10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer
20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/
40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without
60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met:
70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice,
90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   this list of conditions and the following disclaimer.
100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice,
110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   this list of conditions and the following disclaimer in the documentation
120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   and/or other materials provided with the distribution.
130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be
140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   used to endorse or promote products derived from this software without
150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   specific prior written permission.
160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE.
280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: sameeragarwal@google.com (Sameer Agarwal)
300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// For generalized bi-partite Jacobian matrices that arise in
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Structure from Motion related problems, it is sometimes useful to
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// have access to the two parts of the matrix as linear operators
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// themselves. This class provides that functionality.
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/block_sparse_matrix.h"
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Given generalized bi-partite matrix A = [E F], with the same block
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// structure as required by the Schur complement based solver, found
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// in explicit_schur_complement_solver.h, provide access to the
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// matrices E and F and their outer products E'E and F'F with
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// themselves.
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Lack of BlockStructure object will result in a crash and if the
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// block structure of the matrix does not satisfy the requirements of
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// the Schur complement solver it will result in unpredictable and
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// wrong output.
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// This class lives in the internal name space as its a utility class
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// to be used by the IterativeSchurComplementSolver class, found in
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// iterative_schur_complement_solver.h, and is not meant for general
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// consumption.
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass PartitionedMatrixView {
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public:
610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // matrix = [E F], where the matrix E contains the first
620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // num_col_blocks_a column blocks.
631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling  PartitionedMatrixView(const BlockSparseMatrix& matrix,
640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                        int num_col_blocks_a);
650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  ~PartitionedMatrixView();
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // y += E'x
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void LeftMultiplyE(const double* x, double* y) const;
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // y += F'x
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void LeftMultiplyF(const double* x, double* y) const;
720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // y += Ex
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void RightMultiplyE(const double* x, double* y) const;
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // y += Fx
770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void RightMultiplyF(const double* x, double* y) const;
780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Create and return the block diagonal of the matrix E'E.
800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  BlockSparseMatrix* CreateBlockDiagonalEtE() const;
810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Create and return the block diagonal of the matrix F'F.
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  BlockSparseMatrix* CreateBlockDiagonalFtF() const;
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Compute the block diagonal of the matrix E'E and store it in
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // block_diagonal. The matrix block_diagonal is expected to have a
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // BlockStructure (preferably created using
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // CreateBlockDiagonalMatrixEtE) which is has the same structure as
890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // the block diagonal of E'E.
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const;
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Compute the block diagonal of the matrix F'F and store it in
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // block_diagonal. The matrix block_diagonal is expected to have a
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // BlockStructure (preferably created using
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // CreateBlockDiagonalMatrixFtF) which is has the same structure as
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // the block diagonal of F'F.
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const;
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_col_blocks_e() const { return num_col_blocks_e_;  }
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_col_blocks_f() const { return num_col_blocks_f_;  }
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols_e()       const { return num_cols_e_;        }
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols_f()       const { return num_cols_f_;        }
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_rows()         const { return matrix_.num_rows(); }
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols()         const { return matrix_.num_cols(); }
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private:
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block,
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                                     int end_col_block) const;
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1101d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling  const BlockSparseMatrix& matrix_;
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_row_blocks_e_;
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_col_blocks_e_;
1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_col_blocks_f_;
1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols_e_;
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols_f_;
1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif  // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
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