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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_SUBSET_PRECONDITIONER_H_
- #define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
- #include <memory>
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/export.h"
- #include "ceres/preconditioner.h"
- namespace ceres::internal {
- class BlockSparseMatrix;
- class SparseCholesky;
- class InnerProductComputer;
- // Subset preconditioning, uses a subset of the rows of the Jacobian
- // to construct a preconditioner for the normal equations.
- //
- // To keep the interface simple, we assume that the matrix A has
- // already been re-ordered that the user wishes to some subset of the
- // bottom row blocks of the matrix as the preconditioner. This is
- // controlled by
- // Preconditioner::Options::subset_preconditioner_start_row_block.
- //
- // When using the subset preconditioner, all row blocks starting
- // from this row block are used to construct the preconditioner.
- //
- // More precisely the matrix A is horizontally partitioned as
- //
- // A = [P]
- // [Q]
- //
- // where P has subset_preconditioner_start_row_block row blocks,
- // and the preconditioner is the inverse of the matrix Q'Q.
- //
- // Obviously, the smaller this number, the more accurate and
- // computationally expensive this preconditioner will be.
- //
- // See the tests for example usage.
- class CERES_NO_EXPORT SubsetPreconditioner
- : public BlockSparseMatrixPreconditioner {
- public:
- SubsetPreconditioner(Preconditioner::Options options,
- const BlockSparseMatrix& A);
- ~SubsetPreconditioner() override;
- // Preconditioner interface
- void RightMultiplyAndAccumulate(const double* x, double* y) const final;
- int num_rows() const final { return num_cols_; }
- int num_cols() const final { return num_cols_; }
- private:
- bool UpdateImpl(const BlockSparseMatrix& A, const double* D) final;
- const Preconditioner::Options options_;
- const int num_cols_;
- std::unique_ptr<SparseCholesky> sparse_cholesky_;
- std::unique_ptr<InnerProductComputer> inner_product_computer_;
- };
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
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