blob: 7a36d9213b46cefc6328a6859cfdea67d7ccf1ce [file] [log] [blame]
// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2022 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: markshachkov@gmail.com (Mark Shachkov)
#include "ceres/power_series_expansion_preconditioner.h"
namespace ceres::internal {
PowerSeriesExpansionPreconditioner::PowerSeriesExpansionPreconditioner(
const ImplicitSchurComplement* isc,
const int max_num_spse_iterations,
const double spse_tolerance)
: isc_(isc),
max_num_spse_iterations_(max_num_spse_iterations),
spse_tolerance_(spse_tolerance) {}
PowerSeriesExpansionPreconditioner::~PowerSeriesExpansionPreconditioner() =
default;
bool PowerSeriesExpansionPreconditioner::Update(const LinearOperator& A,
const double* D) {
return true;
}
void PowerSeriesExpansionPreconditioner::RightMultiplyAndAccumulate(
const double* x, double* y) const {
VectorRef yref(y, num_rows());
Vector series_term(num_rows());
Vector previous_series_term(num_rows());
yref.setZero();
isc_->block_diagonal_FtF_inverse()->RightMultiplyAndAccumulate(x, y);
previous_series_term = yref;
const double norm_threshold = spse_tolerance_ * yref.norm();
for (int i = 1;; i++) {
series_term.setZero();
isc_->InversePowerSeriesOperatorRightMultiplyAccumulate(
previous_series_term.data(), series_term.data());
yref += series_term;
if (i >= max_num_spse_iterations_ || series_term.norm() < norm_threshold) {
break;
}
std::swap(previous_series_term, series_term);
}
}
int PowerSeriesExpansionPreconditioner::num_rows() const {
return isc_->num_rows();
}
} // namespace ceres::internal