1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2017 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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10 // * Redistributions in binary form must reproduce the above copyright notice,
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 #include "ceres/sparse_normal_cholesky_solver.h"
37 #include "ceres/block_sparse_matrix.h"
38 #include "ceres/inner_product_computer.h"
39 #include "ceres/internal/eigen.h"
40 #include "ceres/internal/scoped_ptr.h"
41 #include "ceres/linear_solver.h"
42 #include "ceres/sparse_cholesky.h"
43 #include "ceres/triplet_sparse_matrix.h"
44 #include "ceres/types.h"
45 #include "ceres/wall_time.h"
50 SparseNormalCholeskySolver::SparseNormalCholeskySolver(
51 const LinearSolver::Options& options)
53 sparse_cholesky_.reset(
54 SparseCholesky::Create(options_.sparse_linear_algebra_library_type,
55 options_.use_postordering ? AMD : NATURAL));
58 SparseNormalCholeskySolver::~SparseNormalCholeskySolver() {}
60 LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl(
63 const LinearSolver::PerSolveOptions& per_solve_options,
65 EventLogger event_logger("SparseNormalCholeskySolver::Solve");
66 LinearSolver::Summary summary;
67 summary.num_iterations = 1;
68 summary.termination_type = LINEAR_SOLVER_SUCCESS;
69 summary.message = "Success.";
71 const int num_cols = A->num_cols();
72 VectorRef(x, num_cols).setZero();
73 A->LeftMultiply(b, x);
74 event_logger.AddEvent("Compute RHS");
76 if (per_solve_options.D != NULL) {
77 // Temporarily append a diagonal block to the A matrix, but undo
78 // it before returning the matrix to the user.
79 scoped_ptr<BlockSparseMatrix> regularizer;
80 regularizer.reset(BlockSparseMatrix::CreateDiagonalMatrix(
81 per_solve_options.D, A->block_structure()->cols));
82 event_logger.AddEvent("Diagonal");
83 A->AppendRows(*regularizer);
84 event_logger.AddEvent("Append");
86 event_logger.AddEvent("Append Rows");
88 if (inner_product_computer_.get() == NULL) {
89 inner_product_computer_.reset(
90 InnerProductComputer::Create(*A, sparse_cholesky_->StorageType()));
92 event_logger.AddEvent("InnerProductComputer::Create");
95 inner_product_computer_->Compute();
96 event_logger.AddEvent("InnerProductComputer::Compute");
98 // TODO(sameeragarwal):
100 if (per_solve_options.D != NULL) {
101 A->DeleteRowBlocks(A->block_structure()->cols.size());
103 summary.termination_type = sparse_cholesky_->FactorAndSolve(
104 inner_product_computer_->mutable_result(), x, x, &summary.message);
105 event_logger.AddEvent("Factor & Solve");
109 } // namespace internal