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+// 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)
+
+#ifndef CERES_INTERNAL_PRECONDITIONER_H_
+#define CERES_INTERNAL_PRECONDITIONER_H_
+
+#include <vector>
+#include "ceres/casts.h"
+#include "ceres/compressed_row_sparse_matrix.h"
+#include "ceres/linear_operator.h"
+#include "ceres/sparse_matrix.h"
+#include "ceres/types.h"
+
+namespace ceres {
+namespace internal {
+
+class BlockSparseMatrix;
+class SparseMatrix;
+
+class Preconditioner : public LinearOperator {
+ public:
+ struct Options {
+ Options()
+ : type(JACOBI),
+ visibility_clustering_type(CANONICAL_VIEWS),
+ sparse_linear_algebra_library_type(SUITE_SPARSE),
+ num_threads(1),
+ row_block_size(Eigen::Dynamic),
+ e_block_size(Eigen::Dynamic),
+ f_block_size(Eigen::Dynamic) {
+ }
+
+ PreconditionerType type;
+ VisibilityClusteringType visibility_clustering_type;
+ SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type;
+
+ // If possible, how many threads the preconditioner can use.
+ int num_threads;
+
+ // Hints about the order in which the parameter blocks should be
+ // eliminated by the linear solver.
+ //
+ // For example if elimination_groups is a vector of size k, then
+ // the linear solver is informed that it should eliminate the
+ // parameter blocks 0 ... elimination_groups[0] - 1 first, and
+ // then elimination_groups[0] ... elimination_groups[1] - 1 and so
+ // on. Within each elimination group, the linear solver is free to
+ // choose how the parameter blocks are ordered. Different linear
+ // solvers have differing requirements on elimination_groups.
+ //
+ // The most common use is for Schur type solvers, where there
+ // should be at least two elimination groups and the first
+ // elimination group must form an independent set in the normal
+ // equations. The first elimination group corresponds to the
+ // num_eliminate_blocks in the Schur type solvers.
+ std::vector<int> elimination_groups;
+
+ // If the block sizes in a BlockSparseMatrix are fixed, then in
+ // some cases the Schur complement based solvers can detect and
+ // specialize on them.
+ //
+ // It is expected that these parameters are set programmatically
+ // rather than manually.
+ //
+ // Please see schur_complement_solver.h and schur_eliminator.h for
+ // more details.
+ int row_block_size;
+ int e_block_size;
+ int f_block_size;
+ };
+
+ // If the optimization problem is such that there are no remaining
+ // e-blocks, ITERATIVE_SCHUR with a Schur type preconditioner cannot
+ // be used. This function returns JACOBI if a preconditioner for
+ // ITERATIVE_SCHUR is used. The input preconditioner_type is
+ // returned otherwise.
+ static PreconditionerType PreconditionerForZeroEBlocks(
+ PreconditionerType preconditioner_type);
+
+ virtual ~Preconditioner();
+
+ // Update the numerical value of the preconditioner for the linear
+ // system:
+ //
+ // | A | x = |b|
+ // |diag(D)| |0|
+ //
+ // for some vector b. It is important that the matrix A have the
+ // same block structure as the one used to construct this object.
+ //
+ // D can be NULL, in which case its interpreted as a diagonal matrix
+ // of size zero.
+ virtual bool Update(const LinearOperator& A, const double* D) = 0;
+
+ // LinearOperator interface. Since the operator is symmetric,
+ // LeftMultiply and num_cols are just calls to RightMultiply and
+ // num_rows respectively. Update() must be called before
+ // RightMultiply can be called.
+ virtual void RightMultiply(const double* x, double* y) const = 0;
+ virtual void LeftMultiply(const double* x, double* y) const {
+ return RightMultiply(x, y);
+ }
+
+ virtual int num_rows() const = 0;
+ virtual int num_cols() const {
+ return num_rows();
+ }
+};
+
+// This templated subclass of Preconditioner serves as a base class for
+// other preconditioners that depend on the particular matrix layout of
+// the underlying linear operator.
+template <typename MatrixType>
+class TypedPreconditioner : public Preconditioner {
+ public:
+ virtual ~TypedPreconditioner() {}
+ virtual bool Update(const LinearOperator& A, const double* D) {
+ return UpdateImpl(*down_cast<const MatrixType*>(&A), D);
+ }
+
+ private:
+ virtual bool UpdateImpl(const MatrixType& A, const double* D) = 0;
+};
+
+// Preconditioners that depend on acccess to the low level structure
+// of a SparseMatrix.
+typedef TypedPreconditioner<SparseMatrix> SparseMatrixPreconditioner; // NOLINT
+typedef TypedPreconditioner<BlockSparseMatrix> BlockSparseMatrixPreconditioner; // NOLINT
+typedef TypedPreconditioner<CompressedRowSparseMatrix> CompressedRowSparseMatrixPreconditioner; // NOLINT
+
+// Wrap a SparseMatrix object as a preconditioner.
+class SparseMatrixPreconditionerWrapper : public SparseMatrixPreconditioner {
+ public:
+ // Wrapper does NOT take ownership of the matrix pointer.
+ explicit SparseMatrixPreconditionerWrapper(const SparseMatrix* matrix);
+ virtual ~SparseMatrixPreconditionerWrapper();
+
+ // Preconditioner interface
+ virtual void RightMultiply(const double* x, double* y) const;
+ virtual int num_rows() const;
+
+ private:
+ virtual bool UpdateImpl(const SparseMatrix& A, const double* D);
+ const SparseMatrix* matrix_;
+};
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_PRECONDITIONER_H_