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// 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
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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/preconditioner.h"
namespace ceres {
namespace internal {
class BlockSparseMatrix;
struct CompressedRowBlockStructure;
class LinearOperator;
// 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 "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 Preconditioner {
public:
// A must remain valid while the BlockJacobiPreconditioner is.
explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A);
virtual ~BlockJacobiPreconditioner();
// Preconditioner interface
virtual bool Update(const BlockSparseMatrix& A, const double* D);
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_