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