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92 lines
3.6 KiB
92 lines
3.6 KiB
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
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#define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/preconditioner.h"
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namespace ceres {
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namespace internal {
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class BlockSparseMatrix;
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class SparseCholesky;
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class InnerProductComputer;
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// Subset preconditioning, uses a subset of the rows of the Jacobian
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// to construct a preconditioner for the normal equations.
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//
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// To keep the interface simple, we assume that the matrix A has
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// already been re-ordered that the user wishes to some subset of the
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// bottom row blocks of the matrix as the preconditioner. This is
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// controlled by
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// Preconditioner::Options::subset_preconditioner_start_row_block.
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//
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// When using the subset preconditioner, all row blocks starting
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// from this row block are used to construct the preconditioner.
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//
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// More precisely the matrix A is horizontally partitioned as
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//
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// A = [P]
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// [Q]
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//
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// where P as subset_preconditioner_start_row_block row blocks,
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// and the preconditioner is the inverse of the matrix Q'Q.
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//
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// Obviously, the smaller this number, the more accurate and
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// computationally expensive this preconditioner will be.
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//
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// See the tests for example usage.
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class SubsetPreconditioner : public BlockSparseMatrixPreconditioner {
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public:
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SubsetPreconditioner(const Preconditioner::Options& options,
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const BlockSparseMatrix& A);
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virtual ~SubsetPreconditioner();
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// Preconditioner interface
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virtual void RightMultiply(const double* x, double* y) const;
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virtual int num_rows() const { return num_cols_; }
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virtual int num_cols() const { return num_cols_; }
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private:
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virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
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const Preconditioner::Options options_;
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const int num_cols_;
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scoped_ptr<SparseCholesky> sparse_cholesky_;
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scoped_ptr<InnerProductComputer> inner_product_computer_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
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