Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 1 | // Ceres Solver - A fast non-linear least squares minimizer |
| 2 | // Copyright 2017 Google Inc. All rights reserved. |
| 3 | // http://ceres-solver.org/ |
| 4 | // |
| 5 | // Redistribution and use in source and binary forms, with or without |
| 6 | // modification, are permitted provided that the following conditions are met: |
| 7 | // |
| 8 | // * Redistributions of source code must retain the above copyright notice, |
| 9 | // this list of conditions and the following disclaimer. |
| 10 | // * Redistributions in binary form must reproduce the above copyright notice, |
| 11 | // this list of conditions and the following disclaimer in the documentation |
| 12 | // and/or other materials provided with the distribution. |
| 13 | // * Neither the name of Google Inc. nor the names of its contributors may be |
| 14 | // used to endorse or promote products derived from this software without |
| 15 | // specific prior written permission. |
| 16 | // |
| 17 | // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
| 18 | // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
| 19 | // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
| 20 | // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE |
| 21 | // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
| 22 | // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF |
| 23 | // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
| 24 | // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
| 25 | // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) |
| 26 | // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE |
| 27 | // POSSIBILITY OF SUCH DAMAGE. |
| 28 | // |
| 29 | // Author: sameeragarwal@google.com (Sameer Agarwal) |
| 30 | // |
| 31 | // A solver for sparse linear least squares problem based on solving |
| 32 | // the normal equations via a sparse cholesky factorization. |
| 33 | |
| 34 | #ifndef CERES_INTERNAL_DYNAMIC_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ |
| 35 | #define CERES_INTERNAL_DYNAMIC_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ |
| 36 | |
| 37 | // This include must come before any #ifndef check on Ceres compile options. |
Nikolaus Demmel | 7b8f675 | 2020-09-20 21:45:24 +0200 | [diff] [blame] | 38 | // clang-format off |
Sergiu Deitsch | f90833f | 2022-02-07 23:43:19 +0100 | [diff] [blame] | 39 | #include "ceres/internal/config.h" |
Nikolaus Demmel | 7b8f675 | 2020-09-20 21:45:24 +0200 | [diff] [blame] | 40 | // clang-format on |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 41 | |
Sergiu Deitsch | f90833f | 2022-02-07 23:43:19 +0100 | [diff] [blame] | 42 | #include "ceres/internal/export.h" |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 43 | #include "ceres/linear_solver.h" |
| 44 | |
Sameer Agarwal | caf614a | 2022-04-21 17:41:10 -0700 | [diff] [blame] | 45 | namespace ceres::internal { |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 46 | |
| 47 | class CompressedRowSparseMatrix; |
| 48 | |
| 49 | // A variant of SparseNormalCholeskySolver in the case where matrix |
| 50 | // sparsity is not constant across calls to Solve. This means that |
| 51 | // there is no benefit to symbolically factorizing the matrix and |
| 52 | // caching this factorization. |
Alex Stewart | 8f41ca6 | 2018-06-23 20:17:34 +0100 | [diff] [blame] | 53 | // |
| 54 | // TODO(alex): Add support for Accelerate sparse solvers: |
| 55 | // https://github.com/ceres-solver/ceres-solver/issues/397 |
Sergiu Deitsch | f90833f | 2022-02-07 23:43:19 +0100 | [diff] [blame] | 56 | class CERES_NO_EXPORT DynamicSparseNormalCholeskySolver |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 57 | : public CompressedRowSparseMatrixSolver { |
| 58 | public: |
Sergiu Deitsch | c8658c8 | 2022-02-20 02:22:17 +0100 | [diff] [blame] | 59 | explicit DynamicSparseNormalCholeskySolver(LinearSolver::Options options); |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 60 | |
| 61 | private: |
Nikolaus Demmel | 7b8f675 | 2020-09-20 21:45:24 +0200 | [diff] [blame] | 62 | LinearSolver::Summary SolveImpl(CompressedRowSparseMatrix* A, |
| 63 | const double* b, |
| 64 | const LinearSolver::PerSolveOptions& options, |
| 65 | double* x) final; |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 66 | |
Nikolaus Demmel | 7b8f675 | 2020-09-20 21:45:24 +0200 | [diff] [blame] | 67 | LinearSolver::Summary SolveImplUsingSuiteSparse(CompressedRowSparseMatrix* A, |
| 68 | double* rhs_and_solution); |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 69 | |
Nikolaus Demmel | 7b8f675 | 2020-09-20 21:45:24 +0200 | [diff] [blame] | 70 | LinearSolver::Summary SolveImplUsingCXSparse(CompressedRowSparseMatrix* A, |
| 71 | double* rhs_and_solution); |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 72 | |
Nikolaus Demmel | 7b8f675 | 2020-09-20 21:45:24 +0200 | [diff] [blame] | 73 | LinearSolver::Summary SolveImplUsingEigen(CompressedRowSparseMatrix* A, |
| 74 | double* rhs_and_solution); |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 75 | |
| 76 | const LinearSolver::Options options_; |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 77 | }; |
| 78 | |
Sameer Agarwal | caf614a | 2022-04-21 17:41:10 -0700 | [diff] [blame] | 79 | } // namespace ceres::internal |
Sameer Agarwal | 5c2fd05 | 2017-04-11 06:32:37 -0700 | [diff] [blame] | 80 | |
| 81 | #endif // CERES_INTERNAL_DYNAMIC_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ |