1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
|
// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
//
// 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,
const LinearSolver::PerSolveOptions& options,
double* rhs_and_solution);
// Crashes if CSparse is not installed.
LinearSolver::Summary SolveImplUsingCXSparse(
CompressedRowSparseMatrix* A,
const LinearSolver::PerSolveOptions& options,
double* rhs_and_solution);
// Crashes if CERES_USE_EIGEN_SPARSE is not defined.
LinearSolver::Summary SolveImplUsingEigen(
CompressedRowSparseMatrix* A,
const LinearSolver::PerSolveOptions& options,
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_;
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_
|
