77 lines
3.3 KiB
C
77 lines
3.3 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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#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
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#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
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#include <vector>
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#include "ceres/block_random_access_diagonal_matrix.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/preconditioner.h"
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namespace ceres {
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namespace internal {
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class BlockSparseMatrix;
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struct CompressedRowBlockStructure;
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// A block Jacobi preconditioner. This is intended for use with
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// conjugate gradients, or other iterative symmetric solvers. To use
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// the preconditioner, create one by passing a BlockSparseMatrix "A"
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// to the constructor. This fixes the sparsity pattern to the pattern
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// of the matrix A^TA.
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//
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// Before each use of the preconditioner in a solve with conjugate gradients,
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// update the matrix by running Update(A, D). The values of the matrix A are
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// inspected to construct the preconditioner. The vector D is applied as the
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// D^TD diagonal term.
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class BlockJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
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public:
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// A must remain valid while the BlockJacobiPreconditioner is.
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explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A);
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virtual ~BlockJacobiPreconditioner();
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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 { return m_->num_rows(); }
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virtual int num_cols() const { return m_->num_rows(); }
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const BlockRandomAccessDiagonalMatrix& matrix() const { return *m_; }
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private:
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virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
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scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
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