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Diffstat (limited to 'internal/ceres/cgnr_solver.cc')
-rw-r--r-- | internal/ceres/cgnr_solver.cc | 80 |
1 files changed, 80 insertions, 0 deletions
diff --git a/internal/ceres/cgnr_solver.cc b/internal/ceres/cgnr_solver.cc new file mode 100644 index 0000000..ccc8026 --- /dev/null +++ b/internal/ceres/cgnr_solver.cc @@ -0,0 +1,80 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// 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: keir@google.com (Keir Mierle) + +#include "ceres/cgnr_solver.h" + +#include "glog/logging.h" +#include "ceres/linear_solver.h" +#include "ceres/cgnr_linear_operator.h" +#include "ceres/conjugate_gradients_solver.h" +#include "ceres/block_jacobi_preconditioner.h" + +namespace ceres { +namespace internal { + +CgnrSolver::CgnrSolver(const LinearSolver::Options& options) + : options_(options), + jacobi_preconditioner_(NULL) { +} + +LinearSolver::Summary CgnrSolver::Solve( + LinearOperator* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double* x) { + // Form z = Atb. + scoped_array<double> z(new double[A->num_cols()]); + std::fill(z.get(), z.get() + A->num_cols(), 0.0); + A->LeftMultiply(b, z.get()); + + // Precondition if necessary. + LinearSolver::PerSolveOptions cg_per_solve_options = per_solve_options; + if (options_.preconditioner_type == JACOBI) { + if (jacobi_preconditioner_.get() == NULL) { + jacobi_preconditioner_.reset(new BlockJacobiPreconditioner(*A)); + } + jacobi_preconditioner_->Update(*A, per_solve_options.D); + cg_per_solve_options.preconditioner = jacobi_preconditioner_.get(); + } else if (options_.preconditioner_type != IDENTITY) { + LOG(FATAL) << "CGNR only supports IDENTITY and JACOBI preconditioners."; + } + + // Solve (AtA + DtD)x = z (= Atb). + std::fill(x, x + A->num_cols(), 0.0); + CgnrLinearOperator lhs(*A, per_solve_options.D); + ConjugateGradientsSolver conjugate_gradient_solver(options_); + return conjugate_gradient_solver.Solve(&lhs, + z.get(), + cg_per_solve_options, + x); +} + +} // namespace internal +} // namespace ceres |