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Diffstat (limited to 'extern/ceres/internal/ceres/block_jacobi_preconditioner.cc')
-rw-r--r-- | extern/ceres/internal/ceres/block_jacobi_preconditioner.cc | 106 |
1 files changed, 106 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/block_jacobi_preconditioner.cc b/extern/ceres/internal/ceres/block_jacobi_preconditioner.cc new file mode 100644 index 00000000000..22d4b351c51 --- /dev/null +++ b/extern/ceres/internal/ceres/block_jacobi_preconditioner.cc @@ -0,0 +1,106 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2015 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: keir@google.com (Keir Mierle) + +#include "ceres/block_jacobi_preconditioner.h" + +#include "ceres/block_sparse_matrix.h" +#include "ceres/block_structure.h" +#include "ceres/block_random_access_diagonal_matrix.h" +#include "ceres/casts.h" +#include "ceres/integral_types.h" +#include "ceres/internal/eigen.h" + +namespace ceres { +namespace internal { + +BlockJacobiPreconditioner::BlockJacobiPreconditioner( + const BlockSparseMatrix& A) { + const CompressedRowBlockStructure* bs = A.block_structure(); + std::vector<int> blocks(bs->cols.size()); + for (int i = 0; i < blocks.size(); ++i) { + blocks[i] = bs->cols[i].size; + } + + m_.reset(new BlockRandomAccessDiagonalMatrix(blocks)); +} + +BlockJacobiPreconditioner::~BlockJacobiPreconditioner() {} + +bool BlockJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A, + const double* D) { + const CompressedRowBlockStructure* bs = A.block_structure(); + const double* values = A.values(); + m_->SetZero(); + for (int i = 0; i < bs->rows.size(); ++i) { + const int row_block_size = bs->rows[i].block.size; + const std::vector<Cell>& cells = bs->rows[i].cells; + for (int j = 0; j < cells.size(); ++j) { + const int block_id = cells[j].block_id; + const int col_block_size = bs->cols[block_id].size; + + int r, c, row_stride, col_stride; + CellInfo* cell_info = m_->GetCell(block_id, block_id, + &r, &c, + &row_stride, &col_stride); + MatrixRef m(cell_info->values, row_stride, col_stride); + ConstMatrixRef b(values + cells[j].position, + row_block_size, + col_block_size); + m.block(r, c, col_block_size, col_block_size) += b.transpose() * b; + } + } + + if (D != NULL) { + // Add the diagonal. + int position = 0; + for (int i = 0; i < bs->cols.size(); ++i) { + const int block_size = bs->cols[i].size; + int r, c, row_stride, col_stride; + CellInfo* cell_info = m_->GetCell(i, i, + &r, &c, + &row_stride, &col_stride); + MatrixRef m(cell_info->values, row_stride, col_stride); + m.block(r, c, block_size, block_size).diagonal() += + ConstVectorRef(D + position, block_size).array().square().matrix(); + position += block_size; + } + } + + m_->Invert(); + return true; +} + +void BlockJacobiPreconditioner::RightMultiply(const double* x, + double* y) const { + m_->RightMultiply(x, y); +} + +} // namespace internal +} // namespace ceres |