| // 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: sameeragarwal@google.com (Sameer Agarwal) |
| |
| #include "ceres/schur_jacobi_preconditioner.h" |
| |
| #include <utility> |
| #include <vector> |
| |
| #include "ceres/block_random_access_diagonal_matrix.h" |
| #include "ceres/block_sparse_matrix.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/schur_eliminator.h" |
| #include "glog/logging.h" |
| |
| namespace ceres::internal { |
| |
| SchurJacobiPreconditioner::SchurJacobiPreconditioner( |
| const CompressedRowBlockStructure& bs, Preconditioner::Options options) |
| : options_(std::move(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 at least 1 f_block for " |
| << "SCHUR_JACOBI preconditioner."; |
| CHECK(options_.context != nullptr); |
| |
| std::vector<Block> blocks(num_blocks); |
| int position = 0; |
| for (int i = 0; i < num_blocks; ++i) { |
| blocks[i] = |
| Block(bs.cols[i + options_.elimination_groups[0]].size, position); |
| position += blocks[i].size; |
| } |
| |
| m_ = std::make_unique<BlockRandomAccessDiagonalMatrix>(blocks); |
| InitEliminator(bs); |
| } |
| |
| SchurJacobiPreconditioner::~SchurJacobiPreconditioner() = default; |
| |
| // 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; |
| eliminator_options.e_block_size = options_.e_block_size; |
| eliminator_options.f_block_size = options_.f_block_size; |
| eliminator_options.row_block_size = options_.row_block_size; |
| eliminator_options.context = options_.context; |
| eliminator_ = SchurEliminatorBase::Create(eliminator_options); |
| const bool kFullRankETE = true; |
| eliminator_->Init( |
| eliminator_options.elimination_groups[0], kFullRankETE, &bs); |
| } |
| |
| // Update the values of the preconditioner matrix and factorize it. |
| bool SchurJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A, |
| const double* D) { |
| const int num_rows = m_->num_rows(); |
| CHECK_GT(num_rows, 0); |
| |
| // Compute a subset of the entries of the Schur complement. |
| eliminator_->Eliminate( |
| BlockSparseMatrixData(A), nullptr, D, m_.get(), nullptr); |
| m_->Invert(); |
| return true; |
| } |
| |
| void SchurJacobiPreconditioner::RightMultiplyAndAccumulate(const double* x, |
| double* y) const { |
| m_->RightMultiplyAndAccumulate(x, y); |
| } |
| |
| int SchurJacobiPreconditioner::num_rows() const { return m_->num_rows(); } |
| |
| } // namespace ceres::internal |