internal/ceres/accelerate_sparse.cc

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2018 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: alexs.mac@gmail.com (Alex Stewart)

// This include must come before any #ifndef check on Ceres compile options.
#include "ceres/internal/port.h"

#ifndef CERES_NO_ACCELERATE_SPARSE

#include "ceres/accelerate_sparse.h"

#include <algorithm>
#include <string>
#include <vector>

#include "ceres/compressed_col_sparse_matrix_utils.h"
#include "ceres/compressed_row_sparse_matrix.h"
#include "ceres/triplet_sparse_matrix.h"
#include "glog/logging.h"

#define CASESTR(x) case x: return #x

namespace ceres {
namespace internal {

const char* SparseStatusToString(SparseStatus_t status) {
  switch (status) {
    CASESTR(SparseStatusOK);
    CASESTR(SparseFactorizationFailed);
    CASESTR(SparseMatrixIsSingular);
    CASESTR(SparseInternalError);
    CASESTR(SparseParameterError);
    CASESTR(SparseStatusReleased);
    default:
      return "UKNOWN";
  }
}

template<typename Scalar>
void AccelerateSparse<Scalar>::Solve(NumericFactorization* numeric_factor,
                                     DenseVector* rhs_and_solution) {
  SparseSolve(*numeric_factor, *rhs_and_solution);
}

template<typename Scalar>
typename AccelerateSparse<Scalar>::ASSparseMatrix
AccelerateSparse<Scalar>::CreateSparseMatrixTransposeView(
    CompressedRowSparseMatrix* A) {
  // Accelerate uses CSC as its sparse storage format whereas Ceres uses CSR.
  // As this method returns the transpose view we can flip rows/cols to map
  // from CSR to CSC^T.
  //
  // Accelerate's columnStarts is a long*, not an int*.  These types might be
  // different (e.g. ARM on iOS) so always make a copy.
  column_starts_.resize(A->num_rows() +1); // +1 for final column length.
  std::copy_n(A->rows(), column_starts_.size(), &column_starts_[0]);

  ASSparseMatrix At;
  At.structure.rowCount = A->num_cols();
  At.structure.columnCount = A->num_rows();
  At.structure.columnStarts = &column_starts_[0];
  At.structure.rowIndices = A->mutable_cols();
  At.structure.attributes.transpose = false;
  At.structure.attributes.triangle = SparseUpperTriangle;
  At.structure.attributes.kind = SparseSymmetric;
  At.structure.attributes._reserved = 0;
  At.structure.attributes._allocatedBySparse = 0;
  At.structure.blockSize = 1;
  if (std::is_same<Scalar, double>::value) {
    At.data = reinterpret_cast<Scalar*>(A->mutable_values());
  } else {
    values_ =
        ConstVectorRef(A->values(), A->num_nonzeros()).template cast<Scalar>();
    At.data = values_.data();
  }
  return At;
}

template<typename Scalar>
typename AccelerateSparse<Scalar>::SymbolicFactorization
AccelerateSparse<Scalar>::AnalyzeCholesky(ASSparseMatrix* A) {
  return SparseFactor(SparseFactorizationCholesky, A->structure);
}

template<typename Scalar>
typename AccelerateSparse<Scalar>::NumericFactorization
AccelerateSparse<Scalar>::Cholesky(ASSparseMatrix* A,
                                   SymbolicFactorization* symbolic_factor) {
  return SparseFactor(*symbolic_factor, *A);
}

template<typename Scalar>
void AccelerateSparse<Scalar>::Cholesky(ASSparseMatrix* A,
                                        NumericFactorization* numeric_factor) {
  return SparseRefactor(*A, numeric_factor);
}

// Instantiate only for the specific template types required/supported s/t the
// definition can be in the .cc file.
template class AccelerateSparse<double>;
template class AccelerateSparse<float>;

template<typename Scalar>
std::unique_ptr<SparseCholesky>
AppleAccelerateCholesky<Scalar>::Create(OrderingType ordering_type) {
  return std::unique_ptr<SparseCholesky>(
      new AppleAccelerateCholesky<Scalar>(ordering_type));
}

template<typename Scalar>
AppleAccelerateCholesky<Scalar>::AppleAccelerateCholesky(
    const OrderingType ordering_type)
    : ordering_type_(ordering_type) {}

template<typename Scalar>
AppleAccelerateCholesky<Scalar>::~AppleAccelerateCholesky() {
  FreeSymbolicFactorization();
  FreeNumericFactorization();
}

template<typename Scalar>
CompressedRowSparseMatrix::StorageType
AppleAccelerateCholesky<Scalar>::StorageType() const {
  return CompressedRowSparseMatrix::LOWER_TRIANGULAR;
}

template<typename Scalar>
LinearSolverTerminationType
AppleAccelerateCholesky<Scalar>::Factorize(CompressedRowSparseMatrix* lhs,
                                           std::string* message) {
  CHECK_EQ(lhs->storage_type(), StorageType());
  if (lhs == NULL) {
    *message = "Failure: Input lhs is NULL.";
    return LINEAR_SOLVER_FATAL_ERROR;
  }
  typename SparseTypesTrait<Scalar>::SparseMatrix as_lhs =
      as_.CreateSparseMatrixTransposeView(lhs);

  if (!symbolic_factor_) {
    symbolic_factor_.reset(
        new typename SparseTypesTrait<Scalar>::SymbolicFactorization(
            as_.AnalyzeCholesky(&as_lhs)));
    if (symbolic_factor_->status != SparseStatusOK) {
      *message = StringPrintf(
          "Apple Accelerate Failure : Symbolic factorisation failed: %s",
          SparseStatusToString(symbolic_factor_->status));
      FreeSymbolicFactorization();
      return LINEAR_SOLVER_FATAL_ERROR;
    }
  }

  if (!numeric_factor_) {
    numeric_factor_.reset(
        new typename SparseTypesTrait<Scalar>::NumericFactorization(
            as_.Cholesky(&as_lhs, symbolic_factor_.get())));
  } else {
    // Recycle memory from previous numeric factorization.
    as_.Cholesky(&as_lhs, numeric_factor_.get());
  }
  if (numeric_factor_->status != SparseStatusOK) {
    *message = StringPrintf(
        "Apple Accelerate Failure : Numeric factorisation failed: %s",
        SparseStatusToString(numeric_factor_->status));
    FreeNumericFactorization();
    return LINEAR_SOLVER_FAILURE;
  }

  return LINEAR_SOLVER_SUCCESS;
}

template<typename Scalar>
LinearSolverTerminationType
AppleAccelerateCholesky<Scalar>::Solve(const double* rhs,
                                       double* solution,
                                       std::string* message) {
  CHECK_EQ(numeric_factor_->status, SparseStatusOK)
      << "Solve called without a call to Factorize first ("
      << SparseStatusToString(numeric_factor_->status) << ").";
  const int num_cols = numeric_factor_->symbolicFactorization.columnCount;

  typename SparseTypesTrait<Scalar>::DenseVector as_rhs_and_solution;
  as_rhs_and_solution.count = num_cols;
  if (std::is_same<Scalar, double>::value) {
    as_rhs_and_solution.data = reinterpret_cast<Scalar*>(solution);
    std::copy_n(rhs, num_cols, solution);
  } else {
    scalar_rhs_and_solution_ =
        ConstVectorRef(rhs, num_cols).template cast<Scalar>();
    as_rhs_and_solution.data = scalar_rhs_and_solution_.data();
  }
  as_.Solve(numeric_factor_.get(), &as_rhs_and_solution);
  if (!std::is_same<Scalar, double>::value) {
    VectorRef(solution, num_cols) =
        scalar_rhs_and_solution_.template cast<double>();
  }
  return LINEAR_SOLVER_SUCCESS;
}

template<typename Scalar>
void AppleAccelerateCholesky<Scalar>::FreeSymbolicFactorization() {
  if (symbolic_factor_) {
    SparseCleanup(*symbolic_factor_);
    symbolic_factor_.reset();
  }
}

template<typename Scalar>
void AppleAccelerateCholesky<Scalar>::FreeNumericFactorization() {
  if (numeric_factor_) {
    SparseCleanup(*numeric_factor_);
    numeric_factor_.reset();
  }
}

// Instantiate only for the specific template types required/supported s/t the
// definition can be in the .cc file.
template class AppleAccelerateCholesky<double>;
template class AppleAccelerateCholesky<float>;

}
}

#endif  // CERES_NO_ACCELERATE_SPARSE