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// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2022 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)
#ifndef CERES_INTERNAL_DENSE_QR_H_
#define CERES_INTERNAL_DENSE_QR_H_
// This include must come before any #ifndef check on Ceres compile options.
// clang-format off
#include "ceres/internal/config.h"
// clang-format on
#include <memory>
#include <vector>
#include "Eigen/Dense"
#include "ceres/internal/disable_warnings.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/export.h"
#include "ceres/linear_solver.h"
#include "glog/logging.h"
#ifndef CERES_NO_CUDA
#include "ceres/context_impl.h"
#include "ceres/cuda_buffer.h"
#include "cublas_v2.h"
#include "cuda_runtime.h"
#include "cusolverDn.h"
#endif // CERES_NO_CUDA
namespace ceres {
namespace internal {
// An interface that abstracts away the internal details of various dense linear
// algebra libraries and offers a simple API for solving dense linear systems
// using a QR factorization.
class CERES_NO_EXPORT DenseQR {
public:
static std::unique_ptr<DenseQR> Create(const LinearSolver::Options& options);
virtual ~DenseQR();
// Computes the QR factorization of the given matrix.
//
// The input matrix lhs is assumed to be a column-major num_rows x num_cols
// matrix.
//
// The input matrix lhs may be modified by the implementation to store the
// factorization, irrespective of whether the factorization succeeds or not.
// As a result it is the user's responsibility to ensure that lhs is valid
// when Solve is called.
virtual LinearSolverTerminationType Factorize(int num_rows,
int num_cols,
double* lhs,
std::string* message) = 0;
// Computes the solution to the equation
//
// lhs * solution = rhs
//
// Calling Solve without calling Factorize is undefined behaviour. It is the
// user's responsibility to ensure that the input matrix lhs passed to
// Factorize has not been freed/modified when Solve is called.
virtual LinearSolverTerminationType Solve(const double* rhs,
double* solution,
std::string* message) = 0;
// Convenience method which combines a call to Factorize and Solve. Solve is
// only called if Factorize returns LINEAR_SOLVER_SUCCESS.
//
// The input matrix lhs may be modified by the implementation to store the
// factorization, irrespective of whether the method succeeds or not. It is
// the user's responsibility to ensure that lhs is valid if and when Solve is
// called again after this call.
LinearSolverTerminationType FactorAndSolve(int num_rows,
int num_cols,
double* lhs,
const double* rhs,
double* solution,
std::string* message);
};
class CERES_NO_EXPORT EigenDenseQR final : public DenseQR {
public:
LinearSolverTerminationType Factorize(int num_rows,
int num_cols,
double* lhs,
std::string* message) override;
LinearSolverTerminationType Solve(const double* rhs,
double* solution,
std::string* message) override;
private:
using QRType = Eigen::HouseholderQR<Eigen::Ref<ColMajorMatrix>>;
std::unique_ptr<QRType> qr_;
};
#ifndef CERES_NO_LAPACK
class CERES_NO_EXPORT LAPACKDenseQR final : public DenseQR {
public:
LinearSolverTerminationType Factorize(int num_rows,
int num_cols,
double* lhs,
std::string* message) override;
LinearSolverTerminationType Solve(const double* rhs,
double* solution,
std::string* message) override;
private:
double* lhs_ = nullptr;
int num_rows_;
int num_cols_;
LinearSolverTerminationType termination_type_ = LINEAR_SOLVER_FATAL_ERROR;
Vector work_;
Vector tau_;
Vector q_transpose_rhs_;
};
#endif // CERES_NO_LAPACK
#ifndef CERES_NO_CUDA
// Implementation of DenseQR using the 32-bit cuSolverDn interface. A
// requirement for using this solver is that the lhs must not be rank deficient.
// This is because cuSolverDn does not implement the singularity-checking
// wrapper trtrs, hence this solver directly uses trsv from CUBLAS for the
// backsubstitution.
class CERES_NO_EXPORT CUDADenseQR final : public DenseQR {
public:
static std::unique_ptr<CUDADenseQR> Create(
const LinearSolver::Options& options);
CUDADenseQR(const CUDADenseQR&) = delete;
CUDADenseQR& operator=(const CUDADenseQR&) = delete;
LinearSolverTerminationType Factorize(int num_rows,
int num_cols,
double* lhs,
std::string* message) override;
LinearSolverTerminationType Solve(const double* rhs,
double* solution,
std::string* message) override;
private:
CUDADenseQR();
// Picks up the cuSolverDN, cuBLAS, and cuStream handles from the context. If
// the context is unable to initialize CUDA, returns false with a
// human-readable message indicating the reason.
bool Init(ContextImpl* context, std::string* message);
// Handle to the cuSOLVER context.
cusolverDnHandle_t cusolver_handle_ = nullptr;
// Handle to cuBLAS context.
cublasHandle_t cublas_handle_ = nullptr;
// CUDA device stream.
cudaStream_t stream_ = nullptr;
// Number of rowns in the A matrix, to be cached between calls to *Factorize
// and *Solve.
size_t num_rows_ = 0;
// Number of columns in the A matrix, to be cached between calls to *Factorize
// and *Solve.
size_t num_cols_ = 0;
// GPU memory allocated for the A matrix (lhs matrix).
CudaBuffer<double> lhs_;
// GPU memory allocated for the B matrix (rhs vector).
CudaBuffer<double> rhs_;
// GPU memory allocated for the TAU matrix (scaling of householder vectors).
CudaBuffer<double> tau_;
// Scratch space for cuSOLVER on the GPU.
CudaBuffer<double> device_workspace_;
// Required for error handling with cuSOLVER.
CudaBuffer<int> error_;
// Cache the result of Factorize to ensure that when Solve is called, the
// factiorization of lhs is valid.
LinearSolverTerminationType factorize_result_ = LINEAR_SOLVER_FATAL_ERROR;
};
#endif // CERES_NO_CUDA
} // namespace internal
} // namespace ceres
#include "ceres/internal/reenable_warnings.h"
#endif // CERES_INTERNAL_DENSE_QR_H_
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