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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)
- #include "ceres/schur_jacobi_preconditioner.h"
- #include <memory>
- #include <utility>
- #include <vector>
- #include "ceres/block_random_access_diagonal_matrix.h"
- #include "ceres/block_sparse_matrix.h"
- #include "ceres/linear_solver.h"
- #include "ceres/schur_eliminator.h"
- #include "glog/logging.h"
- namespace ceres::internal {
- SchurJacobiPreconditioner::SchurJacobiPreconditioner(
- const CompressedRowBlockStructure& bs, Preconditioner::Options options)
- : options_(std::move(options)) {
- CHECK_GT(options_.elimination_groups.size(), 1);
- CHECK_GT(options_.elimination_groups[0], 0);
- const int num_blocks = bs.cols.size() - options_.elimination_groups[0];
- CHECK_GT(num_blocks, 0) << "Jacobian should have at least 1 f_block for "
- << "SCHUR_JACOBI preconditioner.";
- CHECK(options_.context != nullptr);
- std::vector<Block> blocks(num_blocks);
- int position = 0;
- for (int i = 0; i < num_blocks; ++i) {
- blocks[i] =
- Block(bs.cols[i + options_.elimination_groups[0]].size, position);
- position += blocks[i].size;
- }
- m_ = std::make_unique<BlockRandomAccessDiagonalMatrix>(
- blocks, options_.context, options_.num_threads);
- InitEliminator(bs);
- }
- SchurJacobiPreconditioner::~SchurJacobiPreconditioner() = default;
- // Initialize the SchurEliminator.
- void SchurJacobiPreconditioner::InitEliminator(
- const CompressedRowBlockStructure& bs) {
- LinearSolver::Options eliminator_options;
- eliminator_options.elimination_groups = options_.elimination_groups;
- eliminator_options.num_threads = options_.num_threads;
- eliminator_options.e_block_size = options_.e_block_size;
- eliminator_options.f_block_size = options_.f_block_size;
- eliminator_options.row_block_size = options_.row_block_size;
- eliminator_options.context = options_.context;
- eliminator_ = SchurEliminatorBase::Create(eliminator_options);
- const bool kFullRankETE = true;
- eliminator_->Init(
- eliminator_options.elimination_groups[0], kFullRankETE, &bs);
- }
- // Update the values of the preconditioner matrix and factorize it.
- bool SchurJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
- const double* D) {
- const int num_rows = m_->num_rows();
- CHECK_GT(num_rows, 0);
- // Compute a subset of the entries of the Schur complement.
- eliminator_->Eliminate(
- BlockSparseMatrixData(A), nullptr, D, m_.get(), nullptr);
- m_->Invert();
- return true;
- }
- void SchurJacobiPreconditioner::RightMultiplyAndAccumulate(const double* x,
- double* y) const {
- m_->RightMultiplyAndAccumulate(x, y);
- }
- int SchurJacobiPreconditioner::num_rows() const { return m_->num_rows(); }
- } // namespace ceres::internal
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