| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2017 Google Inc. All rights reserved. |
| // http://ceres-solver.org/ |
| // |
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| // Author: sameeragarwal@google.com (Sameer Agarwal) |
| |
| #ifndef CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ |
| #define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ |
| |
| #include <memory> |
| |
| #include "ceres/internal/port.h" |
| #include "ceres/preconditioner.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| class BlockSparseMatrix; |
| class SparseCholesky; |
| class InnerProductComputer; |
| |
| // Subset preconditioning, uses a subset of the rows of the Jacobian |
| // to construct a preconditioner for the normal equations. |
| // |
| // To keep the interface simple, we assume that the matrix A has |
| // already been re-ordered that the user wishes to some subset of the |
| // bottom row blocks of the matrix as the preconditioner. This is |
| // controlled by |
| // Preconditioner::Options::subset_preconditioner_start_row_block. |
| // |
| // When using the subset preconditioner, all row blocks starting |
| // from this row block are used to construct the preconditioner. |
| // |
| // More precisely the matrix A is horizontally partitioned as |
| // |
| // A = [P] |
| // [Q] |
| // |
| // where P has subset_preconditioner_start_row_block row blocks, |
| // and the preconditioner is the inverse of the matrix Q'Q. |
| // |
| // Obviously, the smaller this number, the more accurate and |
| // computationally expensive this preconditioner will be. |
| // |
| // See the tests for example usage. |
| class CERES_EXPORT_INTERNAL SubsetPreconditioner |
| : public BlockSparseMatrixPreconditioner { |
| public: |
| SubsetPreconditioner(const Preconditioner::Options& options, |
| const BlockSparseMatrix& A); |
| virtual ~SubsetPreconditioner(); |
| |
| // Preconditioner interface |
| void RightMultiply(const double* x, double* y) const final; |
| int num_rows() const final { return num_cols_; } |
| int num_cols() const final { return num_cols_; } |
| |
| private: |
| bool UpdateImpl(const BlockSparseMatrix& A, const double* D) final; |
| |
| const Preconditioner::Options options_; |
| const int num_cols_; |
| std::unique_ptr<SparseCholesky> sparse_cholesky_; |
| std::unique_ptr<InnerProductComputer> inner_product_computer_; |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ |