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Diffstat (limited to 'internal/ceres/dense_normal_cholesky_solver.h')
-rw-r--r-- | internal/ceres/dense_normal_cholesky_solver.h | 95 |
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diff --git a/internal/ceres/dense_normal_cholesky_solver.h b/internal/ceres/dense_normal_cholesky_solver.h new file mode 100644 index 0000000..de47740 --- /dev/null +++ b/internal/ceres/dense_normal_cholesky_solver.h @@ -0,0 +1,95 @@ +// 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_ |