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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6 // modification, are permitted provided that the following conditions are met:
7 //
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28 //
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 BlockSparseMatrix & A)43 BlockJacobiPreconditioner::BlockJacobiPreconditioner(
44 const BlockSparseMatrix& A)
45 : num_rows_(A.num_rows()),
46 block_structure_(*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
UpdateImpl(const BlockSparseMatrix & A,const double * D)69 bool BlockJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
70 const double* D) {
71 const CompressedRowBlockStructure* bs = A.block_structure();
72
73 // Compute the diagonal blocks by block inner products.
74 std::fill(block_storage_.begin(), block_storage_.end(), 0.0);
75 const double* values = A.values();
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 for (int c = 0; c < cells.size(); ++c) {
80 const int col_block_size = bs->cols[cells[c].block_id].size;
81 ConstMatrixRef m(values + cells[c].position,
82 row_block_size,
83 col_block_size);
84
85 MatrixRef(blocks_[cells[c].block_id],
86 col_block_size,
87 col_block_size).noalias() += m.transpose() * m;
88
89 // TODO(keir): Figure out when the below expression is actually faster
90 // than doing the full rank update. The issue is that for smaller sizes,
91 // the rankUpdate() function is slower than the full product done above.
92 //
93 // On the typical bundling problems, the above product is ~5% faster.
94 //
95 // MatrixRef(blocks_[cells[c].block_id],
96 // col_block_size,
97 // col_block_size)
98 // .selfadjointView<Eigen::Upper>()
99 // .rankUpdate(m);
100 //
101 }
102 }
103
104 // Add the diagonal and invert each block.
105 for (int c = 0; c < bs->cols.size(); ++c) {
106 const int size = block_structure_.cols[c].size;
107 const int position = block_structure_.cols[c].position;
108 MatrixRef block(blocks_[c], size, size);
109
110 if (D != NULL) {
111 block.diagonal() +=
112 ConstVectorRef(D + position, size).array().square().matrix();
113 }
114
115 block = block.selfadjointView<Eigen::Upper>()
116 .llt()
117 .solve(Matrix::Identity(size, size));
118 }
119 return true;
120 }
121
RightMultiply(const double * x,double * y) const122 void BlockJacobiPreconditioner::RightMultiply(const double* x,
123 double* y) const {
124 for (int c = 0; c < block_structure_.cols.size(); ++c) {
125 const int size = block_structure_.cols[c].size;
126 const int position = block_structure_.cols[c].position;
127 ConstMatrixRef D(blocks_[c], size, size);
128 ConstVectorRef x_block(x + position, size);
129 VectorRef y_block(y + position, size);
130 y_block += D * x_block;
131 }
132 }
133
LeftMultiply(const double * x,double * y) const134 void BlockJacobiPreconditioner::LeftMultiply(const double* x, double* y) const {
135 RightMultiply(x, y);
136 }
137
138 } // namespace internal
139 } // namespace ceres
140