// 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 #include #include "Eigen/Dense" #include "ceres/block_random_access_diagonal_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/collections_port.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); for (int i = 0; i < num_blocks; ++i) { block_size_[i] = bs.cols[i + options_.elimination_groups[0]].size; } m_.reset(new BlockRandomAccessDiagonalMatrix(block_size_)); 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; eliminator_options.e_block_size = options_.e_block_size; eliminator_options.f_block_size = options_.f_block_size; eliminator_options.row_block_size = options_.row_block_size; eliminator_.reset(SchurEliminatorBase::Create(eliminator_options)); eliminator_->Init(eliminator_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(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() .llt() .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