1// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2013 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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9//   this list of conditions and the following disclaimer.
10// * Redistributions in binary form must reproduce the above copyright notice,
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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
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28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30
31#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_
32#define CERES_INTERNAL_COVARIANCE_IMPL_H_
33
34#include <map>
35#include <set>
36#include <utility>
37#include <vector>
38#include "ceres/covariance.h"
39#include "ceres/internal/scoped_ptr.h"
40#include "ceres/problem_impl.h"
41#include "ceres/suitesparse.h"
42
43namespace ceres {
44
45namespace internal {
46
47class CompressedRowSparseMatrix;
48
49class CovarianceImpl {
50 public:
51  explicit CovarianceImpl(const Covariance::Options& options);
52  ~CovarianceImpl();
53
54  bool Compute(
55      const vector<pair<const double*, const double*> >& covariance_blocks,
56      ProblemImpl* problem);
57
58  bool GetCovarianceBlock(const double* parameter_block1,
59                          const double* parameter_block2,
60                          double* covariance_block) const;
61
62  bool ComputeCovarianceSparsity(
63      const vector<pair<const double*, const double*> >& covariance_blocks,
64      ProblemImpl* problem);
65
66  bool ComputeCovarianceValues();
67  bool ComputeCovarianceValuesUsingDenseSVD();
68  bool ComputeCovarianceValuesUsingSuiteSparseQR();
69  bool ComputeCovarianceValuesUsingEigenSparseQR();
70
71  const CompressedRowSparseMatrix* covariance_matrix() const {
72    return covariance_matrix_.get();
73  }
74
75 private:
76  ProblemImpl* problem_;
77  Covariance::Options options_;
78  Problem::EvaluateOptions evaluate_options_;
79  bool is_computed_;
80  bool is_valid_;
81  map<const double*, int> parameter_block_to_row_index_;
82  set<const double*> constant_parameter_blocks_;
83  scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_;
84};
85
86}  // namespace internal
87}  // namespace ceres
88
89#endif  // CERES_INTERNAL_COVARIANCE_IMPL_H_
90