1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 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 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 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 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: keir (at) google.com (Keir Mierle) 30 31 #include "ceres/cgnr_solver.h" 32 33 #include "glog/logging.h" 34 #include "ceres/linear_solver.h" 35 #include "ceres/cgnr_linear_operator.h" 36 #include "ceres/conjugate_gradients_solver.h" 37 #include "ceres/block_jacobi_preconditioner.h" 38 39 namespace ceres { 40 namespace internal { 41 42 CgnrSolver::CgnrSolver(const LinearSolver::Options& options) 43 : options_(options), 44 jacobi_preconditioner_(NULL) { 45 } 46 47 LinearSolver::Summary CgnrSolver::Solve( 48 LinearOperator* A, 49 const double* b, 50 const LinearSolver::PerSolveOptions& per_solve_options, 51 double* x) { 52 // Form z = Atb. 53 scoped_array<double> z(new double[A->num_cols()]); 54 std::fill(z.get(), z.get() + A->num_cols(), 0.0); 55 A->LeftMultiply(b, z.get()); 56 57 // Precondition if necessary. 58 LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options; 59 if (options_.preconditioner_type == JACOBI) { 60 if (jacobi_preconditioner_.get() == NULL) { 61 jacobi_preconditioner_.reset(new BlockJacobiPreconditioner(*A)); 62 } 63 jacobi_preconditioner_->Update(*A, per_solve_options.D); 64 cg_per_solve_options.preconditioner = jacobi_preconditioner_.get(); 65 } else if (options_.preconditioner_type != IDENTITY) { 66 LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners."; 67 } 68 69 // Solve (AtA + DtD)x = z (= Atb). 70 std::fill(x, x + A->num_cols(), 0.0); 71 CgnrLinearOperator lhs(*A, per_solve_options.D); 72 ConjugateGradientsSolver conjugate_gradient_solver(options_); 73 return conjugate_gradient_solver.Solve(&lhs, 74 z.get(), 75 cg_per_solve_options, 76 x); 77 } 78 79 } // namespace internal 80 } // namespace ceres 81
