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Diffstat (limited to 'extern/ceres/internal/ceres/subset_preconditioner.h')
-rw-r--r-- | extern/ceres/internal/ceres/subset_preconditioner.h | 91 |
1 files changed, 91 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/subset_preconditioner.h b/extern/ceres/internal/ceres/subset_preconditioner.h new file mode 100644 index 00000000000..6f3c9ecd052 --- /dev/null +++ b/extern/ceres/internal/ceres/subset_preconditioner.h @@ -0,0 +1,91 @@ +// 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) + +#ifndef CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ +#define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ + +#include <memory> +#include "ceres/preconditioner.h" + +namespace ceres { +namespace internal { + +class BlockSparseMatrix; +class SparseCholesky; +class InnerProductComputer; + +// Subset preconditioning, uses a subset of the rows of the Jacobian +// to construct a preconditioner for the normal equations. +// +// To keep the interface simple, we assume that the matrix A has +// already been re-ordered that the user wishes to some subset of the +// bottom row blocks of the matrix as the preconditioner. This is +// controlled by +// Preconditioner::Options::subset_preconditioner_start_row_block. +// +// When using the subset preconditioner, all row blocks starting +// from this row block are used to construct the preconditioner. +// +// More precisely the matrix A is horizontally partitioned as +// +// A = [P] +// [Q] +// +// where P has subset_preconditioner_start_row_block row blocks, +// and the preconditioner is the inverse of the matrix Q'Q. +// +// Obviously, the smaller this number, the more accurate and +// computationally expensive this preconditioner will be. +// +// See the tests for example usage. +class SubsetPreconditioner : public BlockSparseMatrixPreconditioner { + public: + SubsetPreconditioner(const Preconditioner::Options& options, + const BlockSparseMatrix& A); + virtual ~SubsetPreconditioner(); + + // Preconditioner interface + void RightMultiply(const double* x, double* y) const final; + int num_rows() const final { return num_cols_; } + int num_cols() const final { return num_cols_; } + + private: + bool UpdateImpl(const BlockSparseMatrix& A, const double* D) final; + + const Preconditioner::Options options_; + const int num_cols_; + std::unique_ptr<SparseCholesky> sparse_cholesky_; + std::unique_ptr<InnerProductComputer> inner_product_computer_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ |