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Diffstat (limited to 'internal/ceres/block_jacobi_preconditioner.h')
-rw-r--r-- | internal/ceres/block_jacobi_preconditioner.h | 84 |
1 files changed, 84 insertions, 0 deletions
diff --git a/internal/ceres/block_jacobi_preconditioner.h b/internal/ceres/block_jacobi_preconditioner.h new file mode 100644 index 0000000..51f2655 --- /dev/null +++ b/internal/ceres/block_jacobi_preconditioner.h @@ -0,0 +1,84 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// 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: keir@google.com (Keir Mierle) + +#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ +#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ + +#include <vector> +#include "ceres/linear_operator.h" + +namespace ceres { +namespace internal { + +struct CompressedRowBlockStructure; +class LinearOperator; +class SparseMatrix; + +// A block Jacobi preconditioner. This is intended for use with conjugate +// gradients, or other iterative symmetric solvers. To use the preconditioner, +// create one by passing a BlockSparseMatrix as the linear operator "A" to the +// constructor. This fixes the sparsity pattern to the pattern of the matrix +// A^TA. +// +// Before each use of the preconditioner in a solve with conjugate gradients, +// update the matrix by running Update(A, D). The values of the matrix A are +// inspected to construct the preconditioner. The vector D is applied as the +// D^TD diagonal term. +class BlockJacobiPreconditioner : public LinearOperator { + public: + // A must remain valid while the BlockJacobiPreconditioner is. + BlockJacobiPreconditioner(const LinearOperator& A); + virtual ~BlockJacobiPreconditioner(); + + // Update the preconditioner with the values found in A. The sparsity pattern + // must match that of the A passed to the constructor. D is a vector that + // must have the same number of rows as A, and is applied as a diagonal in + // addition to the block diagonals of A. + void Update(const LinearOperator& A, const double* D); + + // LinearOperator interface. + virtual void RightMultiply(const double* x, double* y) const; + virtual void LeftMultiply(const double* x, double* y) const; + virtual int num_rows() const { return num_rows_; } + virtual int num_cols() const { return num_rows_; } + + private: + std::vector<double*> blocks_; + std::vector<double> block_storage_; + int num_rows_; + + // The block structure of the matrix this preconditioner is for (e.g. J). + const CompressedRowBlockStructure& block_structure_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ |