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https://github.com/ceres-solver/ceres-solver.git
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4ad9149082
1. Extend the implementation of BlockRandomAccessDiagonalMatrix by adding Invert and RightMultiply methods. 2. Simplify the implementation of the Schur Jacobi preconditioner using these new methods. 3. Replace the custom storage used inside Block Jacobi preconditioner with BlockRandomAccessDiagonalMatrix and simplify its implementation too. Change-Id: I9d4888b35f0f228c08244abbdda5298b3ce9c466
153 lines
5.4 KiB
C++
153 lines
5.4 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2013 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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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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#include "ceres/block_random_access_diagonal_matrix.h"
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#include <algorithm>
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#include <set>
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#include <utility>
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#include <vector>
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#include "Eigen/Dense"
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#include "ceres/internal/port.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/stl_util.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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// TODO(sameeragarwal): Drop the dependence on TripletSparseMatrix.
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BlockRandomAccessDiagonalMatrix::BlockRandomAccessDiagonalMatrix(
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const vector<int>& blocks)
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: blocks_(blocks) {
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// Build the row/column layout vector and count the number of scalar
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// rows/columns.
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int num_cols = 0;
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int num_nonzeros = 0;
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vector<int> block_positions;
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for (int i = 0; i < blocks_.size(); ++i) {
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block_positions.push_back(num_cols);
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num_cols += blocks_[i];
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num_nonzeros += blocks_[i] * blocks_[i];
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}
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VLOG(1) << "Matrix Size [" << num_cols
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<< "," << num_cols
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<< "] " << num_nonzeros;
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tsm_.reset(new TripletSparseMatrix(num_cols, num_cols, num_nonzeros));
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tsm_->set_num_nonzeros(num_nonzeros);
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int* rows = tsm_->mutable_rows();
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int* cols = tsm_->mutable_cols();
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double* values = tsm_->mutable_values();
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int pos = 0;
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for (int i = 0; i < blocks_.size(); ++i) {
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const int block_size = blocks_[i];
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layout_.push_back(new CellInfo(values + pos));
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const int block_begin = block_positions[i];
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for (int r = 0; r < block_size; ++r) {
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for (int c = 0; c < block_size; ++c, ++pos) {
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rows[pos] = block_begin + r;
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cols[pos] = block_begin + c;
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}
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}
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}
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}
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// Assume that the user does not hold any locks on any cell blocks
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// when they are calling SetZero.
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BlockRandomAccessDiagonalMatrix::~BlockRandomAccessDiagonalMatrix() {
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STLDeleteContainerPointers(layout_.begin(), layout_.end());
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}
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CellInfo* BlockRandomAccessDiagonalMatrix::GetCell(int row_block_id,
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int col_block_id,
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int* row,
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int* col,
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int* row_stride,
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int* col_stride) {
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if (row_block_id != col_block_id) {
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return NULL;
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}
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const int stride = blocks_[row_block_id];
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// Each cell is stored contiguously as its own little dense matrix.
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*row = 0;
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*col = 0;
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*row_stride = stride;
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*col_stride = stride;
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return layout_[row_block_id];
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}
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// Assume that the user does not hold any locks on any cell blocks
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// when they are calling SetZero.
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void BlockRandomAccessDiagonalMatrix::SetZero() {
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if (tsm_->num_nonzeros()) {
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VectorRef(tsm_->mutable_values(),
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tsm_->num_nonzeros()).setZero();
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}
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}
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void BlockRandomAccessDiagonalMatrix::Invert() {
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double* values = tsm_->mutable_values();
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for (int i = 0; i < blocks_.size(); ++i) {
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const int block_size = blocks_[i];
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MatrixRef block(values, block_size, block_size);
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block =
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block
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.selfadjointView<Eigen::Upper>()
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.llt()
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.solve(Matrix::Identity(block_size, block_size));
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values += block_size * block_size;
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}
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}
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void BlockRandomAccessDiagonalMatrix::RightMultiply(const double* x,
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double* y) const {
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CHECK_NOTNULL(x);
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CHECK_NOTNULL(y);
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const double* values = tsm_->values();
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for (int i = 0; i < blocks_.size(); ++i) {
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const int block_size = blocks_[i];
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ConstMatrixRef block(values, block_size, block_size);
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VectorRef(y, block_size).noalias() += block * ConstVectorRef(x, block_size);
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x += block_size;
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y += block_size;
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values += block_size * block_size;
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}
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}
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} // namespace internal
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} // namespace ceres
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