1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30
31 #include "ceres/dense_qr_solver.h"
32
33 #include <cstddef>
34
35 #include "Eigen/Dense"
36 #include "ceres/dense_sparse_matrix.h"
37 #include "ceres/linear_solver.h"
38 #include "ceres/internal/eigen.h"
39 #include "ceres/internal/scoped_ptr.h"
40 #include "ceres/types.h"
41
42 namespace ceres {
43 namespace internal {
44
DenseQRSolver(const LinearSolver::Options & options)45 DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options)
46 : options_(options) {}
47
SolveImpl(DenseSparseMatrix * A,const double * b,const LinearSolver::PerSolveOptions & per_solve_options,double * x)48 LinearSolver::Summary DenseQRSolver::SolveImpl(
49 DenseSparseMatrix* A,
50 const double* b,
51 const LinearSolver::PerSolveOptions& per_solve_options,
52 double* x) {
53 const int num_rows = A->num_rows();
54 const int num_cols = A->num_cols();
55 VLOG(2) << "DenseQRSolver: "
56 << num_rows << " x " << num_cols << " system.";
57
58 if (per_solve_options.D != NULL) {
59 // Temporarily append a diagonal block to the A matrix, but undo
60 // it before returning the matrix to the user.
61 A->AppendDiagonal(per_solve_options.D);
62 }
63
64 // rhs = [b;0] to account for the additional rows in the lhs.
65 const int augmented_num_rows = num_rows + ((per_solve_options.D != NULL) ? num_cols : 0);
66 if (rhs_.rows() != augmented_num_rows) {
67 rhs_.resize(augmented_num_rows);
68 rhs_.setZero();
69 }
70 rhs_.head(num_rows) = ConstVectorRef(b, num_rows);
71
72 // Solve the system.
73 VectorRef(x, num_cols) = A->matrix().colPivHouseholderQr().solve(rhs_);
74
75 if (per_solve_options.D != NULL) {
76 // Undo the modifications to the matrix A.
77 A->RemoveDiagonal();
78 }
79
80 // We always succeed, since the QR solver returns the best solution
81 // it can. It is the job of the caller to determine if the solution
82 // is good enough or not.
83 LinearSolver::Summary summary;
84 summary.num_iterations = 1;
85 summary.termination_type = TOLERANCE;
86 return summary;
87 }
88
89 } // namespace internal
90 } // namespace ceres
91