Preconditioner refactoring.
1. Added a Preconditioner interface.
2. SCHUR_JACOBI is now its own class and is independent of
SuiteSparse.
Change-Id: Id912ab19cf3736e61d1b90ddaf5bfba33e877ec4
diff --git a/internal/ceres/schur_jacobi_preconditioner.cc b/internal/ceres/schur_jacobi_preconditioner.cc
new file mode 100644
index 0000000..33a666e
--- /dev/null
+++ b/internal/ceres/schur_jacobi_preconditioner.cc
@@ -0,0 +1,145 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2013 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: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/schur_jacobi_preconditioner.h"
+
+#include <utility>
+#include <vector>
+#include "Eigen/Dense"
+#include "ceres/block_random_access_sparse_matrix.h"
+#include "ceres/block_sparse_matrix.h"
+#include "ceres/collections_port.h"
+#include "ceres/detect_structure.h"
+#include "ceres/internal/scoped_ptr.h"
+#include "ceres/linear_solver.h"
+#include "ceres/schur_eliminator.h"
+#include "glog/logging.h"
+
+namespace ceres {
+namespace internal {
+
+SchurJacobiPreconditioner::SchurJacobiPreconditioner(
+ const CompressedRowBlockStructure& bs,
+ const Preconditioner::Options& options)
+ : options_(options) {
+ CHECK_GT(options_.elimination_groups.size(), 1);
+ CHECK_GT(options_.elimination_groups[0], 0);
+ const int num_blocks = bs.cols.size() - options_.elimination_groups[0];
+ CHECK_GT(num_blocks, 0)
+ << "Jacobian should have atleast 1 f_block for "
+ << "SCHUR_JACOBI preconditioner.";
+
+ block_size_.resize(num_blocks);
+ set<pair<int, int> > block_pairs;
+
+ int num_block_diagonal_entries = 0;
+ for (int i = 0; i < num_blocks; ++i) {
+ block_size_[i] = bs.cols[i + options_.elimination_groups[0]].size;
+ block_pairs.insert(make_pair(i, i));
+ num_block_diagonal_entries += block_size_[i] * block_size_[i];
+ }
+
+ m_.reset(new BlockRandomAccessSparseMatrix(block_size_, block_pairs));
+ InitEliminator(bs);
+}
+
+SchurJacobiPreconditioner::~SchurJacobiPreconditioner() {
+}
+
+// Initialize the SchurEliminator.
+void SchurJacobiPreconditioner::InitEliminator(
+ const CompressedRowBlockStructure& bs) {
+ LinearSolver::Options eliminator_options;
+
+ eliminator_options.elimination_groups = options_.elimination_groups;
+ eliminator_options.num_threads = options_.num_threads;
+
+ DetectStructure(bs, options_.elimination_groups[0],
+ &eliminator_options.row_block_size,
+ &eliminator_options.e_block_size,
+ &eliminator_options.f_block_size);
+
+ eliminator_.reset(SchurEliminatorBase::Create(eliminator_options));
+ eliminator_->Init(options_.elimination_groups[0], &bs);
+}
+
+// Update the values of the preconditioner matrix and factorize it.
+bool SchurJacobiPreconditioner::Update(const BlockSparseMatrixBase& A,
+ const double* D) {
+ const int num_rows = m_->num_rows();
+ CHECK_GT(num_rows, 0);
+
+ // We need a dummy rhs vector and a dummy b vector since the Schur
+ // eliminator combines the computation of the reduced camera matrix
+ // with the computation of the right hand side of that linear
+ // system.
+ //
+ // TODO(sameeragarwal): Perhaps its worth refactoring the
+ // SchurEliminator::Eliminate function to allow NULL for the rhs. As
+ // of now it does not seem to be worth the effort.
+ Vector rhs = Vector::Zero(m_->num_rows());
+ Vector b = Vector::Zero(A.num_rows());
+
+ // Compute a subset of the entries of the Schur complement.
+ eliminator_->Eliminate(&A, b.data(), D, m_.get(), rhs.data());
+ return true;
+}
+
+void SchurJacobiPreconditioner::RightMultiply(const double* x,
+ double* y) const {
+ CHECK_NOTNULL(x);
+ CHECK_NOTNULL(y);
+
+ const double* lhs_values =
+ down_cast<BlockRandomAccessSparseMatrix*>(m_.get())->matrix()->values();
+
+ // This loop can be easily multi-threaded with OpenMP if need be.
+ for (int i = 0; i < block_size_.size(); ++i) {
+ const int block_size = block_size_[i];
+ ConstMatrixRef block(lhs_values, block_size, block_size);
+
+ VectorRef(y, block_size) =
+ block
+ .selfadjointView<Eigen::Upper>()
+ .ldlt()
+ .solve(ConstVectorRef(x, block_size));
+
+ x += block_size;
+ y += block_size;
+ lhs_values += block_size * block_size;
+ }
+}
+
+int SchurJacobiPreconditioner::num_rows() const {
+ return m_->num_rows();
+}
+
+} // namespace internal
+} // namespace ceres
