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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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
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 #include "ceres/dense_qr_solver.h"
35 #include "Eigen/Dense"
36 #include "ceres/dense_sparse_matrix.h"
37 #include "ceres/internal/eigen.h"
38 #include "ceres/internal/scoped_ptr.h"
39 #include "ceres/lapack.h"
40 #include "ceres/linear_solver.h"
41 #include "ceres/types.h"
42 #include "ceres/wall_time.h"
47 DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options)
52 LinearSolver::Summary DenseQRSolver::SolveImpl(
55 const LinearSolver::PerSolveOptions& per_solve_options,
57 if (options_.dense_linear_algebra_library_type == EIGEN) {
58 return SolveUsingEigen(A, b, per_solve_options, x);
60 return SolveUsingLAPACK(A, b, per_solve_options, x);
64 LinearSolver::Summary DenseQRSolver::SolveUsingLAPACK(
67 const LinearSolver::PerSolveOptions& per_solve_options,
69 EventLogger event_logger("DenseQRSolver::Solve");
71 const int num_rows = A->num_rows();
72 const int num_cols = A->num_cols();
74 if (per_solve_options.D != NULL) {
75 // Temporarily append a diagonal block to the A matrix, but undo
76 // it before returning the matrix to the user.
77 A->AppendDiagonal(per_solve_options.D);
80 // TODO(sameeragarwal): Since we are copying anyways, the diagonal
81 // can be appended to the matrix instead of doing it on A.
84 if (per_solve_options.D != NULL) {
85 // Undo the modifications to the matrix A.
89 // rhs = [b;0] to account for the additional rows in the lhs.
90 if (rhs_.rows() != lhs_.rows()) {
91 rhs_.resize(lhs_.rows());
94 rhs_.head(num_rows) = ConstVectorRef(b, num_rows);
96 if (work_.rows() == 1) {
98 LAPACK::EstimateWorkSizeForQR(lhs_.rows(), lhs_.cols());
99 VLOG(3) << "Working memory for Dense QR factorization: "
100 << work_size * sizeof(double);
101 work_.resize(work_size);
104 LinearSolver::Summary summary;
105 summary.num_iterations = 1;
106 summary.termination_type = LAPACK::SolveInPlaceUsingQR(lhs_.rows(),
113 event_logger.AddEvent("Solve");
114 if (summary.termination_type == LINEAR_SOLVER_SUCCESS) {
115 VectorRef(x, num_cols) = rhs_.head(num_cols);
118 event_logger.AddEvent("TearDown");
122 LinearSolver::Summary DenseQRSolver::SolveUsingEigen(
123 DenseSparseMatrix* A,
125 const LinearSolver::PerSolveOptions& per_solve_options,
127 EventLogger event_logger("DenseQRSolver::Solve");
129 const int num_rows = A->num_rows();
130 const int num_cols = A->num_cols();
132 if (per_solve_options.D != NULL) {
133 // Temporarily append a diagonal block to the A matrix, but undo
134 // it before returning the matrix to the user.
135 A->AppendDiagonal(per_solve_options.D);
138 // rhs = [b;0] to account for the additional rows in the lhs.
139 const int augmented_num_rows =
140 num_rows + ((per_solve_options.D != NULL) ? num_cols : 0);
141 if (rhs_.rows() != augmented_num_rows) {
142 rhs_.resize(augmented_num_rows);
145 rhs_.head(num_rows) = ConstVectorRef(b, num_rows);
146 event_logger.AddEvent("Setup");
149 VectorRef(x, num_cols) = A->matrix().householderQr().solve(rhs_);
150 event_logger.AddEvent("Solve");
152 if (per_solve_options.D != NULL) {
153 // Undo the modifications to the matrix A.
157 // We always succeed, since the QR solver returns the best solution
158 // it can. It is the job of the caller to determine if the solution
159 // is good enough or not.
160 LinearSolver::Summary summary;
161 summary.num_iterations = 1;
162 summary.termination_type = LINEAR_SOLVER_SUCCESS;
163 summary.message = "Success.";
165 event_logger.AddEvent("TearDown");
169 } // namespace internal