1// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3// http://code.google.com/p/ceres-solver/
4//
5// Redistribution and use in source and binary forms, with or without
6// modification, are permitted provided that the following conditions are met:
7//
8// * Redistributions of source code must retain the above copyright notice,
9//   this list of conditions and the following disclaimer.
10// * Redistributions in binary form must reproduce the above copyright notice,
11//   this list of conditions and the following disclaimer in the documentation
12//   and/or other materials provided with the distribution.
13// * Neither the name of Google Inc. nor the names of its contributors may be
14//   used to endorse or promote products derived from this software without
15//   specific prior written permission.
16//
17// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27// POSSIBILITY OF SUCH DAMAGE.
28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30//
31// For generalized bi-partite Jacobian matrices that arise in
32// Structure from Motion related problems, it is sometimes useful to
33// have access to the two parts of the matrix as linear operators
34// themselves. This class provides that functionality.
35
36#ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
37#define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
38
39#include <algorithm>
40#include <cstring>
41#include <vector>
42
43#include "ceres/block_structure.h"
44#include "ceres/internal/eigen.h"
45#include "ceres/linear_solver.h"
46#include "ceres/small_blas.h"
47#include "glog/logging.h"
48
49namespace ceres {
50namespace internal {
51
52// Given generalized bi-partite matrix A = [E F], with the same block
53// structure as required by the Schur complement based solver, found
54// in explicit_schur_complement_solver.h, provide access to the
55// matrices E and F and their outer products E'E and F'F with
56// themselves.
57//
58// Lack of BlockStructure object will result in a crash and if the
59// block structure of the matrix does not satisfy the requirements of
60// the Schur complement solver it will result in unpredictable and
61// wrong output.
62class PartitionedMatrixViewBase {
63 public:
64  virtual ~PartitionedMatrixViewBase() {}
65
66  // y += E'x
67  virtual void LeftMultiplyE(const double* x, double* y) const = 0;
68
69  // y += F'x
70  virtual void LeftMultiplyF(const double* x, double* y) const = 0;
71
72  // y += Ex
73  virtual void RightMultiplyE(const double* x, double* y) const = 0;
74
75  // y += Fx
76  virtual void RightMultiplyF(const double* x, double* y) const = 0;
77
78  // Create and return the block diagonal of the matrix E'E.
79  virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const = 0;
80
81  // Create and return the block diagonal of the matrix F'F. Caller
82  // owns the result.
83  virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const = 0;
84
85  // Compute the block diagonal of the matrix E'E and store it in
86  // block_diagonal. The matrix block_diagonal is expected to have a
87  // BlockStructure (preferably created using
88  // CreateBlockDiagonalMatrixEtE) which is has the same structure as
89  // the block diagonal of E'E.
90  virtual void UpdateBlockDiagonalEtE(
91      BlockSparseMatrix* block_diagonal) const = 0;
92
93  // Compute the block diagonal of the matrix F'F and store it in
94  // block_diagonal. The matrix block_diagonal is expected to have a
95  // BlockStructure (preferably created using
96  // CreateBlockDiagonalMatrixFtF) which is has the same structure as
97  // the block diagonal of F'F.
98  virtual void UpdateBlockDiagonalFtF(
99      BlockSparseMatrix* block_diagonal) const = 0;
100
101  virtual int num_col_blocks_e() const = 0;
102  virtual int num_col_blocks_f() const = 0;
103  virtual int num_cols_e()       const = 0;
104  virtual int num_cols_f()       const = 0;
105  virtual int num_rows()         const = 0;
106  virtual int num_cols()         const = 0;
107
108  static PartitionedMatrixViewBase* Create(const LinearSolver::Options& options,
109                                           const BlockSparseMatrix& matrix);
110};
111
112template <int kRowBlockSize = Eigen::Dynamic,
113          int kEBlockSize = Eigen::Dynamic,
114          int kFBlockSize = Eigen::Dynamic >
115class PartitionedMatrixView : public PartitionedMatrixViewBase {
116 public:
117  // matrix = [E F], where the matrix E contains the first
118  // num_col_blocks_a column blocks.
119  PartitionedMatrixView(const BlockSparseMatrix& matrix, int num_col_blocks_e);
120
121  virtual ~PartitionedMatrixView();
122  virtual void LeftMultiplyE(const double* x, double* y) const;
123  virtual void LeftMultiplyF(const double* x, double* y) const;
124  virtual void RightMultiplyE(const double* x, double* y) const;
125  virtual void RightMultiplyF(const double* x, double* y) const;
126  virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const;
127  virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const;
128  virtual void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const;
129  virtual void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const;
130  virtual int num_col_blocks_e() const { return num_col_blocks_e_;  }
131  virtual int num_col_blocks_f() const { return num_col_blocks_f_;  }
132  virtual int num_cols_e()       const { return num_cols_e_;        }
133  virtual int num_cols_f()       const { return num_cols_f_;        }
134  virtual int num_rows()         const { return matrix_.num_rows(); }
135  virtual int num_cols()         const { return matrix_.num_cols(); }
136
137 private:
138  BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block,
139                                                     int end_col_block) const;
140
141  const BlockSparseMatrix& matrix_;
142  int num_row_blocks_e_;
143  int num_col_blocks_e_;
144  int num_col_blocks_f_;
145  int num_cols_e_;
146  int num_cols_f_;
147};
148
149}  // namespace internal
150}  // namespace ceres
151
152#endif  // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
153