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https://github.com/ceres-solver/ceres-solver.git
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f1113c08ab
Change-Id: Idc285fa68ba787636a69a3ea3350e0282b9f8569
79 lines
3.1 KiB
C++
79 lines
3.1 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2022 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: markshachkov@gmail.com (Mark Shachkov)
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#include "ceres/power_series_expansion_preconditioner.h"
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namespace ceres::internal {
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PowerSeriesExpansionPreconditioner::PowerSeriesExpansionPreconditioner(
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const ImplicitSchurComplement* isc,
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const int max_num_spse_iterations,
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const double spse_tolerance)
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: isc_(isc),
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max_num_spse_iterations_(max_num_spse_iterations),
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spse_tolerance_(spse_tolerance) {}
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PowerSeriesExpansionPreconditioner::~PowerSeriesExpansionPreconditioner() =
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default;
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bool PowerSeriesExpansionPreconditioner::Update(const LinearOperator& /*A*/,
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const double* /*D*/) {
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return true;
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}
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void PowerSeriesExpansionPreconditioner::RightMultiplyAndAccumulate(
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const double* x, double* y) const {
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VectorRef yref(y, num_rows());
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Vector series_term(num_rows());
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Vector previous_series_term(num_rows());
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yref.setZero();
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isc_->block_diagonal_FtF_inverse()->RightMultiplyAndAccumulate(x, y);
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previous_series_term = yref;
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const double norm_threshold = spse_tolerance_ * yref.norm();
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for (int i = 1;; i++) {
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series_term.setZero();
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isc_->InversePowerSeriesOperatorRightMultiplyAccumulate(
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previous_series_term.data(), series_term.data());
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yref += series_term;
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if (i >= max_num_spse_iterations_ || series_term.norm() < norm_threshold) {
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break;
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}
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std::swap(previous_series_term, series_term);
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}
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}
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int PowerSeriesExpansionPreconditioner::num_rows() const {
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return isc_->num_rows();
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}
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} // namespace ceres::internal
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