mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
91 lines
3.4 KiB
C++
91 lines
3.4 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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#include "ceres/dense_qr_solver.h"
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#include <cstddef>
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#include "Eigen/Dense"
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#include "ceres/dense_sparse_matrix.h"
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#include "ceres/linear_solver.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/types.h"
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namespace ceres {
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namespace internal {
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DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options)
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: options_(options) {}
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LinearSolver::Summary DenseQRSolver::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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const int num_rows = A->num_rows();
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const int num_cols = A->num_cols();
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VLOG(2) << "DenseQRSolver: "
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<< num_rows << " x " << num_cols << " system.";
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if (per_solve_options.D != NULL) {
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// Temporarily append a diagonal block to the A matrix, but undo
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// it before returning the matrix to the user.
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A->AppendDiagonal(per_solve_options.D);
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}
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// rhs = [b;0] to account for the additional rows in the lhs.
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const int augmented_num_rows = num_rows + ((per_solve_options.D != NULL) ? num_cols : 0);
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if (rhs_.rows() != augmented_num_rows) {
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rhs_.resize(augmented_num_rows);
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rhs_.setZero();
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}
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rhs_.head(num_rows) = ConstVectorRef(b, num_rows);
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// Solve the system.
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VectorRef(x, num_cols) = A->matrix().colPivHouseholderQr().solve(rhs_);
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if (per_solve_options.D != NULL) {
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// Undo the modifications to the matrix A.
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A->RemoveDiagonal();
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}
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// We always succeed, since the QR solver returns the best solution
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// it can. It is the job of the caller to determine if the solution
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// is good enough or not.
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LinearSolver::Summary summary;
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summary.num_iterations = 1;
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summary.termination_type = TOLERANCE;
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return summary;
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}
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} // namespace internal
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} // namespace ceres
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