// 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_PRECONDITIONER_H_ #define CERES_INTERNAL_PRECONDITIONER_H_ #include #include "ceres/casts.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/linear_operator.h" #include "ceres/sparse_matrix.h" namespace ceres { namespace internal { class BlockSparseMatrix; class SparseMatrix; class Preconditioner : public LinearOperator { public: struct Options { Options() : type(JACOBI), sparse_linear_algebra_library_type(SUITE_SPARSE), num_threads(1), row_block_size(Eigen::Dynamic), e_block_size(Eigen::Dynamic), f_block_size(Eigen::Dynamic) { } PreconditionerType type; SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type; // If possible, how many threads the preconditioner can use. int num_threads; // Hints about the order in which the parameter blocks should be // eliminated by the linear solver. // // For example if elimination_groups is a vector of size k, then // the linear solver is informed that it should eliminate the // parameter blocks 0 ... elimination_groups[0] - 1 first, and // then elimination_groups[0] ... elimination_groups[1] - 1 and so // on. Within each elimination group, the linear solver is free to // choose how the parameter blocks are ordered. Different linear // solvers have differing requirements on elimination_groups. // // The most common use is for Schur type solvers, where there // should be at least two elimination groups and the first // elimination group must form an independent set in the normal // equations. The first elimination group corresponds to the // num_eliminate_blocks in the Schur type solvers. vector elimination_groups; // If the block sizes in a BlockSparseMatrix are fixed, then in // some cases the Schur complement based solvers can detect and // specialize on them. // // It is expected that these parameters are set programmatically // rather than manually. // // Please see schur_complement_solver.h and schur_eliminator.h for // more details. int row_block_size; int e_block_size; int f_block_size; }; virtual ~Preconditioner(); // Update the numerical value of the preconditioner for the linear // system: // // | A | x = |b| // |diag(D)| |0| // // for some vector b. It is important that the matrix A have the // same block structure as the one used to construct this object. // // D can be NULL, in which case its interpreted as a diagonal matrix // of size zero. virtual bool Update(const LinearOperator& A, const double* D) = 0; // LinearOperator interface. Since the operator is symmetric, // LeftMultiply and num_cols are just calls to RightMultiply and // num_rows respectively. Update() must be called before // RightMultiply can be called. virtual void RightMultiply(const double* x, double* y) const = 0; virtual void LeftMultiply(const double* x, double* y) const { return RightMultiply(x, y); } virtual int num_rows() const = 0; virtual int num_cols() const { return num_rows(); } }; // This templated subclass of Preconditioner serves as a base class for // other preconditioners that depend on the particular matrix layout of // the underlying linear operator. template class TypedPreconditioner : public Preconditioner { public: virtual ~TypedPreconditioner() {} virtual bool Update(const LinearOperator& A, const double* D) { return UpdateImpl(*down_cast(&A), D); } private: virtual bool UpdateImpl(const MatrixType& A, const double* D) = 0; }; // Preconditioners that depend on acccess to the low level structure // of a SparseMatrix. typedef TypedPreconditioner SparseMatrixPreconditioner; // NOLINT typedef TypedPreconditioner BlockSparseMatrixPreconditioner; // NOLINT typedef TypedPreconditioner CompressedRowSparseMatrixPreconditioner; // NOLINT // Wrap a SparseMatrix object as a preconditioner. class SparseMatrixPreconditionerWrapper : public SparseMatrixPreconditioner { public: // Wrapper does NOT take ownership of the matrix pointer. explicit SparseMatrixPreconditionerWrapper(const SparseMatrix* matrix); virtual ~SparseMatrixPreconditionerWrapper(); // Preconditioner interface virtual void RightMultiply(const double* x, double* y) const; virtual int num_rows() const; private: virtual bool UpdateImpl(const SparseMatrix& A, const double* D); const SparseMatrix* matrix_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_PRECONDITIONER_H_