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// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2023 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// 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
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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//
// Author: sameeragarwal@google.com (Sameer Agarwal)
#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_
#define CERES_INTERNAL_COVARIANCE_IMPL_H_
#include <memory>
#include <utility>
#include <vector>
#include "absl/container/btree_map.h"
#include "absl/container/btree_set.h"
#include "ceres/covariance.h"
#include "ceres/internal/disable_warnings.h"
#include "ceres/internal/export.h"
#include "ceres/problem_impl.h"
#include "ceres/suitesparse.h"
namespace ceres::internal {
class CompressedRowSparseMatrix;
class CERES_NO_EXPORT CovarianceImpl {
public:
explicit CovarianceImpl(const Covariance::Options& options);
~CovarianceImpl();
bool Compute(const std::vector<std::pair<const double*, const double*>>&
covariance_blocks,
ProblemImpl* problem);
bool Compute(const std::vector<const double*>& parameter_blocks,
ProblemImpl* problem);
bool GetCovarianceBlockInTangentOrAmbientSpace(
const double* parameter_block1,
const double* parameter_block2,
bool lift_covariance_to_ambient_space,
double* covariance_block) const;
bool GetCovarianceMatrixInTangentOrAmbientSpace(
const std::vector<const double*>& parameters,
bool lift_covariance_to_ambient_space,
double* covariance_matrix) const;
bool ComputeCovarianceSparsity(
const std::vector<std::pair<const double*, const double*>>&
covariance_blocks,
ProblemImpl* problem);
bool ComputeCovarianceValues();
bool ComputeCovarianceValuesUsingDenseSVD();
bool ComputeCovarianceValuesUsingSuiteSparseQR();
bool ComputeCovarianceValuesUsingEigenSparseQR();
const CompressedRowSparseMatrix* covariance_matrix() const {
return covariance_matrix_.get();
}
private:
ProblemImpl* problem_;
Covariance::Options options_;
Problem::EvaluateOptions evaluate_options_;
bool is_computed_;
bool is_valid_;
absl::btree_map<const double*, int> parameter_block_to_row_index_;
absl::btree_set<const double*> constant_parameter_blocks_;
std::unique_ptr<CompressedRowSparseMatrix> covariance_matrix_;
};
} // namespace ceres::internal
#include "ceres/internal/reenable_warnings.h"
#endif // CERES_INTERNAL_COVARIANCE_IMPL_H_