From 0ae28bd5885b5daa526898fcf7c323dc2c3e1963 Mon Sep 17 00:00:00 2001
From: Angus Kong <shkong@google.com>
Date: Wed, 13 Feb 2013 14:56:04 -0800
Subject: Initial import of ceres-solver 1.4.0

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
---
 internal/ceres/dense_normal_cholesky_solver.cc | 86 ++++++++++++++++++++++++++
 1 file changed, 86 insertions(+)
 create mode 100644 internal/ceres/dense_normal_cholesky_solver.cc

(limited to 'internal/ceres/dense_normal_cholesky_solver.cc')

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
-- 
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