93 lines
3.4 KiB
C++
93 lines
3.4 KiB
C++
// 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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#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_
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#define CERES_INTERNAL_COVARIANCE_IMPL_H_
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#include <map>
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#include <set>
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#include <utility>
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#include <vector>
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#include "ceres/covariance.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/problem_impl.h"
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#include "ceres/suitesparse.h"
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namespace ceres {
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namespace internal {
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class CompressedRowSparseMatrix;
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class CovarianceImpl {
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public:
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explicit CovarianceImpl(const Covariance::Options& options);
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~CovarianceImpl();
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bool Compute(
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const std::vector<std::pair<const double*,
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const double*> >& covariance_blocks,
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ProblemImpl* problem);
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bool GetCovarianceBlockInTangentOrAmbientSpace(
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const double* parameter_block1,
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const double* parameter_block2,
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bool lift_covariance_to_ambient_space,
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double* covariance_block) const;
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bool ComputeCovarianceSparsity(
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const std::vector<std::pair<const double*,
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const double*> >& covariance_blocks,
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ProblemImpl* problem);
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bool ComputeCovarianceValues();
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bool ComputeCovarianceValuesUsingDenseSVD();
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bool ComputeCovarianceValuesUsingSuiteSparseQR();
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bool ComputeCovarianceValuesUsingEigenSparseQR();
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const CompressedRowSparseMatrix* covariance_matrix() const {
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return covariance_matrix_.get();
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}
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private:
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ProblemImpl* problem_;
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Covariance::Options options_;
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Problem::EvaluateOptions evaluate_options_;
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bool is_computed_;
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bool is_valid_;
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std::map<const double*, int> parameter_block_to_row_index_;
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std::set<const double*> constant_parameter_blocks_;
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scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_COVARIANCE_IMPL_H_
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