153 lines
6.3 KiB
C
153 lines
6.3 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: sameeragarwal@google.com (Sameer Agarwal)
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//
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// For generalized bi-partite Jacobian matrices that arise in
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// Structure from Motion related problems, it is sometimes useful to
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// have access to the two parts of the matrix as linear operators
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// themselves. This class provides that functionality.
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#ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
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#define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
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#include <algorithm>
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#include <cstring>
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#include <vector>
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#include "ceres/block_structure.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/linear_solver.h"
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#include "ceres/small_blas.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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// Given generalized bi-partite matrix A = [E F], with the same block
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// structure as required by the Schur complement based solver, found
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// in explicit_schur_complement_solver.h, provide access to the
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// matrices E and F and their outer products E'E and F'F with
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// themselves.
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//
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// Lack of BlockStructure object will result in a crash and if the
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// block structure of the matrix does not satisfy the requirements of
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// the Schur complement solver it will result in unpredictable and
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// wrong output.
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class PartitionedMatrixViewBase {
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public:
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virtual ~PartitionedMatrixViewBase() {}
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// y += E'x
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virtual void LeftMultiplyE(const double* x, double* y) const = 0;
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// y += F'x
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virtual void LeftMultiplyF(const double* x, double* y) const = 0;
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// y += Ex
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virtual void RightMultiplyE(const double* x, double* y) const = 0;
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// y += Fx
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virtual void RightMultiplyF(const double* x, double* y) const = 0;
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// Create and return the block diagonal of the matrix E'E.
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virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const = 0;
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// Create and return the block diagonal of the matrix F'F. Caller
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// owns the result.
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virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const = 0;
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// Compute the block diagonal of the matrix E'E and store it in
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// block_diagonal. The matrix block_diagonal is expected to have a
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// BlockStructure (preferably created using
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// CreateBlockDiagonalMatrixEtE) which is has the same structure as
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// the block diagonal of E'E.
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virtual void UpdateBlockDiagonalEtE(
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BlockSparseMatrix* block_diagonal) const = 0;
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// Compute the block diagonal of the matrix F'F and store it in
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// block_diagonal. The matrix block_diagonal is expected to have a
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// BlockStructure (preferably created using
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// CreateBlockDiagonalMatrixFtF) which is has the same structure as
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// the block diagonal of F'F.
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virtual void UpdateBlockDiagonalFtF(
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BlockSparseMatrix* block_diagonal) const = 0;
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virtual int num_col_blocks_e() const = 0;
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virtual int num_col_blocks_f() const = 0;
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virtual int num_cols_e() const = 0;
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virtual int num_cols_f() const = 0;
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virtual int num_rows() const = 0;
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virtual int num_cols() const = 0;
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static PartitionedMatrixViewBase* Create(const LinearSolver::Options& options,
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const BlockSparseMatrix& matrix);
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};
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template <int kRowBlockSize = Eigen::Dynamic,
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int kEBlockSize = Eigen::Dynamic,
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int kFBlockSize = Eigen::Dynamic >
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class PartitionedMatrixView : public PartitionedMatrixViewBase {
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public:
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// matrix = [E F], where the matrix E contains the first
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// num_col_blocks_a column blocks.
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PartitionedMatrixView(const BlockSparseMatrix& matrix, int num_col_blocks_e);
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virtual ~PartitionedMatrixView();
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virtual void LeftMultiplyE(const double* x, double* y) const;
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virtual void LeftMultiplyF(const double* x, double* y) const;
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virtual void RightMultiplyE(const double* x, double* y) const;
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virtual void RightMultiplyF(const double* x, double* y) const;
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virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const;
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virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const;
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virtual void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const;
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virtual void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const;
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virtual int num_col_blocks_e() const { return num_col_blocks_e_; }
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virtual int num_col_blocks_f() const { return num_col_blocks_f_; }
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virtual int num_cols_e() const { return num_cols_e_; }
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virtual int num_cols_f() const { return num_cols_f_; }
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virtual int num_rows() const { return matrix_.num_rows(); }
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virtual int num_cols() const { return matrix_.num_cols(); }
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private:
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BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block,
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int end_col_block) const;
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const BlockSparseMatrix& matrix_;
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int num_row_blocks_e_;
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int num_col_blocks_e_;
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int num_col_blocks_f_;
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int num_cols_e_;
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int num_cols_f_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
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