107 lines
4.2 KiB
C++
107 lines
4.2 KiB
C++
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: keir@google.com (Keir Mierle)
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#include "ceres/block_jacobi_preconditioner.h"
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#include "ceres/block_sparse_matrix.h"
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#include "ceres/block_structure.h"
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#include "ceres/block_random_access_diagonal_matrix.h"
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#include "ceres/casts.h"
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#include "ceres/integral_types.h"
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#include "ceres/internal/eigen.h"
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namespace ceres {
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namespace internal {
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BlockJacobiPreconditioner::BlockJacobiPreconditioner(
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const BlockSparseMatrix& A) {
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const CompressedRowBlockStructure* bs = A.block_structure();
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std::vector<int> blocks(bs->cols.size());
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for (int i = 0; i < blocks.size(); ++i) {
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blocks[i] = bs->cols[i].size;
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}
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m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
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}
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BlockJacobiPreconditioner::~BlockJacobiPreconditioner() {}
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bool BlockJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
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const double* D) {
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const CompressedRowBlockStructure* bs = A.block_structure();
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const double* values = A.values();
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m_->SetZero();
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for (int i = 0; i < bs->rows.size(); ++i) {
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const int row_block_size = bs->rows[i].block.size;
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const std::vector<Cell>& cells = bs->rows[i].cells;
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for (int j = 0; j < cells.size(); ++j) {
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const int block_id = cells[j].block_id;
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const int col_block_size = bs->cols[block_id].size;
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int r, c, row_stride, col_stride;
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CellInfo* cell_info = m_->GetCell(block_id, block_id,
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&r, &c,
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&row_stride, &col_stride);
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MatrixRef m(cell_info->values, row_stride, col_stride);
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ConstMatrixRef b(values + cells[j].position,
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row_block_size,
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col_block_size);
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m.block(r, c, col_block_size, col_block_size) += b.transpose() * b;
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}
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}
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if (D != NULL) {
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// Add the diagonal.
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int position = 0;
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for (int i = 0; i < bs->cols.size(); ++i) {
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const int block_size = bs->cols[i].size;
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int r, c, row_stride, col_stride;
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CellInfo* cell_info = m_->GetCell(i, i,
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&r, &c,
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&row_stride, &col_stride);
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MatrixRef m(cell_info->values, row_stride, col_stride);
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m.block(r, c, block_size, block_size).diagonal() +=
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ConstVectorRef(D + position, block_size).array().square().matrix();
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position += block_size;
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}
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}
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m_->Invert();
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return true;
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}
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void BlockJacobiPreconditioner::RightMultiply(const double* x,
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double* y) const {
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m_->RightMultiply(x, y);
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}
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} // namespace internal
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} // namespace ceres
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