1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
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29 // Author: keir@google.com (Keir Mierle)
30
31 #include "ceres/block_jacobi_preconditioner.h"
32
33 #include "Eigen/Cholesky"
34 #include "ceres/block_sparse_matrix.h"
35 #include "ceres/block_structure.h"
36 #include "ceres/casts.h"
37 #include "ceres/integral_types.h"
38 #include "ceres/internal/eigen.h"
39
40 namespace ceres {
41 namespace internal {
42
BlockJacobiPreconditioner(const LinearOperator & A)43 BlockJacobiPreconditioner::BlockJacobiPreconditioner(const LinearOperator& A)
44 : num_rows_(A.num_rows()),
45 block_structure_(
46 *(down_cast<const BlockSparseMatrix*>(&A)->block_structure())) {
47 // Calculate the amount of storage needed.
48 int storage_needed = 0;
49 for (int c = 0; c < block_structure_.cols.size(); ++c) {
50 int size = block_structure_.cols[c].size;
51 storage_needed += size * size;
52 }
53
54 // Size the offsets and storage.
55 blocks_.resize(block_structure_.cols.size());
56 block_storage_.resize(storage_needed);
57
58 // Put pointers to the storage in the offsets.
59 double* block_cursor = &block_storage_[0];
60 for (int c = 0; c < block_structure_.cols.size(); ++c) {
61 int size = block_structure_.cols[c].size;
62 blocks_[c] = block_cursor;
63 block_cursor += size * size;
64 }
65 }
66
~BlockJacobiPreconditioner()67 BlockJacobiPreconditioner::~BlockJacobiPreconditioner() {
68 }
69
Update(const LinearOperator & matrix,const double * D)70 void BlockJacobiPreconditioner::Update(const LinearOperator& matrix, const double* D) {
71 const BlockSparseMatrix& A = *(down_cast<const BlockSparseMatrix*>(&matrix));
72 const CompressedRowBlockStructure* bs = A.block_structure();
73
74 // Compute the diagonal blocks by block inner products.
75 std::fill(block_storage_.begin(), block_storage_.end(), 0.0);
76 for (int r = 0; r < bs->rows.size(); ++r) {
77 const int row_block_size = bs->rows[r].block.size;
78 const vector<Cell>& cells = bs->rows[r].cells;
79 const double* row_values = A.RowBlockValues(r);
80 for (int c = 0; c < cells.size(); ++c) {
81 const int col_block_size = bs->cols[cells[c].block_id].size;
82 ConstMatrixRef m(row_values + cells[c].position,
83 row_block_size,
84 col_block_size);
85
86 MatrixRef(blocks_[cells[c].block_id],
87 col_block_size,
88 col_block_size).noalias() += m.transpose() * m;
89
90 // TODO(keir): Figure out when the below expression is actually faster
91 // than doing the full rank update. The issue is that for smaller sizes,
92 // the rankUpdate() function is slower than the full product done above.
93 //
94 // On the typical bundling problems, the above product is ~5% faster.
95 //
96 // MatrixRef(blocks_[cells[c].block_id],
97 // col_block_size,
98 // col_block_size).selfadjointView<Eigen::Upper>().rankUpdate(m);
99 //
100 }
101 }
102
103 // Add the diagonal and invert each block.
104 for (int c = 0; c < bs->cols.size(); ++c) {
105 const int size = block_structure_.cols[c].size;
106 const int position = block_structure_.cols[c].position;
107 MatrixRef block(blocks_[c], size, size);
108
109 if (D != NULL) {
110 block.diagonal() += ConstVectorRef(D + position, size).array().square().matrix();
111 }
112
113 block = block.selfadjointView<Eigen::Upper>()
114 .ldlt()
115 .solve(Matrix::Identity(size, size));
116 }
117 }
118
RightMultiply(const double * x,double * y) const119 void BlockJacobiPreconditioner::RightMultiply(const double* x, double* y) const {
120 for (int c = 0; c < block_structure_.cols.size(); ++c) {
121 const int size = block_structure_.cols[c].size;
122 const int position = block_structure_.cols[c].position;
123 ConstMatrixRef D(blocks_[c], size, size);
124 ConstVectorRef x_block(x + position, size);
125 VectorRef y_block(y + position, size);
126 y_block += D * x_block;
127 }
128 }
129
LeftMultiply(const double * x,double * y) const130 void BlockJacobiPreconditioner::LeftMultiply(const double* x, double* y) const {
131 RightMultiply(x, y);
132 }
133
134 } // namespace internal
135 } // namespace ceres
136