| // 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 |
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| // 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_sparse_matrix.h" |
| #include "ceres/block_structure.h" |
| #include "ceres/block_random_access_diagonal_matrix.h" |
| #include "ceres/casts.h" |
| #include "ceres/integral_types.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 |