internal/ceres/block_jacobi_preconditioner.h

// Ceres Solver - A fast non-linear least squares minimizer
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// http://code.google.com/p/ceres-solver/
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// 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_