky::Create(ordering_type);
+ } else {
+ sparse_cholesky = CXSparseCholesky::Create(ordering_type);
+ }
+ break;
+#else
+ LOG(FATAL) << "Ceres was compiled without support for CXSparse.";
+#endif
+
+ case ACCELERATE_SPARSE:
+#ifndef CERES_NO_ACCELERATE_SPARSE
+ if (options.use_mixed_precision_solves) {
+ sparse_cholesky = AppleAccelerateCholesky<float>::Create(ordering_type);
+ } else {
+ sparse_cholesky = AppleAccelerateCholesky<double>::Create(ordering_type);
+ }
+ break;
+#else
+ LOG(FATAL) << "Ceres was compiled without support for Apple's Accelerate "
+ << "framework solvers.";
+#endif
+
+ default:
+ LOG(FATAL) << "Unknown sparse linear algebra library type : "
+ << SparseLinearAlgebraLibraryTypeToString(
+ options.sparse_linear_algebra_library_type);
+ }
+
+ if (options.max_num_refinement_iterations > 0) {
+ std::unique_ptr<IterativeRefiner> refiner(
+ new IterativeRefiner(options.max_num_refinement_iterations));
+ sparse_cholesky = std::unique_ptr<SparseCholesky>(new RefinedSparseCholesky(
+ std::move(sparse_cholesky), std::move(refiner)));
+ }
+ return sparse_cholesky;
+}
+
+SparseCholesky::~SparseCholesky() {}
+
+LinearSolverTerminationType SparseCholesky::FactorAndSolve(
+ CompressedRowSparseMatrix* lhs,
+ const double* rhs,
+ double* solution,
+ std::string* message) {
+ LinearSolverTerminationType termination_type = Factorize(lhs, message);
+ if (termination_type == LINEAR_SOLVER_SUCCESS) {
+ termination_type = Solve(rhs, solution, message);
+ }
+ return termination_type;
+}
+
+CompressedRowSparseMatrix::StorageType StorageTypeForSparseLinearAlgebraLibrary(
+ SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type) {
+ if (sparse_linear_algebra_library_type == SUITE_SPARSE) {
+ return CompressedRowSparseMatrix::UPPER_TRIANGULAR;
+ }
+ return CompressedRowSparseMatrix::LOWER_TRIANGULAR;
+}
+
+RefinedSparseCholesky::RefinedSparseCholesky(
+ std::unique_ptr<SparseCholesky> sparse_cholesky,
+ std::unique_ptr<IterativeRefiner> iterative_refiner)
+ : sparse_cholesky_(std::move(sparse_cholesky)),
+ iterative_refiner_(std::move(iterative_refiner)) {}
+
+RefinedSparseCholesky::~RefinedSparseCholesky() {}
+
+CompressedRowSparseMatrix::StorageType RefinedSparseCholesky::StorageType()
+ const {
+ return sparse_cholesky_->StorageType();
+}
+
+LinearSolverTerminationType RefinedSparseCholesky::Factorize(
+ CompressedRowSparseMatrix* lhs, std::string* message) {
+ lhs_ = lhs;
+ return sparse_cholesky_->Factorize(lhs, message);
+}
+
+LinearSolverTerminationType RefinedSparseCholesky::Solve(const double* rhs,
+ double* solution,
+ std::string* message) {
+ CHECK(lhs_ != nullptr);
+ auto termination_type = sparse_cholesky_->Solve(rhs, solution, message);
+ if (termination_type != LINEAR_SOLVER_SUCCESS) {
+ return termination_type;
+ }
+
+ iterative_refiner_->Refine(*lhs_, rhs, sparse_cholesky_.get(), solution);
+ return LINEAR_SOLVER_SUCCESS;
+}
+
+} // namespace internal
+} // namespace ceres