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/preconditioner.h" 36 37 namespace ceres { 38 namespace internal { 39 40 class BlockSparseMatrix; 41 struct CompressedRowBlockStructure; 42 class LinearOperator; 43 44 // A block Jacobi preconditioner. This is intended for use with 45 // conjugate gradients, or other iterative symmetric solvers. To use 46 // the preconditioner, create one by passing a BlockSparseMatrix "A" 47 // to the constructor. This fixes the sparsity pattern to the pattern 48 // of the matrix 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 BlockSparseMatrixPreconditioner { 55 public: 56 // A must remain valid while the BlockJacobiPreconditioner is. 57 explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A); 58 virtual ~BlockJacobiPreconditioner(); 59 60 // Preconditioner interface 61 virtual void RightMultiply(const double* x, double* y) const; 62 virtual void LeftMultiply(const double* x, double* y) const; 63 virtual int num_rows() const { return num_rows_; } 64 virtual int num_cols() const { return num_rows_; } 65 66 private: 67 virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D); 68 69 std::vector<double*> blocks_; 70 std::vector<double> block_storage_; 71 int num_rows_; 72 73 // The block structure of the matrix this preconditioner is for (e.g. J). 74 const CompressedRowBlockStructure& block_structure_; 75 }; 76 77 } // namespace internal 78 } // namespace ceres 79 80 #endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 81
