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