forked from bartvdbraak/blender
6fb6a08bf8
Even tho it's currently only used by Libmv we might use it for something else in the future. Plus, it's actually where it logically belongs to.
93 lines
4.0 KiB
C++
93 lines
4.0 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
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#define CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
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#include "ceres/linear_solver.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/types.h"
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namespace ceres {
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namespace internal {
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class BlockSparseMatrix;
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class ImplicitSchurComplement;
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class Preconditioner;
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// This class implements an iterative solver for the linear least
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// squares problems that have a bi-partite sparsity structure common
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// to Structure from Motion problems.
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//
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// The algorithm used by this solver was developed in a series of
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// papers - "Agarwal et al, Bundle Adjustment in the Large, ECCV 2010"
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// and "Wu et al, Multicore Bundle Adjustment, submitted to CVPR
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// 2011" at the Univeristy of Washington.
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//
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// The key idea is that one can run Conjugate Gradients on the Schur
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// Complement system without explicitly forming the Schur Complement
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// in memory. The heavy lifting for this is done by the
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// ImplicitSchurComplement class. Not forming the Schur complement in
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// memory and factoring it results in substantial savings in time and
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// memory. Further, iterative solvers like this open up the
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// possibility of solving the Newton equations in a non-linear solver
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// only approximately and terminating early, thereby saving even more
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// time.
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//
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// For the curious, running CG on the Schur complement is the same as
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// running CG on the Normal Equations with an SSOR preconditioner. For
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// a proof of this fact and others related to this solver please see
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// the section on Domain Decomposition Methods in Saad's book
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// "Iterative Methods for Sparse Linear Systems".
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class IterativeSchurComplementSolver : public BlockSparseMatrixSolver {
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public:
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explicit IterativeSchurComplementSolver(const LinearSolver::Options& options);
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virtual ~IterativeSchurComplementSolver();
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private:
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virtual LinearSolver::Summary SolveImpl(
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BlockSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& options,
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double* x);
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LinearSolver::Options options_;
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scoped_ptr<internal::ImplicitSchurComplement> schur_complement_;
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scoped_ptr<Preconditioner> preconditioner_;
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Vector reduced_linear_system_solution_;
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CERES_DISALLOW_COPY_AND_ASSIGN(IterativeSchurComplementSolver);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_ITERATIVE_SCHUR_COMPLEMENT_SOLVER_H_
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