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author | Sascha Haeberling <haeberling@google.com> | 2013-07-23 19:00:21 -0700 |
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committer | Sascha Haeberling <haeberling@google.com> | 2013-07-24 12:00:09 -0700 |
commit | 1d2624a10e2c559f8ba9ef89eaa30832c0a83a96 (patch) | |
tree | f43667ef858dd0f377b15a58a9d5c9a126762c55 /internal/ceres/schur_jacobi_preconditioner.cc | |
parent | 0ae28bd5885b5daa526898fcf7c323dc2c3e1963 (diff) | |
download | ceres-solver-1d2624a10e2c559f8ba9ef89eaa30832c0a83a96.tar.gz |
Update ceres to the latest version in google3.
Change-Id: I0165fffa55f60714f23e0096eac89fa68df75a05
Diffstat (limited to 'internal/ceres/schur_jacobi_preconditioner.cc')
-rw-r--r-- | internal/ceres/schur_jacobi_preconditioner.cc | 145 |
1 files changed, 145 insertions, 0 deletions
diff --git a/internal/ceres/schur_jacobi_preconditioner.cc b/internal/ceres/schur_jacobi_preconditioner.cc new file mode 100644 index 0000000..aa840c5 --- /dev/null +++ b/internal/ceres/schur_jacobi_preconditioner.cc @@ -0,0 +1,145 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2013 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 +// 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 "Eigen/Dense" +#include "ceres/block_random_access_sparse_matrix.h" +#include "ceres/block_sparse_matrix.h" +#include "ceres/collections_port.h" +#include "ceres/detect_structure.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."; + + block_size_.resize(num_blocks); + set<pair<int, int> > block_pairs; + + int num_block_diagonal_entries = 0; + for (int i = 0; i < num_blocks; ++i) { + block_size_[i] = bs.cols[i + options_.elimination_groups[0]].size; + block_pairs.insert(make_pair(i, i)); + num_block_diagonal_entries += block_size_[i] * block_size_[i]; + } + + m_.reset(new BlockRandomAccessSparseMatrix(block_size_, block_pairs)); + 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; + + DetectStructure(bs, options_.elimination_groups[0], + &eliminator_options.row_block_size, + &eliminator_options.e_block_size, + &eliminator_options.f_block_size); + + eliminator_.reset(SchurEliminatorBase::Create(eliminator_options)); + eliminator_->Init(options_.elimination_groups[0], &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()); + return true; +} + +void SchurJacobiPreconditioner::RightMultiply(const double* x, + double* y) const { + CHECK_NOTNULL(x); + CHECK_NOTNULL(y); + + const double* lhs_values = + down_cast<BlockRandomAccessSparseMatrix*>(m_.get())->matrix()->values(); + + // This loop can be easily multi-threaded with OpenMP if need be. + for (int i = 0; i < block_size_.size(); ++i) { + const int block_size = block_size_[i]; + ConstMatrixRef block(lhs_values, block_size, block_size); + + VectorRef(y, block_size) = + block + .selfadjointView<Eigen::Upper>() + .ldlt() + .solve(ConstVectorRef(x, block_size)); + + x += block_size; + y += block_size; + lhs_values += block_size * block_size; + } +} + +int SchurJacobiPreconditioner::num_rows() const { + return m_->num_rows(); +} + +} // namespace internal +} // namespace ceres |