// 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: strandmark@google.com (Petter Strandmark) #ifndef CERES_INTERNAL_CXSPARSE_H_ #define CERES_INTERNAL_CXSPARSE_H_ #ifndef CERES_NO_CXSPARSE #include #include "cs.h" #include "ceres/internal/port.h" namespace ceres { namespace internal { class CompressedRowSparseMatrix; class TripletSparseMatrix; // This object provides access to solving linear systems using Cholesky // factorization with a known symbolic factorization. This features does not // explicity exist in CXSparse. The methods in the class are nonstatic because // the class manages internal scratch space. class CXSparse { public: CXSparse(); ~CXSparse(); // Solves a symmetric linear system A * x = b using Cholesky factorization. // A - The system matrix. // symbolic_factorization - The symbolic factorization of A. This is obtained // from AnalyzeCholesky. // b - The right hand size of the linear equation. This // array will also recieve the solution. // Returns false if Cholesky factorization of A fails. bool SolveCholesky(cs_di* A, cs_dis* symbolic_factorization, double* b); // Creates a sparse matrix from a compressed-column form. No memory is // allocated or copied; the structure A is filled out with info from the // argument. cs_di CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A); // Creates a new matrix from a triplet form. Deallocate the returned matrix // with Free. May return NULL if the compression or allocation fails. cs_di* CreateSparseMatrix(TripletSparseMatrix* A); // B = A' // // The returned matrix should be deallocated with Free when not used // anymore. cs_di* TransposeMatrix(cs_di* A); // C = A * B // // The returned matrix should be deallocated with Free when not used // anymore. cs_di* MatrixMatrixMultiply(cs_di* A, cs_di* B); // Computes a symbolic factorization of A that can be used in SolveCholesky. // // The returned matrix should be deallocated with Free when not used anymore. cs_dis* AnalyzeCholesky(cs_di* A); // Computes a symbolic factorization of A that can be used in // SolveCholesky, but does not compute a fill-reducing ordering. // // The returned matrix should be deallocated with Free when not used anymore. cs_dis* AnalyzeCholeskyWithNaturalOrdering(cs_di* A); // Computes a symbolic factorization of A that can be used in // SolveCholesky. The difference from AnalyzeCholesky is that this // function first detects the block sparsity of the matrix using // information about the row and column blocks and uses this block // sparse matrix to find a fill-reducing ordering. This ordering is // then used to find a symbolic factorization. This can result in a // significant performance improvement AnalyzeCholesky on block // sparse matrices. // // The returned matrix should be deallocated with Free when not used // anymore. cs_dis* BlockAnalyzeCholesky(cs_di* A, const vector& row_blocks, const vector& col_blocks); // Compute an fill-reducing approximate minimum degree ordering of // the matrix A. ordering should be non-NULL and should point to // enough memory to hold the ordering for the rows of A. void ApproximateMinimumDegreeOrdering(cs_di* A, int* ordering); void Free(cs_di* sparse_matrix); void Free(cs_dis* symbolic_factorization); private: // Cached scratch space CS_ENTRY* scratch_; int scratch_size_; }; } // namespace internal } // namespace ceres #else // CERES_NO_CXSPARSE class CXSparse {}; typedef void cs_dis; #endif // CERES_NO_CXSPARSE #endif // CERES_INTERNAL_CXSPARSE_H_