1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 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: sameeragarwal (at) google.com (Sameer Agarwal) 30 // 31 // For generalized bi-partite Jacobian matrices that arise in 32 // Structure from Motion related problems, it is sometimes useful to 33 // have access to the two parts of the matrix as linear operators 34 // themselves. This class provides that functionality. 35 36 #ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ 37 #define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ 38 39 #include <algorithm> 40 #include <cstring> 41 #include <vector> 42 43 #include "ceres/block_structure.h" 44 #include "ceres/internal/eigen.h" 45 #include "ceres/linear_solver.h" 46 #include "ceres/small_blas.h" 47 #include "glog/logging.h" 48 49 namespace ceres { 50 namespace internal { 51 52 // Given generalized bi-partite matrix A = [E F], with the same block 53 // structure as required by the Schur complement based solver, found 54 // in explicit_schur_complement_solver.h, provide access to the 55 // matrices E and F and their outer products E'E and F'F with 56 // themselves. 57 // 58 // Lack of BlockStructure object will result in a crash and if the 59 // block structure of the matrix does not satisfy the requirements of 60 // the Schur complement solver it will result in unpredictable and 61 // wrong output. 62 class PartitionedMatrixViewBase { 63 public: 64 virtual ~PartitionedMatrixViewBase() {} 65 66 // y += E'x 67 virtual void LeftMultiplyE(const double* x, double* y) const = 0; 68 69 // y += F'x 70 virtual void LeftMultiplyF(const double* x, double* y) const = 0; 71 72 // y += Ex 73 virtual void RightMultiplyE(const double* x, double* y) const = 0; 74 75 // y += Fx 76 virtual void RightMultiplyF(const double* x, double* y) const = 0; 77 78 // Create and return the block diagonal of the matrix E'E. 79 virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const = 0; 80 81 // Create and return the block diagonal of the matrix F'F. Caller 82 // owns the result. 83 virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const = 0; 84 85 // Compute the block diagonal of the matrix E'E and store it in 86 // block_diagonal. The matrix block_diagonal is expected to have a 87 // BlockStructure (preferably created using 88 // CreateBlockDiagonalMatrixEtE) which is has the same structure as 89 // the block diagonal of E'E. 90 virtual void UpdateBlockDiagonalEtE( 91 BlockSparseMatrix* block_diagonal) const = 0; 92 93 // Compute the block diagonal of the matrix F'F and store it in 94 // block_diagonal. The matrix block_diagonal is expected to have a 95 // BlockStructure (preferably created using 96 // CreateBlockDiagonalMatrixFtF) which is has the same structure as 97 // the block diagonal of F'F. 98 virtual void UpdateBlockDiagonalFtF( 99 BlockSparseMatrix* block_diagonal) const = 0; 100 101 virtual int num_col_blocks_e() const = 0; 102 virtual int num_col_blocks_f() const = 0; 103 virtual int num_cols_e() const = 0; 104 virtual int num_cols_f() const = 0; 105 virtual int num_rows() const = 0; 106 virtual int num_cols() const = 0; 107 108 static PartitionedMatrixViewBase* Create(const LinearSolver::Options& options, 109 const BlockSparseMatrix& matrix); 110 }; 111 112 template <int kRowBlockSize = Eigen::Dynamic, 113 int kEBlockSize = Eigen::Dynamic, 114 int kFBlockSize = Eigen::Dynamic > 115 class PartitionedMatrixView : public PartitionedMatrixViewBase { 116 public: 117 // matrix = [E F], where the matrix E contains the first 118 // num_col_blocks_a column blocks. 119 PartitionedMatrixView(const BlockSparseMatrix& matrix, int num_col_blocks_e); 120 121 virtual ~PartitionedMatrixView(); 122 virtual void LeftMultiplyE(const double* x, double* y) const; 123 virtual void LeftMultiplyF(const double* x, double* y) const; 124 virtual void RightMultiplyE(const double* x, double* y) const; 125 virtual void RightMultiplyF(const double* x, double* y) const; 126 virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const; 127 virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const; 128 virtual void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const; 129 virtual void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const; 130 virtual int num_col_blocks_e() const { return num_col_blocks_e_; } 131 virtual int num_col_blocks_f() const { return num_col_blocks_f_; } 132 virtual int num_cols_e() const { return num_cols_e_; } 133 virtual int num_cols_f() const { return num_cols_f_; } 134 virtual int num_rows() const { return matrix_.num_rows(); } 135 virtual int num_cols() const { return matrix_.num_cols(); } 136 137 private: 138 BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block, 139 int end_col_block) const; 140 141 const BlockSparseMatrix& matrix_; 142 int num_row_blocks_e_; 143 int num_col_blocks_e_; 144 int num_col_blocks_f_; 145 int num_cols_e_; 146 int num_cols_f_; 147 }; 148 149 } // namespace internal 150 } // namespace ceres 151 152 #endif // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_ 153
