internal/ceres/schur_jacobi_preconditioner.h

// Ceres Solver - A fast non-linear least squares minimizer
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// Author: sameeragarwal@google.com (Sameer Agarwal)
//
// Detailed descriptions of these preconditions beyond what is
// documented here can be found in
//
// Bundle Adjustment in the Large
// S. Agarwal, N. Snavely, S. Seitz & R. Szeliski, ECCV 2010
// http://www.cs.washington.edu/homes/sagarwal/bal.pdf

#ifndef CERES_INTERNAL_SCHUR_JACOBI_PRECONDITIONER_H_
#define CERES_INTERNAL_SCHUR_JACOBI_PRECONDITIONER_H_

#include <memory>
#include <set>
#include <utility>
#include <vector>

#include "ceres/preconditioner.h"

namespace ceres {
namespace internal {

class BlockRandomAccessDiagonalMatrix;
class BlockSparseMatrix;
struct CompressedRowBlockStructure;
class SchurEliminatorBase;

// This class implements the SCHUR_JACOBI preconditioner for Structure
// from Motion/Bundle Adjustment problems. Full mathematical details
// can be found in
//
// Bundle Adjustment in the Large
// S. Agarwal, N. Snavely, S. Seitz & R. Szeliski, ECCV 2010
// http://www.cs.washington.edu/homes/sagarwal/bal.pdf
//
// Example usage:
//
//   Preconditioner::Options options;
//   options.preconditioner_type = SCHUR_JACOBI;
//   options.elimination_groups.push_back(num_points);
//   options.elimination_groups.push_back(num_cameras);
//   SchurJacobiPreconditioner preconditioner(
//      *A.block_structure(), options);
//   preconditioner.Update(A, NULL);
//   preconditioner.RightMultiply(x, y);
//
class SchurJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
 public:
  // Initialize the symbolic structure of the preconditioner. bs is
  // the block structure of the linear system to be solved. It is used
  // to determine the sparsity structure of the preconditioner matrix.
  //
  // It has the same structural requirement as other Schur complement
  // based solvers. Please see schur_eliminator.h for more details.
  SchurJacobiPreconditioner(const CompressedRowBlockStructure& bs,
                            const Preconditioner::Options& options);
  SchurJacobiPreconditioner(const SchurJacobiPreconditioner&) = delete;
  void operator=(const SchurJacobiPreconditioner&) = delete;

  virtual ~SchurJacobiPreconditioner();

  // Preconditioner interface.
  virtual void RightMultiply(const double* x, double* y) const;
  virtual int num_rows() const;

 private:
  void InitEliminator(const CompressedRowBlockStructure& bs);
  virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);

  Preconditioner::Options options_;
  std::unique_ptr<SchurEliminatorBase> eliminator_;
  // Preconditioner matrix.
  std::unique_ptr<BlockRandomAccessDiagonalMatrix> m_;
};

}  // namespace internal
}  // namespace ceres

#endif  // CERES_INTERNAL_SCHUR_JACOBI_PRECONDITIONER_H_