// 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_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_ #define CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_ #include #include "ceres/linear_solver.h" #include "ceres/internal/eigen.h" #include "ceres/types.h" namespace ceres { namespace internal { class BlockSparseMatrix; class ImplicitSchurComplement; class Preconditioner; // This class implements an iterative solver for the linear least // squares problems that have a bi-partite sparsity structure common // to Structure from Motion problems. // // The algorithm used by this solver was developed in a series of // papers - "Agarwal et al, Bundle Adjustment in the Large, ECCV 2010" // and "Wu et al, Multicore Bundle Adjustment, submitted to CVPR // 2011" at the Univeristy of Washington. // // The key idea is that one can run Conjugate Gradients on the Schur // Complement system without explicitly forming the Schur Complement // in memory. The heavy lifting for this is done by the // ImplicitSchurComplement class. Not forming the Schur complement in // memory and factoring it results in substantial savings in time and // memory. Further, iterative solvers like this open up the // possibility of solving the Newton equations in a non-linear solver // only approximately and terminating early, thereby saving even more // time. // // For the curious, running CG on the Schur complement is the same as // running CG on the Normal Equations with an SSOR preconditioner. For // a proof of this fact and others related to this solver please see // the section on Domain Decomposition Methods in Saad's book // "Iterative Methods for Sparse Linear Systems". class IterativeSchurComplementSolver : public BlockSparseMatrixSolver { public: explicit IterativeSchurComplementSolver(const LinearSolver::Options& options); IterativeSchurComplementSolver(const IterativeSchurComplementSolver&) = delete; void operator=(const IterativeSchurComplementSolver&) = delete; virtual ~IterativeSchurComplementSolver(); private: LinearSolver::Summary SolveImpl( BlockSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& options, double* x) final; void CreatePreconditioner(BlockSparseMatrix* A); LinearSolver::Options options_; std::unique_ptr schur_complement_; std::unique_ptr preconditioner_; Vector reduced_linear_system_solution_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_