219 lines
7.2 KiB
C++
219 lines
7.2 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: strandmark@google.com (Petter Strandmark)
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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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#ifndef CERES_NO_CXSPARSE
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#include "ceres/cxsparse.h"
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#include <vector>
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#include "ceres/compressed_col_sparse_matrix_utils.h"
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#include "ceres/compressed_row_sparse_matrix.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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using std::vector;
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CXSparse::CXSparse() : scratch_(NULL), scratch_size_(0) {
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}
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CXSparse::~CXSparse() {
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if (scratch_size_ > 0) {
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cs_di_free(scratch_);
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}
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}
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bool CXSparse::SolveCholesky(cs_di* A,
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cs_dis* symbolic_factorization,
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double* b) {
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// Make sure we have enough scratch space available.
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if (scratch_size_ < A->n) {
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if (scratch_size_ > 0) {
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cs_di_free(scratch_);
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}
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scratch_ =
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reinterpret_cast<CS_ENTRY*>(cs_di_malloc(A->n, sizeof(CS_ENTRY)));
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scratch_size_ = A->n;
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}
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// Solve using Cholesky factorization
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csn* numeric_factorization = cs_di_chol(A, symbolic_factorization);
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if (numeric_factorization == NULL) {
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LOG(WARNING) << "Cholesky factorization failed.";
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return false;
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}
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// When the Cholesky factorization succeeded, these methods are
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// guaranteed to succeeded as well. In the comments below, "x"
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// refers to the scratch space.
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//
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// Set x = P * b.
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cs_di_ipvec(symbolic_factorization->pinv, b, scratch_, A->n);
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// Set x = L \ x.
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cs_di_lsolve(numeric_factorization->L, scratch_);
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// Set x = L' \ x.
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cs_di_ltsolve(numeric_factorization->L, scratch_);
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// Set b = P' * x.
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cs_di_pvec(symbolic_factorization->pinv, scratch_, b, A->n);
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// Free Cholesky factorization.
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cs_di_nfree(numeric_factorization);
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return true;
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}
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cs_dis* CXSparse::AnalyzeCholesky(cs_di* A) {
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// order = 1 for Cholesky factorization.
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return cs_schol(1, A);
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}
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cs_dis* CXSparse::AnalyzeCholeskyWithNaturalOrdering(cs_di* A) {
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// order = 0 for Natural ordering.
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return cs_schol(0, A);
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}
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cs_dis* CXSparse::BlockAnalyzeCholesky(cs_di* A,
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const vector<int>& row_blocks,
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const vector<int>& col_blocks) {
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const int num_row_blocks = row_blocks.size();
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const int num_col_blocks = col_blocks.size();
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vector<int> block_rows;
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vector<int> block_cols;
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CompressedColumnScalarMatrixToBlockMatrix(A->i,
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A->p,
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row_blocks,
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col_blocks,
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&block_rows,
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&block_cols);
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cs_di block_matrix;
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block_matrix.m = num_row_blocks;
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block_matrix.n = num_col_blocks;
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block_matrix.nz = -1;
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block_matrix.nzmax = block_rows.size();
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block_matrix.p = &block_cols[0];
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block_matrix.i = &block_rows[0];
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block_matrix.x = NULL;
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int* ordering = cs_amd(1, &block_matrix);
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vector<int> block_ordering(num_row_blocks, -1);
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std::copy(ordering, ordering + num_row_blocks, &block_ordering[0]);
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cs_free(ordering);
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vector<int> scalar_ordering;
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BlockOrderingToScalarOrdering(row_blocks, block_ordering, &scalar_ordering);
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cs_dis* symbolic_factorization =
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reinterpret_cast<cs_dis*>(cs_calloc(1, sizeof(cs_dis)));
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symbolic_factorization->pinv = cs_pinv(&scalar_ordering[0], A->n);
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cs* permuted_A = cs_symperm(A, symbolic_factorization->pinv, 0);
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symbolic_factorization->parent = cs_etree(permuted_A, 0);
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int* postordering = cs_post(symbolic_factorization->parent, A->n);
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int* column_counts = cs_counts(permuted_A,
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symbolic_factorization->parent,
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postordering,
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0);
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cs_free(postordering);
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cs_spfree(permuted_A);
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symbolic_factorization->cp = (int*) cs_malloc(A->n+1, sizeof(int));
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symbolic_factorization->lnz = cs_cumsum(symbolic_factorization->cp,
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column_counts,
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A->n);
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symbolic_factorization->unz = symbolic_factorization->lnz;
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cs_free(column_counts);
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if (symbolic_factorization->lnz < 0) {
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cs_sfree(symbolic_factorization);
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symbolic_factorization = NULL;
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}
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return symbolic_factorization;
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}
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cs_di CXSparse::CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A) {
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cs_di At;
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At.m = A->num_cols();
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At.n = A->num_rows();
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At.nz = -1;
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At.nzmax = A->num_nonzeros();
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At.p = A->mutable_rows();
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At.i = A->mutable_cols();
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At.x = A->mutable_values();
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return At;
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}
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cs_di* CXSparse::CreateSparseMatrix(TripletSparseMatrix* tsm) {
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cs_di_sparse tsm_wrapper;
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tsm_wrapper.nzmax = tsm->num_nonzeros();
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tsm_wrapper.nz = tsm->num_nonzeros();
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tsm_wrapper.m = tsm->num_rows();
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tsm_wrapper.n = tsm->num_cols();
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tsm_wrapper.p = tsm->mutable_cols();
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tsm_wrapper.i = tsm->mutable_rows();
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tsm_wrapper.x = tsm->mutable_values();
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return cs_compress(&tsm_wrapper);
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}
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void CXSparse::ApproximateMinimumDegreeOrdering(cs_di* A, int* ordering) {
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int* cs_ordering = cs_amd(1, A);
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std::copy(cs_ordering, cs_ordering + A->m, ordering);
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cs_free(cs_ordering);
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}
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cs_di* CXSparse::TransposeMatrix(cs_di* A) {
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return cs_di_transpose(A, 1);
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}
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cs_di* CXSparse::MatrixMatrixMultiply(cs_di* A, cs_di* B) {
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return cs_di_multiply(A, B);
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}
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void CXSparse::Free(cs_di* sparse_matrix) {
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cs_di_spfree(sparse_matrix);
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}
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void CXSparse::Free(cs_dis* symbolic_factorization) {
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cs_di_sfree(symbolic_factorization);
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}
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} // namespace internal
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} // namespace ceres
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#endif // CERES_NO_CXSPARSE
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