128 lines
4.4 KiB
C
128 lines
4.4 KiB
C
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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//
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// A solver for sparse linear least squares problem based on solving
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// the normal equations via a sparse cholesky factorization.
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#ifndef CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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#define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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#include <vector>
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// This include must come before any #ifndef check on Ceres compile options.
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#include "ceres/internal/port.h"
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#include "ceres/internal/macros.h"
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#include "ceres/linear_solver.h"
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#include "ceres/suitesparse.h"
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#include "ceres/cxsparse.h"
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#ifdef CERES_USE_EIGEN_SPARSE
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#include "Eigen/SparseCholesky"
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#endif
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namespace ceres {
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namespace internal {
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class CompressedRowSparseMatrix;
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// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
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// cholesky solver.
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class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
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public:
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explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
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virtual ~SparseNormalCholeskySolver();
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private:
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virtual LinearSolver::Summary SolveImpl(
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CompressedRowSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& options,
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double* x);
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LinearSolver::Summary SolveImplUsingSuiteSparse(
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CompressedRowSparseMatrix* A,
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double* rhs_and_solution);
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LinearSolver::Summary SolveImplUsingCXSparse(
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CompressedRowSparseMatrix* A,
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double* rhs_and_solution);
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LinearSolver::Summary SolveImplUsingEigen(
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CompressedRowSparseMatrix* A,
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double* rhs_and_solution);
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void FreeFactorization();
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SuiteSparse ss_;
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// Cached factorization
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cholmod_factor* factor_;
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CXSparse cxsparse_;
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// Cached factorization
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cs_dis* cxsparse_factor_;
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#ifdef CERES_USE_EIGEN_SPARSE
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// The preprocessor gymnastics here are dealing with the fact that
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// before version 3.2.2, Eigen did not support a third template
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// parameter to specify the ordering.
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#if EIGEN_VERSION_AT_LEAST(3,2,2)
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
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Eigen::NaturalOrdering<int> >
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SimplicialLDLTWithNaturalOrdering;
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scoped_ptr<SimplicialLDLTWithNaturalOrdering> natural_ldlt_;
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
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Eigen::AMDOrdering<int> >
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SimplicialLDLTWithAMDOrdering;
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scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
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#else
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper>
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SimplicialLDLTWithAMDOrdering;
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scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
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#endif
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#endif
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scoped_ptr<CompressedRowSparseMatrix> outer_product_;
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std::vector<int> pattern_;
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const LinearSolver::Options options_;
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CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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