1 files changed, 76 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/block_jacobi_preconditioner.h b/extern/ceres/internal/ceres/block_jacobi_preconditioner.h
new file mode 100644
index 00000000000..14007295823
--- /dev/null
+++ b/extern/ceres/internal/ceres/block_jacobi_preconditioner.h
@@ -0,0 +1,76 @@
+// 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)
+
+#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
+#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
+
+#include <vector>
+#include "ceres/block_random_access_diagonal_matrix.h"
+#include "ceres/internal/scoped_ptr.h"
+#include "ceres/preconditioner.h"
+
+namespace ceres {
+namespace internal {
+
+class BlockSparseMatrix;
+struct CompressedRowBlockStructure;
+
+// A block Jacobi preconditioner. This is intended for use with
+// conjugate gradients, or other iterative symmetric solvers. To use
+// the preconditioner, create one by passing a BlockSparseMatrix "A"
+// to the constructor. This fixes the sparsity pattern to the pattern
+// of the matrix A^TA.
+//
+// Before each use of the preconditioner in a solve with conjugate gradients,
+// update the matrix by running Update(A, D). The values of the matrix A are
+// inspected to construct the preconditioner. The vector D is applied as the
+// D^TD diagonal term.
+class BlockJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
+ public:
+  // A must remain valid while the BlockJacobiPreconditioner is.
+  explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A);
+  virtual ~BlockJacobiPreconditioner();
+
+  // Preconditioner interface
+  virtual void RightMultiply(const double* x, double* y) const;
+  virtual int num_rows() const { return m_->num_rows(); }
+  virtual int num_cols() const { return m_->num_rows(); }
+
+  const BlockRandomAccessDiagonalMatrix& matrix() const { return *m_; }
+ private:
+  virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
+
+  scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
+};
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_