178 lines
6.9 KiB
C
178 lines
6.9 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: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_PRECONDITIONER_H_
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#define CERES_INTERNAL_PRECONDITIONER_H_
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#include <vector>
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#include "ceres/casts.h"
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#include "ceres/compressed_row_sparse_matrix.h"
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#include "ceres/linear_operator.h"
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#include "ceres/sparse_matrix.h"
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#include "ceres/types.h"
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namespace ceres {
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namespace internal {
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class BlockSparseMatrix;
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class SparseMatrix;
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class Preconditioner : public LinearOperator {
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public:
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struct Options {
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Options()
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: type(JACOBI),
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visibility_clustering_type(CANONICAL_VIEWS),
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sparse_linear_algebra_library_type(SUITE_SPARSE),
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num_threads(1),
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row_block_size(Eigen::Dynamic),
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e_block_size(Eigen::Dynamic),
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f_block_size(Eigen::Dynamic) {
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}
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PreconditionerType type;
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VisibilityClusteringType visibility_clustering_type;
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SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type;
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// If possible, how many threads the preconditioner can use.
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int num_threads;
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// Hints about the order in which the parameter blocks should be
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// eliminated by the linear solver.
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//
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// For example if elimination_groups is a vector of size k, then
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// the linear solver is informed that it should eliminate the
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// parameter blocks 0 ... elimination_groups[0] - 1 first, and
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// then elimination_groups[0] ... elimination_groups[1] - 1 and so
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// on. Within each elimination group, the linear solver is free to
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// choose how the parameter blocks are ordered. Different linear
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// solvers have differing requirements on elimination_groups.
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//
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// The most common use is for Schur type solvers, where there
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// should be at least two elimination groups and the first
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// elimination group must form an independent set in the normal
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// equations. The first elimination group corresponds to the
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// num_eliminate_blocks in the Schur type solvers.
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std::vector<int> elimination_groups;
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// If the block sizes in a BlockSparseMatrix are fixed, then in
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// some cases the Schur complement based solvers can detect and
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// specialize on them.
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//
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// It is expected that these parameters are set programmatically
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// rather than manually.
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//
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// Please see schur_complement_solver.h and schur_eliminator.h for
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// more details.
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int row_block_size;
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int e_block_size;
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int f_block_size;
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};
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// If the optimization problem is such that there are no remaining
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// e-blocks, ITERATIVE_SCHUR with a Schur type preconditioner cannot
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// be used. This function returns JACOBI if a preconditioner for
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// ITERATIVE_SCHUR is used. The input preconditioner_type is
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// returned otherwise.
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static PreconditionerType PreconditionerForZeroEBlocks(
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PreconditionerType preconditioner_type);
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virtual ~Preconditioner();
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// Update the numerical value of the preconditioner for the linear
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// system:
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//
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// | A | x = |b|
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// |diag(D)| |0|
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//
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// for some vector b. It is important that the matrix A have the
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// same block structure as the one used to construct this object.
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//
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// D can be NULL, in which case its interpreted as a diagonal matrix
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// of size zero.
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virtual bool Update(const LinearOperator& A, const double* D) = 0;
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// LinearOperator interface. Since the operator is symmetric,
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// LeftMultiply and num_cols are just calls to RightMultiply and
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// num_rows respectively. Update() must be called before
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// RightMultiply can be called.
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virtual void RightMultiply(const double* x, double* y) const = 0;
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virtual void LeftMultiply(const double* x, double* y) const {
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return RightMultiply(x, y);
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}
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virtual int num_rows() const = 0;
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virtual int num_cols() const {
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return num_rows();
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}
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};
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// This templated subclass of Preconditioner serves as a base class for
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// other preconditioners that depend on the particular matrix layout of
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// the underlying linear operator.
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template <typename MatrixType>
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class TypedPreconditioner : public Preconditioner {
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public:
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virtual ~TypedPreconditioner() {}
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virtual bool Update(const LinearOperator& A, const double* D) {
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return UpdateImpl(*down_cast<const MatrixType*>(&A), D);
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}
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private:
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virtual bool UpdateImpl(const MatrixType& A, const double* D) = 0;
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};
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// Preconditioners that depend on acccess to the low level structure
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// of a SparseMatrix.
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typedef TypedPreconditioner<SparseMatrix> SparseMatrixPreconditioner; // NOLINT
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typedef TypedPreconditioner<BlockSparseMatrix> BlockSparseMatrixPreconditioner; // NOLINT
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typedef TypedPreconditioner<CompressedRowSparseMatrix> CompressedRowSparseMatrixPreconditioner; // NOLINT
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// Wrap a SparseMatrix object as a preconditioner.
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class SparseMatrixPreconditionerWrapper : public SparseMatrixPreconditioner {
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public:
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// Wrapper does NOT take ownership of the matrix pointer.
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explicit SparseMatrixPreconditionerWrapper(const SparseMatrix* matrix);
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virtual ~SparseMatrixPreconditionerWrapper();
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// Preconditioner interface
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virtual void RightMultiply(const double* x, double* y) const;
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virtual int num_rows() const;
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private:
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virtual bool UpdateImpl(const SparseMatrix& A, const double* D);
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const SparseMatrix* matrix_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_PRECONDITIONER_H_
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