internal/ceres/sparse_normal_cholesky_solver.h

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2023 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_

// This include must come before any #ifndef check on Ceres compile options.
// clang-format off
#include "ceres/internal/config.h"
// clang-format on

#include <memory>
#include <vector>

#include "ceres/internal/export.h"
#include "ceres/linear_solver.h"

namespace ceres::internal {

class CompressedRowSparseMatrix;
class InnerProductComputer;
class SparseCholesky;

// Solves the normal equations (A'A + D'D) x = A'b, using the sparse
// linear algebra library of the user's choice.
class CERES_NO_EXPORT SparseNormalCholeskySolver
    : public BlockSparseMatrixSolver {
 public:
  explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
  SparseNormalCholeskySolver(const SparseNormalCholeskySolver&) = delete;
  void operator=(const SparseNormalCholeskySolver&) = delete;

  ~SparseNormalCholeskySolver() override;

 private:
  LinearSolver::Summary SolveImpl(BlockSparseMatrix* A,
                                  const double* b,
                                  const LinearSolver::PerSolveOptions& options,
                                  double* x) final;

  const LinearSolver::Options options_;
  Vector rhs_;
  std::unique_ptr<SparseCholesky> sparse_cholesky_;
  std::unique_ptr<InnerProductComputer> inner_product_computer_;
};

}  // namespace ceres::internal

#endif  // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_