mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
5a30cae583
1. Add a version history 2. Update copyright years across the code base 3. Run format_all.sh 4. Update version strings from 2.1.0 to 2.2.0 in the docs and elsewhere. Change-Id: I46d8d479d54bd6002d532785e67342106e73c9ac
90 lines
3.3 KiB
C++
90 lines
3.3 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2023 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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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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#include "ceres/dense_normal_cholesky_solver.h"
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#include <utility>
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#include "Eigen/Dense"
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#include "ceres/dense_sparse_matrix.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/linear_solver.h"
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#include "ceres/types.h"
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#include "ceres/wall_time.h"
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namespace ceres::internal {
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DenseNormalCholeskySolver::DenseNormalCholeskySolver(
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LinearSolver::Options options)
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: options_(std::move(options)),
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cholesky_(DenseCholesky::Create(options_)) {}
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LinearSolver::Summary DenseNormalCholeskySolver::SolveImpl(
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DenseSparseMatrix* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double* x) {
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EventLogger event_logger("DenseNormalCholeskySolver::Solve");
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const int num_rows = A->num_rows();
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const int num_cols = A->num_cols();
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Matrix lhs(num_cols, num_cols);
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lhs.setZero();
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event_logger.AddEvent("Setup");
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// lhs += A'A
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//
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// Using rankUpdate instead of GEMM, exposes the fact that its the
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// same matrix being multiplied with itself and that the product is
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// symmetric.
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lhs.selfadjointView<Eigen::Upper>().rankUpdate(A->matrix().transpose());
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// rhs = A'b
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Vector rhs = A->matrix().transpose() * ConstVectorRef(b, num_rows);
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if (per_solve_options.D != nullptr) {
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ConstVectorRef D(per_solve_options.D, num_cols);
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lhs += D.array().square().matrix().asDiagonal();
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}
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event_logger.AddEvent("Product");
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LinearSolver::Summary summary;
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summary.num_iterations = 1;
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summary.termination_type = cholesky_->FactorAndSolve(
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num_cols, lhs.data(), rhs.data(), x, &summary.message);
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event_logger.AddEvent("FactorAndSolve");
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return summary;
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}
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} // namespace ceres::internal
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