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Add power series expansion preconditioner

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Implementation of "Power Bundle Adjustment for Large-Scale 3D
Reconstruction" by Weber et. al. added in the form of preconditioner.

Change-Id: Ie85526a5fc46f74256f6dfe9173c3571f7160f3a
This commit is contained in:
Mark Shachkov
2022-08-08 16:11:53 +03:00
parent 04899645cc
commit 20e85bbe34
10 changed files with 596 additions and 9 deletions
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internal/ceres/implicit_schur_complement.cc
+33 -3
View File
@@ -60,7 +60,8 @@ void ImplicitSchurComplement::Init(const BlockSparseMatrix& A,
// E'E and F'E.
if (block_diagonal_EtE_inverse_ == nullptr) {
block_diagonal_EtE_inverse_ = A_->CreateBlockDiagonalEtE();
if (options_.preconditioner_type == JACOBI) {
if (options_.preconditioner_type == JACOBI ||
options_.preconditioner_type == SCHUR_POWER_SERIES_EXPANSION) {
block_diagonal_FtF_inverse_ = A_->CreateBlockDiagonalFtF();
}
rhs_.resize(A_->num_cols_f());
@@ -71,7 +72,8 @@ void ImplicitSchurComplement::Init(const BlockSparseMatrix& A,
tmp_f_cols_.resize(A_->num_cols_f());
} else {
A_->UpdateBlockDiagonalEtE(block_diagonal_EtE_inverse_.get());
if (options_.preconditioner_type == JACOBI) {
if (options_.preconditioner_type == JACOBI ||
options_.preconditioner_type == SCHUR_POWER_SERIES_EXPANSION) {
A_->UpdateBlockDiagonalFtF(block_diagonal_FtF_inverse_.get());
}
}
@@ -80,7 +82,8 @@ void ImplicitSchurComplement::Init(const BlockSparseMatrix& A,
// contributions from the diagonal D if it is non-null. Add that to
// the block diagonals and invert them.
AddDiagonalAndInvert(D_, block_diagonal_EtE_inverse_.get());
if (options_.preconditioner_type == JACOBI) {
if (options_.preconditioner_type == JACOBI ||
options_.preconditioner_type == SCHUR_POWER_SERIES_EXPANSION) {
AddDiagonalAndInvert((D_ == nullptr) ? nullptr : D_ + A_->num_cols_e(),
block_diagonal_FtF_inverse_.get());
}
@@ -129,6 +132,33 @@ void ImplicitSchurComplement::RightMultiplyAndAccumulate(const double* x,
A_->LeftMultiplyAndAccumulateF(tmp_rows_.data(), y);
}
void ImplicitSchurComplement::InversePowerSeriesOperatorRightMultiplyAccumulate(
const double* x, double* y) const {
// y1 = F x
tmp_rows_.setZero();
A_->RightMultiplyAndAccumulateF(x, tmp_rows_.data());
// y2 = E' y1
tmp_e_cols_.setZero();
A_->LeftMultiplyAndAccumulateE(tmp_rows_.data(), tmp_e_cols_.data());
// y3 = (E'E)^-1 y2
tmp_e_cols_2_.setZero();
block_diagonal_EtE_inverse_->RightMultiplyAndAccumulate(tmp_e_cols_.data(),
tmp_e_cols_2_.data());
// y1 = E y3
tmp_rows_.setZero();
A_->RightMultiplyAndAccumulateE(tmp_e_cols_2_.data(), tmp_rows_.data());
// y4 = F' y1
tmp_f_cols_.setZero();
A_->LeftMultiplyAndAccumulateF(tmp_rows_.data(), tmp_f_cols_.data());
// y += (F'F)^-1 y4
block_diagonal_FtF_inverse_->RightMultiplyAndAccumulate(tmp_f_cols_.data(),
y);
}
// Given a block diagonal matrix and an optional array of diagonal
// entries D, add them to the diagonal of the matrix and compute the
// inverse of each diagonal block.