ceres-solver/internal/ceres/accelerate_sparse.h

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2018 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: alexs.mac@gmail.com (Alex Stewart)

#ifndef CERES_INTERNAL_ACCELERATE_SPARSE_H_
#define CERES_INTERNAL_ACCELERATE_SPARSE_H_

// This include must come before any #ifndef check on Ceres compile options.
#include "ceres/internal/port.h"

#ifndef CERES_NO_ACCELERATE_SPARSE

#include <memory>
#include <string>
#include <vector>

#include "ceres/linear_solver.h"
#include "ceres/sparse_cholesky.h"
#include "Accelerate.h"

namespace ceres {
namespace internal {

class CompressedRowSparseMatrix;
class TripletSparseMatrix;

template<typename Scalar>
struct SparseTypesTrait {
};

template<>
struct SparseTypesTrait<double> {
  typedef DenseVector_Double DenseVector;
  typedef SparseMatrix_Double SparseMatrix;
  typedef SparseOpaqueSymbolicFactorization SymbolicFactorization;
  typedef SparseOpaqueFactorization_Double NumericFactorization;
};

template<>
struct SparseTypesTrait<float> {
  typedef DenseVector_Float DenseVector;
  typedef SparseMatrix_Float SparseMatrix;
  typedef SparseOpaqueSymbolicFactorization SymbolicFactorization;
  typedef SparseOpaqueFactorization_Float NumericFactorization;
};

template<typename Scalar>
class AccelerateSparse {
 public:
  using DenseVector = typename SparseTypesTrait<Scalar>::DenseVector;
  // Use ASSparseMatrix to avoid collision with ceres::internal::SparseMatrix.
  using ASSparseMatrix = typename SparseTypesTrait<Scalar>::SparseMatrix;
  using SymbolicFactorization = typename SparseTypesTrait<Scalar>::SymbolicFactorization;
  using NumericFactorization = typename SparseTypesTrait<Scalar>::NumericFactorization;

  // Solves a linear system given its symbolic (reference counted within
  // NumericFactorization) and numeric factorization.
  void Solve(NumericFactorization* numeric_factor,
             DenseVector* rhs_and_solution);

  // Note: Accelerate's API passes/returns its objects by value, but as the
  //       objects contain pointers to the underlying data these copies are
  //       all shallow (in some cases Accelerate also reference counts the
  //       objects internally).
  ASSparseMatrix CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A);
  // Computes a symbolic factorisation of A that can be used in Solve().
  SymbolicFactorization AnalyzeCholesky(ASSparseMatrix* A);
  // Compute the numeric Cholesky factorization of A, given its
  // symbolic factorization.
  NumericFactorization Cholesky(ASSparseMatrix* A,
                                SymbolicFactorization* symbolic_factor);
  // Reuse the NumericFactorization from a previous matrix with the same
  // symbolic factorization to represent a new numeric factorization.
  void Cholesky(ASSparseMatrix* A, NumericFactorization* numeric_factor);

 private:
  std::vector<long> column_starts_;
  // Storage for the values of A if Scalar != double (necessitating a copy).
  Eigen::Matrix<Scalar, Eigen::Dynamic, 1> values_;
};

// An implementation of SparseCholesky interface using Apple's Accelerate
// framework.
template<typename Scalar>
class AppleAccelerateCholesky : public SparseCholesky {
 public:
  // Factory
  static std::unique_ptr<SparseCholesky> Create(OrderingType ordering_type);

  // SparseCholesky interface.
  virtual ~AppleAccelerateCholesky();
  virtual CompressedRowSparseMatrix::StorageType StorageType() const;
  virtual LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs,
                                                std::string* message);
  virtual LinearSolverTerminationType Solve(const double* rhs,
                                            double* solution,
                                            std::string* message);

 private:
  AppleAccelerateCholesky(const OrderingType ordering_type);
  void FreeSymbolicFactorization();
  void FreeNumericFactorization();

  const OrderingType ordering_type_;
  AccelerateSparse<Scalar> as_;
  std::unique_ptr<typename AccelerateSparse<Scalar>::SymbolicFactorization>
  symbolic_factor_;
  std::unique_ptr<typename AccelerateSparse<Scalar>::NumericFactorization>
  numeric_factor_;
  // Copy of rhs/solution if Scalar != double (necessitating a copy).
  Eigen::Matrix<Scalar, Eigen::Dynamic, 1> scalar_rhs_and_solution_;
};

}
}

#endif  // CERES_NO_ACCELERATE_SPARSE

#endif  // CERES_INTERNAL_ACCELERATE_SPARSE_H_