// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 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: sameeragarwal@google.com (Sameer Agarwal) #ifndef CERES_NO_SUITESPARSE #include "ceres/suitesparse.h" #include <vector> #include "cholmod.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/triplet_sparse_matrix.h" namespace ceres { namespace internal { 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<void*>(A->mutable_rows()); triplet.j = reinterpret_cast<void*>(A->mutable_cols()); triplet.x = reinterpret_cast<void*>(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<void*>(A->mutable_rows()); triplet.i = reinterpret_cast<void*>(A->mutable_cols()); triplet.x = reinterpret_cast<void*>(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 = new cholmod_sparse_struct; m->nrow = A->num_cols(); m->ncol = A->num_rows(); m->nzmax = A->num_nonzeros(); m->p = reinterpret_cast<void*>(A->mutable_rows()); m->i = reinterpret_cast<void*>(A->mutable_cols()); m->x = reinterpret_cast<void*>(A->mutable_values()); m->stype = 0; // Matrix is not symmetric. 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) { // 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_); CHECK_EQ(cc_.status, CHOLMOD_OK) << "Cholmod symbolic analysis failed " << cc_.status; CHECK_NOTNULL(factor); return factor; } cholmod_factor* SuiteSparse::BlockAnalyzeCholesky( cholmod_sparse* A, const vector<int>& row_blocks, const vector<int>& col_blocks) { vector<int> ordering; if (!BlockAMDOrdering(A, row_blocks, col_blocks, &ordering)) { return NULL; } return AnalyzeCholeskyWithUserOrdering(A, ordering); } cholmod_factor* SuiteSparse::AnalyzeCholeskyWithUserOrdering(cholmod_sparse* A, const vector<int>& ordering) { CHECK_EQ(ordering.size(), A->nrow); cc_.nmethods = 1 ; cc_.method[0].ordering = CHOLMOD_GIVEN; cholmod_factor* factor = cholmod_analyze_p(A, const_cast<int*>(&ordering[0]), NULL, 0, &cc_); CHECK_EQ(cc_.status, CHOLMOD_OK) << "Cholmod symbolic analysis failed " << cc_.status; CHECK_NOTNULL(factor); return factor; } bool SuiteSparse::BlockAMDOrdering(const cholmod_sparse* A, const vector<int>& row_blocks, const vector<int>& col_blocks, vector<int>* 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<int> block_cols; vector<int> block_rows; ScalarMatrixToBlockMatrix(A, 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<void*>(&block_cols[0]); block_matrix.i = reinterpret_cast<void*>(&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<int> 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; } void SuiteSparse::ScalarMatrixToBlockMatrix(const cholmod_sparse* A, const vector<int>& row_blocks, const vector<int>& col_blocks, vector<int>* block_rows, vector<int>* block_cols) { CHECK_NOTNULL(block_rows)->clear(); CHECK_NOTNULL(block_cols)->clear(); const int num_row_blocks = row_blocks.size(); const int num_col_blocks = col_blocks.size(); vector<int> row_block_starts(num_row_blocks); for (int i = 0, cursor = 0; i < num_row_blocks; ++i) { row_block_starts[i] = cursor; cursor += row_blocks[i]; } // The reinterpret_cast is needed here because CHOLMOD stores arrays // as void*. const int* scalar_cols = reinterpret_cast<const int*>(A->p); const int* scalar_rows = reinterpret_cast<const int*>(A->i); // This loop extracts the block sparsity of the scalar sparse matrix // A. It does so by iterating over the columns, but only considering // the columns corresponding to the first element of each column // block. Within each column, the inner loop iterates over the rows, // and detects the presence of a row block by checking for the // presence of a non-zero entry corresponding to its first element. block_cols->push_back(0); int c = 0; for (int col_block = 0; col_block < num_col_blocks; ++col_block) { int column_size = 0; for (int idx = scalar_cols[c]; idx < scalar_cols[c + 1]; ++idx) { vector<int>::const_iterator it = lower_bound(row_block_starts.begin(), row_block_starts.end(), scalar_rows[idx]); // Since we are using lower_bound, it will return the row id // where the row block starts. For everything but the first row // of the block, where these values will be the same, we can // skip, as we only need the first row to detect the presence of // the block. // // For rows all but the first row in the last row block, // lower_bound will return row_block_starts.end(), but those can // be skipped like the rows in other row blocks too. if (it == row_block_starts.end() || *it != scalar_rows[idx]) { continue; } block_rows->push_back(it - row_block_starts.begin()); ++column_size; } block_cols->push_back(block_cols->back() + column_size); c += col_blocks[col_block]; } } void SuiteSparse::BlockOrderingToScalarOrdering( const vector<int>& blocks, const vector<int>& block_ordering, vector<int>* scalar_ordering) { CHECK_EQ(blocks.size(), block_ordering.size()); const int num_blocks = blocks.size(); // block_starts = [0, block1, block1 + block2 ..] vector<int> block_starts(num_blocks); for (int i = 0, cursor = 0; i < num_blocks ; ++i) { block_starts[i] = cursor; cursor += blocks[i]; } scalar_ordering->resize(block_starts.back() + blocks.back()); int cursor = 0; for (int i = 0; i < num_blocks; ++i) { const int block_id = block_ordering[i]; const int block_size = blocks[block_id]; int block_position = block_starts[block_id]; for (int j = 0; j < block_size; ++j) { (*scalar_ordering)[cursor++] = block_position++; } } } bool SuiteSparse::Cholesky(cholmod_sparse* A, cholmod_factor* L) { CHECK_NOTNULL(A); CHECK_NOTNULL(L); cc_.quick_return_if_not_posdef = 1; int status = cholmod_factorize(A, L, &cc_); switch (cc_.status) { case CHOLMOD_NOT_INSTALLED: LOG(WARNING) << "Cholmod failure: method not installed."; return false; case CHOLMOD_OUT_OF_MEMORY: LOG(WARNING) << "Cholmod failure: out of memory."; return false; case CHOLMOD_TOO_LARGE: LOG(WARNING) << "Cholmod failure: integer overflow occured."; return false; case CHOLMOD_INVALID: LOG(WARNING) << "Cholmod failure: invalid input."; return false; case CHOLMOD_NOT_POSDEF: // TODO(sameeragarwal): These two warnings require more // sophisticated handling going forward. For now we will be // strict and treat them as failures. LOG(WARNING) << "Cholmod warning: matrix not positive definite."; return false; case CHOLMOD_DSMALL: LOG(WARNING) << "Cholmod warning: D for LDL' or diag(L) or " << "LL' has tiny absolute value."; return false; case CHOLMOD_OK: if (status != 0) { return true; } LOG(WARNING) << "Cholmod failure: cholmod_factorize returned zero " << "but cholmod_common::status is CHOLMOD_OK." << "Please report this to ceres-solver@googlegroups.com."; return false; default: LOG(WARNING) << "Unknown cholmod return code. " << "Please report this to ceres-solver@googlegroups.com."; return false; } return false; } cholmod_dense* SuiteSparse::Solve(cholmod_factor* L, cholmod_dense* b) { if (cc_.status != CHOLMOD_OK) { LOG(WARNING) << "CHOLMOD status NOT OK"; return NULL; } return cholmod_solve(CHOLMOD_A, L, b, &cc_); } cholmod_dense* SuiteSparse::SolveCholesky(cholmod_sparse* A, cholmod_factor* L, cholmod_dense* b) { CHECK_NOTNULL(A); CHECK_NOTNULL(L); CHECK_NOTNULL(b); if (Cholesky(A, L)) { return Solve(L, b); } return NULL; } } // namespace internal } // namespace ceres #endif // CERES_NO_SUITESPARSE