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 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: keir (at) google.com (Keir Mierle) 30 31 #ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 32 #define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 33 34 #include <vector> 35 #include "ceres/linear_operator.h" 36 37 namespace ceres { 38 namespace internal { 39 40 struct CompressedRowBlockStructure; 41 class LinearOperator; 42 class SparseMatrix; 43 44 // A block Jacobi preconditioner. This is intended for use with conjugate 45 // gradients, or other iterative symmetric solvers. To use the preconditioner, 46 // create one by passing a BlockSparseMatrix as the linear operator "A" to the 47 // constructor. This fixes the sparsity pattern to the pattern of the matrix 48 // A^TA. 49 // 50 // Before each use of the preconditioner in a solve with conjugate gradients, 51 // update the matrix by running Update(A, D). The values of the matrix A are 52 // inspected to construct the preconditioner. The vector D is applied as the 53 // D^TD diagonal term. 54 class BlockJacobiPreconditioner : public LinearOperator { 55 public: 56 // A must remain valid while the BlockJacobiPreconditioner is. 57 BlockJacobiPreconditioner(const LinearOperator& A); 58 virtual ~BlockJacobiPreconditioner(); 59 60 // Update the preconditioner with the values found in A. The sparsity pattern 61 // must match that of the A passed to the constructor. D is a vector that 62 // must have the same number of rows as A, and is applied as a diagonal in 63 // addition to the block diagonals of A. 64 void Update(const LinearOperator& A, const double* D); 65 66 // LinearOperator interface. 67 virtual void RightMultiply(const double* x, double* y) const; 68 virtual void LeftMultiply(const double* x, double* y) const; 69 virtual int num_rows() const { return num_rows_; } 70 virtual int num_cols() const { return num_rows_; } 71 72 private: 73 std::vector<double*> blocks_; 74 std::vector<double> block_storage_; 75 int num_rows_; 76 77 // The block structure of the matrix this preconditioner is for (e.g. J). 78 const CompressedRowBlockStructure& block_structure_; 79 }; 80 81 } // namespace internal 82 } // namespace ceres 83 84 #endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 85
