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Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/implicit_schur_complement.h')
-rw-r--r-- | extern/libmv/third_party/ceres/internal/ceres/implicit_schur_complement.h | 167 |
1 files changed, 0 insertions, 167 deletions
diff --git a/extern/libmv/third_party/ceres/internal/ceres/implicit_schur_complement.h b/extern/libmv/third_party/ceres/internal/ceres/implicit_schur_complement.h deleted file mode 100644 index 5d822ebaeef..00000000000 --- a/extern/libmv/third_party/ceres/internal/ceres/implicit_schur_complement.h +++ /dev/null @@ -1,167 +0,0 @@ -// 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) -// -// An iterative solver for solving the Schur complement/reduced camera -// linear system that arise in SfM problems. - -#ifndef CERES_INTERNAL_IMPLICIT_SCHUR_COMPLEMENT_H_ -#define CERES_INTERNAL_IMPLICIT_SCHUR_COMPLEMENT_H_ - -#include "ceres/linear_operator.h" -#include "ceres/linear_solver.h" -#include "ceres/partitioned_matrix_view.h" -#include "ceres/internal/eigen.h" -#include "ceres/internal/scoped_ptr.h" -#include "ceres/types.h" - -namespace ceres { -namespace internal { - -class BlockSparseMatrix; - -// This class implements various linear algebraic operations related -// to the Schur complement without explicitly forming it. -// -// -// Given a reactangular linear system Ax = b, where -// -// A = [E F] -// -// The normal equations are given by -// -// A'Ax = A'b -// -// |E'E E'F||y| = |E'b| -// |F'E F'F||z| |F'b| -// -// and the Schur complement system is given by -// -// [F'F - F'E (E'E)^-1 E'F] z = F'b - F'E (E'E)^-1 E'b -// -// Now if we wish to solve Ax = b in the least squares sense, one way -// is to form this Schur complement system and solve it using -// Preconditioned Conjugate Gradients. -// -// The key operation in a conjugate gradient solver is the evaluation of the -// matrix vector product with the Schur complement -// -// S = F'F - F'E (E'E)^-1 E'F -// -// It is straightforward to see that matrix vector products with S can -// be evaluated without storing S in memory. Instead, given (E'E)^-1 -// (which for our purposes is an easily inverted block diagonal -// matrix), it can be done in terms of matrix vector products with E, -// F and (E'E)^-1. This class implements this functionality and other -// auxilliary bits needed to implement a CG solver on the Schur -// complement using the PartitionedMatrixView object. -// -// THREAD SAFETY: This class is nqot thread safe. In particular, the -// RightMultiply (and the LeftMultiply) methods are not thread safe as -// they depend on mutable arrays used for the temporaries needed to -// compute the product y += Sx; -class ImplicitSchurComplement : public LinearOperator { - public: - // num_eliminate_blocks is the number of E blocks in the matrix - // A. - // - // preconditioner indicates whether the inverse of the matrix F'F - // should be computed or not as a preconditioner for the Schur - // Complement. - // - // TODO(sameeragarwal): Get rid of the two bools below and replace - // them with enums. - explicit ImplicitSchurComplement(const LinearSolver::Options& options); - virtual ~ImplicitSchurComplement(); - - // Initialize the Schur complement for a linear least squares - // problem of the form - // - // |A | x = |b| - // |diag(D)| |0| - // - // If D is null, then it is treated as a zero dimensional matrix. It - // is important that the matrix A have a BlockStructure object - // associated with it and has a block structure that is compatible - // with the SchurComplement solver. - void Init(const BlockSparseMatrix& A, const double* D, const double* b); - - // y += Sx, where S is the Schur complement. - virtual void RightMultiply(const double* x, double* y) const; - - // The Schur complement is a symmetric positive definite matrix, - // thus the left and right multiply operators are the same. - virtual void LeftMultiply(const double* x, double* y) const { - RightMultiply(x, y); - } - - // y = (E'E)^-1 (E'b - E'F x). Given an estimate of the solution to - // the Schur complement system, this method computes the value of - // the e_block variables that were eliminated to form the Schur - // complement. - void BackSubstitute(const double* x, double* y); - - virtual int num_rows() const { return A_->num_cols_f(); } - virtual int num_cols() const { return A_->num_cols_f(); } - const Vector& rhs() const { return rhs_; } - - const BlockSparseMatrix* block_diagonal_EtE_inverse() const { - return block_diagonal_EtE_inverse_.get(); - } - - const BlockSparseMatrix* block_diagonal_FtF_inverse() const { - return block_diagonal_FtF_inverse_.get(); - } - - private: - void AddDiagonalAndInvert(const double* D, BlockSparseMatrix* matrix); - void UpdateRhs(); - - const LinearSolver::Options& options_; - - scoped_ptr<PartitionedMatrixViewBase> A_; - const double* D_; - const double* b_; - - scoped_ptr<BlockSparseMatrix> block_diagonal_EtE_inverse_; - scoped_ptr<BlockSparseMatrix> block_diagonal_FtF_inverse_; - - Vector rhs_; - - // Temporary storage vectors used to implement RightMultiply. - mutable Vector tmp_rows_; - mutable Vector tmp_e_cols_; - mutable Vector tmp_e_cols_2_; - mutable Vector tmp_f_cols_; -}; - -} // namespace internal -} // namespace ceres - -#endif // CERES_INTERNAL_IMPLICIT_SCHUR_COMPLEMENT_H_ |