diff options
Diffstat (limited to 'extern/ceres/internal/ceres/partitioned_matrix_view.h')
| -rw-r--r-- | extern/ceres/internal/ceres/partitioned_matrix_view.h | 152 |
1 files changed, 152 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/partitioned_matrix_view.h b/extern/ceres/internal/ceres/partitioned_matrix_view.h new file mode 100644 index 00000000000..6e75060a47e --- /dev/null +++ b/extern/ceres/internal/ceres/partitioned_matrix_view.h @@ -0,0 +1,152 @@ +// 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: sameeragarwal@google.com (Sameer Agarwal) +// +// For generalized bi-partite Jacobian matrices that arise in +// Structure from Motion related problems, it is sometimes useful to +// have access to the two parts of the matrix as linear operators +// themselves. This class provides that functionality. + +#ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ +#define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ + +#include <algorithm> +#include <cstring> +#include <vector> + +#include "ceres/block_structure.h" +#include "ceres/internal/eigen.h" +#include "ceres/linear_solver.h" +#include "ceres/small_blas.h" +#include "glog/logging.h" + +namespace ceres { +namespace internal { + +// Given generalized bi-partite matrix A = [E F], with the same block +// structure as required by the Schur complement based solver, found +// in explicit_schur_complement_solver.h, provide access to the +// matrices E and F and their outer products E'E and F'F with +// themselves. +// +// Lack of BlockStructure object will result in a crash and if the +// block structure of the matrix does not satisfy the requirements of +// the Schur complement solver it will result in unpredictable and +// wrong output. +class PartitionedMatrixViewBase { + public: + virtual ~PartitionedMatrixViewBase() {} + + // y += E'x + virtual void LeftMultiplyE(const double* x, double* y) const = 0; + + // y += F'x + virtual void LeftMultiplyF(const double* x, double* y) const = 0; + + // y += Ex + virtual void RightMultiplyE(const double* x, double* y) const = 0; + + // y += Fx + virtual void RightMultiplyF(const double* x, double* y) const = 0; + + // Create and return the block diagonal of the matrix E'E. + virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const = 0; + + // Create and return the block diagonal of the matrix F'F. Caller + // owns the result. + virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const = 0; + + // Compute the block diagonal of the matrix E'E and store it in + // block_diagonal. The matrix block_diagonal is expected to have a + // BlockStructure (preferably created using + // CreateBlockDiagonalMatrixEtE) which is has the same structure as + // the block diagonal of E'E. + virtual void UpdateBlockDiagonalEtE( + BlockSparseMatrix* block_diagonal) const = 0; + + // Compute the block diagonal of the matrix F'F and store it in + // block_diagonal. The matrix block_diagonal is expected to have a + // BlockStructure (preferably created using + // CreateBlockDiagonalMatrixFtF) which is has the same structure as + // the block diagonal of F'F. + virtual void UpdateBlockDiagonalFtF( + BlockSparseMatrix* block_diagonal) const = 0; + + virtual int num_col_blocks_e() const = 0; + virtual int num_col_blocks_f() const = 0; + virtual int num_cols_e() const = 0; + virtual int num_cols_f() const = 0; + virtual int num_rows() const = 0; + virtual int num_cols() const = 0; + + static PartitionedMatrixViewBase* Create(const LinearSolver::Options& options, + const BlockSparseMatrix& matrix); +}; + +template <int kRowBlockSize = Eigen::Dynamic, + int kEBlockSize = Eigen::Dynamic, + int kFBlockSize = Eigen::Dynamic > +class PartitionedMatrixView : public PartitionedMatrixViewBase { + public: + // matrix = [E F], where the matrix E contains the first + // num_col_blocks_a column blocks. + PartitionedMatrixView(const BlockSparseMatrix& matrix, int num_col_blocks_e); + + virtual ~PartitionedMatrixView(); + virtual void LeftMultiplyE(const double* x, double* y) const; + virtual void LeftMultiplyF(const double* x, double* y) const; + virtual void RightMultiplyE(const double* x, double* y) const; + virtual void RightMultiplyF(const double* x, double* y) const; + virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const; + virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const; + virtual void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const; + virtual void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const; + virtual int num_col_blocks_e() const { return num_col_blocks_e_; } + virtual int num_col_blocks_f() const { return num_col_blocks_f_; } + virtual int num_cols_e() const { return num_cols_e_; } + virtual int num_cols_f() const { return num_cols_f_; } + virtual int num_rows() const { return matrix_.num_rows(); } + virtual int num_cols() const { return matrix_.num_cols(); } + + private: + BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block, + int end_col_block) const; + + const BlockSparseMatrix& matrix_; + int num_row_blocks_e_; + int num_col_blocks_e_; + int num_col_blocks_f_; + int num_cols_e_; + int num_cols_f_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ |