subset_preconditioner.h 3.7 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
  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
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  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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  28. //
  29. // Author: sameeragarwal@google.com (Sameer Agarwal)
  30. #ifndef CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
  31. #define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
  32. #include <memory>
  33. #include "ceres/internal/disable_warnings.h"
  34. #include "ceres/internal/export.h"
  35. #include "ceres/preconditioner.h"
  36. namespace ceres::internal {
  37. class BlockSparseMatrix;
  38. class SparseCholesky;
  39. class InnerProductComputer;
  40. // Subset preconditioning, uses a subset of the rows of the Jacobian
  41. // to construct a preconditioner for the normal equations.
  42. //
  43. // To keep the interface simple, we assume that the matrix A has
  44. // already been re-ordered that the user wishes to some subset of the
  45. // bottom row blocks of the matrix as the preconditioner. This is
  46. // controlled by
  47. // Preconditioner::Options::subset_preconditioner_start_row_block.
  48. //
  49. // When using the subset preconditioner, all row blocks starting
  50. // from this row block are used to construct the preconditioner.
  51. //
  52. // More precisely the matrix A is horizontally partitioned as
  53. //
  54. // A = [P]
  55. // [Q]
  56. //
  57. // where P has subset_preconditioner_start_row_block row blocks,
  58. // and the preconditioner is the inverse of the matrix Q'Q.
  59. //
  60. // Obviously, the smaller this number, the more accurate and
  61. // computationally expensive this preconditioner will be.
  62. //
  63. // See the tests for example usage.
  64. class CERES_NO_EXPORT SubsetPreconditioner
  65. : public BlockSparseMatrixPreconditioner {
  66. public:
  67. SubsetPreconditioner(Preconditioner::Options options,
  68. const BlockSparseMatrix& A);
  69. ~SubsetPreconditioner() override;
  70. // Preconditioner interface
  71. void RightMultiplyAndAccumulate(const double* x, double* y) const final;
  72. int num_rows() const final { return num_cols_; }
  73. int num_cols() const final { return num_cols_; }
  74. private:
  75. bool UpdateImpl(const BlockSparseMatrix& A, const double* D) final;
  76. const Preconditioner::Options options_;
  77. const int num_cols_;
  78. std::unique_ptr<SparseCholesky> sparse_cholesky_;
  79. std::unique_ptr<InnerProductComputer> inner_product_computer_;
  80. };
  81. } // namespace ceres::internal
  82. #include "ceres/internal/reenable_warnings.h"
  83. #endif // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_