Blame internal/ceres/block_jacobi_preconditioner.h

Packit ea1746
// Ceres Solver - A fast non-linear least squares minimizer
Packit ea1746
// Copyright 2015 Google Inc. All rights reserved.
Packit ea1746
// http://ceres-solver.org/
Packit ea1746
//
Packit ea1746
// Redistribution and use in source and binary forms, with or without
Packit ea1746
// modification, are permitted provided that the following conditions are met:
Packit ea1746
//
Packit ea1746
// * Redistributions of source code must retain the above copyright notice,
Packit ea1746
//   this list of conditions and the following disclaimer.
Packit ea1746
// * Redistributions in binary form must reproduce the above copyright notice,
Packit ea1746
//   this list of conditions and the following disclaimer in the documentation
Packit ea1746
//   and/or other materials provided with the distribution.
Packit ea1746
// * Neither the name of Google Inc. nor the names of its contributors may be
Packit ea1746
//   used to endorse or promote products derived from this software without
Packit ea1746
//   specific prior written permission.
Packit ea1746
//
Packit ea1746
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
Packit ea1746
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
Packit ea1746
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
Packit ea1746
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
Packit ea1746
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
Packit ea1746
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
Packit ea1746
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
Packit ea1746
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
Packit ea1746
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
Packit ea1746
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
Packit ea1746
// POSSIBILITY OF SUCH DAMAGE.
Packit ea1746
//
Packit ea1746
// Author: keir@google.com (Keir Mierle)
Packit ea1746
Packit ea1746
#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
Packit ea1746
#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
Packit ea1746
Packit ea1746
#include "ceres/block_random_access_diagonal_matrix.h"
Packit ea1746
#include "ceres/internal/scoped_ptr.h"
Packit ea1746
#include "ceres/preconditioner.h"
Packit ea1746
Packit ea1746
namespace ceres {
Packit ea1746
namespace internal {
Packit ea1746
Packit ea1746
class BlockSparseMatrix;
Packit ea1746
struct CompressedRowBlockStructure;
Packit ea1746
Packit ea1746
// A block Jacobi preconditioner. This is intended for use with
Packit ea1746
// conjugate gradients, or other iterative symmetric solvers. To use
Packit ea1746
// the preconditioner, create one by passing a BlockSparseMatrix "A"
Packit ea1746
// to the constructor. This fixes the sparsity pattern to the pattern
Packit ea1746
// of the matrix A^TA.
Packit ea1746
//
Packit ea1746
// Before each use of the preconditioner in a solve with conjugate gradients,
Packit ea1746
// update the matrix by running Update(A, D). The values of the matrix A are
Packit ea1746
// inspected to construct the preconditioner. The vector D is applied as the
Packit ea1746
// D^TD diagonal term.
Packit ea1746
class BlockJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
Packit ea1746
 public:
Packit ea1746
  // A must remain valid while the BlockJacobiPreconditioner is.
Packit ea1746
  explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A);
Packit ea1746
  virtual ~BlockJacobiPreconditioner();
Packit ea1746
Packit ea1746
  // Preconditioner interface
Packit ea1746
  virtual void RightMultiply(const double* x, double* y) const;
Packit ea1746
  virtual int num_rows() const { return m_->num_rows(); }
Packit ea1746
  virtual int num_cols() const { return m_->num_rows(); }
Packit ea1746
  const BlockRandomAccessDiagonalMatrix& matrix() const { return *m_; }
Packit ea1746
Packit ea1746
 private:
Packit ea1746
  virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
Packit ea1746
Packit ea1746
  scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
Packit ea1746
};
Packit ea1746
Packit ea1746
}  // namespace internal
Packit ea1746
}  // namespace ceres
Packit ea1746
Packit ea1746
#endif  // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_