10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 21d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Copyright 2013 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Author: sameeragarwal@google.com (Sameer Agarwal) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 311d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_ 321d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#define CERES_INTERNAL_COVARIANCE_IMPL_H_ 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 341d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <map> 351d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <set> 361d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <utility> 371d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include <vector> 381d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/covariance.h" 391d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/internal/scoped_ptr.h" 401d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/problem_impl.h" 411d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/suitesparse.h" 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 441d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 471d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass CompressedRowSparseMatrix; 481d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass CovarianceImpl { 501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling public: 511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling explicit CovarianceImpl(const Covariance::Options& options); 521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ~CovarianceImpl(); 531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool Compute( 551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const vector<pair<const double*, const double*> >& covariance_blocks, 561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ProblemImpl* problem); 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool GetCovarianceBlock(const double* parameter_block1, 591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const double* parameter_block2, 601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double* covariance_block) const; 611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool ComputeCovarianceSparsity( 631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const vector<pair<const double*, const double*> >& covariance_blocks, 641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ProblemImpl* problem); 651d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 661d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool ComputeCovarianceValues(); 671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool ComputeCovarianceValuesUsingDenseSVD(); 6879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez bool ComputeCovarianceValuesUsingSuiteSparseQR(); 6979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez bool ComputeCovarianceValuesUsingEigenSparseQR(); 701d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 711d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const CompressedRowSparseMatrix* covariance_matrix() const { 721d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return covariance_matrix_.get(); 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 741d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 751d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling private: 761d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ProblemImpl* problem_; 771d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Covariance::Options options_; 781d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Problem::EvaluateOptions evaluate_options_; 791d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool is_computed_; 801d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool is_valid_; 811d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling map<const double*, int> parameter_block_to_row_index_; 821d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling set<const double*> constant_parameter_blocks_; 831d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_; 841d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling}; 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 891d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#endif // CERES_INTERNAL_COVARIANCE_IMPL_H_ 90