// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2017 Google Inc. All rights reserved. // http://ceres-solver.org/ // // 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_SUBSET_PRECONDITIONER_H_ #define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_ #include "ceres/internal/scoped_ptr.h" #include "ceres/preconditioner.h" namespace ceres { namespace internal { class BlockSparseMatrix; class SparseCholesky; class InnerProductComputer; // Subset preconditioning, uses a subset of the rows of the Jacobian // to construct a preconditioner for the normal equations. // // To keep the interface simple, we assume that the matrix A has // already been re-ordered that the user wishes to some subset of the // bottom row blocks of the matrix as the preconditioner. This is // controlled by // Preconditioner::Options::subset_preconditioner_start_row_block. // // When using the subset preconditioner, all row blocks starting // from this row block are used to construct the preconditioner. // // More precisely the matrix A is horizontally partitioned as // // A = [P] // [Q] // // where P as subset_preconditioner_start_row_block row blocks, // and the preconditioner is the inverse of the matrix Q'Q. // // Obviously, the smaller this number, the more accurate and // computationally expensive this preconditioner will be. // // See the tests for example usage. class SubsetPreconditioner : public BlockSparseMatrixPreconditioner { public: SubsetPreconditioner(const Preconditioner::Options& options, const BlockSparseMatrix& A); virtual ~SubsetPreconditioner(); // Preconditioner interface virtual void RightMultiply(const double* x, double* y) const; virtual int num_rows() const { return num_cols_; } virtual int num_cols() const { return num_cols_; } private: virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D); const Preconditioner::Options options_; const int num_cols_; scoped_ptr sparse_cholesky_; scoped_ptr inner_product_computer_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_