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Diffstat (limited to 'extern/ceres/internal/ceres/cxsparse.h')
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diff --git a/extern/ceres/internal/ceres/cxsparse.h b/extern/ceres/internal/ceres/cxsparse.h new file mode 100644 index 00000000000..26dd1927a78 --- /dev/null +++ b/extern/ceres/internal/ceres/cxsparse.h @@ -0,0 +1,140 @@ +// 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: strandmark@google.com (Petter Strandmark) + +#ifndef CERES_INTERNAL_CXSPARSE_H_ +#define CERES_INTERNAL_CXSPARSE_H_ + +// This include must come before any #ifndef check on Ceres compile options. +#include "ceres/internal/port.h" + +#ifndef CERES_NO_CXSPARSE + +#include <vector> +#include "cs.h" + +namespace ceres { +namespace internal { + +class CompressedRowSparseMatrix; +class TripletSparseMatrix; + +// This object provides access to solving linear systems using Cholesky +// factorization with a known symbolic factorization. This features does not +// explicity exist in CXSparse. The methods in the class are nonstatic because +// the class manages internal scratch space. +class CXSparse { + public: + CXSparse(); + ~CXSparse(); + + // Solves a symmetric linear system A * x = b using Cholesky factorization. + // A - The system matrix. + // symbolic_factorization - The symbolic factorization of A. This is obtained + // from AnalyzeCholesky. + // b - The right hand size of the linear equation. This + // array will also recieve the solution. + // Returns false if Cholesky factorization of A fails. + bool SolveCholesky(cs_di* A, cs_dis* symbolic_factorization, double* b); + + // Creates a sparse matrix from a compressed-column form. No memory is + // allocated or copied; the structure A is filled out with info from the + // argument. + cs_di CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A); + + // Creates a new matrix from a triplet form. Deallocate the returned matrix + // with Free. May return NULL if the compression or allocation fails. + cs_di* CreateSparseMatrix(TripletSparseMatrix* A); + + // B = A' + // + // The returned matrix should be deallocated with Free when not used + // anymore. + cs_di* TransposeMatrix(cs_di* A); + + // C = A * B + // + // The returned matrix should be deallocated with Free when not used + // anymore. + cs_di* MatrixMatrixMultiply(cs_di* A, cs_di* B); + + // Computes a symbolic factorization of A that can be used in SolveCholesky. + // + // The returned matrix should be deallocated with Free when not used anymore. + cs_dis* AnalyzeCholesky(cs_di* A); + + // Computes a symbolic factorization of A that can be used in + // SolveCholesky, but does not compute a fill-reducing ordering. + // + // The returned matrix should be deallocated with Free when not used anymore. + cs_dis* AnalyzeCholeskyWithNaturalOrdering(cs_di* A); + + // Computes a symbolic factorization of A that can be used in + // SolveCholesky. The difference from AnalyzeCholesky is that this + // function first detects the block sparsity of the matrix using + // information about the row and column blocks and uses this block + // sparse matrix to find a fill-reducing ordering. This ordering is + // then used to find a symbolic factorization. This can result in a + // significant performance improvement AnalyzeCholesky on block + // sparse matrices. + // + // The returned matrix should be deallocated with Free when not used + // anymore. + cs_dis* BlockAnalyzeCholesky(cs_di* A, + const std::vector<int>& row_blocks, + const std::vector<int>& col_blocks); + + // Compute an fill-reducing approximate minimum degree ordering of + // the matrix A. ordering should be non-NULL and should point to + // enough memory to hold the ordering for the rows of A. + void ApproximateMinimumDegreeOrdering(cs_di* A, int* ordering); + + void Free(cs_di* sparse_matrix); + void Free(cs_dis* symbolic_factorization); + + private: + // Cached scratch space + CS_ENTRY* scratch_; + int scratch_size_; +}; + +} // namespace internal +} // namespace ceres + +#else // CERES_NO_CXSPARSE + +typedef void cs_dis; + +class CXSparse { + public: + void Free(void* arg) {} +}; +#endif // CERES_NO_CXSPARSE + +#endif // CERES_INTERNAL_CXSPARSE_H_ |