internal/ceres/subset_preconditioner.cc

// Ceres Solver - A fast non-linear least squares minimizer
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// http://ceres-solver.org/
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// Author: sameeragarwal@google.com (Sameer Agarwal)

#include "ceres/subset_preconditioner.h"

#include <string>
#include "ceres/compressed_row_sparse_matrix.h"
#include "ceres/inner_product_computer.h"
#include "ceres/internal/scoped_ptr.h"
#include "ceres/linear_solver.h"
#include "ceres/sparse_cholesky.h"
#include "ceres/types.h"

namespace ceres {
namespace internal {

SubsetPreconditioner::SubsetPreconditioner(
    const Preconditioner::Options& options, const BlockSparseMatrix& A)
    : options_(options), num_cols_(A.num_cols()) {
  sparse_cholesky_.reset(
      SparseCholesky::Create(options_.sparse_linear_algebra_library_type,
                             options_.use_postordering ? AMD : NATURAL));
  CHECK_GE(options_.subset_preconditioner_start_row_block, 0);
}

SubsetPreconditioner::~SubsetPreconditioner() {}

void SubsetPreconditioner::RightMultiply(const double* x, double* y) const {
  CHECK_NOTNULL(x);
  CHECK_NOTNULL(y);
  std::string message;
  sparse_cholesky_->Solve(x, y, &message);
}

bool SubsetPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
                                      const double* D) {
  BlockSparseMatrix* m = const_cast<BlockSparseMatrix*>(&A);
  const CompressedRowBlockStructure* bs = m->block_structure();

  // A = [P]
  //     [Q]

  // Now add D to A if needed.
  if (D != NULL) {
    // A = [P]
    //     [Q]
    //     [D]
    scoped_ptr<BlockSparseMatrix> regularizer(
        BlockSparseMatrix::CreateDiagonalMatrix(D, bs->cols));
    m->AppendRows(*regularizer);
  }

  if (inner_product_computer_.get() == NULL) {
    inner_product_computer_.reset(InnerProductComputer::Create(
        *m,
        options_.subset_preconditioner_start_row_block,
        bs->rows.size(),
        sparse_cholesky_->StorageType()));
  }

  // Compute inner_product = [Q'*Q + D'*D]
  inner_product_computer_->Compute();

  // Unappend D if needed.
  if (D != NULL) {
    // A = [P]
    //     [Q]
    m->DeleteRowBlocks(bs->cols.size());
  }

  std::string message;
  // Compute L. s.t., LL' = Q'*Q + D'*D
  const LinearSolverTerminationType termination_type =
      sparse_cholesky_->Factorize(inner_product_computer_->mutable_result(),
                                  &message);
  if (termination_type != LINEAR_SOLVER_SUCCESS) {
    LOG(ERROR) << "Preconditioner factorization failed: " << message;
    return false;
  }

  return true;
}

}  // namespace internal
}  // namespace ceres