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 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