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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
102 lines
3.9 KiB
C++
102 lines
3.9 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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#ifndef CERES_INTERNAL_BLOCK_RANDOM_ACCESS_DIAGONAL_MATRIX_H_
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#define CERES_INTERNAL_BLOCK_RANDOM_ACCESS_DIAGONAL_MATRIX_H_
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#include <set>
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#include <vector>
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#include <utility>
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#include "ceres/mutex.h"
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#include "ceres/block_random_access_matrix.h"
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#include "ceres/collections_port.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/integral_types.h"
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#include "ceres/internal/macros.h"
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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/types.h"
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namespace ceres {
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namespace internal {
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// A thread safe block diagonal matrix implementation of
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// BlockRandomAccessMatrix.
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class BlockRandomAccessDiagonalMatrix : public BlockRandomAccessMatrix {
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public:
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// blocks is an array of block sizes.
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explicit BlockRandomAccessDiagonalMatrix(const vector<int>& blocks);
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// The destructor is not thread safe. It assumes that no one is
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// modifying any cells when the matrix is being destroyed.
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virtual ~BlockRandomAccessDiagonalMatrix();
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// BlockRandomAccessMatrix Interface.
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virtual CellInfo* 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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// This is not a thread safe method, it assumes that no cell is
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// locked.
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virtual void SetZero();
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// Invert the matrix assuming that each block is positive definite.
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void Invert();
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// y += S * x
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void RightMultiply(const double* x, double* y) const;
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// Since the matrix is square, num_rows() == num_cols().
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virtual int num_rows() const { return tsm_->num_rows(); }
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virtual int num_cols() const { return tsm_->num_cols(); }
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const TripletSparseMatrix* matrix() const { return tsm_.get(); }
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TripletSparseMatrix* mutable_matrix() { return tsm_.get(); }
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private:
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// row/column block sizes.
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const vector<int> blocks_;
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vector<CellInfo*> layout_;
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// The underlying matrix object which actually stores the cells.
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scoped_ptr<TripletSparseMatrix> tsm_;
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friend class BlockRandomAccessDiagonalMatrixTest;
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CERES_DISALLOW_COPY_AND_ASSIGN(BlockRandomAccessDiagonalMatrix);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_BLOCK_RANDOM_ACCESS_DIAGONAL_MATRIX_H_
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