Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 1 | // 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 |
| 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_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ |
| 35 | #define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ |
| 36 | |
Sameer Agarwal | 8140f0f | 2013-03-12 09:45:08 -0700 | [diff] [blame] | 37 | #if !defined(CERES_NO_SUITESPARSE) || !defined(CERES_NO_CXSPARSE) |
| 38 | |
Petter Strandmark | 1e3cbd9 | 2012-08-29 09:39:56 -0700 | [diff] [blame] | 39 | #include "ceres/cxsparse.h" |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 40 | #include "ceres/internal/macros.h" |
Sameer Agarwal | 42a84b8 | 2013-02-01 12:22:53 -0800 | [diff] [blame] | 41 | #include "ceres/linear_solver.h" |
Petter Strandmark | 1e3cbd9 | 2012-08-29 09:39:56 -0700 | [diff] [blame] | 42 | #include "ceres/suitesparse.h" |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 43 | |
| 44 | namespace ceres { |
| 45 | namespace internal { |
| 46 | |
| 47 | class CompressedRowSparseMatrix; |
| 48 | |
| 49 | // Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse |
| 50 | // cholesky solver. |
| 51 | class 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 Agarwal | b051873 | 2012-05-29 00:27:57 -0700 | [diff] [blame] | 63 | LinearSolver::Summary SolveImplUsingSuiteSparse( |
| 64 | CompressedRowSparseMatrix* A, |
| 65 | const double* b, |
| 66 | const LinearSolver::PerSolveOptions& options, |
| 67 | double* x); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 68 | |
Sameer Agarwal | b051873 | 2012-05-29 00:27:57 -0700 | [diff] [blame] | 69 | // 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 Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 78 | // Cached factorization |
Sameer Agarwal | 7a3c43b | 2012-06-05 23:10:59 -0700 | [diff] [blame] | 79 | cholmod_factor* factor_; |
Sameer Agarwal | b051873 | 2012-05-29 00:27:57 -0700 | [diff] [blame] | 80 | #endif // CERES_NO_SUITESPARSE |
| 81 | |
Petter Strandmark | 1e3cbd9 | 2012-08-29 09:39:56 -0700 | [diff] [blame] | 82 | #ifndef CERES_NO_CXSPARSE |
| 83 | CXSparse cxsparse_; |
| 84 | // Cached factorization |
| 85 | cs_dis* cxsparse_factor_; |
| 86 | #endif // CERES_NO_CXSPARSE |
Sameer Agarwal | b051873 | 2012-05-29 00:27:57 -0700 | [diff] [blame] | 87 | |
| 88 | const LinearSolver::Options options_; |
Sameer Agarwal | 237d659 | 2012-05-30 20:34:49 -0700 | [diff] [blame] | 89 | CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 90 | }; |
| 91 | |
| 92 | } // namespace internal |
| 93 | } // namespace ceres |
| 94 | |
Sameer Agarwal | 8140f0f | 2013-03-12 09:45:08 -0700 | [diff] [blame] | 95 | #endif // !defined(CERES_NO_SUITESPARSE) || !defined(CERES_NO_CXSPARSE) |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 96 | #endif // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ |