Initial commit of Ceres Solver.
diff --git a/internal/ceres/dense_qr_solver.cc b/internal/ceres/dense_qr_solver.cc
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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: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/dense_qr_solver.h"
+
+#include <cstddef>
+
+#include "Eigen/Dense"
+#include "ceres/linear_solver.h"
+#include "ceres/triplet_sparse_matrix.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/scoped_ptr.h"
+#include "ceres/types.h"
+
+namespace ceres {
+namespace internal {
+
+DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options)
+ : options_(options) {}
+
+LinearSolver::Summary DenseQRSolver::SolveImpl(
+ DenseSparseMatrix* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double* x) {
+ const int num_rows = A->num_rows();
+ const int num_cols = A->num_cols();
+ VLOG(2) << "DenseQRSolver: "
+ << num_rows << " x " << num_cols << " system.";
+
+ if (per_solve_options.D != NULL) {
+ // Temporarily append a diagonal block to the A matrix, but undo
+ // it before returning the matrix to the user.
+ A->AppendDiagonal(per_solve_options.D);
+ }
+
+ // rhs = [b;0] to account for the additional rows in the lhs.
+ Vector rhs(num_rows + ((per_solve_options.D !=NULL) ? num_cols : 0));
+ rhs.setZero();
+ rhs.head(num_rows) = ConstVectorRef(b, num_rows);
+
+ // Solve the system.
+ VectorRef(x, num_cols) = A->matrix().colPivHouseholderQr().solve(rhs);
+
+ VLOG(3) << "A:\n" << A->matrix();
+ VLOG(3) << "x:\n" << VectorRef(x, num_cols);
+ VLOG(3) << "b:\n" << rhs;
+ VLOG(3) << "error: " << (A->matrix() * VectorRef(x, num_cols) - rhs).norm();
+
+
+ if (per_solve_options.D != NULL) {
+ // Undo the modifications to the matrix A.
+ A->RemoveDiagonal();
+ }
+
+ // We always succeed, since the QR solver returns the best solution
+ // it can. It is the job of the caller to determine if the solution
+ // is good enough or not.
+ LinearSolver::Summary summary;
+ summary.num_iterations = 1;
+ summary.termination_type = TOLERANCE;
+ return summary;
+}
+
+} // namespace internal
+} // namespace ceres
