iterative_schur_complement_solver.h 4.3 KB

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  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  4. //
  5. // Redistribution and use in source and binary forms, with or without
  6. // modification, are permitted provided that the following conditions are met:
  7. //
  8. // * Redistributions of source code must retain the above copyright notice,
  9. // this list of conditions and the following disclaimer.
  10. // * Redistributions in binary form must reproduce the above copyright notice,
  11. // this list of conditions and the following disclaimer in the documentation
  12. // and/or other materials provided with the distribution.
  13. // * Neither the name of Google Inc. nor the names of its contributors may be
  14. // used to endorse or promote products derived from this software without
  15. // specific prior written permission.
  16. //
  17. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
  18. // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
  19. // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
  20. // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
  21. // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
  23. // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  24. // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
  25. // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  27. // POSSIBILITY OF SUCH DAMAGE.
  28. //
  29. // Author: sameeragarwal@google.com (Sameer Agarwal)
  30. #ifndef CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
  31. #define CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
  32. #include <memory>
  33. #include "ceres/internal/disable_warnings.h"
  34. #include "ceres/internal/eigen.h"
  35. #include "ceres/internal/export.h"
  36. #include "ceres/linear_solver.h"
  37. #include "ceres/types.h"
  38. namespace ceres::internal {
  39. class BlockSparseMatrix;
  40. class ImplicitSchurComplement;
  41. class Preconditioner;
  42. // This class implements an iterative solver for the linear least
  43. // squares problems that have a bi-partite sparsity structure common
  44. // to Structure from Motion problems.
  45. //
  46. // The algorithm used by this solver was developed in a series of
  47. // papers - "Agarwal et al, Bundle Adjustment in the Large, ECCV 2010"
  48. // and "Wu et al, Multicore Bundle Adjustment, submitted to CVPR
  49. // 2011" at the University of Washington.
  50. //
  51. // The key idea is that one can run Conjugate Gradients on the Schur
  52. // Complement system without explicitly forming the Schur Complement
  53. // in memory. The heavy lifting for this is done by the
  54. // ImplicitSchurComplement class. Not forming the Schur complement in
  55. // memory and factoring it results in substantial savings in time and
  56. // memory. Further, iterative solvers like this open up the
  57. // possibility of solving the Newton equations in a non-linear solver
  58. // only approximately and terminating early, thereby saving even more
  59. // time.
  60. //
  61. // For the curious, running CG on the Schur complement is the same as
  62. // running CG on the Normal Equations with an SSOR preconditioner. For
  63. // a proof of this fact and others related to this solver please see
  64. // the section on Domain Decomposition Methods in Saad's book
  65. // "Iterative Methods for Sparse Linear Systems".
  66. class CERES_NO_EXPORT IterativeSchurComplementSolver final
  67. : public BlockSparseMatrixSolver {
  68. public:
  69. explicit IterativeSchurComplementSolver(LinearSolver::Options options);
  70. IterativeSchurComplementSolver(const IterativeSchurComplementSolver&) =
  71. delete;
  72. void operator=(const IterativeSchurComplementSolver&) = delete;
  73. ~IterativeSchurComplementSolver() override;
  74. private:
  75. LinearSolver::Summary SolveImpl(BlockSparseMatrix* A,
  76. const double* b,
  77. const LinearSolver::PerSolveOptions& options,
  78. double* x) final;
  79. void CreatePreconditioner(BlockSparseMatrix* A);
  80. LinearSolver::Options options_;
  81. std::unique_ptr<internal::ImplicitSchurComplement> schur_complement_;
  82. std::unique_ptr<Preconditioner> preconditioner_;
  83. Vector reduced_linear_system_solution_;
  84. };
  85. } // namespace ceres::internal
  86. #include "ceres/internal/reenable_warnings.h"
  87. #endif // CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_