internal/ceres/subset_preconditioner.h

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2017 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: sameeragarwal@google.com (Sameer Agarwal)

#ifndef CERES_INTERNAL_SUBSET_PRECONDITIONER_H_
#define CERES_INTERNAL_SUBSET_PRECONDITIONER_H_

#include <memory>

#include "ceres/internal/port.h"
#include "ceres/preconditioner.h"

namespace ceres {
namespace internal {

class BlockSparseMatrix;
class SparseCholesky;
class InnerProductComputer;

// Subset preconditioning, uses a subset of the rows of the Jacobian
// to construct a preconditioner for the normal equations.
//
// To keep the interface simple, we assume that the matrix A has
// already been re-ordered that the user wishes to some subset of the
// bottom row blocks of the matrix as the preconditioner. This is
// controlled by
// Preconditioner::Options::subset_preconditioner_start_row_block.
//
// When using the subset preconditioner, all row blocks starting
// from this row block are used to construct the preconditioner.
//
// More precisely the matrix A is horizontally partitioned as
//
// A = [P]
//     [Q]
//
// where P has subset_preconditioner_start_row_block row blocks,
// and the preconditioner is the inverse of the matrix Q'Q.
//
// Obviously, the smaller this number, the more accurate and
// computationally expensive this preconditioner will be.
//
// See the tests for example usage.
class CERES_EXPORT_INTERNAL SubsetPreconditioner
    : public BlockSparseMatrixPreconditioner {
 public:
  SubsetPreconditioner(const Preconditioner::Options& options,
                       const BlockSparseMatrix& A);
  virtual ~SubsetPreconditioner();

  // Preconditioner interface
  void RightMultiply(const double* x, double* y) const final;
  int num_rows() const final { return num_cols_; }
  int num_cols() const final { return num_cols_; }

 private:
  bool UpdateImpl(const BlockSparseMatrix& A, const double* D) final;

  const Preconditioner::Options options_;
  const int num_cols_;
  std::unique_ptr<SparseCholesky> sparse_cholesky_;
  std::unique_ptr<InnerProductComputer> inner_product_computer_;
};

}  // namespace internal
}  // namespace ceres

#endif  // CERES_INTERNAL_SUBSET_PRECONDITIONER_H_