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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)
+//
+// Solve dense rectangular systems Ax = b by forming the normal
+// equations and solving them using the Cholesky factorization.
+
+#ifndef CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
+#define CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
+
+#include "ceres/linear_solver.h"
+#include "ceres/internal/macros.h"
+
+namespace ceres {
+namespace internal {
+
+class DenseSparseMatrix;
+
+// This class implements the LinearSolver interface for solving
+// rectangular/unsymmetric (well constrained) linear systems of the
+// form
+//
+// Ax = b
+//
+// Since there does not usually exist a solution that satisfies these
+// equations, the solver instead solves the linear least squares
+// problem
+//
+// min_x |Ax - b|^2
+//
+// Setting the gradient of the above optimization problem to zero
+// gives us the normal equations
+//
+// A'Ax = A'b
+//
+// A'A is a positive definite matrix (hopefully), and the resulting
+// linear system can be solved using Cholesky factorization.
+//
+// If the PerSolveOptions struct has a non-null array D, then the
+// augmented/regularized linear system
+//
+// [ A ]x = [b]
+// [ diag(D) ] [0]
+//
+// is solved.
+//
+// This class uses the LDLT factorization routines from the Eigen
+// library. This solver always returns a solution, it is the user's
+// responsibility to judge if the solution is good enough for their
+// purposes.
+class DenseNormalCholeskySolver: public DenseSparseMatrixSolver {
+ public:
+ explicit DenseNormalCholeskySolver(const LinearSolver::Options& options);
+
+ private:
+ virtual LinearSolver::Summary SolveImpl(
+ DenseSparseMatrix* A,
+ const double* b,
+ const LinearSolver::PerSolveOptions& per_solve_options,
+ double* x);
+
+ const LinearSolver::Options options_;
+ CERES_DISALLOW_COPY_AND_ASSIGN(DenseNormalCholeskySolver);
+};
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_