mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
0859fe8a57
SchurEliminator::Init now takes a bool that tells it whether it can assume that the diagonal blocks it is inverting can be assumed to be full rank or not. This information is then passed onto InvertPSDMatrix. Change-Id: I26037b6233f2aad5584fed245f631c3959928afe
118 lines
4.6 KiB
C++
118 lines
4.6 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
|
|
// Copyright 2015 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)
|
|
|
|
#include "ceres/schur_jacobi_preconditioner.h"
|
|
|
|
#include <utility>
|
|
#include <vector>
|
|
#include "ceres/block_random_access_diagonal_matrix.h"
|
|
#include "ceres/block_sparse_matrix.h"
|
|
#include "ceres/collections_port.h"
|
|
#include "ceres/internal/scoped_ptr.h"
|
|
#include "ceres/linear_solver.h"
|
|
#include "ceres/schur_eliminator.h"
|
|
#include "glog/logging.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
SchurJacobiPreconditioner::SchurJacobiPreconditioner(
|
|
const CompressedRowBlockStructure& bs,
|
|
const Preconditioner::Options& options)
|
|
: options_(options) {
|
|
CHECK_GT(options_.elimination_groups.size(), 1);
|
|
CHECK_GT(options_.elimination_groups[0], 0);
|
|
const int num_blocks = bs.cols.size() - options_.elimination_groups[0];
|
|
CHECK_GT(num_blocks, 0)
|
|
<< "Jacobian should have atleast 1 f_block for "
|
|
<< "SCHUR_JACOBI preconditioner.";
|
|
|
|
std::vector<int> blocks(num_blocks);
|
|
for (int i = 0; i < num_blocks; ++i) {
|
|
blocks[i] = bs.cols[i + options_.elimination_groups[0]].size;
|
|
}
|
|
|
|
m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
|
|
InitEliminator(bs);
|
|
}
|
|
|
|
SchurJacobiPreconditioner::~SchurJacobiPreconditioner() {
|
|
}
|
|
|
|
// Initialize the SchurEliminator.
|
|
void SchurJacobiPreconditioner::InitEliminator(
|
|
const CompressedRowBlockStructure& bs) {
|
|
LinearSolver::Options eliminator_options;
|
|
eliminator_options.elimination_groups = options_.elimination_groups;
|
|
eliminator_options.num_threads = options_.num_threads;
|
|
eliminator_options.e_block_size = options_.e_block_size;
|
|
eliminator_options.f_block_size = options_.f_block_size;
|
|
eliminator_options.row_block_size = options_.row_block_size;
|
|
eliminator_.reset(SchurEliminatorBase::Create(eliminator_options));
|
|
const bool kFullRankETE = true;
|
|
eliminator_->Init(
|
|
eliminator_options.elimination_groups[0], kFullRankETE, &bs);
|
|
}
|
|
|
|
// Update the values of the preconditioner matrix and factorize it.
|
|
bool SchurJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
|
|
const double* D) {
|
|
const int num_rows = m_->num_rows();
|
|
CHECK_GT(num_rows, 0);
|
|
|
|
// We need a dummy rhs vector and a dummy b vector since the Schur
|
|
// eliminator combines the computation of the reduced camera matrix
|
|
// with the computation of the right hand side of that linear
|
|
// system.
|
|
//
|
|
// TODO(sameeragarwal): Perhaps its worth refactoring the
|
|
// SchurEliminator::Eliminate function to allow NULL for the rhs. As
|
|
// of now it does not seem to be worth the effort.
|
|
Vector rhs = Vector::Zero(m_->num_rows());
|
|
Vector b = Vector::Zero(A.num_rows());
|
|
|
|
// Compute a subset of the entries of the Schur complement.
|
|
eliminator_->Eliminate(&A, b.data(), D, m_.get(), rhs.data());
|
|
m_->Invert();
|
|
return true;
|
|
}
|
|
|
|
void SchurJacobiPreconditioner::RightMultiply(const double* x,
|
|
double* y) const {
|
|
m_->RightMultiply(x, y);
|
|
}
|
|
|
|
int SchurJacobiPreconditioner::num_rows() const {
|
|
return m_->num_rows();
|
|
}
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|