1 files changed, 127 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/sparse_normal_cholesky_solver.h b/extern/ceres/internal/ceres/sparse_normal_cholesky_solver.h
new file mode 100644
index 00000000000..2a93bc56d29
--- /dev/null
+++ b/extern/ceres/internal/ceres/sparse_normal_cholesky_solver.h
@@ -0,0 +1,127 @@
+// 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)
+//
+// A solver for sparse linear least squares problem based on solving
+// the normal equations via a sparse cholesky factorization.
+
+#ifndef CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
+#define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
+
+#include <vector>
+
+// This include must come before any #ifndef check on Ceres compile options.
+#include "ceres/internal/port.h"
+
+#include "ceres/internal/macros.h"
+#include "ceres/linear_solver.h"
+#include "ceres/suitesparse.h"
+#include "ceres/cxsparse.h"
+
+#ifdef CERES_USE_EIGEN_SPARSE
+#include "Eigen/SparseCholesky"
+#endif
+
+namespace ceres {
+namespace internal {
+
+class CompressedRowSparseMatrix;
+
+// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
+// cholesky solver.
+class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
+ public:
+  explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
+  virtual ~SparseNormalCholeskySolver();
+
+ private:
+  virtual LinearSolver::Summary SolveImpl(
+      CompressedRowSparseMatrix* A,
+      const double* b,
+      const LinearSolver::PerSolveOptions& options,
+      double* x);
+
+  LinearSolver::Summary SolveImplUsingSuiteSparse(
+      CompressedRowSparseMatrix* A,
+      double* rhs_and_solution);
+
+
+  LinearSolver::Summary SolveImplUsingCXSparse(
+      CompressedRowSparseMatrix* A,
+      double* rhs_and_solution);
+
+  LinearSolver::Summary SolveImplUsingEigen(
+      CompressedRowSparseMatrix* A,
+      double* rhs_and_solution);
+
+  void FreeFactorization();
+
+  SuiteSparse ss_;
+  // Cached factorization
+  cholmod_factor* factor_;
+
+  CXSparse cxsparse_;
+  // Cached factorization
+  cs_dis* cxsparse_factor_;
+
+#ifdef CERES_USE_EIGEN_SPARSE
+
+  // The preprocessor gymnastics here are dealing with the fact that
+  // before version 3.2.2, Eigen did not support a third template
+  // parameter to specify the ordering.
+#if EIGEN_VERSION_AT_LEAST(3,2,2)
+  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
+                                Eigen::NaturalOrdering<int> >
+  SimplicialLDLTWithNaturalOrdering;
+  scoped_ptr<SimplicialLDLTWithNaturalOrdering> natural_ldlt_;
+
+  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper,
+                                Eigen::AMDOrdering<int> >
+  SimplicialLDLTWithAMDOrdering;
+  scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
+
+#else
+  typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, Eigen::Upper>
+  SimplicialLDLTWithAMDOrdering;
+
+  scoped_ptr<SimplicialLDLTWithAMDOrdering> amd_ldlt_;
+#endif
+
+#endif
+
+  scoped_ptr<CompressedRowSparseMatrix> outer_product_;
+  std::vector<int> pattern_;
+  const LinearSolver::Options options_;
+  CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
+};
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_