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Diffstat (limited to 'extern/ceres/internal/ceres/preconditioner.h')
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diff --git a/extern/ceres/internal/ceres/preconditioner.h b/extern/ceres/internal/ceres/preconditioner.h new file mode 100644 index 00000000000..a248eae060d --- /dev/null +++ b/extern/ceres/internal/ceres/preconditioner.h @@ -0,0 +1,177 @@ +// 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_ |