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 // A solver for sparse linear least squares problem based on solving 32 // the normal equations via a sparse cholesky factorization. 33 34 #ifndef CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ 35 #define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ 36 37 // This include must come before any #ifndef check on Ceres compile options. 38 #include "ceres/internal/port.h" 39 40 #include "ceres/internal/macros.h" 41 #include "ceres/linear_solver.h" 42 #include "ceres/suitesparse.h" 43 #include "ceres/cxsparse.h" 44 45 #ifdef CERES_USE_EIGEN_SPARSE 46 #include "Eigen/SparseCholesky" 47 #endif 48 49 namespace ceres { 50 namespace internal { 51 52 class CompressedRowSparseMatrix; 53 54 // Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse 55 // cholesky solver. 56 class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver { 57 public: 58 explicit SparseNormalCholeskySolver(const LinearSolver::Options& options); 59 virtual ~SparseNormalCholeskySolver(); 60 61 private: 62 virtual LinearSolver::Summary SolveImpl( 63 CompressedRowSparseMatrix* A, 64 const double* b, 65 const LinearSolver::PerSolveOptions& options, 66 double* x); 67 68 LinearSolver::Summary SolveImplUsingSuiteSparse( 69 CompressedRowSparseMatrix* A, 70 const LinearSolver::PerSolveOptions& options, 71 double* rhs_and_solution); 72 73 // Crashes if CSparse is not installed. 74 LinearSolver::Summary SolveImplUsingCXSparse( 75 CompressedRowSparseMatrix* A, 76 const LinearSolver::PerSolveOptions& options, 77 double* rhs_and_solution); 78 79 // Crashes if CERES_USE_LGPGL_CODE is not defined. 80 LinearSolver::Summary SolveImplUsingEigen( 81 CompressedRowSparseMatrix* A, 82 const LinearSolver::PerSolveOptions& options, 83 double* rhs_and_solution); 84 85 void FreeFactorization(); 86 87 SuiteSparse ss_; 88 // Cached factorization 89 cholmod_factor* factor_; 90 91 CXSparse cxsparse_; 92 // Cached factorization 93 cs_dis* cxsparse_factor_; 94 95 #ifdef CERES_USE_EIGEN_SPARSE 96 typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>, 97 Eigen::Upper> SimplicialLDLT; 98 scoped_ptr<SimplicialLDLT> simplicial_ldlt_; 99 #endif 100 101 scoped_ptr<CompressedRowSparseMatrix> outer_product_; 102 vector<int> pattern_; 103 const LinearSolver::Options options_; 104 CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver); 105 }; 106 107 } // namespace internal 108 } // namespace ceres 109 110 #endif // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_ 111