gam 0.3.116

Generalized penalized likelihood engine
Documentation
//! Bundle-adjustment Schur solver for joint `(t, β)` inner systems.
//!
//! BIBLIOGRAPHY
//!
//! * Agarwal, Snavely, Seitz, Szeliski, "Bundle Adjustment in the Large",
//!   ECCV 2010 / University of Washington technical report: inexact-step
//!   Levenberg-Marquardt, reduced camera system, and PCG on the Schur system.
//! * Demmel, Gao, Gu, et al., "Square Root Bundle Adjustment for Large-Scale
//!   Reconstruction", CVPR 2021 / TheCVF: form Schur contributions through
//!   square-root per-point factors for improved numerical stability.
//! * Nocedal and Wright, "Numerical Optimization", 2nd ed.; Steihaug 1983:
//!   truncated conjugate gradients for trust-region subproblems, used by
//!   Ceres-style trust-region solvers.
//! * Ceres Solver documentation, "Solving Non-linear Least Squares":
//!   reduced camera systems, Schur preconditioners, and trust-region LM
//!   practice for BA.
//! * Liu et al., "MegBA: A GPU-Based Distributed Library for Large-Scale
//!   Bundle Adjustment", ECCV 2020: batched point-block solves and Schur
//!   reductions as GPU kernels.
//!
//! The cost is arrow-shaped, but the REML log|H| gradient carries a shared
//! Schur⁻¹ factor handled as one-time-per-outer-iteration setup plus N
//! rank-≤d per-row traces; that is the source of the explicit precondition
//! story below.
//!
//! ## What this module does
//!
//! When a [`crate::terms::latent_coord::LatentCoordValues`] block is
//! registered with the design, each inner Gauss–Newton iteration must
//! solve the same normal equations that bundle adjustment solves:
//! per-3D-point blocks are our per-row latent coordinates `t_i`, and
//! per-camera shared parameters are our decoder coefficients `β`.
//!
//! ```text
//! [ H_tt   H_tβ ] [ Δt ]     [ -g_t ]
//! [ H_βt   H_ββ ] [ Δβ ]  =  [ -g_β ]
//! ```
//!
//! where:
//!
//! * `H_tt` is **block-diagonal in rows** — `N` independent `d × d`
//!   blocks `H_tt^(i)` (one per observation). This is the load-bearing
//!   structure exploited here.
//! * `H_tβ`, `H_βt = H_tβ^T` are row-local in `t` and dense in `β` —
//!   each row `i` contributes a `d × K` slab.
//! * `H_ββ` is the standard `K × K` penalized Hessian already handled by
//!   the existing PIRLS β-only path.
//!
//! BA's reduced camera system (RCS) eliminates `Δt` first and produces the
//! reduced `K × K` shared system
//!
//! ```text
//! S · Δβ = -g_β + Σ_i H_βt^(i) (H_tt^(i))⁻¹ g_t^(i),   S = H_ββ - Σ_i H_βt^(i) (H_tt^(i))⁻¹ H_tβ^(i)
//! ```
//!
//! followed by row-local back-substitution
//!
//! ```text
//! Δt_i = -(H_tt^(i))⁻¹ (g_t^(i) + H_tβ^(i) Δβ).
//! ```
//!
//! Per inner iteration: `O(N d³)` for the per-row Cholesky factors, the
//! Schur subtraction, and the back-substitution, plus one standard
//! `K × K` solve for `Δβ`. Memory is `O(N d²)` for the per-row factors
//! plus the existing `O(K²)` β workspace.
//!
//! ## Scope — what is and is not in this file
//!
//! **In scope.** The arrow-Schur elimination of `H_tt` *for the inner
//! Gauss–Newton step*. The block-diagonality of `H_tt` is the property
//! that makes per-row elimination cheap; this is correct as long as
//! penalty contributions to `H_tt` are themselves row-block-diagonal
//! (true for [`crate::terms::analytic_penalties::ARDPenalty`] — diagonal —
//! and for [`crate::terms::analytic_penalties::IsometryPenalty`] in its
//! metric-residual Gauss–Newton form — per-row `d × d` blocks through
//! `∂(J_n^T W_n J_n)/∂t_n`).
//!
//! **Out of scope (do not confuse).** The REML *outer-loop* gradient of
//! `log|H|` with respect to `t` carries a shared `Schur⁻¹` factor; only
//! row `i` of `Φ` moves with `t_i`, but `Schur⁻¹` itself is dense in all
//! `t`. That requires one dense `Schur⁻¹` formation per outer iteration
//! plus N rank-≤d per-row traces. It is **not** handled here — that's a
//! separate plumbing change owned by the REML driver. The two cost
//! analyses must not be conflated: the *inner* step is genuinely
//! O(N d³ + K³); the *outer* gradient is O(K³ + N · K d) once `Schur⁻¹`
//! is in scope.
//!
//! Future maintainers: this is BA. Solver improvements should first look
//! at Ceres/g2o/MegBA/Square-Root BA literature, not bespoke algebra. If you
//! find yourself extending `ArrowSchurSystem` with an outer-REML gradient
//! hook, re-read the inner/outer cost split documented above first.

// Split from the original oversized module; keep included in order.
include!("arrow_schur_parts/part_000.rs");
include!("arrow_schur_parts/part_001.rs");