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//
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6// modification, are permitted provided that the following conditions are met:
7//
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13// * Neither the name of Google Inc. nor the names of its contributors may be
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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
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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