Initial commit of Ceres Solver.
diff --git a/internal/ceres/dense_jacobian_writer.h b/internal/ceres/dense_jacobian_writer.h
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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: keir@google.com (Keir Mierle)
+//
+// A jacobian writer that writes to dense Eigen matrices.
+
+#ifndef CERES_INTERNAL_DENSE_JACOBIAN_WRITER_H_
+#define CERES_INTERNAL_DENSE_JACOBIAN_WRITER_H_
+
+#include "ceres/casts.h"
+#include "ceres/dense_sparse_matrix.h"
+#include "ceres/parameter_block.h"
+#include "ceres/program.h"
+#include "ceres/residual_block.h"
+#include "ceres/scratch_evaluate_preparer.h"
+#include "ceres/internal/eigen.h"
+
+namespace ceres {
+namespace internal {
+
+class DenseJacobianWriter {
+ public:
+  DenseJacobianWriter(Evaluator::Options /* ignored */,
+                      Program* program)
+    : program_(program) {
+  }
+
+  // JacobianWriter interface.
+
+  // Since the dense matrix has different layout than that assumed by the cost
+  // functions, use scratch space to store the jacobians temporarily then copy
+  // them over to the larger jacobian later.
+  ScratchEvaluatePreparer* CreateEvaluatePreparers(int num_threads) {
+    return ScratchEvaluatePreparer::Create(*program_, num_threads);
+  }
+
+  SparseMatrix* CreateJacobian() const {
+    return new DenseSparseMatrix(program_->NumResiduals(),
+                                 program_->NumEffectiveParameters());
+  }
+
+  void Write(int residual_id,
+             int residual_offset,
+             double **jacobians,
+             SparseMatrix* jacobian) {
+    DenseSparseMatrix* dense_jacobian;
+    if (jacobian != NULL) {
+      dense_jacobian = down_cast<DenseSparseMatrix*>(jacobian);
+    }
+    const ResidualBlock* residual_block =
+        program_->residual_blocks()[residual_id];
+    int num_parameter_blocks = residual_block->NumParameterBlocks();
+    int num_residuals = residual_block->NumResiduals();
+
+    // Now copy the jacobians for each parameter into the dense jacobian matrix.
+    for (int j = 0; j < num_parameter_blocks; ++j) {
+      ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
+
+      // If the parameter block is fixed, then there is nothing to do.
+      if (parameter_block->IsConstant()) {
+        continue;
+      }
+
+      int parameter_block_size = parameter_block->LocalSize();
+      MatrixRef parameter_jacobian(jacobians[j],
+                                   num_residuals,
+                                   parameter_block_size);
+
+      dense_jacobian->mutable_matrix().block(
+          residual_offset,
+          parameter_block->delta_offset(),
+          num_residuals,
+          parameter_block_size) = parameter_jacobian;
+    }
+  }
+
+ private:
+  Program* program_;
+};
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_DENSE_JACOBIAN_WRITER_H_