// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2012 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: keir@google.com (Keir Mierle) #include "ceres/block_jacobi_preconditioner.h" #include "Eigen/Cholesky" #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/casts.h" #include "ceres/integral_types.h" #include "ceres/internal/eigen.h" namespace ceres { namespace internal { BlockJacobiPreconditioner::BlockJacobiPreconditioner( const BlockSparseMatrix& A) : num_rows_(A.num_rows()), block_structure_(*A.block_structure()) { // Calculate the amount of storage needed. int storage_needed = 0; for (int c = 0; c < block_structure_.cols.size(); ++c) { int size = block_structure_.cols[c].size; storage_needed += size * size; } // Size the offsets and storage. blocks_.resize(block_structure_.cols.size()); block_storage_.resize(storage_needed); // Put pointers to the storage in the offsets. double* block_cursor = &block_storage_[0]; for (int c = 0; c < block_structure_.cols.size(); ++c) { int size = block_structure_.cols[c].size; blocks_[c] = block_cursor; block_cursor += size * size; } } BlockJacobiPreconditioner::~BlockJacobiPreconditioner() {} bool BlockJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A, const double* D) { const CompressedRowBlockStructure* bs = A.block_structure(); // Compute the diagonal blocks by block inner products. std::fill(block_storage_.begin(), block_storage_.end(), 0.0); const double* values = A.values(); for (int r = 0; r < bs->rows.size(); ++r) { const int row_block_size = bs->rows[r].block.size; const vector& cells = bs->rows[r].cells; for (int c = 0; c < cells.size(); ++c) { const int col_block_size = bs->cols[cells[c].block_id].size; ConstMatrixRef m(values + cells[c].position, row_block_size, col_block_size); MatrixRef(blocks_[cells[c].block_id], col_block_size, col_block_size).noalias() += m.transpose() * m; // TODO(keir): Figure out when the below expression is actually faster // than doing the full rank update. The issue is that for smaller sizes, // the rankUpdate() function is slower than the full product done above. // // On the typical bundling problems, the above product is ~5% faster. // // MatrixRef(blocks_[cells[c].block_id], // col_block_size, // col_block_size) // .selfadjointView() // .rankUpdate(m); // } } // Add the diagonal and invert each block. for (int c = 0; c < bs->cols.size(); ++c) { const int size = block_structure_.cols[c].size; const int position = block_structure_.cols[c].position; MatrixRef block(blocks_[c], size, size); if (D != NULL) { block.diagonal() += ConstVectorRef(D + position, size).array().square().matrix(); } block = block.selfadjointView() .llt() .solve(Matrix::Identity(size, size)); } return true; } void BlockJacobiPreconditioner::RightMultiply(const double* x, double* y) const { for (int c = 0; c < block_structure_.cols.size(); ++c) { const int size = block_structure_.cols[c].size; const int position = block_structure_.cols[c].position; ConstMatrixRef D(blocks_[c], size, size); ConstVectorRef x_block(x + position, size); VectorRef y_block(y + position, size); y_block += D * x_block; } } void BlockJacobiPreconditioner::LeftMultiply(const double* x, double* y) const { RightMultiply(x, y); } } // namespace internal } // namespace ceres