internal/ceres/partitioned_matrix_view.h

// Ceres Solver - A fast non-linear least squares minimizer
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// http://ceres-solver.org/
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// Author: sameeragarwal@google.com (Sameer Agarwal)
//
// For generalized bi-partite Jacobian matrices that arise in
// Structure from Motion related problems, it is sometimes useful to
// have access to the two parts of the matrix as linear operators
// themselves. This class provides that functionality.

#ifndef CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_
#define CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_

#include <algorithm>
#include <cstring>
#include <vector>

#include "ceres/block_structure.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/port.h"
#include "ceres/linear_solver.h"
#include "ceres/small_blas.h"
#include "glog/logging.h"

namespace ceres {
namespace internal {

// Given generalized bi-partite matrix A = [E F], with the same block
// structure as required by the Schur complement based solver, found
// in explicit_schur_complement_solver.h, provide access to the
// matrices E and F and their outer products E'E and F'F with
// themselves.
//
// Lack of BlockStructure object will result in a crash and if the
// block structure of the matrix does not satisfy the requirements of
// the Schur complement solver it will result in unpredictable and
// wrong output.
class CERES_EXPORT_INTERNAL PartitionedMatrixViewBase {
 public:
  virtual ~PartitionedMatrixViewBase() {}

  // y += E'x
  virtual void LeftMultiplyE(const double* x, double* y) const = 0;

  // y += F'x
  virtual void LeftMultiplyF(const double* x, double* y) const = 0;

  // y += Ex
  virtual void RightMultiplyE(const double* x, double* y) const = 0;

  // y += Fx
  virtual void RightMultiplyF(const double* x, double* y) const = 0;

  // Create and return the block diagonal of the matrix E'E.
  virtual BlockSparseMatrix* CreateBlockDiagonalEtE() const = 0;

  // Create and return the block diagonal of the matrix F'F. Caller
  // owns the result.
  virtual BlockSparseMatrix* CreateBlockDiagonalFtF() const = 0;

  // Compute the block diagonal of the matrix E'E and store it in
  // block_diagonal. The matrix block_diagonal is expected to have a
  // BlockStructure (preferably created using
  // CreateBlockDiagonalMatrixEtE) which is has the same structure as
  // the block diagonal of E'E.
  virtual void UpdateBlockDiagonalEtE(
      BlockSparseMatrix* block_diagonal) const = 0;

  // Compute the block diagonal of the matrix F'F and store it in
  // block_diagonal. The matrix block_diagonal is expected to have a
  // BlockStructure (preferably created using
  // CreateBlockDiagonalMatrixFtF) which is has the same structure as
  // the block diagonal of F'F.
  virtual void UpdateBlockDiagonalFtF(
      BlockSparseMatrix* block_diagonal) const = 0;

  // clang-format off
  virtual int num_col_blocks_e() const = 0;
  virtual int num_col_blocks_f() const = 0;
  virtual int num_cols_e()       const = 0;
  virtual int num_cols_f()       const = 0;
  virtual int num_rows()         const = 0;
  virtual int num_cols()         const = 0;
  // clang-format on

  static PartitionedMatrixViewBase* Create(const LinearSolver::Options& options,
                                           const BlockSparseMatrix& matrix);
};

template <int kRowBlockSize = Eigen::Dynamic,
          int kEBlockSize = Eigen::Dynamic,
          int kFBlockSize = Eigen::Dynamic>
class PartitionedMatrixView : public PartitionedMatrixViewBase {
 public:
  // matrix = [E F], where the matrix E contains the first
  // num_col_blocks_a column blocks.
  PartitionedMatrixView(const BlockSparseMatrix& matrix, int num_col_blocks_e);

  virtual ~PartitionedMatrixView();
  void LeftMultiplyE(const double* x, double* y) const final;
  void LeftMultiplyF(const double* x, double* y) const final;
  void RightMultiplyE(const double* x, double* y) const final;
  void RightMultiplyF(const double* x, double* y) const final;
  BlockSparseMatrix* CreateBlockDiagonalEtE() const final;
  BlockSparseMatrix* CreateBlockDiagonalFtF() const final;
  void UpdateBlockDiagonalEtE(BlockSparseMatrix* block_diagonal) const final;
  void UpdateBlockDiagonalFtF(BlockSparseMatrix* block_diagonal) const final;
  // clang-format off
  int num_col_blocks_e() const final { return num_col_blocks_e_;  }
  int num_col_blocks_f() const final { return num_col_blocks_f_;  }
  int num_cols_e()       const final { return num_cols_e_;        }
  int num_cols_f()       const final { return num_cols_f_;        }
  int num_rows()         const final { return matrix_.num_rows(); }
  int num_cols()         const final { return matrix_.num_cols(); }
  // clang-format on

 private:
  BlockSparseMatrix* CreateBlockDiagonalMatrixLayout(int start_col_block,
                                                     int end_col_block) const;

  const BlockSparseMatrix& matrix_;
  int num_row_blocks_e_;
  int num_col_blocks_e_;
  int num_col_blocks_f_;
  int num_cols_e_;
  int num_cols_f_;
};

}  // namespace internal
}  // namespace ceres

#endif  // CERES_INTERNAL_PARTITIONED_MATRIX_VIEW_H_