// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 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) // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifndef CERES_NO_SUITESPARSE #include "ceres/suitesparse.h" #include #include "ceres/compressed_col_sparse_matrix_utils.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/linear_solver.h" #include "ceres/triplet_sparse_matrix.h" #include "cholmod.h" namespace ceres { namespace internal { using std::string; using std::vector; SuiteSparse::SuiteSparse() { cholmod_start(&cc_); } SuiteSparse::~SuiteSparse() { cholmod_finish(&cc_); } cholmod_sparse* SuiteSparse::CreateSparseMatrix(TripletSparseMatrix* A) { cholmod_triplet triplet; triplet.nrow = A->num_rows(); triplet.ncol = A->num_cols(); triplet.nzmax = A->max_num_nonzeros(); triplet.nnz = A->num_nonzeros(); triplet.i = reinterpret_cast(A->mutable_rows()); triplet.j = reinterpret_cast(A->mutable_cols()); triplet.x = reinterpret_cast(A->mutable_values()); triplet.stype = 0; // Matrix is not symmetric. triplet.itype = CHOLMOD_INT; triplet.xtype = CHOLMOD_REAL; triplet.dtype = CHOLMOD_DOUBLE; return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_); } cholmod_sparse* SuiteSparse::CreateSparseMatrixTranspose( TripletSparseMatrix* A) { cholmod_triplet triplet; triplet.ncol = A->num_rows(); // swap row and columns triplet.nrow = A->num_cols(); triplet.nzmax = A->max_num_nonzeros(); triplet.nnz = A->num_nonzeros(); // swap rows and columns triplet.j = reinterpret_cast(A->mutable_rows()); triplet.i = reinterpret_cast(A->mutable_cols()); triplet.x = reinterpret_cast(A->mutable_values()); triplet.stype = 0; // Matrix is not symmetric. triplet.itype = CHOLMOD_INT; triplet.xtype = CHOLMOD_REAL; triplet.dtype = CHOLMOD_DOUBLE; return cholmod_triplet_to_sparse(&triplet, triplet.nnz, &cc_); } cholmod_sparse SuiteSparse::CreateSparseMatrixTransposeView( CompressedRowSparseMatrix* A) { cholmod_sparse m; m.nrow = A->num_cols(); m.ncol = A->num_rows(); m.nzmax = A->num_nonzeros(); m.nz = NULL; m.p = reinterpret_cast(A->mutable_rows()); m.i = reinterpret_cast(A->mutable_cols()); m.x = reinterpret_cast(A->mutable_values()); m.z = NULL; if (A->storage_type() == CompressedRowSparseMatrix::LOWER_TRIANGULAR) { m.stype = 1; } else if (A->storage_type() == CompressedRowSparseMatrix::UPPER_TRIANGULAR) { m.stype = -1; } else { m.stype = 0; } m.itype = CHOLMOD_INT; m.xtype = CHOLMOD_REAL; m.dtype = CHOLMOD_DOUBLE; m.sorted = 1; m.packed = 1; return m; } cholmod_dense* SuiteSparse::CreateDenseVector(const double* x, int in_size, int out_size) { CHECK_LE(in_size, out_size); cholmod_dense* v = cholmod_zeros(out_size, 1, CHOLMOD_REAL, &cc_); if (x != NULL) { memcpy(v->x, x, in_size * sizeof(*x)); } return v; } cholmod_factor* SuiteSparse::AnalyzeCholesky(cholmod_sparse* A, string* message) { // Cholmod can try multiple re-ordering strategies to find a fill // reducing ordering. Here we just tell it use AMD with automatic // matrix dependence choice of supernodal versus simplicial // factorization. cc_.nmethods = 1; cc_.method[0].ordering = CHOLMOD_AMD; cc_.supernodal = CHOLMOD_AUTO; cholmod_factor* factor = cholmod_analyze(A, &cc_); if (VLOG_IS_ON(2)) { cholmod_print_common(const_cast("Symbolic Analysis"), &cc_); } if (cc_.status != CHOLMOD_OK) { *message = StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); return NULL; } return CHECK_NOTNULL(factor); } cholmod_factor* SuiteSparse::BlockAnalyzeCholesky(cholmod_sparse* A, const vector& row_blocks, const vector& col_blocks, string* message) { vector ordering; if (!BlockAMDOrdering(A, row_blocks, col_blocks, &ordering)) { return NULL; } return AnalyzeCholeskyWithUserOrdering(A, ordering, message); } cholmod_factor* SuiteSparse::AnalyzeCholeskyWithUserOrdering( cholmod_sparse* A, const vector& ordering, string* message) { CHECK_EQ(ordering.size(), A->nrow); cc_.nmethods = 1; cc_.method[0].ordering = CHOLMOD_GIVEN; cholmod_factor* factor = cholmod_analyze_p(A, const_cast(&ordering[0]), NULL, 0, &cc_); if (VLOG_IS_ON(2)) { cholmod_print_common(const_cast("Symbolic Analysis"), &cc_); } if (cc_.status != CHOLMOD_OK) { *message = StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); return NULL; } return CHECK_NOTNULL(factor); } cholmod_factor* SuiteSparse::AnalyzeCholeskyWithNaturalOrdering( cholmod_sparse* A, string* message) { cc_.nmethods = 1; cc_.method[0].ordering = CHOLMOD_NATURAL; cc_.postorder = 0; cholmod_factor* factor = cholmod_analyze(A, &cc_); if (VLOG_IS_ON(2)) { cholmod_print_common(const_cast("Symbolic Analysis"), &cc_); } if (cc_.status != CHOLMOD_OK) { *message = StringPrintf("cholmod_analyze failed. error code: %d", cc_.status); return NULL; } return CHECK_NOTNULL(factor); } bool SuiteSparse::BlockAMDOrdering(const cholmod_sparse* A, const vector& row_blocks, const vector& col_blocks, vector* ordering) { const int num_row_blocks = row_blocks.size(); const int num_col_blocks = col_blocks.size(); // Arrays storing the compressed column structure of the matrix // incoding the block sparsity of A. vector block_cols; vector block_rows; CompressedColumnScalarMatrixToBlockMatrix(reinterpret_cast(A->i), reinterpret_cast(A->p), row_blocks, col_blocks, &block_rows, &block_cols); cholmod_sparse_struct block_matrix; block_matrix.nrow = num_row_blocks; block_matrix.ncol = num_col_blocks; block_matrix.nzmax = block_rows.size(); block_matrix.p = reinterpret_cast(&block_cols[0]); block_matrix.i = reinterpret_cast(&block_rows[0]); block_matrix.x = NULL; block_matrix.stype = A->stype; block_matrix.itype = CHOLMOD_INT; block_matrix.xtype = CHOLMOD_PATTERN; block_matrix.dtype = CHOLMOD_DOUBLE; block_matrix.sorted = 1; block_matrix.packed = 1; vector block_ordering(num_row_blocks); if (!cholmod_amd(&block_matrix, NULL, 0, &block_ordering[0], &cc_)) { return false; } BlockOrderingToScalarOrdering(row_blocks, block_ordering, ordering); return true; } LinearSolverTerminationType SuiteSparse::Cholesky(cholmod_sparse* A, cholmod_factor* L, string* message) { CHECK_NOTNULL(A); CHECK_NOTNULL(L); // Save the current print level and silence CHOLMOD, otherwise // CHOLMOD is prone to dumping stuff to stderr, which can be // distracting when the error (matrix is indefinite) is not a fatal // failure. const int old_print_level = cc_.print; cc_.print = 0; cc_.quick_return_if_not_posdef = 1; int cholmod_status = cholmod_factorize(A, L, &cc_); cc_.print = old_print_level; switch (cc_.status) { case CHOLMOD_NOT_INSTALLED: *message = "CHOLMOD failure: Method not installed."; return LINEAR_SOLVER_FATAL_ERROR; case CHOLMOD_OUT_OF_MEMORY: *message = "CHOLMOD failure: Out of memory."; return LINEAR_SOLVER_FATAL_ERROR; case CHOLMOD_TOO_LARGE: *message = "CHOLMOD failure: Integer overflow occurred."; return LINEAR_SOLVER_FATAL_ERROR; case CHOLMOD_INVALID: *message = "CHOLMOD failure: Invalid input."; return LINEAR_SOLVER_FATAL_ERROR; case CHOLMOD_NOT_POSDEF: *message = "CHOLMOD warning: Matrix not positive definite."; return LINEAR_SOLVER_FAILURE; case CHOLMOD_DSMALL: *message = "CHOLMOD warning: D for LDL' or diag(L) or " "LL' has tiny absolute value."; return LINEAR_SOLVER_FAILURE; case CHOLMOD_OK: if (cholmod_status != 0) { return LINEAR_SOLVER_SUCCESS; } *message = "CHOLMOD failure: cholmod_factorize returned false " "but cholmod_common::status is CHOLMOD_OK." "Please report this to ceres-solver@googlegroups.com."; return LINEAR_SOLVER_FATAL_ERROR; default: *message = StringPrintf( "Unknown cholmod return code: %d. " "Please report this to ceres-solver@googlegroups.com.", cc_.status); return LINEAR_SOLVER_FATAL_ERROR; } return LINEAR_SOLVER_FATAL_ERROR; } cholmod_dense* SuiteSparse::Solve(cholmod_factor* L, cholmod_dense* b, string* message) { if (cc_.status != CHOLMOD_OK) { *message = "cholmod_solve failed. CHOLMOD status is not CHOLMOD_OK"; return NULL; } return cholmod_solve(CHOLMOD_A, L, b, &cc_); } bool SuiteSparse::ApproximateMinimumDegreeOrdering(cholmod_sparse* matrix, int* ordering) { return cholmod_amd(matrix, NULL, 0, ordering, &cc_); } bool SuiteSparse::ConstrainedApproximateMinimumDegreeOrdering( cholmod_sparse* matrix, int* constraints, int* ordering) { #ifndef CERES_NO_CAMD return cholmod_camd(matrix, NULL, 0, constraints, ordering, &cc_); #else LOG(FATAL) << "Congratulations you have found a bug in Ceres." << "Ceres Solver was compiled with SuiteSparse " << "version 4.1.0 or less. Calling this function " << "in that case is a bug. Please contact the" << "the Ceres Solver developers."; return false; #endif } SuiteSparseCholesky* SuiteSparseCholesky::Create( const OrderingType ordering_type) { return new SuiteSparseCholesky(ordering_type); } SuiteSparseCholesky::SuiteSparseCholesky(const OrderingType ordering_type) : ordering_type_(ordering_type), factor_(NULL) {} SuiteSparseCholesky::~SuiteSparseCholesky() { if (factor_ != NULL) { ss_.Free(factor_); } } LinearSolverTerminationType SuiteSparseCholesky::Factorize( CompressedRowSparseMatrix* lhs, string* message) { if (lhs == NULL) { *message = "Failure: Input lhs is NULL."; return LINEAR_SOLVER_FATAL_ERROR; } cholmod_sparse cholmod_lhs = ss_.CreateSparseMatrixTransposeView(lhs); if (factor_ == NULL) { if (ordering_type_ == NATURAL) { factor_ = ss_.AnalyzeCholeskyWithNaturalOrdering(&cholmod_lhs, message); } else { if (!lhs->col_blocks().empty() && !(lhs->row_blocks().empty())) { factor_ = ss_.BlockAnalyzeCholesky( &cholmod_lhs, lhs->col_blocks(), lhs->row_blocks(), message); } else { factor_ = ss_.AnalyzeCholesky(&cholmod_lhs, message); } } if (factor_ == NULL) { return LINEAR_SOLVER_FATAL_ERROR; } } return ss_.Cholesky(&cholmod_lhs, factor_, message); } CompressedRowSparseMatrix::StorageType SuiteSparseCholesky::StorageType() const { return ((ordering_type_ == NATURAL) ? CompressedRowSparseMatrix::UPPER_TRIANGULAR : CompressedRowSparseMatrix::LOWER_TRIANGULAR); } LinearSolverTerminationType SuiteSparseCholesky::Solve(const double* rhs, double* solution, string* message) { // Error checking if (factor_ == NULL) { *message = "Solve called without a call to Factorize first."; return LINEAR_SOLVER_FATAL_ERROR; } const int num_cols = factor_->n; cholmod_dense* cholmod_dense_rhs = ss_.CreateDenseVector(rhs, num_cols, num_cols); cholmod_dense* cholmod_dense_solution = ss_.Solve(factor_, cholmod_dense_rhs, message); ss_.Free(cholmod_dense_rhs); if (cholmod_dense_solution == NULL) { return LINEAR_SOLVER_FAILURE; } memcpy(solution, cholmod_dense_solution->x, num_cols * sizeof(*solution)); ss_.Free(cholmod_dense_solution); return LINEAR_SOLVER_SUCCESS; } } // namespace internal } // namespace ceres #endif // CERES_NO_SUITESPARSE