Bundle Adjustment using Conjugate Gradients with Multiscale Preconditioning

Bundle adjustment is a key component of almost any feature based 3D reconstruction system, used to compute accurate estimates of calibration parameters and structure and motion configurations. These problems tend to be very large, often involving thousands of variables. Thus, efficient optimization methods are crucial. The traditional Levenberg Marquardt algorithm with a direct sparse solver can be efficiently adapted to the special structure of the problem and works well for small to medium size setups. However, for larger scale configurations the cubic computational complexity makes this approach pro- hibitively expensive. The natural step here is to turn to iterative methods for solving the normal equations such as conjugate gradients. So far, there has been little progress in this direction. This is probably due to the lack of suitable pre-conditioners, which are con- sidered essential for the success of any iterative linear solver. In this paper, we show how multi scale representations, derived from the underlying geometric layout of the problem, can be used to dramatically increase the power of straight forward preconditioners such as Gauss-Seidel.