1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2013 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
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6 // modification, are permitted provided that the following conditions are met:
7 //
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16 //
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30
31 #include "ceres/schur_jacobi_preconditioner.h"
32
33 #include <utility>
34 #include <vector>
35 #include "Eigen/Dense"
36 #include "ceres/block_random_access_diagonal_matrix.h"
37 #include "ceres/block_sparse_matrix.h"
38 #include "ceres/collections_port.h"
39 #include "ceres/internal/scoped_ptr.h"
40 #include "ceres/linear_solver.h"
41 #include "ceres/schur_eliminator.h"
42 #include "glog/logging.h"
43
44 namespace ceres {
45 namespace internal {
46
SchurJacobiPreconditioner(const CompressedRowBlockStructure & bs,const Preconditioner::Options & options)47 SchurJacobiPreconditioner::SchurJacobiPreconditioner(
48 const CompressedRowBlockStructure& bs,
49 const Preconditioner::Options& options)
50 : options_(options) {
51 CHECK_GT(options_.elimination_groups.size(), 1);
52 CHECK_GT(options_.elimination_groups[0], 0);
53 const int num_blocks = bs.cols.size() - options_.elimination_groups[0];
54 CHECK_GT(num_blocks, 0)
55 << "Jacobian should have atleast 1 f_block for "
56 << "SCHUR_JACOBI preconditioner.";
57
58 block_size_.resize(num_blocks);
59 for (int i = 0; i < num_blocks; ++i) {
60 block_size_[i] = bs.cols[i + options_.elimination_groups[0]].size;
61 }
62
63 m_.reset(new BlockRandomAccessDiagonalMatrix(block_size_));
64 InitEliminator(bs);
65 }
66
~SchurJacobiPreconditioner()67 SchurJacobiPreconditioner::~SchurJacobiPreconditioner() {
68 }
69
70 // Initialize the SchurEliminator.
InitEliminator(const CompressedRowBlockStructure & bs)71 void SchurJacobiPreconditioner::InitEliminator(
72 const CompressedRowBlockStructure& bs) {
73 LinearSolver::Options eliminator_options;
74 eliminator_options.elimination_groups = options_.elimination_groups;
75 eliminator_options.num_threads = options_.num_threads;
76 eliminator_options.e_block_size = options_.e_block_size;
77 eliminator_options.f_block_size = options_.f_block_size;
78 eliminator_options.row_block_size = options_.row_block_size;
79 eliminator_.reset(SchurEliminatorBase::Create(eliminator_options));
80 eliminator_->Init(eliminator_options.elimination_groups[0], &bs);
81 }
82
83 // Update the values of the preconditioner matrix and factorize it.
UpdateImpl(const BlockSparseMatrix & A,const double * D)84 bool SchurJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
85 const double* D) {
86 const int num_rows = m_->num_rows();
87 CHECK_GT(num_rows, 0);
88
89 // We need a dummy rhs vector and a dummy b vector since the Schur
90 // eliminator combines the computation of the reduced camera matrix
91 // with the computation of the right hand side of that linear
92 // system.
93 //
94 // TODO(sameeragarwal): Perhaps its worth refactoring the
95 // SchurEliminator::Eliminate function to allow NULL for the rhs. As
96 // of now it does not seem to be worth the effort.
97 Vector rhs = Vector::Zero(m_->num_rows());
98 Vector b = Vector::Zero(A.num_rows());
99
100 // Compute a subset of the entries of the Schur complement.
101 eliminator_->Eliminate(&A, b.data(), D, m_.get(), rhs.data());
102 return true;
103 }
104
RightMultiply(const double * x,double * y) const105 void SchurJacobiPreconditioner::RightMultiply(const double* x,
106 double* y) const {
107 CHECK_NOTNULL(x);
108 CHECK_NOTNULL(y);
109
110 const double* lhs_values =
111 down_cast<BlockRandomAccessDiagonalMatrix*>(m_.get())->matrix()->values();
112
113 // This loop can be easily multi-threaded with OpenMP if need be.
114 for (int i = 0; i < block_size_.size(); ++i) {
115 const int block_size = block_size_[i];
116 ConstMatrixRef block(lhs_values, block_size, block_size);
117
118 VectorRef(y, block_size) =
119 block
120 .selfadjointView<Eigen::Upper>()
121 .llt()
122 .solve(ConstVectorRef(x, block_size));
123
124 x += block_size;
125 y += block_size;
126 lhs_values += block_size * block_size;
127 }
128 }
129
num_rows() const130 int SchurJacobiPreconditioner::num_rows() const {
131 return m_->num_rows();
132 }
133
134 } // namespace internal
135 } // namespace ceres
136