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// 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#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