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// 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_
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