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authorAngus Kong <shkong@google.com>2013-02-13 14:56:04 -0800
committerAngus Kong <shkong@google.com>2013-02-14 13:33:05 -0800
commit0ae28bd5885b5daa526898fcf7c323dc2c3e1963 (patch)
tree487c4897ae7509fb4e05751b0a673a8090e26d41 /internal/ceres/dense_normal_cholesky_solver.cc
parente9e9be9383b479ac1573370ab221ffbac4de8c90 (diff)
downloadceres-solver-0ae28bd5885b5daa526898fcf7c323dc2c3e1963.tar.gz
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
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+// 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