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Keir Mierle8ebb0732012-04-30 23:09:08 -07001// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3// http://code.google.com/p/ceres-solver/
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
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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_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
35#define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
36
Sameer Agarwal8140f0f2013-03-12 09:45:08 -070037#if !defined(CERES_NO_SUITESPARSE) || !defined(CERES_NO_CXSPARSE)
38
Petter Strandmark1e3cbd92012-08-29 09:39:56 -070039#include "ceres/cxsparse.h"
Keir Mierle8ebb0732012-04-30 23:09:08 -070040#include "ceres/internal/macros.h"
Sameer Agarwal42a84b82013-02-01 12:22:53 -080041#include "ceres/linear_solver.h"
Petter Strandmark1e3cbd92012-08-29 09:39:56 -070042#include "ceres/suitesparse.h"
Keir Mierle8ebb0732012-04-30 23:09:08 -070043
44namespace ceres {
45namespace internal {
46
47class CompressedRowSparseMatrix;
48
49// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
50// cholesky solver.
51class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
52 public:
53 explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
54 virtual ~SparseNormalCholeskySolver();
55
56 private:
57 virtual LinearSolver::Summary SolveImpl(
58 CompressedRowSparseMatrix* A,
59 const double* b,
60 const LinearSolver::PerSolveOptions& options,
61 double* x);
62
Sameer Agarwalb0518732012-05-29 00:27:57 -070063 LinearSolver::Summary SolveImplUsingSuiteSparse(
64 CompressedRowSparseMatrix* A,
65 const double* b,
66 const LinearSolver::PerSolveOptions& options,
67 double* x);
Keir Mierle8ebb0732012-04-30 23:09:08 -070068
Sameer Agarwalb0518732012-05-29 00:27:57 -070069 // Crashes if CSparse is not installed.
70 LinearSolver::Summary SolveImplUsingCXSparse(
71 CompressedRowSparseMatrix* A,
72 const double* b,
73 const LinearSolver::PerSolveOptions& options,
74 double* x);
75
76#ifndef CERES_NO_SUITESPARSE
77 SuiteSparse ss_;
Keir Mierle8ebb0732012-04-30 23:09:08 -070078 // Cached factorization
Sameer Agarwal7a3c43b2012-06-05 23:10:59 -070079 cholmod_factor* factor_;
Sameer Agarwalb0518732012-05-29 00:27:57 -070080#endif // CERES_NO_SUITESPARSE
81
Petter Strandmark1e3cbd92012-08-29 09:39:56 -070082#ifndef CERES_NO_CXSPARSE
83 CXSparse cxsparse_;
84 // Cached factorization
85 cs_dis* cxsparse_factor_;
86#endif // CERES_NO_CXSPARSE
Sameer Agarwalb0518732012-05-29 00:27:57 -070087
88 const LinearSolver::Options options_;
Sameer Agarwal237d6592012-05-30 20:34:49 -070089 CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
Keir Mierle8ebb0732012-04-30 23:09:08 -070090};
91
92} // namespace internal
93} // namespace ceres
94
Sameer Agarwal8140f0f2013-03-12 09:45:08 -070095#endif // !defined(CERES_NO_SUITESPARSE) || !defined(CERES_NO_CXSPARSE)
Keir Mierle8ebb0732012-04-30 23:09:08 -070096#endif // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_