745 lines
17 KiB
C++
745 lines
17 KiB
C++
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// This code is in the public domain -- castanyo@yahoo.es
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#include "Solver.h"
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#include "Sparse.h"
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#include "nvcore/Array.inl"
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using namespace nv;
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namespace
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{
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class Preconditioner
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{
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public:
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// Virtual dtor.
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virtual ~Preconditioner() { }
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// Apply preconditioning step.
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virtual void apply(const FullVector & x, FullVector & y) const = 0;
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};
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// Jacobi preconditioner.
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class JacobiPreconditioner : public Preconditioner
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{
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public:
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JacobiPreconditioner(const SparseMatrix & M, bool symmetric) : m_inverseDiagonal(M.width())
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{
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nvCheck(M.isSquare());
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for(uint x = 0; x < M.width(); x++)
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{
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float elem = M.getCoefficient(x, x);
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//nvDebugCheck( elem != 0.0f ); // This can be zero in the presence of zero area triangles.
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if (symmetric)
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{
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m_inverseDiagonal[x] = (elem != 0) ? 1.0f / sqrtf(fabsf(elem)) : 1.0f;
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}
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else
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{
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m_inverseDiagonal[x] = (elem != 0) ? 1.0f / elem : 1.0f;
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}
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}
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}
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void apply(const FullVector & x, FullVector & y) const
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{
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nvDebugCheck(x.dimension() == m_inverseDiagonal.dimension());
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nvDebugCheck(y.dimension() == m_inverseDiagonal.dimension());
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// @@ Wrap vector component-wise product into a separate function.
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const uint D = x.dimension();
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for (uint i = 0; i < D; i++)
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{
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y[i] = m_inverseDiagonal[i] * x[i];
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}
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}
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private:
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FullVector m_inverseDiagonal;
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};
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} // namespace
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static bool ConjugateGradientSolver(const SparseMatrix & A, const FullVector & b, FullVector & x, float epsilon);
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static bool ConjugateGradientSolver(const Preconditioner & preconditioner, const SparseMatrix & A, const FullVector & b, FullVector & x, float epsilon);
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// Solve the symmetric system: At<41>A<EFBFBD>x = At<41>b
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bool nv::LeastSquaresSolver(const SparseMatrix & A, const FullVector & b, FullVector & x, float epsilon/*1e-5f*/)
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{
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nvDebugCheck(A.width() == x.dimension());
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nvDebugCheck(A.height() == b.dimension());
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nvDebugCheck(A.height() >= A.width()); // @@ If height == width we could solve it directly...
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const uint D = A.width();
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SparseMatrix At(A.height(), A.width());
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transpose(A, At);
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FullVector Atb(D);
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//mult(Transposed, A, b, Atb);
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mult(At, b, Atb);
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SparseMatrix AtA(D);
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//mult(Transposed, A, NoTransposed, A, AtA);
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mult(At, A, AtA);
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return SymmetricSolver(AtA, Atb, x, epsilon);
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}
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// See section 10.4.3 in: Mesh Parameterization: Theory and Practice, Siggraph Course Notes, August 2007
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bool nv::LeastSquaresSolver(const SparseMatrix & A, const FullVector & b, FullVector & x, const uint * lockedParameters, uint lockedCount, float epsilon/*= 1e-5f*/)
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{
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nvDebugCheck(A.width() == x.dimension());
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nvDebugCheck(A.height() == b.dimension());
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nvDebugCheck(A.height() >= A.width() - lockedCount);
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// @@ This is not the most efficient way of building a system with reduced degrees of freedom. It would be faster to do it on the fly.
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const uint D = A.width() - lockedCount;
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nvDebugCheck(D > 0);
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// Compute: b - Al * xl
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FullVector b_Alxl(b);
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for (uint y = 0; y < A.height(); y++)
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{
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const uint count = A.getRow(y).count();
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for (uint e = 0; e < count; e++)
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{
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uint column = A.getRow(y)[e].x;
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bool isFree = true;
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for (uint i = 0; i < lockedCount; i++)
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{
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isFree &= (lockedParameters[i] != column);
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}
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if (!isFree)
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{
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b_Alxl[y] -= x[column] * A.getRow(y)[e].v;
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}
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}
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}
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// Remove locked columns from A.
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SparseMatrix Af(D, A.height());
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for (uint y = 0; y < A.height(); y++)
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{
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const uint count = A.getRow(y).count();
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for (uint e = 0; e < count; e++)
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{
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uint column = A.getRow(y)[e].x;
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uint ix = column;
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bool isFree = true;
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for (uint i = 0; i < lockedCount; i++)
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{
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isFree &= (lockedParameters[i] != column);
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if (column > lockedParameters[i]) ix--; // shift columns
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}
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if (isFree)
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{
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Af.setCoefficient(ix, y, A.getRow(y)[e].v);
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}
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}
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}
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// Remove elements from x
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FullVector xf(D);
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for (uint i = 0, j = 0; i < A.width(); i++)
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{
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bool isFree = true;
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for (uint l = 0; l < lockedCount; l++)
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{
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isFree &= (lockedParameters[l] != i);
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}
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if (isFree)
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{
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xf[j++] = x[i];
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}
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}
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// Solve reduced system.
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bool result = LeastSquaresSolver(Af, b_Alxl, xf, epsilon);
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// Copy results back to x.
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for (uint i = 0, j = 0; i < A.width(); i++)
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{
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bool isFree = true;
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for (uint l = 0; l < lockedCount; l++)
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{
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isFree &= (lockedParameters[l] != i);
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}
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if (isFree)
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{
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x[i] = xf[j++];
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}
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}
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return result;
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}
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bool nv::SymmetricSolver(const SparseMatrix & A, const FullVector & b, FullVector & x, float epsilon/*1e-5f*/)
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{
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nvDebugCheck(A.height() == A.width());
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nvDebugCheck(A.height() == b.dimension());
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nvDebugCheck(b.dimension() == x.dimension());
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JacobiPreconditioner jacobi(A, true);
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return ConjugateGradientSolver(jacobi, A, b, x, epsilon);
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//return ConjugateGradientSolver(A, b, x, epsilon);
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}
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/**
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* Compute the solution of the sparse linear system Ab=x using the Conjugate
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* Gradient method.
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*
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* Solving sparse linear systems:
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* (1) A<EFBFBD>x = b
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*
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* The conjugate gradient algorithm solves (1) only in the case that A is
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* symmetric and positive definite. It is based on the idea of minimizing the
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* function
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*
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* (2) f(x) = 1/2<EFBFBD>x<EFBFBD>A<EFBFBD>x - b<EFBFBD>x
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*
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* This function is minimized when its gradient
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*
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* (3) df = A<EFBFBD>x - b
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*
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* is zero, which is equivalent to (1). The minimization is carried out by
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* generating a succession of search directions p.k and improved minimizers x.k.
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* At each stage a quantity alfa.k is found that minimizes f(x.k + alfa.k<EFBFBD>p.k),
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* and x.k+1 is set equal to the new point x.k + alfa.k<EFBFBD>p.k. The p.k and x.k are
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* built up in such a way that x.k+1 is also the minimizer of f over the whole
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* vector space of directions already taken, {p.1, p.2, . . . , p.k}. After N
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* iterations you arrive at the minimizer over the entire vector space, i.e., the
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* solution to (1).
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*
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* For a really good explanation of the method see:
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*
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* "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain",
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* Jonhathan Richard Shewchuk.
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*
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**/
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/*static*/ bool ConjugateGradientSolver(const SparseMatrix & A, const FullVector & b, FullVector & x, float epsilon)
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{
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nvDebugCheck( A.isSquare() );
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nvDebugCheck( A.width() == b.dimension() );
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nvDebugCheck( A.width() == x.dimension() );
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int i = 0;
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const int D = A.width();
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const int i_max = 4 * D; // Convergence should be linear, but in some cases, it's not.
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FullVector r(D); // residual
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FullVector p(D); // search direction
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FullVector q(D); //
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float delta_0;
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float delta_old;
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float delta_new;
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float alpha;
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float beta;
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// r = b - A<>x;
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copy(b, r);
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sgemv(-1, A, x, 1, r);
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// p = r;
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copy(r, p);
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delta_new = dot( r, r );
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delta_0 = delta_new;
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while (i < i_max && delta_new > epsilon*epsilon*delta_0)
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{
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i++;
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// q = A<>p
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mult(A, p, q);
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// alpha = delta_new / p<>q
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alpha = delta_new / dot( p, q );
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// x = alfa<66>p + x
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saxpy(alpha, p, x);
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if ((i & 31) == 0) // recompute r after 32 steps
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{
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// r = b - A<>x
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copy(b, r);
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sgemv(-1, A, x, 1, r);
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}
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else
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{
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// r = r - alpha<68>q
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saxpy(-alpha, q, r);
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}
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delta_old = delta_new;
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delta_new = dot( r, r );
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beta = delta_new / delta_old;
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// p = beta<74>p + r
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scal(beta, p);
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saxpy(1, r, p);
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}
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return delta_new <= epsilon*epsilon*delta_0;
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}
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// Conjugate gradient with preconditioner.
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/*static*/ bool ConjugateGradientSolver(const Preconditioner & preconditioner, const SparseMatrix & A, const FullVector & b, FullVector & x, float epsilon)
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{
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nvDebugCheck( A.isSquare() );
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nvDebugCheck( A.width() == b.dimension() );
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nvDebugCheck( A.width() == x.dimension() );
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int i = 0;
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const int D = A.width();
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const int i_max = 4 * D; // Convergence should be linear, but in some cases, it's not.
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FullVector r(D); // residual
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FullVector p(D); // search direction
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FullVector q(D); //
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FullVector s(D); // preconditioned
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float delta_0;
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float delta_old;
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float delta_new;
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float alpha;
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float beta;
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// r = b - A<>x
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copy(b, r);
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sgemv(-1, A, x, 1, r);
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// p = M^-1 <20> r
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preconditioner.apply(r, p);
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//copy(r, p);
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delta_new = dot(r, p);
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delta_0 = delta_new;
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while (i < i_max && delta_new > epsilon*epsilon*delta_0)
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{
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i++;
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// q = A<>p
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mult(A, p, q);
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// alpha = delta_new / p<>q
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alpha = delta_new / dot(p, q);
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// x = alfa<66>p + x
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saxpy(alpha, p, x);
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if ((i & 31) == 0) // recompute r after 32 steps
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{
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// r = b - A<>x
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copy(b, r);
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sgemv(-1, A, x, 1, r);
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}
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else
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{
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// r = r - alfa<66>q
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saxpy(-alpha, q, r);
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}
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// s = M^-1 <20> r
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preconditioner.apply(r, s);
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//copy(r, s);
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delta_old = delta_new;
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delta_new = dot( r, s );
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beta = delta_new / delta_old;
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// p = s + beta<74>p
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scal(beta, p);
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saxpy(1, s, p);
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}
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return delta_new <= epsilon*epsilon*delta_0;
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}
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#if 0 // Nonsymmetric solvers
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/** Bi-conjugate gradient method. */
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MATHLIB_API int BiConjugateGradientSolve( const SparseMatrix &A, const DenseVector &b, DenseVector &x, float epsilon ) {
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piDebugCheck( A.IsSquare() );
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piDebugCheck( A.Width() == b.Dim() );
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piDebugCheck( A.Width() == x.Dim() );
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int i = 0;
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const int D = A.Width();
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const int i_max = 4 * D;
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float resid;
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float rho_1 = 0;
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float rho_2 = 0;
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float alpha;
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float beta;
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DenseVector r(D);
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DenseVector rtilde(D);
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DenseVector p(D);
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DenseVector ptilde(D);
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DenseVector q(D);
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DenseVector qtilde(D);
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DenseVector tmp(D); // temporal vector.
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// r = b - A<>x;
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A.Product( x, tmp );
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r.Sub( b, tmp );
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// rtilde = r
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rtilde.Set( r );
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// p = r;
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p.Set( r );
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// ptilde = rtilde
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ptilde.Set( rtilde );
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float normb = b.Norm();
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if( normb == 0.0 ) normb = 1;
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// test convergence
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resid = r.Norm() / normb;
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if( resid < epsilon ) {
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// method converges?
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return 0;
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}
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|
|||
|
while( i < i_max ) {
|
|||
|
|
|||
|
i++;
|
|||
|
|
|||
|
rho_1 = DenseVectorDotProduct( r, rtilde );
|
|||
|
|
|||
|
if( rho_1 == 0 ) {
|
|||
|
// method fails.
|
|||
|
return -i;
|
|||
|
}
|
|||
|
|
|||
|
if (i == 1) {
|
|||
|
p.Set( r );
|
|||
|
ptilde.Set( rtilde );
|
|||
|
}
|
|||
|
else {
|
|||
|
beta = rho_1 / rho_2;
|
|||
|
|
|||
|
// p = r + beta * p;
|
|||
|
p.Mad( r, p, beta );
|
|||
|
|
|||
|
// ptilde = ztilde + beta * ptilde;
|
|||
|
ptilde.Mad( rtilde, ptilde, beta );
|
|||
|
}
|
|||
|
|
|||
|
// q = A * p;
|
|||
|
A.Product( p, q );
|
|||
|
|
|||
|
// qtilde = A^t * ptilde;
|
|||
|
A.TransProduct( ptilde, qtilde );
|
|||
|
|
|||
|
alpha = rho_1 / DenseVectorDotProduct( ptilde, q );
|
|||
|
|
|||
|
// x += alpha * p;
|
|||
|
x.Mad( x, p, alpha );
|
|||
|
|
|||
|
// r -= alpha * q;
|
|||
|
r.Mad( r, q, -alpha );
|
|||
|
|
|||
|
// rtilde -= alpha * qtilde;
|
|||
|
rtilde.Mad( rtilde, qtilde, -alpha );
|
|||
|
|
|||
|
rho_2 = rho_1;
|
|||
|
|
|||
|
// test convergence
|
|||
|
resid = r.Norm() / normb;
|
|||
|
if( resid < epsilon ) {
|
|||
|
// method converges
|
|||
|
return i;
|
|||
|
}
|
|||
|
}
|
|||
|
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
/** Bi-conjugate gradient stabilized method. */
|
|||
|
int BiCGSTABSolve( const SparseMatrix &A, const DenseVector &b, DenseVector &x, float epsilon ) {
|
|||
|
piDebugCheck( A.IsSquare() );
|
|||
|
piDebugCheck( A.Width() == b.Dim() );
|
|||
|
piDebugCheck( A.Width() == x.Dim() );
|
|||
|
|
|||
|
int i = 0;
|
|||
|
const int D = A.Width();
|
|||
|
const int i_max = 2 * D;
|
|||
|
|
|||
|
|
|||
|
float resid;
|
|||
|
float rho_1 = 0;
|
|||
|
float rho_2 = 0;
|
|||
|
float alpha = 0;
|
|||
|
float beta = 0;
|
|||
|
float omega = 0;
|
|||
|
|
|||
|
DenseVector p(D);
|
|||
|
DenseVector phat(D);
|
|||
|
DenseVector s(D);
|
|||
|
DenseVector shat(D);
|
|||
|
DenseVector t(D);
|
|||
|
DenseVector v(D);
|
|||
|
|
|||
|
DenseVector r(D);
|
|||
|
DenseVector rtilde(D);
|
|||
|
|
|||
|
DenseVector tmp(D);
|
|||
|
|
|||
|
// r = b - A<>x;
|
|||
|
A.Product( x, tmp );
|
|||
|
r.Sub( b, tmp );
|
|||
|
|
|||
|
// rtilde = r
|
|||
|
rtilde.Set( r );
|
|||
|
|
|||
|
|
|||
|
float normb = b.Norm();
|
|||
|
if( normb == 0.0 ) normb = 1;
|
|||
|
|
|||
|
// test convergence
|
|||
|
resid = r.Norm() / normb;
|
|||
|
if( resid < epsilon ) {
|
|||
|
// method converges?
|
|||
|
return 0;
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
while( i<i_max ) {
|
|||
|
|
|||
|
i++;
|
|||
|
|
|||
|
rho_1 = DenseVectorDotProduct( rtilde, r );
|
|||
|
if( rho_1 == 0 ) {
|
|||
|
// method fails
|
|||
|
return -i;
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
if( i == 1 ) {
|
|||
|
p.Set( r );
|
|||
|
}
|
|||
|
else {
|
|||
|
beta = (rho_1 / rho_2) * (alpha / omega);
|
|||
|
|
|||
|
// p = r + beta * (p - omega * v);
|
|||
|
p.Mad( p, v, -omega );
|
|||
|
p.Mad( r, p, beta );
|
|||
|
}
|
|||
|
|
|||
|
//phat = M.solve(p);
|
|||
|
phat.Set( p );
|
|||
|
//Precond( &phat, p );
|
|||
|
|
|||
|
//v = A * phat;
|
|||
|
A.Product( phat, v );
|
|||
|
|
|||
|
alpha = rho_1 / DenseVectorDotProduct( rtilde, v );
|
|||
|
|
|||
|
// s = r - alpha * v;
|
|||
|
s.Mad( r, v, -alpha );
|
|||
|
|
|||
|
|
|||
|
resid = s.Norm() / normb;
|
|||
|
if( resid < epsilon ) {
|
|||
|
// x += alpha * phat;
|
|||
|
x.Mad( x, phat, alpha );
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
//shat = M.solve(s);
|
|||
|
shat.Set( s );
|
|||
|
//Precond( &shat, s );
|
|||
|
|
|||
|
//t = A * shat;
|
|||
|
A.Product( shat, t );
|
|||
|
|
|||
|
omega = DenseVectorDotProduct( t, s ) / DenseVectorDotProduct( t, t );
|
|||
|
|
|||
|
// x += alpha * phat + omega * shat;
|
|||
|
x.Mad( x, shat, omega );
|
|||
|
x.Mad( x, phat, alpha );
|
|||
|
|
|||
|
//r = s - omega * t;
|
|||
|
r.Mad( s, t, -omega );
|
|||
|
|
|||
|
rho_2 = rho_1;
|
|||
|
|
|||
|
resid = r.Norm() / normb;
|
|||
|
if( resid < epsilon ) {
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
if( omega == 0 ) {
|
|||
|
return -i; // ???
|
|||
|
}
|
|||
|
}
|
|||
|
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
/** Bi-conjugate gradient stabilized method. */
|
|||
|
int BiCGSTABPrecondSolve( const SparseMatrix &A, const DenseVector &b, DenseVector &x, const IPreconditioner &M, float epsilon ) {
|
|||
|
piDebugCheck( A.IsSquare() );
|
|||
|
piDebugCheck( A.Width() == b.Dim() );
|
|||
|
piDebugCheck( A.Width() == x.Dim() );
|
|||
|
|
|||
|
int i = 0;
|
|||
|
const int D = A.Width();
|
|||
|
const int i_max = D;
|
|||
|
// const int i_max = 1000;
|
|||
|
|
|||
|
|
|||
|
float resid;
|
|||
|
float rho_1 = 0;
|
|||
|
float rho_2 = 0;
|
|||
|
float alpha = 0;
|
|||
|
float beta = 0;
|
|||
|
float omega = 0;
|
|||
|
|
|||
|
DenseVector p(D);
|
|||
|
DenseVector phat(D);
|
|||
|
DenseVector s(D);
|
|||
|
DenseVector shat(D);
|
|||
|
DenseVector t(D);
|
|||
|
DenseVector v(D);
|
|||
|
|
|||
|
DenseVector r(D);
|
|||
|
DenseVector rtilde(D);
|
|||
|
|
|||
|
DenseVector tmp(D);
|
|||
|
|
|||
|
// r = b - A<>x;
|
|||
|
A.Product( x, tmp );
|
|||
|
r.Sub( b, tmp );
|
|||
|
|
|||
|
// rtilde = r
|
|||
|
rtilde.Set( r );
|
|||
|
|
|||
|
|
|||
|
float normb = b.Norm();
|
|||
|
if( normb == 0.0 ) normb = 1;
|
|||
|
|
|||
|
// test convergence
|
|||
|
resid = r.Norm() / normb;
|
|||
|
if( resid < epsilon ) {
|
|||
|
// method converges?
|
|||
|
return 0;
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
while( i<i_max ) {
|
|||
|
|
|||
|
i++;
|
|||
|
|
|||
|
rho_1 = DenseVectorDotProduct( rtilde, r );
|
|||
|
if( rho_1 == 0 ) {
|
|||
|
// method fails
|
|||
|
return -i;
|
|||
|
}
|
|||
|
|
|||
|
|
|||
|
if( i == 1 ) {
|
|||
|
p.Set( r );
|
|||
|
}
|
|||
|
else {
|
|||
|
beta = (rho_1 / rho_2) * (alpha / omega);
|
|||
|
|
|||
|
// p = r + beta * (p - omega * v);
|
|||
|
p.Mad( p, v, -omega );
|
|||
|
p.Mad( r, p, beta );
|
|||
|
}
|
|||
|
|
|||
|
//phat = M.solve(p);
|
|||
|
//phat.Set( p );
|
|||
|
M.Precond( &phat, p );
|
|||
|
|
|||
|
//v = A * phat;
|
|||
|
A.Product( phat, v );
|
|||
|
|
|||
|
alpha = rho_1 / DenseVectorDotProduct( rtilde, v );
|
|||
|
|
|||
|
// s = r - alpha * v;
|
|||
|
s.Mad( r, v, -alpha );
|
|||
|
|
|||
|
|
|||
|
resid = s.Norm() / normb;
|
|||
|
|
|||
|
//printf( "--- Iteration %d: residual = %f\n", i, resid );
|
|||
|
|
|||
|
if( resid < epsilon ) {
|
|||
|
// x += alpha * phat;
|
|||
|
x.Mad( x, phat, alpha );
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
//shat = M.solve(s);
|
|||
|
//shat.Set( s );
|
|||
|
M.Precond( &shat, s );
|
|||
|
|
|||
|
//t = A * shat;
|
|||
|
A.Product( shat, t );
|
|||
|
|
|||
|
omega = DenseVectorDotProduct( t, s ) / DenseVectorDotProduct( t, t );
|
|||
|
|
|||
|
// x += alpha * phat + omega * shat;
|
|||
|
x.Mad( x, shat, omega );
|
|||
|
x.Mad( x, phat, alpha );
|
|||
|
|
|||
|
//r = s - omega * t;
|
|||
|
r.Mad( s, t, -omega );
|
|||
|
|
|||
|
rho_2 = rho_1;
|
|||
|
|
|||
|
resid = r.Norm() / normb;
|
|||
|
if( resid < epsilon ) {
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
if( omega == 0 ) {
|
|||
|
return -i; // ???
|
|||
|
}
|
|||
|
}
|
|||
|
|
|||
|
return i;
|
|||
|
}
|
|||
|
|
|||
|
#endif
|