mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
b43e73a034
Simplifying some of the template handling, and remove the use of SelfAdjointView as it is not needed. The solver itself takes an argument for where the data is actually stored. The performance of SparseNormalCholesky with EIGEN_SPARSE seems to be on par with CX_SPARSE. Change-Id: I69e22a144b447c052b6cbe59ef1aa33eae2dd9e3
111 lines
4.0 KiB
C++
111 lines
4.0 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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//
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// A solver for sparse linear least squares problem based on solving
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// the normal equations via a sparse cholesky factorization.
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#ifndef CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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#define CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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// This include must come before any #ifndef check on Ceres compile options.
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#include "ceres/internal/port.h"
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#include "ceres/internal/macros.h"
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#include "ceres/linear_solver.h"
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#include "ceres/suitesparse.h"
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#include "ceres/cxsparse.h"
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#ifdef CERES_USE_EIGEN_SPARSE
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#include "Eigen/SparseCholesky"
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#endif
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namespace ceres {
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namespace internal {
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class CompressedRowSparseMatrix;
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// Solves the normal equations (A'A + D'D) x = A'b, using the CHOLMOD sparse
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// cholesky solver.
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class SparseNormalCholeskySolver : public CompressedRowSparseMatrixSolver {
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public:
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explicit SparseNormalCholeskySolver(const LinearSolver::Options& options);
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virtual ~SparseNormalCholeskySolver();
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private:
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virtual LinearSolver::Summary SolveImpl(
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CompressedRowSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& options,
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double* x);
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LinearSolver::Summary SolveImplUsingSuiteSparse(
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CompressedRowSparseMatrix* A,
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const LinearSolver::PerSolveOptions& options,
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double* rhs_and_solution);
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// Crashes if CSparse is not installed.
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LinearSolver::Summary SolveImplUsingCXSparse(
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CompressedRowSparseMatrix* A,
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const LinearSolver::PerSolveOptions& options,
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double* rhs_and_solution);
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// Crashes if CERES_USE_LGPGL_CODE is not defined.
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LinearSolver::Summary SolveImplUsingEigen(
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CompressedRowSparseMatrix* A,
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const LinearSolver::PerSolveOptions& options,
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double* rhs_and_solution);
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void FreeFactorization();
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SuiteSparse ss_;
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// Cached factorization
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cholmod_factor* factor_;
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CXSparse cxsparse_;
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// Cached factorization
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cs_dis* cxsparse_factor_;
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#ifdef CERES_USE_EIGEN_SPARSE
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typedef Eigen::SimplicialLDLT<Eigen::SparseMatrix<double>,
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Eigen::Upper> SimplicialLDLT;
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scoped_ptr<SimplicialLDLT> simplicial_ldlt_;
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#endif
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scoped_ptr<CompressedRowSparseMatrix> outer_product_;
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vector<int> pattern_;
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const LinearSolver::Options options_;
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CERES_DISALLOW_COPY_AND_ASSIGN(SparseNormalCholeskySolver);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
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