116 lines
4.5 KiB
C++
116 lines
4.5 KiB
C++
// 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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#include "ceres/schur_jacobi_preconditioner.h"
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#include <utility>
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#include <vector>
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#include "ceres/block_random_access_diagonal_matrix.h"
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#include "ceres/block_sparse_matrix.h"
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#include "ceres/collections_port.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/linear_solver.h"
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#include "ceres/schur_eliminator.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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SchurJacobiPreconditioner::SchurJacobiPreconditioner(
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const CompressedRowBlockStructure& bs,
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const Preconditioner::Options& options)
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: options_(options) {
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CHECK_GT(options_.elimination_groups.size(), 1);
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CHECK_GT(options_.elimination_groups[0], 0);
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const int num_blocks = bs.cols.size() - options_.elimination_groups[0];
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CHECK_GT(num_blocks, 0)
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<< "Jacobian should have atleast 1 f_block for "
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<< "SCHUR_JACOBI preconditioner.";
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std::vector<int> blocks(num_blocks);
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for (int i = 0; i < num_blocks; ++i) {
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blocks[i] = bs.cols[i + options_.elimination_groups[0]].size;
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}
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m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
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InitEliminator(bs);
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}
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SchurJacobiPreconditioner::~SchurJacobiPreconditioner() {
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}
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// Initialize the SchurEliminator.
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void SchurJacobiPreconditioner::InitEliminator(
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const CompressedRowBlockStructure& bs) {
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LinearSolver::Options eliminator_options;
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eliminator_options.elimination_groups = options_.elimination_groups;
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eliminator_options.num_threads = options_.num_threads;
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eliminator_options.e_block_size = options_.e_block_size;
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eliminator_options.f_block_size = options_.f_block_size;
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eliminator_options.row_block_size = options_.row_block_size;
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eliminator_.reset(SchurEliminatorBase::Create(eliminator_options));
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eliminator_->Init(eliminator_options.elimination_groups[0], &bs);
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}
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// Update the values of the preconditioner matrix and factorize it.
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bool SchurJacobiPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
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const double* D) {
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const int num_rows = m_->num_rows();
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CHECK_GT(num_rows, 0);
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// We need a dummy rhs vector and a dummy b vector since the Schur
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// eliminator combines the computation of the reduced camera matrix
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// with the computation of the right hand side of that linear
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// system.
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//
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// TODO(sameeragarwal): Perhaps its worth refactoring the
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// SchurEliminator::Eliminate function to allow NULL for the rhs. As
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// of now it does not seem to be worth the effort.
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Vector rhs = Vector::Zero(m_->num_rows());
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Vector b = Vector::Zero(A.num_rows());
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// Compute a subset of the entries of the Schur complement.
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eliminator_->Eliminate(&A, b.data(), D, m_.get(), rhs.data());
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m_->Invert();
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return true;
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}
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void SchurJacobiPreconditioner::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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int SchurJacobiPreconditioner::num_rows() const {
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return m_->num_rows();
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}
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} // namespace internal
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} // namespace ceres
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