mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Sameer Agarwal
59d7f9842e
When solving a linear system using Eigen's dense Cholesky factorization if the right hand side of the linear system is the same vector that will store the solution, call solveInPlace instead of solve. Change-Id: I3e6d2f21ff420c25217cd87ee5d269fdfabbf19a
68 lines
3.0 KiB
C++
68 lines
3.0 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 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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//
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// Wrappers around Eigen's dense Cholesky factorization
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// routines. Normally, if CERES_USE_LDLT_FOR_EIGEN_CHOLESKY is not
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// defined Eigen's LLT factorization is used, which is faster than the
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// LDLT factorization, however on ARM the LLT factorization seems to
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// give significantly worse results than LDLT and we are forced to use
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// LDLT instead.
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//
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// These wrapper functions provide a level of indirection to deal with
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// this switching and hide it from the rest of the code base.
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#ifndef CERES_INTERNAL_ARRAY_UTILS_H_
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#define CERES_INTERNAL_ARRAY_UTILS_H_
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#include "ceres/internal/eigen.h"
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namespace ceres {
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namespace internal {
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// Invert a matrix using Eigen's dense Cholesky factorization. values
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// and inverse_values can point to the same array.
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Eigen::ComputationInfo
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InvertUpperTriangularUsingCholesky(int size,
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const double* values,
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double* inverse_values);
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// Solve a linear system using Eigen's dense Cholesky
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// factorization. rhs_values and solution can point to the same array.
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Eigen::ComputationInfo
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SolveUpperTriangularUsingCholesky(int size,
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const double* lhs,
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const double* rhs,
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double* solution);
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_ARRAY_UTILS_H_
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