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      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 //
      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: sameeragarwal (at) google.com (Sameer Agarwal)
     30 //
     31 // Detailed descriptions of these preconditions beyond what is
     32 // documented here can be found in
     33 //
     34 // Bundle Adjustment in the Large
     35 // S. Agarwal, N. Snavely, S. Seitz & R. Szeliski, ECCV 2010
     36 // http://www.cs.washington.edu/homes/sagarwal/bal.pdf
     37 
     38 #ifndef CERES_INTERNAL_SCHUR_JACOBI_PRECONDITIONER_H_
     39 #define CERES_INTERNAL_SCHUR_JACOBI_PRECONDITIONER_H_
     40 
     41 #include <set>
     42 #include <vector>
     43 #include <utility>
     44 #include "ceres/collections_port.h"
     45 #include "ceres/internal/macros.h"
     46 #include "ceres/internal/scoped_ptr.h"
     47 #include "ceres/preconditioner.h"
     48 
     49 namespace ceres {
     50 namespace internal {
     51 
     52 class BlockRandomAccessDiagonalMatrix;
     53 class BlockSparseMatrix;
     54 struct CompressedRowBlockStructure;
     55 class SchurEliminatorBase;
     56 
     57 // This class implements the SCHUR_JACOBI preconditioner for Structure
     58 // from Motion/Bundle Adjustment problems. Full mathematical details
     59 // can be found in
     60 //
     61 // Bundle Adjustment in the Large
     62 // S. Agarwal, N. Snavely, S. Seitz & R. Szeliski, ECCV 2010
     63 // http://www.cs.washington.edu/homes/sagarwal/bal.pdf
     64 //
     65 // Example usage:
     66 //
     67 //   Preconditioner::Options options;
     68 //   options.preconditioner_type = SCHUR_JACOBI;
     69 //   options.elimination_groups.push_back(num_points);
     70 //   options.elimination_groups.push_back(num_cameras);
     71 //   SchurJacobiPreconditioner preconditioner(
     72 //      *A.block_structure(), options);
     73 //   preconditioner.Update(A, NULL);
     74 //   preconditioner.RightMultiply(x, y);
     75 //
     76 class SchurJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
     77  public:
     78   // Initialize the symbolic structure of the preconditioner. bs is
     79   // the block structure of the linear system to be solved. It is used
     80   // to determine the sparsity structure of the preconditioner matrix.
     81   //
     82   // It has the same structural requirement as other Schur complement
     83   // based solvers. Please see schur_eliminator.h for more details.
     84   SchurJacobiPreconditioner(const CompressedRowBlockStructure& bs,
     85                             const Preconditioner::Options& options);
     86   virtual ~SchurJacobiPreconditioner();
     87 
     88   // Preconditioner interface.
     89   virtual void RightMultiply(const double* x, double* y) const;
     90   virtual int num_rows() const;
     91 
     92  private:
     93   void InitEliminator(const CompressedRowBlockStructure& bs);
     94   virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
     95 
     96   Preconditioner::Options options_;
     97 
     98   // Sizes of the blocks in the schur complement.
     99   vector<int> block_size_;
    100   scoped_ptr<SchurEliminatorBase> eliminator_;
    101 
    102   // Preconditioner matrix.
    103   scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
    104   CERES_DISALLOW_COPY_AND_ASSIGN(SchurJacobiPreconditioner);
    105 };
    106 
    107 }  // namespace internal
    108 }  // namespace ceres
    109 
    110 #endif  // CERES_INTERNAL_SCHUR_JACOBI_PRECONDITIONER_H_
    111