1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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6 // modification, are permitted provided that the following conditions are met:
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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
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29 // Author: keir@google.com (Keir Mierle)
31 #include "ceres/cgnr_solver.h"
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"
44 CgnrSolver::CgnrSolver(const LinearSolver::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.";
53 LinearSolver::Summary CgnrSolver::SolveImpl(
56 const LinearSolver::PerSolveOptions& per_solve_options,
58 EventLogger event_logger("CgnrSolver::Solve");
61 Vector z(A->num_cols());
63 A->LeftMultiply(b, z.data());
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));
71 preconditioner_->Update(*A, per_solve_options.D);
72 cg_per_solve_options.preconditioner = preconditioner_.get();
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");
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");
87 } // namespace internal