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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 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_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
- #define CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
- #include <memory>
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/export.h"
- #include "ceres/linear_solver.h"
- #include "ceres/types.h"
- namespace ceres::internal {
- class BlockSparseMatrix;
- class ImplicitSchurComplement;
- class Preconditioner;
- // This class implements an iterative solver for the linear least
- // squares problems that have a bi-partite sparsity structure common
- // to Structure from Motion problems.
- //
- // The algorithm used by this solver was developed in a series of
- // papers - "Agarwal et al, Bundle Adjustment in the Large, ECCV 2010"
- // and "Wu et al, Multicore Bundle Adjustment, submitted to CVPR
- // 2011" at the University of Washington.
- //
- // The key idea is that one can run Conjugate Gradients on the Schur
- // Complement system without explicitly forming the Schur Complement
- // in memory. The heavy lifting for this is done by the
- // ImplicitSchurComplement class. Not forming the Schur complement in
- // memory and factoring it results in substantial savings in time and
- // memory. Further, iterative solvers like this open up the
- // possibility of solving the Newton equations in a non-linear solver
- // only approximately and terminating early, thereby saving even more
- // time.
- //
- // For the curious, running CG on the Schur complement is the same as
- // running CG on the Normal Equations with an SSOR preconditioner. For
- // a proof of this fact and others related to this solver please see
- // the section on Domain Decomposition Methods in Saad's book
- // "Iterative Methods for Sparse Linear Systems".
- class CERES_NO_EXPORT IterativeSchurComplementSolver final
- : public BlockSparseMatrixSolver {
- public:
- explicit IterativeSchurComplementSolver(LinearSolver::Options options);
- IterativeSchurComplementSolver(const IterativeSchurComplementSolver&) =
- delete;
- void operator=(const IterativeSchurComplementSolver&) = delete;
- ~IterativeSchurComplementSolver() override;
- private:
- LinearSolver::Summary SolveImpl(BlockSparseMatrix* A,
- const double* b,
- const LinearSolver::PerSolveOptions& options,
- double* x) final;
- void CreatePreconditioner(BlockSparseMatrix* A);
- LinearSolver::Options options_;
- std::unique_ptr<internal::ImplicitSchurComplement> schur_complement_;
- std::unique_ptr<Preconditioner> preconditioner_;
- Vector reduced_linear_system_solution_;
- };
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
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