// 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) #ifndef CERES_INTERNAL_INCOMPLETE_LQ_FACTORIZATION_H_ #define CERES_INTERNAL_INCOMPLETE_LQ_FACTORIZATION_H_ #include #include #include "ceres/compressed_row_sparse_matrix.h" namespace ceres { namespace internal { // Incomplete LQ factorization as described in // // Preconditioning techniques for indefinite and nonsymmetric linear // systems. Yousef Saad, Preprint RIACS-ILQ-TR, RIACS, NASA Ames // Research Center, Moffett Field, CA, 1987. // // An incomplete LQ factorization of a matrix A is a decomposition // // A = LQ + E // // Where L is a lower triangular matrix, and Q is a near orthonormal // matrix. The extent of orthonormality depends on E. E is the "drop" // matrix. Each row of L has a maximum of l_level_of_fill entries, and // all non-zero entries are within l_drop_tolerance of the largest // entry. Each row of Q has a maximum of q_level_of_fill entries and // all non-zero entries are within q_drop_tolerance of the largest // entry. // // E is the error of the incomplete factorization. // // The purpose of incomplete factorizations is preconditioning and // there one only needs the L matrix, therefore this function just // returns L. // // Caller owns the result. CompressedRowSparseMatrix* IncompleteLQFactorization( const CompressedRowSparseMatrix& matrix, const int l_level_of_fill, const double l_drop_tolerance, const int q_level_of_fill, const double q_drop_tolerance); // In the row vector dense_row(0:num_cols), drop values smaller than // the max_value * drop_tolerance. Of the remaining non-zero values, // choose at most level_of_fill values and then add the resulting row // vector to matrix. // // scratch is used to prevent allocations inside this function. It is // assumed that scratch is of size matrix->num_cols(). void DropEntriesAndAddRow(const Vector& dense_row, const int num_entries, const int level_of_fill, const double drop_tolerance, vector >* scratch, CompressedRowSparseMatrix* matrix); } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_INCOMPLETE_LQ_FACTORIZATION_H_