Default to iterative linear solver

README.md

@@ -2,8 +2,6 @@
 
 [![pyright](https://github.com/brentyi/jaxls/actions/workflows/pyright.yml/badge.svg)](https://github.com/brentyi/jaxls/actions/workflows/pyright.yml)
 
-_status: working! see limitations [here](#limitations)_
-
 **`jaxls`** is a library for nonlinear least squares in JAX.
 
 We provide a factor graph interface for specifying and solving least squares
@@ -21,10 +19,10 @@ Currently supported:
   - Examples provided for SO(2), SO(3), SE(2), and SE(3).
 - Nonlinear solvers: Levenberg-Marquardt and Gauss-Newton.
 - Linear subproblem solvers:
-  - Sparse direct with Cholesky / CHOLMOD, on CPU.
   - Sparse iterative with Conjugate Gradient.
     - Preconditioning: block and point Jacobi.
     - Inexact Newton via Eisenstat-Walker.
+  - Sparse direct with Cholesky / CHOLMOD, on CPU.
   - Dense Cholesky for smaller problems.
 
 For the first iteration of this library, written for [IROS 2021](https://github.com/brentyi/dfgo), see
@@ -37,29 +35,32 @@ and easier to use. For additional references, see inspirations like
 
 ### Installation
 
-`jaxls` supports `python>=3.12`.
+`jaxls` supports `python>=3.12`:
 
-For Cholesky factorization via CHOLMOD, `scikit-sparse` requires SuiteSparse:
+```bash
+pip install git+https://github.com/brentyi/jaxls.git
+```
+
+**Optional: CHOLMOD dependencies**
+
+By default, we use an iterative linear solver. This requires no extra
+dependencies. For some problems, like those with banded matrices, a direct
+solver can be much faster.
+
+For Cholesky factorization via CHOLMOD, we rely on SuiteSparse:
 
 ```bash
 # Option 1: via conda.
 conda install conda-forge::suitesparse
+
 # Option 2: via apt.
-sudo apt update
 sudo apt install -y libsuitesparse-dev
-# Option 3: via brew.
-brew install suite-sparse
 ```
 
-Then, from your environment of choice:
+You'll also need _scikit-sparse_:
 
 ```bash
-# Option 1: from git.
-pip install git+ssh://[email protected]/brentyi/jaxls.git
-# Option 2: editable.
-git clone https://github.com/brentyi/jaxls.git
-cd jaxls
-pip install -e .
+pip install scikit-sparse
 ```
 
 ### Pose graph example

examples/pose_graph_g2o.py

@@ -20,8 +20,8 @@
 def main(
     g2o_path: pathlib.Path = pathlib.Path(__file__).parent / "data/input_M3500_g2o.g2o",
     linear_solver: Literal[
-        "cholmod", "conjugate_gradient", "dense_cholesky"
-    ] = "cholmod",
+        "conjugate_gradient", "cholmod", "dense_cholesky"
+    ] = "conjugate_gradient",
 ) -> None:
     # Parse g2o file.
     with jaxls.utils.stopwatch("Reading g2o file"):

pyproject.toml

@@ -20,7 +20,6 @@ dependencies = [
     "jaxlib",
     "jaxlie>=1.0.0",
     "jax_dataclasses>=1.0.0",
-    "scikit-sparse",
     "loguru",
     "termcolor",
     "tqdm",
@@ -30,6 +29,7 @@ dependencies = [
 [project.optional-dependencies]
 dev = [
     "pyright>=1.1.308",
+    "scikit-sparse",
     "ruff",
 ]
 

src/jaxls/_factor_graph.py

@@ -56,8 +56,8 @@ def solve(
         self,
         initial_vals: VarValues | None = None,
         *,
-        linear_solver: Literal["cholmod", "conjugate_gradient", "dense_cholesky"]
-        | ConjugateGradientConfig = "cholmod",
+        linear_solver: Literal["conjugate_gradient", "cholmod", "dense_cholesky"]
+        | ConjugateGradientConfig = "conjugate_gradient",
         trust_region: TrustRegionConfig | None = TrustRegionConfig(),
         termination: TerminationConfig = TerminationConfig(),
         verbose: bool = True,

src/jaxls/_solvers.py

@@ -9,7 +9,6 @@
 import jax_dataclasses as jdc
 import scipy
 import scipy.sparse
-import sksparse.cholmod
 from jax import numpy as jnp
 
 from jaxls._preconditioning import (
@@ -22,6 +21,8 @@
 from .utils import jax_log
 
 if TYPE_CHECKING:
+    import sksparse.cholmod
+
     from ._factor_graph import FactorGraph
 
 
@@ -48,6 +49,8 @@ def _cholmod_solve_on_host(
     lambd: float | jax.Array,
 ) -> jax.Array:
     """Solve a linear system using CHOLMOD. Should be called on the host."""
+    import sksparse.cholmod
+
     # Matrix is transposed when we convert CSR to CSC.
     A_T_scipy = scipy.sparse.csc_matrix(
         (A.values, A.coords.indices, A.coords.indptr), shape=A.coords.shape[::-1]
@@ -183,7 +186,7 @@ class NonlinearSolver:
     """Helper class for solving using Gauss-Newton or Levenberg-Marquardt."""
 
     linear_solver: jdc.Static[
-        Literal["cholmod", "dense_cholesky", "conjugate_gradient"]
+        Literal["conjugate_gradient", "cholmod", "dense_cholesky"]
     ]
     trust_region: TrustRegionConfig | None
     termination: TerminationConfig