Home | History | Annotate | Download | only in ceres
      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 "ceres/block_jacobi_preconditioner.h"
     34 #include "ceres/cgnr_linear_operator.h"
     35 #include "ceres/conjugate_gradients_solver.h"
     36 #include "ceres/linear_solver.h"
     37 #include "ceres/wall_time.h"
     38 #include "glog/logging.h"
     39 
     40 namespace ceres {
     41 namespace internal {
     42 
     43 CgnrSolver::CgnrSolver(const LinearSolver::Options& options)
     44   : options_(options),
     45     preconditioner_(NULL) {
     46 }
     47 
     48 LinearSolver::Summary CgnrSolver::SolveImpl(
     49     BlockSparseMatrix* A,
     50     const double* b,
     51     const LinearSolver::PerSolveOptions& per_solve_options,
     52     double* x) {
     53   EventLogger event_logger("CgnrSolver::Solve");
     54 
     55   // Form z = Atb.
     56   scoped_array<double> z(new double[A->num_cols()]);
     57   std::fill(z.get(), z.get() + A->num_cols(), 0.0);
     58   A->LeftMultiply(b, z.get());
     59 
     60   // Precondition if necessary.
     61   LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options;
     62   if (options_.preconditioner_type == JACOBI) {
     63     if (preconditioner_.get() == NULL) {
     64       preconditioner_.reset(new BlockJacobiPreconditioner(*A));
     65     }
     66     preconditioner_->Update(*A, per_solve_options.D);
     67     cg_per_solve_options.preconditioner = preconditioner_.get();
     68   } else if (options_.preconditioner_type != IDENTITY) {
     69     LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners.";
     70   }
     71 
     72   // Solve (AtA + DtD)x = z (= Atb).
     73   std::fill(x, x + A->num_cols(), 0.0);
     74   CgnrLinearOperator lhs(*A, per_solve_options.D);
     75   event_logger.AddEvent("Setup");
     76 
     77   ConjugateGradientsSolver conjugate_gradient_solver(options_);
     78   LinearSolver::Summary summary =
     79       conjugate_gradient_solver.Solve(&lhs, z.get(), cg_per_solve_options, x);
     80   event_logger.AddEvent("Solve");
     81 
     82   return summary;
     83 }
     84 
     85 }  // namespace internal
     86 }  // namespace ceres
     87