// 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_PRECONDITIONER_H_ #define CERES_INTERNAL_PRECONDITIONER_H_ #include #include "ceres/casts.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/context_impl.h" #include "ceres/internal/port.h" #include "ceres/linear_operator.h" #include "ceres/sparse_matrix.h" #include "ceres/types.h" namespace ceres { namespace internal { class BlockSparseMatrix; class SparseMatrix; class CERES_EXPORT_INTERNAL Preconditioner : public LinearOperator { public: struct Options { PreconditionerType type = JACOBI; VisibilityClusteringType visibility_clustering_type = CANONICAL_VIEWS; SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type = SUITE_SPARSE; // When using the subset preconditioner, all row blocks starting // from this row block are used to construct the preconditioner. // // i.e., the Jacobian 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. int subset_preconditioner_start_row_block = -1; // See solver.h for information about these flags. bool use_postordering = false; // If possible, how many threads the preconditioner can use. int num_threads = 1; // Hints about the order in which the parameter blocks should be // eliminated by the linear solver. // // For example if elimination_groups is a vector of size k, then // the linear solver is informed that it should eliminate the // parameter blocks 0 ... elimination_groups[0] - 1 first, and // then elimination_groups[0] ... elimination_groups[1] - 1 and so // on. Within each elimination group, the linear solver is free to // choose how the parameter blocks are ordered. Different linear // solvers have differing requirements on elimination_groups. // // The most common use is for Schur type solvers, where there // should be at least two elimination groups and the first // elimination group must form an independent set in the normal // equations. The first elimination group corresponds to the // num_eliminate_blocks in the Schur type solvers. std::vector elimination_groups; // If the block sizes in a BlockSparseMatrix are fixed, then in // some cases the Schur complement based solvers can detect and // specialize on them. // // It is expected that these parameters are set programmatically // rather than manually. // // Please see schur_complement_solver.h and schur_eliminator.h for // more details. int row_block_size = Eigen::Dynamic; int e_block_size = Eigen::Dynamic; int f_block_size = Eigen::Dynamic; ContextImpl* context = nullptr; }; // If the optimization problem is such that there are no remaining // e-blocks, ITERATIVE_SCHUR with a Schur type preconditioner cannot // be used. This function returns JACOBI if a preconditioner for // ITERATIVE_SCHUR is used. The input preconditioner_type is // returned otherwise. static PreconditionerType PreconditionerForZeroEBlocks( PreconditionerType preconditioner_type); virtual ~Preconditioner(); // Update the numerical value of the preconditioner for the linear // system: // // | A | x = |b| // |diag(D)| |0| // // for some vector b. It is important that the matrix A have the // same block structure as the one used to construct this object. // // D can be NULL, in which case its interpreted as a diagonal matrix // of size zero. virtual bool Update(const LinearOperator& A, const double* D) = 0; // LinearOperator interface. Since the operator is symmetric, // LeftMultiply and num_cols are just calls to RightMultiply and // num_rows respectively. Update() must be called before // RightMultiply can be called. void RightMultiply(const double* x, double* y) const override = 0; void LeftMultiply(const double* x, double* y) const override { return RightMultiply(x, y); } int num_rows() const override = 0; int num_cols() const override { return num_rows(); } }; // This templated subclass of Preconditioner serves as a base class for // other preconditioners that depend on the particular matrix layout of // the underlying linear operator. template class TypedPreconditioner : public Preconditioner { public: virtual ~TypedPreconditioner() {} bool Update(const LinearOperator& A, const double* D) final { return UpdateImpl(*down_cast(&A), D); } private: virtual bool UpdateImpl(const MatrixType& A, const double* D) = 0; }; // Preconditioners that depend on access to the low level structure // of a SparseMatrix. // clang-format off typedef TypedPreconditioner SparseMatrixPreconditioner; typedef TypedPreconditioner BlockSparseMatrixPreconditioner; typedef TypedPreconditioner CompressedRowSparseMatrixPreconditioner; // clang-format on // Wrap a SparseMatrix object as a preconditioner. class SparseMatrixPreconditionerWrapper : public SparseMatrixPreconditioner { public: // Wrapper does NOT take ownership of the matrix pointer. explicit SparseMatrixPreconditionerWrapper(const SparseMatrix* matrix); virtual ~SparseMatrixPreconditionerWrapper(); // Preconditioner interface virtual void RightMultiply(const double* x, double* y) const; virtual int num_rows() const; private: virtual bool UpdateImpl(const SparseMatrix& A, const double* D); const SparseMatrix* matrix_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_PRECONDITIONER_H_