| // 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 |
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| // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
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| // 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) |
| |
| #ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_ |
| #define CERES_INTERNAL_COVARIANCE_IMPL_H_ |
| |
| #include <map> |
| #include <memory> |
| #include <set> |
| #include <utility> |
| #include <vector> |
| |
| #include "ceres/covariance.h" |
| #include "ceres/internal/port.h" |
| #include "ceres/problem_impl.h" |
| #include "ceres/suitesparse.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| class CompressedRowSparseMatrix; |
| |
| class CERES_EXPORT_INTERNAL CovarianceImpl { |
| public: |
| explicit CovarianceImpl(const Covariance::Options& options); |
| ~CovarianceImpl(); |
| |
| bool Compute(const std::vector<std::pair<const double*, const double*>>& |
| covariance_blocks, |
| ProblemImpl* problem); |
| |
| bool Compute(const std::vector<const double*>& parameter_blocks, |
| ProblemImpl* problem); |
| |
| bool GetCovarianceBlockInTangentOrAmbientSpace( |
| const double* parameter_block1, |
| const double* parameter_block2, |
| bool lift_covariance_to_ambient_space, |
| double* covariance_block) const; |
| |
| bool GetCovarianceMatrixInTangentOrAmbientSpace( |
| const std::vector<const double*>& parameters, |
| bool lift_covariance_to_ambient_space, |
| double* covariance_matrix) const; |
| |
| bool ComputeCovarianceSparsity( |
| const std::vector<std::pair<const double*, const double*>>& |
| covariance_blocks, |
| ProblemImpl* problem); |
| |
| bool ComputeCovarianceValues(); |
| bool ComputeCovarianceValuesUsingDenseSVD(); |
| bool ComputeCovarianceValuesUsingSuiteSparseQR(); |
| bool ComputeCovarianceValuesUsingEigenSparseQR(); |
| |
| const CompressedRowSparseMatrix* covariance_matrix() const { |
| return covariance_matrix_.get(); |
| } |
| |
| private: |
| ProblemImpl* problem_; |
| Covariance::Options options_; |
| Problem::EvaluateOptions evaluate_options_; |
| bool is_computed_; |
| bool is_valid_; |
| std::map<const double*, int> parameter_block_to_row_index_; |
| std::set<const double*> constant_parameter_blocks_; |
| std::unique_ptr<CompressedRowSparseMatrix> covariance_matrix_; |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_COVARIANCE_IMPL_H_ |