blob: d7f6fe9714269f9a6c26e9d304059316af758f46 [file] [log] [blame]
// 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
// 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: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/schur_jacobi_preconditioner.h"
#include <utility>
#include <vector>
#include "ceres/block_random_access_diagonal_matrix.h"
#include "ceres/block_sparse_matrix.h"
#include "ceres/collections_port.h"
#include "ceres/internal/scoped_ptr.h"
#include "ceres/linear_solver.h"
#include "ceres/schur_eliminator.h"
#include "glog/logging.h"
namespace ceres {
namespace internal {
SchurJacobiPreconditioner::SchurJacobiPreconditioner(
const CompressedRowBlockStructure& bs,
const Preconditioner::Options& options)
: options_(options) {
CHECK_GT(options_.elimination_groups.size(), 1);
CHECK_GT(options_.elimination_groups[0], 0);
const int num_blocks = bs.cols.size() - options_.elimination_groups[0];
CHECK_GT(num_blocks, 0)
<< "Jacobian should have atleast 1 f_block for "
<< "SCHUR_JACOBI preconditioner.";
CHECK(options_.context != NULL);
std::vector<int> blocks(num_blocks);
for (int i = 0; i < num_blocks; ++i) {
blocks[i] = bs.cols[i + options_.elimination_groups[0]].size;
}
m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
InitEliminator(bs);
}
SchurJacobiPreconditioner::~SchurJacobiPreconditioner() {
}
// Initialize the SchurEliminator.
void SchurJacobiPreconditioner::InitEliminator(
const CompressedRowBlockStructure& bs) {
LinearSolver::Options eliminator_options;
eliminator_options.elimination_groups = options_.elimination_groups;
eliminator_options.num_threads = options_.num_threads;
eliminator_options.e_block_size = options_.e_block_size;
eliminator_options.f_block_size = options_.f_block_size;
eliminator_options.row_block_size = options_.row_block_size;
eliminator_options.context = options_.context;
eliminator_.reset(SchurEliminatorBase::Create(eliminator_options));
const bool kFullRankETE = true;
eliminator_->Init(
eliminator_options.elimination_groups[0], kFullRankETE, &bs);
}
// Update the values of the preconditioner matrix and factorize it.
bool SchurJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
const double* D) {
const int num_rows = m_->num_rows();
CHECK_GT(num_rows, 0);
// We need a dummy rhs vector and a dummy b vector since the Schur
// eliminator combines the computation of the reduced camera matrix
// with the computation of the right hand side of that linear
// system.
//
// TODO(sameeragarwal): Perhaps its worth refactoring the
// SchurEliminator::Eliminate function to allow NULL for the rhs. As
// of now it does not seem to be worth the effort.
Vector rhs = Vector::Zero(m_->num_rows());
Vector b = Vector::Zero(A.num_rows());
// Compute a subset of the entries of the Schur complement.
eliminator_->Eliminate(&A, b.data(), D, m_.get(), rhs.data());
m_->Invert();
return true;
}
void SchurJacobiPreconditioner::RightMultiply(const double* x,
double* y) const {
m_->RightMultiply(x, y);
}
int SchurJacobiPreconditioner::num_rows() const {
return m_->num_rows();
}
} // namespace internal
} // namespace ceres