1// Ceres Solver - A fast non-linear least squares minimizer 2// Copyright 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: keir@google.com (Keir Mierle) 30 31#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 32#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 33 34#include <vector> 35#include "ceres/preconditioner.h" 36 37namespace ceres { 38namespace internal { 39 40class BlockSparseMatrix; 41struct CompressedRowBlockStructure; 42class LinearOperator; 43 44// A block Jacobi preconditioner. This is intended for use with 45// conjugate gradients, or other iterative symmetric solvers. To use 46// the preconditioner, create one by passing a BlockSparseMatrix "A" 47// to the constructor. This fixes the sparsity pattern to the pattern 48// of the matrix A^TA. 49// 50// Before each use of the preconditioner in a solve with conjugate gradients, 51// update the matrix by running Update(A, D). The values of the matrix A are 52// inspected to construct the preconditioner. The vector D is applied as the 53// D^TD diagonal term. 54class BlockJacobiPreconditioner : public BlockSparseMatrixPreconditioner { 55 public: 56 // A must remain valid while the BlockJacobiPreconditioner is. 57 explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A); 58 virtual ~BlockJacobiPreconditioner(); 59 60 // Preconditioner interface 61 virtual void RightMultiply(const double* x, double* y) const; 62 virtual void LeftMultiply(const double* x, double* y) const; 63 virtual int num_rows() const { return num_rows_; } 64 virtual int num_cols() const { return num_rows_; } 65 66 private: 67 virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D); 68 69 std::vector<double*> blocks_; 70 std::vector<double> block_storage_; 71 int num_rows_; 72 73 // The block structure of the matrix this preconditioner is for (e.g. J). 74 const CompressedRowBlockStructure& block_structure_; 75}; 76 77} // namespace internal 78} // namespace ceres 79 80#endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_ 81