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Diffstat (limited to 'extern/ceres/internal/ceres/covariance_impl.h')
-rw-r--r-- | extern/ceres/internal/ceres/covariance_impl.h | 92 |
1 files changed, 92 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/covariance_impl.h b/extern/ceres/internal/ceres/covariance_impl.h new file mode 100644 index 00000000000..eb0cd040666 --- /dev/null +++ b/extern/ceres/internal/ceres/covariance_impl.h @@ -0,0 +1,92 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2015 Google Inc. All rights reserved. +// http://ceres-solver.org/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_ +#define CERES_INTERNAL_COVARIANCE_IMPL_H_ + +#include <map> +#include <set> +#include <utility> +#include <vector> +#include "ceres/covariance.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/problem_impl.h" +#include "ceres/suitesparse.h" + +namespace ceres { +namespace internal { + +class CompressedRowSparseMatrix; + +class CovarianceImpl { + public: + explicit CovarianceImpl(const Covariance::Options& options); + ~CovarianceImpl(); + + bool Compute( + const std::vector<std::pair<const double*, + const double*> >& covariance_blocks, + ProblemImpl* problem); + + bool GetCovarianceBlockInTangentOrAmbientSpace( + const double* parameter_block1, + const double* parameter_block2, + bool lift_covariance_to_ambient_space, + double* covariance_block) const; + + bool ComputeCovarianceSparsity( + const std::vector<std::pair<const double*, + const double*> >& covariance_blocks, + ProblemImpl* problem); + + bool ComputeCovarianceValues(); + bool ComputeCovarianceValuesUsingDenseSVD(); + bool ComputeCovarianceValuesUsingSuiteSparseQR(); + bool ComputeCovarianceValuesUsingEigenSparseQR(); + + const CompressedRowSparseMatrix* covariance_matrix() const { + return covariance_matrix_.get(); + } + + private: + ProblemImpl* problem_; + Covariance::Options options_; + Problem::EvaluateOptions evaluate_options_; + bool is_computed_; + bool is_valid_; + std::map<const double*, int> parameter_block_to_row_index_; + std::set<const double*> constant_parameter_blocks_; + scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_COVARIANCE_IMPL_H_ |