Initial commit of Ceres Solver.
diff --git a/internal/ceres/schur_complement_solver.h b/internal/ceres/schur_complement_solver.h
new file mode 100644
index 0000000..039bc09
--- /dev/null
+++ b/internal/ceres/schur_complement_solver.h
@@ -0,0 +1,182 @@
+// 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)
+
+#ifndef CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_
+#define CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_
+
+#include "ceres/block_random_access_matrix.h"
+#include "ceres/block_sparse_matrix.h"
+#include "ceres/block_structure.h"
+#include "ceres/linear_solver.h"
+#include "ceres/schur_eliminator.h"
+#include "ceres/suitesparse.h"
+#include "ceres/internal/scoped_ptr.h"
+#include "ceres/types.h"
+
+namespace ceres {
+namespace internal {
+
+class BlockSparseMatrixBase;
+
+// Base class for Schur complement based linear least squares
+// solvers. It assumes that the input linear system Ax = b can be
+// partitioned into
+//
+// E y + F z = b
+//
+// Where x = [y;z] is a partition of the variables. The paritioning
+// of the variables is such that, E'E is a block diagonal
+// matrix. Further, the rows of A are ordered so that for every
+// variable block in y, all the rows containing that variable block
+// occur as a vertically contiguous block. i.e the matrix A looks like
+//
+// E F
+// A = [ y1 0 0 0 | z1 0 0 0 z5]
+// [ y1 0 0 0 | z1 z2 0 0 0]
+// [ 0 y2 0 0 | 0 0 z3 0 0]
+// [ 0 0 y3 0 | z1 z2 z3 z4 z5]
+// [ 0 0 y3 0 | z1 0 0 0 z5]
+// [ 0 0 0 y4 | 0 0 0 0 z5]
+// [ 0 0 0 y4 | 0 z2 0 0 0]
+// [ 0 0 0 y4 | 0 0 0 0 0]
+// [ 0 0 0 0 | z1 0 0 0 0]
+// [ 0 0 0 0 | 0 0 z3 z4 z5]
+//
+// This structure should be reflected in the corresponding
+// CompressedRowBlockStructure object associated with A. The linear
+// system Ax = b should either be well posed or the array D below
+// should be non-null and the diagonal matrix corresponding to it
+// should be non-singular.
+//
+// SchurComplementSolver has two sub-classes.
+//
+// DenseSchurComplementSolver: For problems where the Schur complement
+// matrix is small and dense, or if CHOLMOD/SuiteSparse is not
+// installed. For structure from motion problems, this is solver can
+// be used for problems with upto a few hundred cameras.
+//
+// SparseSchurComplementSolver: For problems where the Schur
+// complement matrix is large and sparse. It requires that
+// CHOLMOD/SuiteSparse be installed, as it uses CHOLMOD to find a
+// sparse Cholesky factorization of the Schur complement. This solver
+// can be used for solving structure from motion problems with tens of
+// thousands of cameras, though depending on the exact sparsity
+// structure, it maybe better to use an iterative solver.
+//
+// The two solvers can be instantiated by calling
+// LinearSolver::CreateLinearSolver with LinearSolver::Options::type
+// set to DENSE_SCHUR and SPARSE_SCHUR
+// respectively. LinearSolver::Options::num_eliminate_blocks should be
+// at least 1.
+class SchurComplementSolver : public BlockSparseMatrixBaseSolver {
+ public:
+ explicit SchurComplementSolver(const LinearSolver::Options& options)
+ : options_(options) {
+ CHECK_GT(options.num_eliminate_blocks, 0);
+ }
+
+ // LinearSolver methods
+ virtual ~SchurComplementSolver() {}
+ virtual LinearSolver::Summary SolveImpl(
+ BlockSparseMatrixBase* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double* x);
+
+ protected:
+ const LinearSolver::Options& options() const { return options_; }
+
+ const BlockRandomAccessMatrix* lhs() const { return lhs_.get(); }
+ void set_lhs(BlockRandomAccessMatrix* lhs) { lhs_.reset(lhs); }
+ const double* rhs() const { return rhs_.get(); }
+ void set_rhs(double* rhs) { rhs_.reset(rhs); }
+
+ private:
+ virtual void InitStorage(const CompressedRowBlockStructure* bs) = 0;
+ virtual bool SolveReducedLinearSystem(double* solution) = 0;
+
+ LinearSolver::Options options_;
+
+ scoped_ptr<SchurEliminatorBase> eliminator_;
+ scoped_ptr<BlockRandomAccessMatrix> lhs_;
+ scoped_array<double> rhs_;
+
+ DISALLOW_COPY_AND_ASSIGN(SchurComplementSolver);
+};
+
+// Dense Cholesky factorization based solver.
+class DenseSchurComplementSolver : public SchurComplementSolver {
+ public:
+ explicit DenseSchurComplementSolver(const LinearSolver::Options& options)
+ : SchurComplementSolver(options) {}
+ virtual ~DenseSchurComplementSolver() {}
+
+ private:
+ virtual void InitStorage(const CompressedRowBlockStructure* bs);
+ virtual bool SolveReducedLinearSystem(double* solution);
+
+ DISALLOW_COPY_AND_ASSIGN(DenseSchurComplementSolver);
+};
+
+#ifndef CERES_NO_SUITESPARSE
+// Sparse Cholesky factorization based solver.
+class SparseSchurComplementSolver : public SchurComplementSolver {
+ public:
+ explicit SparseSchurComplementSolver(const LinearSolver::Options& options);
+ virtual ~SparseSchurComplementSolver();
+
+ private:
+ virtual void InitStorage(const CompressedRowBlockStructure* bs);
+ virtual bool SolveReducedLinearSystem(double* solution);
+
+
+ SuiteSparse ss_;
+ // Symbolic factorization of the reduced linear system. Precomputed
+ // once and reused if constant_sparsity_ is true.
+ cholmod_factor* symbolic_factor_;
+ DISALLOW_COPY_AND_ASSIGN(SparseSchurComplementSolver);
+};
+#else // CERES_NO_SUITESPARSE
+class SparseSchurComplementSolver : public SchurComplementSolver {
+ public:
+ explicit SparseSchurComplementSolver(const LinearSolver::Options& options)
+ : SchurComplementSolver(options) {
+ LOG(FATAL) << "SPARSE_SCHUR is not available. Please "
+ "build Ceres with SuiteSparse.";
+ }
+
+ virtual ~SparseSchurComplementSolver() {}
+};
+#endif // CERES_NO_SUITESPARSE
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_SCHUR_COMPLEMENT_SOLVER_H_
