// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) #include "ceres/iterative_refiner.h" #include #include "Eigen/Core" #include "ceres/dense_cholesky.h" #include "ceres/sparse_cholesky.h" #include "ceres/sparse_matrix.h" namespace ceres::internal { SparseIterativeRefiner::SparseIterativeRefiner(const int max_num_iterations) : max_num_iterations_(max_num_iterations) {} SparseIterativeRefiner::~SparseIterativeRefiner() = default; void SparseIterativeRefiner::Allocate(int num_cols) { residual_.resize(num_cols); correction_.resize(num_cols); lhs_x_solution_.resize(num_cols); } void SparseIterativeRefiner::Refine(const SparseMatrix& lhs, const double* rhs_ptr, SparseCholesky* cholesky, double* solution_ptr) { const int num_cols = lhs.num_cols(); Allocate(num_cols); ConstVectorRef rhs(rhs_ptr, num_cols); VectorRef solution(solution_ptr, num_cols); std::string ignored_message; for (int i = 0; i < max_num_iterations_; ++i) { // residual = rhs - lhs * solution lhs_x_solution_.setZero(); lhs.RightMultiplyAndAccumulate(solution_ptr, lhs_x_solution_.data()); residual_ = rhs - lhs_x_solution_; // solution += lhs^-1 residual cholesky->Solve(residual_.data(), correction_.data(), &ignored_message); solution += correction_; } }; DenseIterativeRefiner::DenseIterativeRefiner(const int max_num_iterations) : max_num_iterations_(max_num_iterations) {} DenseIterativeRefiner::~DenseIterativeRefiner() = default; void DenseIterativeRefiner::Allocate(int num_cols) { residual_.resize(num_cols); correction_.resize(num_cols); } void DenseIterativeRefiner::Refine(const int num_cols, const double* lhs_ptr, const double* rhs_ptr, DenseCholesky* cholesky, double* solution_ptr) { Allocate(num_cols); ConstMatrixRef lhs(lhs_ptr, num_cols, num_cols); ConstVectorRef rhs(rhs_ptr, num_cols); VectorRef solution(solution_ptr, num_cols); std::string ignored_message; for (int i = 0; i < max_num_iterations_; ++i) { residual_ = rhs - lhs * solution; // solution += lhs^-1 residual cholesky->Solve(residual_.data(), correction_.data(), &ignored_message); solution += correction_; } }; } // namespace ceres::internal