Initial commit of Ceres Solver.
diff --git a/internal/ceres/sparse_normal_cholesky_solver.cc b/internal/ceres/sparse_normal_cholesky_solver.cc
new file mode 100644
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+++ b/internal/ceres/sparse_normal_cholesky_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)
+
+#ifndef CERES_NO_SUITESPARSE
+
+#include "ceres/sparse_normal_cholesky_solver.h"
+
+#include <algorithm>
+#include <cstring>
+#include <ctime>
+#include "ceres/compressed_row_sparse_matrix.h"
+#include "ceres/linear_solver.h"
+#include "ceres/suitesparse.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 {
+
+SparseNormalCholeskySolver::SparseNormalCholeskySolver(
+ const LinearSolver::Options& options)
+ : options_(options), symbolic_factor_(NULL) {}
+
+SparseNormalCholeskySolver::~SparseNormalCholeskySolver() {
+ if (symbolic_factor_ != NULL) {
+ ss_.Free(symbolic_factor_);
+ symbolic_factor_ = NULL;
+ }
+}
+
+LinearSolver::Summary SparseNormalCholeskySolver::SolveImpl(
+ CompressedRowSparseMatrix* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double * x) {
+ const time_t start_time = time(NULL);
+ const int num_cols = A->num_cols();
+
+ LinearSolver::Summary summary;
+ Vector Atb = Vector::Zero(num_cols);
+ A->LeftMultiply(b, Atb.data());
+
+ 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.
+ CompressedRowSparseMatrix D(per_solve_options.D, num_cols);
+ A->AppendRows(D);
+ }
+
+ VectorRef(x, num_cols).setZero();
+
+ scoped_ptr<cholmod_sparse> lhs(ss_.CreateSparseMatrixTransposeView(A));
+ CHECK_NOTNULL(lhs.get());
+
+ cholmod_dense* rhs = ss_.CreateDenseVector(Atb.data(), num_cols, num_cols);
+ const time_t init_time = time(NULL);
+
+ if (symbolic_factor_ == NULL) {
+ symbolic_factor_ = CHECK_NOTNULL(ss_.AnalyzeCholesky(lhs.get()));
+ }
+
+ const time_t symbolic_time = time(NULL);
+
+ cholmod_dense* sol = ss_.SolveCholesky(lhs.get(), symbolic_factor_, rhs);
+ const time_t solve_time = time(NULL);
+
+ ss_.Free(rhs);
+ rhs = NULL;
+
+ if (per_solve_options.D != NULL) {
+ A->DeleteRows(num_cols);
+ }
+
+ if (!options_.constant_sparsity) {
+ ss_.Free(symbolic_factor_);
+ symbolic_factor_ = NULL;
+ }
+
+ summary.num_iterations = 1;
+ if (sol != NULL) {
+ memcpy(x, sol->x, num_cols * sizeof(*x));
+
+ ss_.Free(sol);
+ sol = NULL;
+ summary.termination_type = TOLERANCE;
+ }
+
+ const time_t cleanup_time = time(NULL);
+ VLOG(2) << "time (sec) total: " << cleanup_time - start_time
+ << " init: " << init_time - start_time
+ << " symbolic: " << symbolic_time - init_time
+ << " solve: " << solve_time - symbolic_time
+ << " cleanup: " << cleanup_time - solve_time;
+ return summary;
+}
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_NO_SUITESPARSE
