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Diffstat (limited to 'internal/ceres/iterative_schur_complement_solver.h')
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diff --git a/internal/ceres/iterative_schur_complement_solver.h b/internal/ceres/iterative_schur_complement_solver.h new file mode 100644 index 0000000..cfeb65e --- /dev/null +++ b/internal/ceres/iterative_schur_complement_solver.h @@ -0,0 +1,94 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 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 +// 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) + +#ifndef CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_ +#define CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_ + +#include "ceres/linear_solver.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/types.h" + +namespace ceres { +namespace internal { + +class BlockSparseMatrix; +class BlockSparseMatrixBase; +class ImplicitSchurComplement; +class VisibilityBasedPreconditioner; + +// This class implements an iterative solver for the linear least +// squares problems that have a bi-partitte sparsity structure common +// to Structure from Motion problems. +// +// The algorithm used by this solver was developed in a series of +// papers - "Agarwal et al, Bundle Adjustment in the Large, ECCV 2010" +// and "Wu et al, Multicore Bundle Adjustment, submitted to CVPR +// 2011" at the Univeristy of Washington. +// +// The key idea is that one can run Conjugate Gradients on the Schur +// Complement system without explicitly forming the Schur Complement +// in memory. The heavy lifting for this is done by the +// ImplicitSchurComplement class. Not forming the Schur complement in +// memory and factoring it results in substantial savings in time and +// memory. Further, iterative solvers like this open up the +// possibility of solving the Newton equations in a non-linear solver +// only approximately and terminating early, thereby saving even more +// time. +// +// For the curious, running CG on the Schur complement is the same as +// running CG on the Normal Equations with an SSOR preconditioner. For +// a proof of this fact and others related to this solver please see +// the section on Domain Decomposition Methods in Saad's book +// "Iterative Methods for Sparse Linear Systems". +class IterativeSchurComplementSolver : public BlockSparseMatrixBaseSolver { + public: + explicit IterativeSchurComplementSolver( + const LinearSolver::Options& options); + + virtual ~IterativeSchurComplementSolver(); + + private: + virtual LinearSolver::Summary SolveImpl( + BlockSparseMatrixBase* A, + const double* b, + const LinearSolver::PerSolveOptions& options, + double* x); + + LinearSolver::Options options_; + scoped_ptr<internal::ImplicitSchurComplement> schur_complement_; + scoped_ptr<VisibilityBasedPreconditioner> visibility_based_preconditioner_; + Vector reduced_linear_system_solution_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_ |