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author | Angus Kong <shkong@google.com> | 2013-02-13 14:56:04 -0800 |
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committer | Angus Kong <shkong@google.com> | 2013-02-14 13:33:05 -0800 |
commit | 0ae28bd5885b5daa526898fcf7c323dc2c3e1963 (patch) | |
tree | 487c4897ae7509fb4e05751b0a673a8090e26d41 /internal/ceres/dense_normal_cholesky_solver.cc | |
parent | e9e9be9383b479ac1573370ab221ffbac4de8c90 (diff) | |
download | ceres-solver-0ae28bd5885b5daa526898fcf7c323dc2c3e1963.tar.gz |
Initial import of ceres-solver 1.4.0android-4.3_r3.1android-4.3_r3android-4.3_r2.3android-4.3_r2.2android-4.3_r2.1android-4.3_r2android-4.3_r1.1android-4.3_r1android-4.3_r0.9.1android-4.3_r0.9android-4.3.1_r1tools_r22.2jb-mr2.0.0-releasejb-mr2.0-releasejb-mr2-releasejb-mr2-dev
Added a NOTICE and a MODULE_LICENSE_BSD file.
Added Android.mk for master build and unbundled build.
Added CleanSpec.mk to optimize Android build.
Change-Id: I6cd82bcabc1a94b10239f9fca017de0afd20e769
Diffstat (limited to 'internal/ceres/dense_normal_cholesky_solver.cc')
-rw-r--r-- | internal/ceres/dense_normal_cholesky_solver.cc | 86 |
1 files changed, 86 insertions, 0 deletions
diff --git a/internal/ceres/dense_normal_cholesky_solver.cc b/internal/ceres/dense_normal_cholesky_solver.cc new file mode 100644 index 0000000..f6bb99a --- /dev/null +++ b/internal/ceres/dense_normal_cholesky_solver.cc @@ -0,0 +1,86 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#include "ceres/dense_normal_cholesky_solver.h" + +#include <cstddef> + +#include "Eigen/Dense" +#include "ceres/dense_sparse_matrix.h" +#include "ceres/linear_solver.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/types.h" + +namespace ceres { +namespace internal { + +DenseNormalCholeskySolver::DenseNormalCholeskySolver( + const LinearSolver::Options& options) + : options_(options) {} + +LinearSolver::Summary DenseNormalCholeskySolver::SolveImpl( + DenseSparseMatrix* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double* x) { + const int num_rows = A->num_rows(); + const int num_cols = A->num_cols(); + + ConstAlignedMatrixRef Aref = A->matrix(); + Matrix lhs(num_cols, num_cols); + lhs.setZero(); + + // lhs += A'A + // + // Using rankUpdate instead of GEMM, exposes the fact that its the + // same matrix being multiplied with itself and that the product is + // symmetric. + lhs.selfadjointView<Eigen::Upper>().rankUpdate(Aref.transpose()); + + // rhs = A'b + Vector rhs = Aref.transpose() * ConstVectorRef(b, num_rows); + + if (per_solve_options.D != NULL) { + ConstVectorRef D(per_solve_options.D, num_cols); + lhs += D.array().square().matrix().asDiagonal(); + } + + VectorRef(x, num_cols) = + lhs.selfadjointView<Eigen::Upper>().ldlt().solve(rhs); + + LinearSolver::Summary summary; + summary.num_iterations = 1; + summary.termination_type = TOLERANCE; + return summary; +} + +} // namespace internal +} // namespace ceres |