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_ 122