1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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29 // Author: keir@google.com (Keir Mierle)
31 #ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
32 #define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
34 #include "ceres/block_random_access_diagonal_matrix.h"
35 #include "ceres/internal/scoped_ptr.h"
36 #include "ceres/preconditioner.h"
41 class BlockSparseMatrix;
42 struct CompressedRowBlockStructure;
44 // A block Jacobi preconditioner. This is intended for use with
45 // conjugate gradients, or other iterative symmetric solvers. To use
46 // the preconditioner, create one by passing a BlockSparseMatrix "A"
47 // to the constructor. This fixes the sparsity pattern to the pattern
48 // of the matrix A^TA.
50 // Before each use of the preconditioner in a solve with conjugate gradients,
51 // update the matrix by running Update(A, D). The values of the matrix A are
52 // inspected to construct the preconditioner. The vector D is applied as the
53 // D^TD diagonal term.
54 class BlockJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
56 // A must remain valid while the BlockJacobiPreconditioner is.
57 explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A);
58 virtual ~BlockJacobiPreconditioner();
60 // Preconditioner interface
61 virtual void RightMultiply(const double* x, double* y) const;
62 virtual int num_rows() const { return m_->num_rows(); }
63 virtual int num_cols() const { return m_->num_rows(); }
64 const BlockRandomAccessDiagonalMatrix& matrix() const { return *m_; }
67 virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
69 scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
72 } // namespace internal
75 #endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_