power_series_expansion_preconditioner.cc 3.6 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
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  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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  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: markshachkov@gmail.com (Mark Shachkov)
  30. #include "ceres/power_series_expansion_preconditioner.h"
  31. #include "ceres/eigen_vector_ops.h"
  32. #include "ceres/parallel_vector_ops.h"
  33. #include "ceres/preconditioner.h"
  34. namespace ceres::internal {
  35. PowerSeriesExpansionPreconditioner::PowerSeriesExpansionPreconditioner(
  36. const ImplicitSchurComplement* isc,
  37. const int max_num_spse_iterations,
  38. const double spse_tolerance,
  39. const Preconditioner::Options& options)
  40. : isc_(isc),
  41. max_num_spse_iterations_(max_num_spse_iterations),
  42. spse_tolerance_(spse_tolerance),
  43. options_(options) {}
  44. PowerSeriesExpansionPreconditioner::~PowerSeriesExpansionPreconditioner() =
  45. default;
  46. bool PowerSeriesExpansionPreconditioner::Update(const LinearOperator& /*A*/,
  47. const double* /*D*/) {
  48. return true;
  49. }
  50. void PowerSeriesExpansionPreconditioner::RightMultiplyAndAccumulate(
  51. const double* x, double* y) const {
  52. VectorRef yref(y, num_rows());
  53. Vector series_term(num_rows());
  54. Vector previous_series_term(num_rows());
  55. ParallelSetZero(options_.context, options_.num_threads, yref);
  56. isc_->block_diagonal_FtF_inverse()->RightMultiplyAndAccumulate(
  57. x, y, options_.context, options_.num_threads);
  58. ParallelAssign(
  59. options_.context, options_.num_threads, previous_series_term, yref);
  60. const double norm_threshold =
  61. spse_tolerance_ * Norm(yref, options_.context, options_.num_threads);
  62. for (int i = 1;; i++) {
  63. ParallelSetZero(options_.context, options_.num_threads, series_term);
  64. isc_->InversePowerSeriesOperatorRightMultiplyAccumulate(
  65. previous_series_term.data(), series_term.data());
  66. ParallelAssign(
  67. options_.context, options_.num_threads, yref, yref + series_term);
  68. if (i >= max_num_spse_iterations_ || series_term.norm() < norm_threshold) {
  69. break;
  70. }
  71. std::swap(previous_series_term, series_term);
  72. }
  73. }
  74. int PowerSeriesExpansionPreconditioner::num_rows() const {
  75. return isc_->num_rows();
  76. }
  77. } // namespace ceres::internal