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// 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: keir@google.com (Keir Mierle)
#include "ceres/block_jacobi_preconditioner.h"
#include "ceres/block_random_access_diagonal_matrix.h"
#include "ceres/block_sparse_matrix.h"
#include "ceres/block_structure.h"
#include "ceres/casts.h"
#include "ceres/internal/eigen.h"
namespace ceres {
namespace internal {
BlockJacobiPreconditioner::BlockJacobiPreconditioner(
const BlockSparseMatrix& A) {
const CompressedRowBlockStructure* bs = A.block_structure();
std::vector<int> blocks(bs->cols.size());
for (int i = 0; i < blocks.size(); ++i) {
blocks[i] = bs->cols[i].size;
}
m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
}
BlockJacobiPreconditioner::~BlockJacobiPreconditioner() {}
bool BlockJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
const double* D) {
const CompressedRowBlockStructure* bs = A.block_structure();
const double* values = A.values();
m_->SetZero();
for (int i = 0; i < bs->rows.size(); ++i) {
const int row_block_size = bs->rows[i].block.size;
const std::vector<Cell>& cells = bs->rows[i].cells;
for (int j = 0; j < cells.size(); ++j) {
const int block_id = cells[j].block_id;
const int col_block_size = bs->cols[block_id].size;
int r, c, row_stride, col_stride;
CellInfo* cell_info =
m_->GetCell(block_id, block_id, &r, &c, &row_stride, &col_stride);
MatrixRef m(cell_info->values, row_stride, col_stride);
ConstMatrixRef b(
values + cells[j].position, row_block_size, col_block_size);
m.block(r, c, col_block_size, col_block_size) += b.transpose() * b;
}
}
if (D != NULL) {
// Add the diagonal.
int position = 0;
for (int i = 0; i < bs->cols.size(); ++i) {
const int block_size = bs->cols[i].size;
int r, c, row_stride, col_stride;
CellInfo* cell_info = m_->GetCell(i, i, &r, &c, &row_stride, &col_stride);
MatrixRef m(cell_info->values, row_stride, col_stride);
m.block(r, c, block_size, block_size).diagonal() +=
ConstVectorRef(D + position, block_size).array().square().matrix();
position += block_size;
}
}
m_->Invert();
return true;
}
void BlockJacobiPreconditioner::RightMultiply(const double* x,
double* y) const {
m_->RightMultiply(x, y);
}
} // namespace internal
} // namespace ceres
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