108 lines
3.8 KiB
C++
108 lines
3.8 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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//
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// Solve dense rectangular systems Ax = b by forming the normal
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// equations and solving them using the Cholesky factorization.
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#ifndef CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
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#define CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
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#include "ceres/linear_solver.h"
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#include "ceres/internal/macros.h"
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namespace ceres {
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namespace internal {
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class DenseSparseMatrix;
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// This class implements the LinearSolver interface for solving
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// rectangular/unsymmetric (well constrained) linear systems of the
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// form
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//
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// Ax = b
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//
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// Since there does not usually exist a solution that satisfies these
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// equations, the solver instead solves the linear least squares
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// problem
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//
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// min_x |Ax - b|^2
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//
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// Setting the gradient of the above optimization problem to zero
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// gives us the normal equations
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//
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// A'Ax = A'b
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//
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// A'A is a positive definite matrix (hopefully), and the resulting
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// linear system can be solved using Cholesky factorization.
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//
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// If the PerSolveOptions struct has a non-null array D, then the
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// augmented/regularized linear system
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//
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// [ A ]x = [b]
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// [ diag(D) ] [0]
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//
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// is solved.
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//
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// This class uses the LDLT factorization routines from the Eigen
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// library. This solver always returns a solution, it is the user's
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// responsibility to judge if the solution is good enough for their
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// purposes.
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class DenseNormalCholeskySolver: public DenseSparseMatrixSolver {
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public:
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explicit DenseNormalCholeskySolver(const LinearSolver::Options& options);
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private:
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virtual LinearSolver::Summary SolveImpl(
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DenseSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double* x);
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LinearSolver::Summary SolveUsingLAPACK(
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DenseSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double* x);
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LinearSolver::Summary SolveUsingEigen(
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DenseSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double* x);
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const LinearSolver::Options options_;
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CERES_DISALLOW_COPY_AND_ASSIGN(DenseNormalCholeskySolver);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
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