Initial commit of Ceres Solver.
diff --git a/internal/ceres/problem_impl.cc b/internal/ceres/problem_impl.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)
+//         keir@google.com (Keir Mierle)
+
+#include "ceres/problem_impl.h"
+
+#include <algorithm>
+#include <cstddef>
+#include <set>
+#include <string>
+#include <utility>
+#include <vector>
+
+#include <glog/logging.h>
+#include "ceres/parameter_block.h"
+#include "ceres/program.h"
+#include "ceres/residual_block.h"
+#include "ceres/stl_util.h"
+#include "ceres/map_util.h"
+#include "ceres/stringprintf.h"
+#include "ceres/cost_function.h"
+#include "ceres/loss_function.h"
+
+namespace ceres {
+namespace internal {
+
+typedef map<double*, internal::ParameterBlock*> ParameterMap;
+
+// Returns true if two regions of memory, a and b, with sizes size_a and size_b
+// respectively, overlap.
+static bool RegionsAlias(const double* a, int size_a,
+                         const double* b, int size_b) {
+  return (a < b) ? b < (a + size_a)
+                 : a < (b + size_b);
+}
+
+static void CheckForNoAliasing(double* existing_block,
+                               int existing_block_size,
+                               double* new_block,
+                               int new_block_size) {
+  CHECK(!RegionsAlias(existing_block, existing_block_size,
+                      new_block, new_block_size))
+      << "Aliasing detected between existing parameter block at memory "
+      << "location " << existing_block
+      << " and has size " << existing_block_size << " with new parameter "
+      << "block that has memory adderss " << new_block << " and would have "
+      << "size " << new_block_size << ".";
+}
+
+static ParameterBlock* InternalAddParameterBlock(
+    double* values,
+    int size,
+    ParameterMap* parameter_map,
+    vector<ParameterBlock*>* parameter_blocks) {
+  CHECK(values) << "Null pointer passed to AddParameterBlock for a parameter "
+                << "with size " << size;
+
+  // Ignore the request if there is a block for the given pointer already.
+  ParameterMap::iterator it = parameter_map->find(values);
+  if (it != parameter_map->end()) {
+    int existing_size = it->second->Size();
+    CHECK(size == existing_size)
+        << "Tried adding a parameter block with the same double pointer, "
+        << values << ", twice, but with different block sizes. Original "
+        << "size was " << existing_size << " but new size is "
+        << size;
+    return it->second;
+  }
+  // Before adding the parameter block, also check that it doesn't alias any
+  // other parameter blocks.
+  if (!parameter_map->empty()) {
+    ParameterMap::iterator lb = parameter_map->lower_bound(values);
+
+    // If lb is not the first block, check the previous block for aliasing.
+    if (lb != parameter_map->begin()) {
+      ParameterMap::iterator previous = lb;
+      --previous;
+      CheckForNoAliasing(previous->first,
+                         previous->second->Size(),
+                         values,
+                         size);
+    }
+
+    // If lb is not off the end, check lb for aliasing.
+    if (lb != parameter_map->end()) {
+      CheckForNoAliasing(lb->first,
+                         lb->second->Size(),
+                         values,
+                         size);
+    }
+  }
+  ParameterBlock* new_parameter_block = new ParameterBlock(values, size);
+  (*parameter_map)[values] = new_parameter_block;
+  parameter_blocks->push_back(new_parameter_block);
+  return new_parameter_block;
+}
+
+ProblemImpl::ProblemImpl() : program_(new internal::Program) {}
+ProblemImpl::ProblemImpl(const Problem::Options& options)
+    : options_(options),
+      program_(new internal::Program) {}
+
+ProblemImpl::~ProblemImpl() {
+  // Collect the unique cost/loss functions and delete the residuals.
+  set<CostFunction*> cost_functions;
+  set<LossFunction*> loss_functions;
+  for (int i = 0; i < program_->residual_blocks_.size(); ++i) {
+    ResidualBlock* residual_block = program_->residual_blocks_[i];
+
+    // The const casts here are legit, since ResidualBlock holds these
+    // pointers as const pointers but we have ownership of them and
+    // have the right to destroy them when the destructor is called.
+    if (options_.cost_function_ownership == TAKE_OWNERSHIP) {
+      cost_functions.insert(
+          const_cast<CostFunction*>(residual_block->cost_function()));
+    }
+    if (options_.loss_function_ownership == TAKE_OWNERSHIP) {
+      loss_functions.insert(
+          const_cast<LossFunction*>(residual_block->loss_function()));
+    }
+
+    delete residual_block;
+  }
+
+  // Collect the unique parameterizations and delete the parameters.
+  set<LocalParameterization*> local_parameterizations;
+  for (int i = 0; i < program_->parameter_blocks_.size(); ++i) {
+    ParameterBlock* parameter_block = program_->parameter_blocks_[i];
+
+    if (options_.local_parameterization_ownership == TAKE_OWNERSHIP) {
+      local_parameterizations.insert(parameter_block->local_parameterization_);
+    }
+
+    delete parameter_block;
+  }
+
+  // Delete the owned cost/loss functions and parameterizations.
+  STLDeleteContainerPointers(local_parameterizations.begin(),
+                             local_parameterizations.end());
+  STLDeleteContainerPointers(cost_functions.begin(),
+                             cost_functions.end());
+  STLDeleteContainerPointers(loss_functions.begin(),
+                             loss_functions.end());
+}
+
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    const vector<double*>& parameter_blocks) {
+  CHECK_NOTNULL(cost_function);
+  CHECK_EQ(parameter_blocks.size(),
+           cost_function->parameter_block_sizes().size());
+
+  // Check the sizes match.
+  const vector<int16>& parameter_block_sizes =
+      cost_function->parameter_block_sizes();
+  CHECK_EQ(parameter_block_sizes.size(), parameter_blocks.size())
+      << "Number of blocks input is different than the number of blocks "
+      << "that the cost function expects.";
+
+  // Check for duplicate parameter blocks.
+  vector<double*> sorted_parameter_blocks(parameter_blocks);
+  sort(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end());
+  vector<double*>::const_iterator duplicate_items =
+      unique(sorted_parameter_blocks.begin(),
+             sorted_parameter_blocks.end());
+  if (duplicate_items != sorted_parameter_blocks.end()) {
+    string blocks;
+    for (int i = 0; i < parameter_blocks.size(); ++i) {
+      blocks += internal::StringPrintf(" %p ", parameter_blocks[i]);
+    }
+
+    LOG(FATAL) << "Duplicate parameter blocks in a residual parameter "
+               << "are not allowed. Parameter block pointers: ["
+               << blocks << "]";
+  }
+
+  // Add parameter blocks and convert the double*'s to parameter blocks.
+  vector<ParameterBlock*> parameter_block_ptrs(parameter_blocks.size());
+  for (int i = 0; i < parameter_blocks.size(); ++i) {
+    parameter_block_ptrs[i] =
+        InternalAddParameterBlock(parameter_blocks[i],
+                                  parameter_block_sizes[i],
+                                  &parameter_block_map_,
+                                  &program_->parameter_blocks_);
+  }
+
+  // Check that the block sizes match the block sizes expected by the
+  // cost_function.
+  for (int i = 0; i < parameter_block_ptrs.size(); ++i) {
+    CHECK_EQ(cost_function->parameter_block_sizes()[i],
+             parameter_block_ptrs[i]->Size())
+        << "The cost function expects parameter block " << i
+        << " of size " << cost_function->parameter_block_sizes()[i]
+        << " but was given a block of size "
+        << parameter_block_ptrs[i]->Size();
+  }
+
+  ResidualBlock* new_residual_block =
+      new ResidualBlock(cost_function,
+                        loss_function,
+                        parameter_block_ptrs);
+  program_->residual_blocks_.push_back(new_residual_block);
+  return new_residual_block;
+}
+
+// Unfortunately, macros don't help much to reduce this code, and var args don't
+// work because of the ambiguous case that there is no loss function.
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    double* x0) {
+  vector<double*> residual_parameters;
+  residual_parameters.push_back(x0);
+  return AddResidualBlock(cost_function, loss_function, residual_parameters);
+}
+
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    double* x0, double* x1) {
+  vector<double*> residual_parameters;
+  residual_parameters.push_back(x0);
+  residual_parameters.push_back(x1);
+  return AddResidualBlock(cost_function, loss_function, residual_parameters);
+}
+
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    double* x0, double* x1, double* x2) {
+  vector<double*> residual_parameters;
+  residual_parameters.push_back(x0);
+  residual_parameters.push_back(x1);
+  residual_parameters.push_back(x2);
+  return AddResidualBlock(cost_function, loss_function, residual_parameters);
+}
+
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    double* x0, double* x1, double* x2, double* x3) {
+  vector<double*> residual_parameters;
+  residual_parameters.push_back(x0);
+  residual_parameters.push_back(x1);
+  residual_parameters.push_back(x2);
+  residual_parameters.push_back(x3);
+  return AddResidualBlock(cost_function, loss_function, residual_parameters);
+}
+
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    double* x0, double* x1, double* x2, double* x3, double* x4) {
+  vector<double*> residual_parameters;
+  residual_parameters.push_back(x0);
+  residual_parameters.push_back(x1);
+  residual_parameters.push_back(x2);
+  residual_parameters.push_back(x3);
+  residual_parameters.push_back(x4);
+  return AddResidualBlock(cost_function, loss_function, residual_parameters);
+}
+
+const ResidualBlock* ProblemImpl::AddResidualBlock(
+    CostFunction* cost_function,
+    LossFunction* loss_function,
+    double* x0, double* x1, double* x2, double* x3, double* x4, double* x5) {
+  vector<double*> residual_parameters;
+  residual_parameters.push_back(x0);
+  residual_parameters.push_back(x1);
+  residual_parameters.push_back(x2);
+  residual_parameters.push_back(x3);
+  residual_parameters.push_back(x4);
+  residual_parameters.push_back(x5);
+  return AddResidualBlock(cost_function, loss_function, residual_parameters);
+}
+
+
+void ProblemImpl::AddParameterBlock(double* values, int size) {
+  InternalAddParameterBlock(values,
+                            size,
+                            &parameter_block_map_,
+                            &program_->parameter_blocks_);
+}
+
+void ProblemImpl::AddParameterBlock(
+    double* values,
+    int size,
+    LocalParameterization* local_parameterization) {
+  ParameterBlock* parameter_block =
+      InternalAddParameterBlock(values,
+                                size,
+                                &parameter_block_map_,
+                                &program_->parameter_blocks_);
+  if (local_parameterization != NULL) {
+    parameter_block->SetParameterization(local_parameterization);
+  }
+}
+
+void ProblemImpl::SetParameterBlockConstant(double* values) {
+  FindOrDie(parameter_block_map_, values)->SetConstant();
+}
+
+void ProblemImpl::SetParameterBlockVariable(double* values) {
+  FindOrDie(parameter_block_map_, values)->SetVarying();
+}
+
+void ProblemImpl::SetParameterization(
+    double* values,
+    LocalParameterization* local_parameterization) {
+  FindOrDie(parameter_block_map_, values)
+      ->SetParameterization(local_parameterization);
+}
+
+int ProblemImpl::NumParameterBlocks() const {
+  return program_->NumParameterBlocks();
+}
+
+int ProblemImpl::NumParameters() const {
+  return program_->NumParameters();
+}
+
+int ProblemImpl::NumResidualBlocks() const {
+  return program_->NumResidualBlocks();
+}
+
+int ProblemImpl::NumResiduals() const {
+  return program_->NumResiduals();
+}
+
+}  // namespace internal
+}  // namespace ceres