// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2012 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
//
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// modification, are permitted provided that the following conditions are met:
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// Author: keir@google.com (Keir Mierle)
#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
#include <vector>
#include "ceres/linear_operator.h"
namespace ceres {
namespace internal {
struct CompressedRowBlockStructure;
class LinearOperator;
class SparseMatrix;
// A block Jacobi preconditioner. This is intended for use with conjugate
// gradients, or other iterative symmetric solvers. To use the preconditioner,
// create one by passing a BlockSparseMatrix as the linear operator "A" to the
// constructor. This fixes the sparsity pattern to the pattern of the matrix
// A^TA.
//
// Before each use of the preconditioner in a solve with conjugate gradients,
// update the matrix by running Update(A, D). The values of the matrix A are
// inspected to construct the preconditioner. The vector D is applied as the
// D^TD diagonal term.
class BlockJacobiPreconditioner : public LinearOperator {
public:
// A must remain valid while the BlockJacobiPreconditioner is.
BlockJacobiPreconditioner(const LinearOperator& A);
virtual ~BlockJacobiPreconditioner();
// Update the preconditioner with the values found in A. The sparsity pattern
// must match that of the A passed to the constructor. D is a vector that
// must have the same number of rows as A, and is applied as a diagonal in
// addition to the block diagonals of A.
void Update(const LinearOperator& A, const double* D);
// LinearOperator interface.
virtual void RightMultiply(const double* x, double* y) const;
virtual void LeftMultiply(const double* x, double* y) const;
virtual int num_rows() const { return num_rows_; }
virtual int num_cols() const { return num_rows_; }
private:
std::vector<double*> blocks_;
std::vector<double> block_storage_;
int num_rows_;
// The block structure of the matrix this preconditioner is for (e.g. J).
const CompressedRowBlockStructure& block_structure_;
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_