| // 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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| // POSSIBILITY OF SUCH DAMAGE. |
| // |
| // 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 <memory> |
| #include <vector> |
| |
| #include "ceres/block_structure.h" |
| #include "ceres/internal/config.h" |
| #include "ceres/internal/disable_warnings.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/internal/export.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/small_blas.h" |
| #include "glog/logging.h" |
| |
| namespace ceres::internal { |
| |
| class ContextImpl; |
| |
| // Given generalized bi-partite matrix A = [E F], with the same block |
| // structure as required by the Schur complement based solver, found |
| // in 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 CERES_NO_EXPORT PartitionedMatrixViewBase { |
| public: |
| virtual ~PartitionedMatrixViewBase(); |
| |
| // y += E'x |
| virtual void LeftMultiplyAndAccumulateE(const double* x, double* y) const = 0; |
| virtual void LeftMultiplyAndAccumulateESingleThreaded(const double* x, |
| double* y) const = 0; |
| virtual void LeftMultiplyAndAccumulateEMultiThreaded(const double* x, |
| double* y) const = 0; |
| |
| // y += F'x |
| virtual void LeftMultiplyAndAccumulateF(const double* x, double* y) const = 0; |
| virtual void LeftMultiplyAndAccumulateFSingleThreaded(const double* x, |
| double* y) const = 0; |
| virtual void LeftMultiplyAndAccumulateFMultiThreaded(const double* x, |
| double* y) const = 0; |
| |
| // y += Ex |
| virtual void RightMultiplyAndAccumulateE(const double* x, |
| double* y) const = 0; |
| |
| // y += Fx |
| virtual void RightMultiplyAndAccumulateF(const double* x, |
| double* y) const = 0; |
| |
| // Create and return the block diagonal of the matrix E'E. |
| virtual std::unique_ptr<BlockSparseMatrix> CreateBlockDiagonalEtE() const = 0; |
| |
| // Create and return the block diagonal of the matrix F'F. Caller |
| // owns the result. |
| virtual std::unique_ptr<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; |
| |
| // clang-format off |
| 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; |
| virtual const std::vector<int>& e_cols_partition() const = 0; |
| virtual const std::vector<int>& f_cols_partition() const = 0; |
| // clang-format on |
| |
| static std::unique_ptr<PartitionedMatrixViewBase> Create( |
| const LinearSolver::Options& options, const BlockSparseMatrix& matrix); |
| }; |
| |
| template <int kRowBlockSize = Eigen::Dynamic, |
| int kEBlockSize = Eigen::Dynamic, |
| int kFBlockSize = Eigen::Dynamic> |
| class CERES_NO_EXPORT PartitionedMatrixView final |
| : public PartitionedMatrixViewBase { |
| public: |
| // matrix = [E F], where the matrix E contains the first |
| // options.elimination_groups[0] column blocks. |
| PartitionedMatrixView(const LinearSolver::Options& options, |
| const BlockSparseMatrix& matrix); |
| |
| // y += E'x |
| virtual void LeftMultiplyAndAccumulateE(const double* x, |
| double* y) const final; |
| virtual void LeftMultiplyAndAccumulateESingleThreaded(const double* x, |
| double* y) const final; |
| virtual void LeftMultiplyAndAccumulateEMultiThreaded(const double* x, |
| double* y) const final; |
| |
| // y += F'x |
| virtual void LeftMultiplyAndAccumulateF(const double* x, |
| double* y) const final; |
| virtual void LeftMultiplyAndAccumulateFSingleThreaded(const double* x, |
| double* y) const final; |
| virtual void LeftMultiplyAndAccumulateFMultiThreaded(const double* x, |
| double* y) const final; |
| |
| // y += Ex |
| virtual void RightMultiplyAndAccumulateE(const double* x, |
| double* y) const final; |
| |
| // y += Fx |
| virtual void RightMultiplyAndAccumulateF(const double* x, |
| double* y) const final; |
| |
| std::unique_ptr<BlockSparseMatrix> CreateBlockDiagonalEtE() const final; |
| std::unique_ptr<BlockSparseMatrix> CreateBlockDiagonalFtF() const final; |
| void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const final; |
| void UpdateBlockDiagonalEtESingleThreaded( |
| BlockSparseMatrix* block_diagonal) const; |
| void UpdateBlockDiagonalEtEMultiThreaded( |
| BlockSparseMatrix* block_diagonal) const; |
| void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const final; |
| void UpdateBlockDiagonalFtFSingleThreaded( |
| BlockSparseMatrix* block_diagonal) const; |
| void UpdateBlockDiagonalFtFMultiThreaded( |
| BlockSparseMatrix* block_diagonal) const; |
| // clang-format off |
| int num_col_blocks_e() const final { return num_col_blocks_e_; } |
| int num_col_blocks_f() const final { return num_col_blocks_f_; } |
| int num_cols_e() const final { return num_cols_e_; } |
| int num_cols_f() const final { return num_cols_f_; } |
| int num_rows() const final { return matrix_.num_rows(); } |
| int num_cols() const final { return matrix_.num_cols(); } |
| // clang-format on |
| const std::vector<int>& e_cols_partition() const final { |
| return e_cols_partition_; |
| } |
| const std::vector<int>& f_cols_partition() const final { |
| return f_cols_partition_; |
| } |
| |
| private: |
| std::unique_ptr<BlockSparseMatrix> CreateBlockDiagonalMatrixLayout( |
| int start_col_block, int end_col_block) const; |
| |
| const LinearSolver::Options options_; |
| 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_; |
| std::vector<int> e_cols_partition_; |
| std::vector<int> f_cols_partition_; |
| }; |
| |
| } // namespace ceres::internal |
| |
| #include "ceres/internal/reenable_warnings.h" |
| |
| #endif // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ |
