Blame internal/ceres/partitioned_matrix_view.h

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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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//   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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// 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 
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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_