Address some of the comments on CGNR patch
- Rename BlockDiagonalPreconditioner to BlockJacobiPreconditioner
- Include the diagonal in the block jacobi preconditioner.
- Better flag help for eta.
- Enable test for CGNR
- Rename CONJUGATE_GRADIENTS to CGNR.
- etc.
diff --git a/internal/ceres/block_jacobi_preconditioner.h b/internal/ceres/block_jacobi_preconditioner.h
new file mode 100644
index 0000000..91cfedd
--- /dev/null
+++ b/internal/ceres/block_jacobi_preconditioner.h
@@ -0,0 +1,84 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2012 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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: keir@google.com (Keir Mierle)
+
+#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
+#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
+
+#include <vector>
+#include "ceres/linear_operator.h"
+
+namespace ceres {
+namespace internal {
+
+class CompressedRowBlockStructure;
+class LinearOperator;
+class SparseMatrix;
+
+// A block Jacobi preconditioner. This is intended for use with conjugate
+// gradients, or other iterative symmetric solvers. To use the preconditioner,
+// create one by passing a BlockSparseMatrix as the linear operator "A" to the
+// constructor. This fixes the sparsity pattern to the pattern of the matrix
+// A^TA.
+//
+// Before each use of the preconditioner in a solve with conjugate gradients,
+// update the matrix by running Update(A, D). The values of the matrix A are
+// inspected to construct the preconditioner. The vector D is applied as the
+// D^TD diagonal term.
+class BlockJacobiPreconditioner : public LinearOperator {
+ public:
+ // A must remain valid while the BlockJacobiPreconditioner is.
+ BlockJacobiPreconditioner(const LinearOperator& A);
+ virtual ~BlockJacobiPreconditioner();
+
+ // Update the preconditioner with the values found in A. The sparsity pattern
+ // must match that of the A passed to the constructor. D is a vector that
+ // must have the same number of rows as A, and is applied as a diagonal in
+ // addition to the block diagonals of A.
+ void Update(const LinearOperator& A, const double* D);
+
+ // LinearOperator interface.
+ virtual void RightMultiply(const double* x, double* y) const;
+ virtual void LeftMultiply(const double* x, double* y) const;
+ virtual int num_rows() const { return num_rows_; }
+ virtual int num_cols() const { return num_rows_; }
+
+ private:
+ std::vector<double*> blocks_;
+ std::vector<double> block_storage_;
+ int num_rows_;
+
+ // The block structure of the matrix this preconditioner is for (e.g. J).
+ const CompressedRowBlockStructure& block_structure_;
+};
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
