1 files changed, 117 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/subset_preconditioner.cc b/extern/ceres/internal/ceres/subset_preconditioner.cc
new file mode 100644
index 00000000000..7c24ae9f288
--- /dev/null
+++ b/extern/ceres/internal/ceres/subset_preconditioner.cc
@@ -0,0 +1,117 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2017 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)
+
+#include "ceres/subset_preconditioner.h"
+
+#include <memory>
+#include <string>
+#include "ceres/compressed_row_sparse_matrix.h"
+#include "ceres/inner_product_computer.h"
+#include "ceres/linear_solver.h"
+#include "ceres/sparse_cholesky.h"
+#include "ceres/types.h"
+
+namespace ceres {
+namespace internal {
+
+SubsetPreconditioner::SubsetPreconditioner(
+    const Preconditioner::Options& options, const BlockSparseMatrix& A)
+    : options_(options), num_cols_(A.num_cols()) {
+  CHECK_GE(options_.subset_preconditioner_start_row_block, 0)
+      << "Congratulations, you found a bug in Ceres. Please report it.";
+
+  LinearSolver::Options sparse_cholesky_options;
+  sparse_cholesky_options.sparse_linear_algebra_library_type =
+      options_.sparse_linear_algebra_library_type;
+  sparse_cholesky_options.use_postordering =
+      options_.use_postordering;
+  sparse_cholesky_ = SparseCholesky::Create(sparse_cholesky_options);
+}
+
+SubsetPreconditioner::~SubsetPreconditioner() {}
+
+void SubsetPreconditioner::RightMultiply(const double* x, double* y) const {
+  CHECK(x != nullptr);
+  CHECK(y != nullptr);
+  std::string message;
+  sparse_cholesky_->Solve(x, y, &message);
+}
+
+bool SubsetPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
+                                      const double* D) {
+  BlockSparseMatrix* m = const_cast<BlockSparseMatrix*>(&A);
+  const CompressedRowBlockStructure* bs = m->block_structure();
+
+  // A = [P]
+  //     [Q]
+
+  // Now add D to A if needed.
+  if (D != NULL) {
+    // A = [P]
+    //     [Q]
+    //     [D]
+    std::unique_ptr<BlockSparseMatrix> regularizer(
+        BlockSparseMatrix::CreateDiagonalMatrix(D, bs->cols));
+    m->AppendRows(*regularizer);
+  }
+
+  if (inner_product_computer_.get() == NULL) {
+    inner_product_computer_.reset(InnerProductComputer::Create(
+        *m,
+        options_.subset_preconditioner_start_row_block,
+        bs->rows.size(),
+        sparse_cholesky_->StorageType()));
+  }
+
+  // Compute inner_product = [Q'*Q + D'*D]
+  inner_product_computer_->Compute();
+
+  // Unappend D if needed.
+  if (D != NULL) {
+    // A = [P]
+    //     [Q]
+    m->DeleteRowBlocks(bs->cols.size());
+  }
+
+  std::string message;
+  // Compute L. s.t., LL' = Q'*Q + D'*D
+  const LinearSolverTerminationType termination_type =
+      sparse_cholesky_->Factorize(inner_product_computer_->mutable_result(),
+                                  &message);
+  if (termination_type != LINEAR_SOLVER_SUCCESS) {
+    LOG(ERROR) << "Preconditioner factorization failed: " << message;
+    return false;
+  }
+
+  return true;
+}
+
+}  // namespace internal
+}  // namespace ceres