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//
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6// modification, are permitted provided that the following conditions are met:
7//
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12//   and/or other materials provided with the distribution.
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15//   specific prior written permission.
16//
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18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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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
37// This include must come before any #ifndef check on Ceres compile options.
38#include "ceres/internal/port.h"
39
40#include "ceres/internal/macros.h"
41#include "ceres/linear_solver.h"
42#include "ceres/suitesparse.h"
43#include "ceres/cxsparse.h"
44
45#ifdef CERES_USE_EIGEN_SPARSE
46#include "Eigen/SparseCholesky"
47#endif
48
49namespace ceres {
50namespace internal {
51
52class CompressedRowSparseMatrix;
53
54// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
55// cholesky solver.
56class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
57 public:
58  explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
59  virtual ~SparseNormalCholeskySolver();
60
61 private:
62  virtual LinearSolver::Summary SolveImpl(
63      CompressedRowSparseMatrix* A,
64      const double* b,
65      const LinearSolver::PerSolveOptions& options,
66      double* x);
67
68  LinearSolver::Summary SolveImplUsingSuiteSparse(
69      CompressedRowSparseMatrix* A,
70      const LinearSolver::PerSolveOptions& options,
71      double* rhs_and_solution);
72
73  // Crashes if CSparse is not installed.
74  LinearSolver::Summary SolveImplUsingCXSparse(
75      CompressedRowSparseMatrix* A,
76      const LinearSolver::PerSolveOptions& options,
77      double* rhs_and_solution);
78
79  // Crashes if CERES_USE_LGPGL_CODE is not defined.
80  LinearSolver::Summary SolveImplUsingEigen(
81      CompressedRowSparseMatrix* A,
82      const LinearSolver::PerSolveOptions& options,
83      double* rhs_and_solution);
84
85  void FreeFactorization();
86
87  SuiteSparse ss_;
88  // Cached factorization
89  cholmod_factor* factor_;
90
91  CXSparse cxsparse_;
92  // Cached factorization
93  cs_dis* cxsparse_factor_;
94
95#ifdef CERES_USE_EIGEN_SPARSE
96  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
97                                Eigen::Upper> SimplicialLDLT;
98  scoped_ptr<SimplicialLDLT> simplicial_ldlt_;
99#endif
100
101  scoped_ptr<CompressedRowSparseMatrix> outer_product_;
102  vector<int> pattern_;
103  const LinearSolver::Options options_;
104  CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
105};
106
107}  // namespace internal
108}  // namespace ceres
109
110#endif  // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
111