internal/ceres/sparse_normal_cholesky_solver.h

// 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/
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// Author: sameeragarwal@google.com (Sameer Agarwal)
//
// A solver for sparse linear least squares problem based on solving
// the normal equations via a sparse cholesky factorization.

#ifndef CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
#define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_

#include <vector>

// This include must come before any #ifndef check on Ceres compile options.
#include "ceres/internal/port.h"

#include "ceres/internal/macros.h"
#include "ceres/linear_solver.h"
#include "ceres/suitesparse.h"
#include "ceres/cxsparse.h"

#ifdef CERES_USE_EIGEN_SPARSE
#include "Eigen/SparseCholesky"
#endif

namespace ceres {
namespace internal {

class CompressedRowSparseMatrix;

// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
// cholesky solver.
class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
 public:
  explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
  virtual ~SparseNormalCholeskySolver();

 private:
  virtual LinearSolver::Summary SolveImpl(
      CompressedRowSparseMatrix* A,
      const double* b,
      const LinearSolver::PerSolveOptions& options,
      double* x);

  LinearSolver::Summary SolveImplUsingSuiteSparse(
      CompressedRowSparseMatrix* A,
      const LinearSolver::PerSolveOptions& options,
      double* rhs_and_solution);

  // Crashes if CSparse is not installed.
  LinearSolver::Summary SolveImplUsingCXSparse(
      CompressedRowSparseMatrix* A,
      const LinearSolver::PerSolveOptions& options,
      double* rhs_and_solution);

  // Crashes if CERES_USE_EIGEN_SPARSE is not defined.
  LinearSolver::Summary SolveImplUsingEigen(
      CompressedRowSparseMatrix* A,
      const LinearSolver::PerSolveOptions& options,
      double* rhs_and_solution);

  void FreeFactorization();

  SuiteSparse ss_;
  // Cached factorization
  cholmod_factor* factor_;

  CXSparse cxsparse_;
  // Cached factorization
  cs_dis* cxsparse_factor_;

#ifdef CERES_USE_EIGEN_SPARSE

  // The preprocessor gymnastics here are dealing with the fact that
  // before version 3.2.2, Eigen did not support a third template
  // parameter to specify the ordering.
#if EIGEN_VERSION_AT_LEAST(3,2,2)
  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
                                Eigen::NaturalOrdering<int> >
  SimplicialLDLTWithNaturalOrdering;
  scoped_ptr<SimplicialLDLTWithNaturalOrdering> natural_ldlt_;

  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
                                Eigen::AMDOrdering<int> >
  SimplicialLDLTWithAMDOrdering;
  scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;

#else
  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper>
  SimplicialLDLTWithAMDOrdering;

  scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
#endif

#endif

  scoped_ptr<CompressedRowSparseMatrix> outer_product_;
  vector<int> pattern_;
  const LinearSolver::Options options_;
  CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
};

}  // namespace internal
}  // namespace ceres

#endif  // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_