linear solvers

sophus-vision · Jan 7, 2025 · 31e0b93 · 31e0b93
1 parent 0bfee58
commit 31e0b93
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Showing 22 changed files with 799 additions and 813 deletions.
diff --git a/crates/sophus_opt/Cargo.toml b/crates/sophus_opt/Cargo.toml
@@ -25,6 +25,7 @@ nalgebra.workspace = true
 ndarray.workspace = true
 rand.workspace = true
 rayon = "1.10"
+snafu.workspace = true
 
 [features]
 simd = [

diff --git a/crates/sophus_opt/src/block.rs b/crates/sophus_opt/src/block.rs
@@ -1,6 +1,7 @@
-use nalgebra::Const;
-use sophus_autodiff::linalg::MatF64;
-use sophus_autodiff::linalg::VecF64;
+/// Block Hessian matrix
+pub mod block_hessian;
+/// Block gradient vector
+pub mod block_gradient;
 
 /// Range of a block
 #[derive(Clone, Debug, Copy, Default)]
@@ -10,206 +11,3 @@ pub struct BlockRange {
     /// Dimension of the block
     pub dim: usize,
 }
-
-/// Block vector
-#[derive(Debug, Clone)]
-pub struct BlockVector<const NUM: usize, const NUM_ARGS: usize> {
-    /// vector storage
-    pub vec: nalgebra::SVector<f64, NUM>,
-    /// ranges, one for each block
-    pub ranges: [BlockRange; NUM_ARGS],
-}
-
-impl<const NUM: usize, const NUM_ARGS: usize> BlockVector<NUM, NUM_ARGS> {
-    /// create a new block vector
-    pub fn new(dims: &[usize; NUM_ARGS]) -> Self {
-        debug_assert!(!dims.is_empty());
-
-        let num_blocks = dims.len();
-
-        let mut ranges = [BlockRange::default(); NUM_ARGS];
-
-        let mut num_rows: usize = 0;
-
-        for i in 0..num_blocks {
-            let dim = dims[i];
-            ranges[i] = BlockRange {
-                index: num_rows as i64,
-                dim,
-            };
-            num_rows += dim;
-        }
-        Self {
-            vec: nalgebra::SVector::zeros(),
-            ranges,
-        }
-    }
-
-    /// Number of blocks
-    pub fn num_blocks(&self) -> usize {
-        self.ranges.len()
-    }
-
-    /// set the ith block
-    pub fn set_block<const R: usize>(&mut self, ith: usize, v: VecF64<R>) {
-        debug_assert!(ith < self.num_blocks());
-        debug_assert_eq!(R, self.ranges[ith].dim);
-        self.mut_block::<R>(ith).copy_from(&v);
-    }
-
-    /// get the ith block
-    pub fn block(
-        &self,
-        ith: usize,
-    ) -> nalgebra::Matrix<
-        f64,
-        nalgebra::Dyn,
-        nalgebra::Const<1>,
-        nalgebra::ViewStorage<
-            '_,
-            f64,
-            nalgebra::Dyn,
-            nalgebra::Const<1>,
-            nalgebra::Const<1>,
-            Const<NUM>,
-        >,
-    > {
-        let idx = self.ranges[ith].index as usize;
-        self.vec.rows(idx, self.ranges[ith].dim)
-    }
-
-    /// mutable reference to the ith block
-    pub fn mut_block<const ROWS: usize>(
-        &mut self,
-        ith: usize,
-    ) -> nalgebra::Matrix<
-        f64,
-        nalgebra::Const<ROWS>,
-        nalgebra::Const<1>,
-        nalgebra::ViewStorageMut<
-            '_,
-            f64,
-            nalgebra::Const<ROWS>,
-            nalgebra::Const<1>,
-            nalgebra::Const<1>,
-            Const<NUM>,
-        >,
-    > {
-        let idx = self.ranges[ith].index as usize;
-        self.vec.fixed_rows_mut::<ROWS>(idx)
-    }
-}
-
-/// Block matrix
-#[derive(Clone, Debug)]
-pub struct BlockMatrix<const NUM: usize, const NUM_ARGS: usize> {
-    /// matrix storage
-    pub mat: nalgebra::SMatrix<f64, NUM, NUM>,
-    /// ranges, one for each block
-    pub ranges: [BlockRange; NUM_ARGS],
-}
-
-impl<const NUM: usize, const NUM_ARGS: usize> BlockMatrix<NUM, NUM_ARGS> {
-    /// create a new block matrix
-    pub fn new(dims: &[usize]) -> Self {
-        debug_assert!(!dims.is_empty());
-
-        let num_blocks = dims.len();
-
-        let mut ranges = [BlockRange::default(); NUM_ARGS];
-        let mut num_rows: usize = 0;
-
-        for i in 0..num_blocks {
-            let dim = dims[i];
-            ranges[i] = BlockRange {
-                index: num_rows as i64,
-                dim,
-            };
-            num_rows += dim;
-        }
-        Self {
-            mat: nalgebra::SMatrix::zeros(),
-            ranges,
-        }
-    }
-
-    /// Number of blocks
-    pub fn num_blocks(&self) -> usize {
-        self.ranges.len()
-    }
-
-    /// set block (i, j)
-    pub fn set_block<const R: usize, const C: usize>(
-        &mut self,
-        ith: usize,
-        jth: usize,
-        m: MatF64<R, C>,
-    ) {
-        debug_assert!(ith < self.num_blocks());
-        debug_assert!(jth < self.num_blocks());
-        debug_assert_eq!(R, self.ranges[ith].dim);
-        debug_assert_eq!(C, self.ranges[jth].dim);
-
-        if ith == jth {
-            debug_assert_eq!(R, C);
-
-            let mut mut_block = self.mut_block::<R, C>(ith, jth);
-            mut_block.copy_from(&m);
-        } else {
-            debug_assert!(ith < jth);
-            {
-                self.mut_block::<R, C>(ith, jth).copy_from(&m);
-            }
-            {
-                self.mut_block::<C, R>(jth, ith).copy_from(&m.transpose());
-            }
-        }
-    }
-
-    /// get block (i, j)
-    pub fn block(
-        &self,
-        ith: usize,
-        jth: usize,
-    ) -> nalgebra::Matrix<
-        f64,
-        nalgebra::Dyn,
-        nalgebra::Dyn,
-        nalgebra::ViewStorage<
-            '_,
-            f64,
-            nalgebra::Dyn,
-            nalgebra::Dyn,
-            nalgebra::Const<1>,
-            nalgebra::Const<NUM>,
-        >,
-    > {
-        let idx_i = self.ranges[ith].index as usize;
-        let idx_j = self.ranges[jth].index as usize;
-        self.mat
-            .view((idx_i, idx_j), (self.ranges[ith].dim, self.ranges[jth].dim))
-    }
-
-    /// mutable reference to block (i, j)
-    pub fn mut_block<const R: usize, const C: usize>(
-        &mut self,
-        ith: usize,
-        jth: usize,
-    ) -> nalgebra::Matrix<
-        f64,
-        nalgebra::Const<R>,
-        nalgebra::Const<C>,
-        nalgebra::ViewStorageMut<
-            '_,
-            f64,
-            nalgebra::Const<R>,
-            nalgebra::Const<C>,
-            nalgebra::Const<1>,
-            nalgebra::Const<NUM>,
-        >,
-    > {
-        let idx_i = self.ranges[ith].index as usize;
-        let idx_j = self.ranges[jth].index as usize;
-        self.mat.fixed_view_mut::<R, C>(idx_i, idx_j)
-    }
-}
diff --git a/crates/sophus_opt/src/block/block_gradient.rs b/crates/sophus_opt/src/block/block_gradient.rs
@@ -0,0 +1,92 @@
+use super::BlockRange;
+use nalgebra::Const;
+use sophus_autodiff::linalg::VecF64;
+
+/// Block gradient vector
+#[derive(Debug, Clone)]
+pub struct BlockGradient<const NUM: usize, const NUM_ARGS: usize> {
+    /// vector storage
+    pub vec: nalgebra::SVector<f64, NUM>,
+    /// ranges, one for each block
+    pub ranges: [BlockRange; NUM_ARGS],
+}
+
+impl<const NUM: usize, const NUM_ARGS: usize> BlockGradient<NUM, NUM_ARGS> {
+    /// create a new block vector
+    pub fn new(dims: &[usize; NUM_ARGS]) -> Self {
+        debug_assert!(!dims.is_empty());
+
+        let num_blocks = dims.len();
+
+        let mut ranges = [BlockRange::default(); NUM_ARGS];
+
+        let mut num_rows: usize = 0;
+
+        for i in 0..num_blocks {
+            let dim = dims[i];
+            ranges[i] = BlockRange {
+                index: num_rows as i64,
+                dim,
+            };
+            num_rows += dim;
+        }
+        Self {
+            vec: nalgebra::SVector::zeros(),
+            ranges,
+        }
+    }
+
+    /// Number of blocks
+    pub fn num_blocks(&self) -> usize {
+        self.ranges.len()
+    }
+
+    /// set the ith block
+    pub fn set_block<const R: usize>(&mut self, ith: usize, v: VecF64<R>) {
+        debug_assert!(ith < self.num_blocks());
+        debug_assert_eq!(R, self.ranges[ith].dim);
+        self.mut_block::<R>(ith).copy_from(&v);
+    }
+
+    /// get the ith block
+    pub fn block(
+        &self,
+        ith: usize,
+    ) -> nalgebra::Matrix<
+        f64,
+        nalgebra::Dyn,
+        nalgebra::Const<1>,
+        nalgebra::ViewStorage<
+            '_,
+            f64,
+            nalgebra::Dyn,
+            nalgebra::Const<1>,
+            nalgebra::Const<1>,
+            Const<NUM>,
+        >,
+    > {
+        let idx = self.ranges[ith].index as usize;
+        self.vec.rows(idx, self.ranges[ith].dim)
+    }
+
+    /// mutable reference to the ith block
+    pub fn mut_block<const ROWS: usize>(
+        &mut self,
+        ith: usize,
+    ) -> nalgebra::Matrix<
+        f64,
+        nalgebra::Const<ROWS>,
+        nalgebra::Const<1>,
+        nalgebra::ViewStorageMut<
+            '_,
+            f64,
+            nalgebra::Const<ROWS>,
+            nalgebra::Const<1>,
+            nalgebra::Const<1>,
+            Const<NUM>,
+        >,
+    > {
+        let idx = self.ranges[ith].index as usize;
+        self.vec.fixed_rows_mut::<ROWS>(idx)
+    }
+}