mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 00:50:37 +08:00
Sameer Agarwal
93ba16fefc
Change the loop structure of IterativeRefiner to unconditionally refine for max_num_iterations. This is done for two reasons. 1. We expect to use this refinement for a small number of iterations where the convergence test is useless. 2. Eliminating the convergence test means we can restructure the loop and save on a sparse matrix-vector multiply, saving precious compute. Change-Id: I6347f453a5d19d234af2a2eb1bce811048963e06
94 lines
3.4 KiB
C++
94 lines
3.4 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2018 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_ITERATIVE_REFINER_H_
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#define CERES_INTERNAL_ITERATIVE_REFINER_H_
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// This include must come before any #ifndef check on Ceres compile options.
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#include "ceres/internal/port.h"
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#include "ceres/internal/eigen.h"
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namespace ceres {
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namespace internal {
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class SparseCholesky;
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class SparseMatrix;
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// Iterative refinement
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// (https://en.wikipedia.org/wiki/Iterative_refinement) is the process
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// of improving the solution to a linear system, by using the
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// following iteration.
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//
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// r_i = b - Ax_i
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// Ad_i = r_i
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// x_{i+1} = x_i + d_i
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//
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// IterativeRefiner implements this process for Symmetric Positive
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// Definite linear systems.
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//
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// The above iterative loop is run until max_num_iterations is reached.
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class IterativeRefiner {
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public:
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// max_num_iterations is the number of refinement iterations to
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// perform.
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IterativeRefiner(int max_num_iterations);
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// Needed for mocking.
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virtual ~IterativeRefiner();
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// Given an initial estimate of the solution of lhs * x = rhs, use
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// max_num_iterations rounds of iterative refinement to improve it.
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//
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// sparse_cholesky is assumed to contain an already computed
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// factorization (or approximation thereof) of lhs.
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//
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// solution is expected to contain a approximation to the solution
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// to lhs * x = rhs. It can be zero.
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//
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// This method is virtual to facilitate mocking.
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virtual void Refine(const SparseMatrix& lhs,
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const double* rhs,
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SparseCholesky* sparse_cholesky,
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double* solution);
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private:
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void Allocate(int num_cols);
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int max_num_iterations_;
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Vector residual_;
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Vector correction_;
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Vector lhs_x_solution_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_ITERATIVE_REFINER_H_
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