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 //
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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.
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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
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28 //
29 // Author: sameeragarwal@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
IterativeSchurComplementSolver(const LinearSolver::Options & options)57 IterativeSchurComplementSolver::IterativeSchurComplementSolver(
58 const LinearSolver::Options& options)
59 : options_(options) {
60 }
61
~IterativeSchurComplementSolver()62 IterativeSchurComplementSolver::~IterativeSchurComplementSolver() {
63 }
64
SolveImpl(BlockSparseMatrix * A,const double * b,const LinearSolver::PerSolveOptions & per_solve_options,double * x)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