1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 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: sameeragarwal (at) google.com (Sameer Agarwal) 30 31 #include "ceres/iterative_schur_complement_solver.h" 32 33 #include <algorithm> 34 #include <cstring> 35 #include <vector> 36 37 #include "Eigen/Dense" 38 #include "ceres/block_sparse_matrix.h" 39 #include "ceres/block_structure.h" 40 #include "ceres/conjugate_gradients_solver.h" 41 #include "ceres/detect_structure.h" 42 #include "ceres/implicit_schur_complement.h" 43 #include "ceres/internal/eigen.h" 44 #include "ceres/internal/scoped_ptr.h" 45 #include "ceres/linear_solver.h" 46 #include "ceres/preconditioner.h" 47 #include "ceres/schur_jacobi_preconditioner.h" 48 #include "ceres/triplet_sparse_matrix.h" 49 #include "ceres/types.h" 50 #include "ceres/visibility_based_preconditioner.h" 51 #include "ceres/wall_time.h" 52 #include "glog/logging.h" 53 54 namespace ceres { 55 namespace internal { 56 57 IterativeSchurComplementSolver::IterativeSchurComplementSolver( 58 const LinearSolver::Options& options) 59 : options_(options) { 60 } 61 62 IterativeSchurComplementSolver::~IterativeSchurComplementSolver() { 63 } 64 65 LinearSolver::Summary IterativeSchurComplementSolver::SolveImpl( 66 BlockSparseMatrix* A, 67 const double* b, 68 const LinearSolver::PerSolveOptions& per_solve_options, 69 double* x) { 70 EventLogger event_logger("IterativeSchurComplementSolver::Solve"); 71 72 CHECK_NOTNULL(A->block_structure()); 73 const int num_eliminate_blocks = options_.elimination_groups[0]; 74 // Initialize a ImplicitSchurComplement object. 75 if (schur_complement_ == NULL) { 76 DetectStructure(*(A->block_structure()), 77 num_eliminate_blocks, 78 &options_.row_block_size, 79 &options_.e_block_size, 80 &options_.f_block_size); 81 schur_complement_.reset(new ImplicitSchurComplement(options_)); 82 } 83 schur_complement_->Init(*A, per_solve_options.D, b); 84 85 const int num_schur_complement_blocks = 86 A->block_structure()->cols.size() - num_eliminate_blocks; 87 if (num_schur_complement_blocks == 0) { 88 VLOG(2) << "No parameter blocks left in the schur complement."; 89 LinearSolver::Summary cg_summary; 90 cg_summary.num_iterations = 0; 91 cg_summary.termination_type = LINEAR_SOLVER_SUCCESS; 92 schur_complement_->BackSubstitute(NULL, x); 93 return cg_summary; 94 } 95 96 // Initialize the solution to the Schur complement system to zero. 97 reduced_linear_system_solution_.resize(schur_complement_->num_rows()); 98 reduced_linear_system_solution_.setZero(); 99 100 // Instantiate a conjugate gradient solver that runs on the Schur 101 // complement matrix with the block diagonal of the matrix F'F as 102 // the preconditioner. 103 LinearSolver::Options cg_options; 104 cg_options.max_num_iterations = options_.max_num_iterations; 105 ConjugateGradientsSolver cg_solver(cg_options); 106 LinearSolver::PerSolveOptions cg_per_solve_options; 107 108 cg_per_solve_options.r_tolerance = per_solve_options.r_tolerance; 109 cg_per_solve_options.q_tolerance = per_solve_options.q_tolerance; 110 111 Preconditioner::Options preconditioner_options; 112 preconditioner_options.type = options_.preconditioner_type; 113 preconditioner_options.visibility_clustering_type = 114 options_.visibility_clustering_type; 115 preconditioner_options.sparse_linear_algebra_library_type = 116 options_.sparse_linear_algebra_library_type; 117 preconditioner_options.num_threads = options_.num_threads; 118 preconditioner_options.row_block_size = options_.row_block_size; 119 preconditioner_options.e_block_size = options_.e_block_size; 120 preconditioner_options.f_block_size = options_.f_block_size; 121 preconditioner_options.elimination_groups = options_.elimination_groups; 122 123 switch (options_.preconditioner_type) { 124 case IDENTITY: 125 break; 126 case JACOBI: 127 preconditioner_.reset( 128 new SparseMatrixPreconditionerWrapper( 129 schur_complement_->block_diagonal_FtF_inverse())); 130 break; 131 case SCHUR_JACOBI: 132 if (preconditioner_.get() == NULL) { 133 preconditioner_.reset( 134 new SchurJacobiPreconditioner(*A->block_structure(), 135 preconditioner_options)); 136 } 137 break; 138 case CLUSTER_JACOBI: 139 case CLUSTER_TRIDIAGONAL: 140 if (preconditioner_.get() == NULL) { 141 preconditioner_.reset( 142 new VisibilityBasedPreconditioner(*A->block_structure(), 143 preconditioner_options)); 144 } 145 break; 146 default: 147 LOG(FATAL) << "Unknown Preconditioner Type"; 148 } 149 150 bool preconditioner_update_was_successful = true; 151 if (preconditioner_.get() != NULL) { 152 preconditioner_update_was_successful = 153 preconditioner_->Update(*A, per_solve_options.D); 154 cg_per_solve_options.preconditioner = preconditioner_.get(); 155 } 156 event_logger.AddEvent("Setup"); 157 158 LinearSolver::Summary cg_summary; 159 cg_summary.num_iterations = 0; 160 cg_summary.termination_type = LINEAR_SOLVER_FAILURE; 161 162 // TODO(sameeragarwal): Refactor preconditioners to return a more 163 // sane message. 164 cg_summary.message = "Preconditioner update failed."; 165 if (preconditioner_update_was_successful) { 166 cg_summary = cg_solver.Solve(schur_complement_.get(), 167 schur_complement_->rhs().data(), 168 cg_per_solve_options, 169 reduced_linear_system_solution_.data()); 170 if (cg_summary.termination_type != LINEAR_SOLVER_FAILURE && 171 cg_summary.termination_type != LINEAR_SOLVER_FATAL_ERROR) { 172 schur_complement_->BackSubstitute( 173 reduced_linear_system_solution_.data(), x); 174 } 175 } 176 event_logger.AddEvent("Solve"); 177 return cg_summary; 178 } 179 180 } // namespace internal 181 } // namespace ceres 182
