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https://github.com/ceres-solver/ceres-solver.git
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Keir Mierle
f7898fba1b
This adds a new LinearOperator which implements symmetric products of a matrix, and a new CGNR solver to leverage CG to directly solve the normal equations. This also includes a block diagonal preconditioner. In experiments on problem-16, the non-preconditioned version is about 1/5 the speed of SPARSE_SCHUR, and the preconditioned version using block cholesky is about 20% slower than SPARSE_SCHUR.
69 lines
2.7 KiB
C++
69 lines
2.7 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2012 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: keir@google.com (Keir Mierle)
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#ifndef CERES_INTERNAL_BLOCK_DIAGONAL_PRECONDITIONER_H_
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#define CERES_INTERNAL_BLOCK_DIAGONAL_PRECONDITIONER_H_
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#include <vector>
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#include "ceres/linear_operator.h"
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namespace ceres {
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namespace internal {
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class CompressedRowBlockStructure;
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class LinearOperator;
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class SparseMatrix;
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// A block diagonal preconditioner; also known as block-Jacobi.
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class BlockDiagonalPreconditioner : public LinearOperator {
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public:
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BlockDiagonalPreconditioner(const LinearOperator& A);
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virtual ~BlockDiagonalPreconditioner();
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void Update(const LinearOperator& matrix);
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virtual void RightMultiply(const double* x, double* y) const;
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virtual void LeftMultiply(const double* x, double* y) const;
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virtual int num_rows() const { return size_; }
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virtual int num_cols() const { return size_; }
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private:
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std::vector<double*> blocks_;
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std::vector<double> block_storage_;
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int size_;
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const CompressedRowBlockStructure& block_structure_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_LINEAR_OPERATOR_H_
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