| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2015 Google Inc. All rights reserved. |
| // http://ceres-solver.org/ |
| // |
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| // modification, are permitted provided that the following conditions are met: |
| // |
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| // this list of conditions and the following disclaimer in the documentation |
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| // specific prior written permission. |
| // |
| // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
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| // |
| // Author: sameeragarwal@google.com (Sameer Agarwal) |
| // |
| // For generalized bi-partite Jacobian matrices that arise in |
| // Structure from Motion related problems, it is sometimes useful to |
| // have access to the two parts of the matrix as linear operators |
| // themselves. This class provides that functionality. |
| |
| #ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ |
| #define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ |
| |
| #include <algorithm> |
| #include <cstring> |
| #include <vector> |
| |
| #include "ceres/block_structure.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/small_blas.h" |
| #include "glog/logging.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| // Given generalized bi-partite matrix A = [E F], with the same block |
| // structure as required by the Schur complement based solver, found |
| // in explicit_schur_complement_solver.h, provide access to the |
| // matrices E and F and their outer products E'E and F'F with |
| // themselves. |
| // |
| // Lack of BlockStructure object will result in a crash and if the |
| // block structure of the matrix does not satisfy the requirements of |
| // the Schur complement solver it will result in unpredictable and |
| // wrong output. |
| class PartitionedMatrixViewBase { |
| public: |
| virtual ~PartitionedMatrixViewBase() {} |
| |
| // y += E'x |
| virtual void LeftMultiplyE(const double* x, double* y) const = 0; |
| |
| // y += F'x |
| virtual void LeftMultiplyF(const double* x, double* y) const = 0; |
| |
| // y += Ex |
| virtual void RightMultiplyE(const double* x, double* y) const = 0; |
| |
| // y += Fx |
| virtual void RightMultiplyF(const double* x, double* y) const = 0; |
| |
| // Create and return the block diagonal of the matrix E'E. |
| virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const = 0; |
| |
| // Create and return the block diagonal of the matrix F'F. Caller |
| // owns the result. |
| virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const = 0; |
| |
| // Compute the block diagonal of the matrix E'E and store it in |
| // block_diagonal. The matrix block_diagonal is expected to have a |
| // BlockStructure (preferably created using |
| // CreateBlockDiagonalMatrixEtE) which is has the same structure as |
| // the block diagonal of E'E. |
| virtual void UpdateBlockDiagonalEtE( |
| BlockSparseMatrix* block_diagonal) const = 0; |
| |
| // Compute the block diagonal of the matrix F'F and store it in |
| // block_diagonal. The matrix block_diagonal is expected to have a |
| // BlockStructure (preferably created using |
| // CreateBlockDiagonalMatrixFtF) which is has the same structure as |
| // the block diagonal of F'F. |
| virtual void UpdateBlockDiagonalFtF( |
| BlockSparseMatrix* block_diagonal) const = 0; |
| |
| virtual int num_col_blocks_e() const = 0; |
| virtual int num_col_blocks_f() const = 0; |
| virtual int num_cols_e() const = 0; |
| virtual int num_cols_f() const = 0; |
| virtual int num_rows() const = 0; |
| virtual int num_cols() const = 0; |
| |
| static PartitionedMatrixViewBase* Create(const LinearSolver::Options& options, |
| const BlockSparseMatrix& matrix); |
| }; |
| |
| template <int kRowBlockSize = Eigen::Dynamic, |
| int kEBlockSize = Eigen::Dynamic, |
| int kFBlockSize = Eigen::Dynamic > |
| class PartitionedMatrixView : public PartitionedMatrixViewBase { |
| public: |
| // matrix = [E F], where the matrix E contains the first |
| // num_col_blocks_a column blocks. |
| PartitionedMatrixView(const BlockSparseMatrix& matrix, int num_col_blocks_e); |
| |
| virtual ~PartitionedMatrixView(); |
| virtual void LeftMultiplyE(const double* x, double* y) const; |
| virtual void LeftMultiplyF(const double* x, double* y) const; |
| virtual void RightMultiplyE(const double* x, double* y) const; |
| virtual void RightMultiplyF(const double* x, double* y) const; |
| virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const; |
| virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const; |
| virtual void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const; |
| virtual void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const; |
| virtual int num_col_blocks_e() const { return num_col_blocks_e_; } |
| virtual int num_col_blocks_f() const { return num_col_blocks_f_; } |
| virtual int num_cols_e() const { return num_cols_e_; } |
| virtual int num_cols_f() const { return num_cols_f_; } |
| virtual int num_rows() const { return matrix_.num_rows(); } |
| virtual int num_cols() const { return matrix_.num_cols(); } |
| |
| private: |
| BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block, |
| int end_col_block) const; |
| |
| const BlockSparseMatrix& matrix_; |
| int num_row_blocks_e_; |
| int num_col_blocks_e_; |
| int num_col_blocks_f_; |
| int num_cols_e_; |
| int num_cols_f_; |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ |