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Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/cgnr_linear_operator.h')
| -rw-r--r-- | extern/libmv/third_party/ceres/internal/ceres/cgnr_linear_operator.h | 120 |
1 files changed, 0 insertions, 120 deletions
diff --git a/extern/libmv/third_party/ceres/internal/ceres/cgnr_linear_operator.h b/extern/libmv/third_party/ceres/internal/ceres/cgnr_linear_operator.h deleted file mode 100644 index f32d8d95c19..00000000000 --- a/extern/libmv/third_party/ceres/internal/ceres/cgnr_linear_operator.h +++ /dev/null @@ -1,120 +0,0 @@ -// Ceres Solver - A fast non-linear least squares minimizer -// Copyright 2012 Google Inc. All rights reserved. -// http://code.google.com/p/ceres-solver/ -// -// 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: keir@google.com (Keir Mierle) - -#ifndef CERES_INTERNAL_CGNR_LINEAR_OPERATOR_H_ -#define CERES_INTERNAL_CGNR_LINEAR_OPERATOR_H_ - -#include <algorithm> -#include "ceres/linear_operator.h" -#include "ceres/internal/scoped_ptr.h" -#include "ceres/internal/eigen.h" - -namespace ceres { -namespace internal { - -class SparseMatrix; - -// A linear operator which takes a matrix A and a diagonal vector D and -// performs products of the form -// -// (A^T A + D^T D)x -// -// This is used to implement iterative general sparse linear solving with -// conjugate gradients, where A is the Jacobian and D is a regularizing -// parameter. A brief proof that D^T D is the correct regularizer: -// -// Given a regularized least squares problem: -// -// min ||Ax - b||^2 + ||Dx||^2 -// x -// -// First expand into matrix notation: -// -// (Ax - b)^T (Ax - b) + xD^TDx -// -// Then multiply out to get: -// -// = xA^TAx - 2b^T Ax + b^Tb + xD^TDx -// -// Take the derivative: -// -// 0 = 2A^TAx - 2A^T b + 2 D^TDx -// 0 = A^TAx - A^T b + D^TDx -// 0 = (A^TA + D^TD)x - A^T b -// -// Thus, the symmetric system we need to solve for CGNR is -// -// Sx = z -// -// with S = A^TA + D^TD -// and z = A^T b -// -// Note: This class is not thread safe, since it uses some temporary storage. -class CgnrLinearOperator : public LinearOperator { - public: - CgnrLinearOperator(const LinearOperator& A, const double *D) - : A_(A), D_(D), z_(new double[A.num_rows()]) { - } - virtual ~CgnrLinearOperator() {} - - virtual void RightMultiply(const double* x, double* y) const { - std::fill(z_.get(), z_.get() + A_.num_rows(), 0.0); - - // z = Ax - A_.RightMultiply(x, z_.get()); - - // y = y + Atz - A_.LeftMultiply(z_.get(), y); - - // y = y + DtDx - if (D_ != NULL) { - int n = A_.num_cols(); - VectorRef(y, n).array() += ConstVectorRef(D_, n).array().square() * - ConstVectorRef(x, n).array(); - } - } - - virtual void LeftMultiply(const double* x, double* y) const { - RightMultiply(x, y); - } - - virtual int num_rows() const { return A_.num_cols(); } - virtual int num_cols() const { return A_.num_cols(); } - - private: - const LinearOperator& A_; - const double* D_; - scoped_array<double> z_; -}; - -} // namespace internal -} // namespace ceres - -#endif // CERES_INTERNAL_CGNR_LINEAR_OPERATOR_H_ |