// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 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 using the QR factorization. #ifndef CERES_INTERNAL_DENSE_QR_SOLVER_H_ #define CERES_INTERNAL_DENSE_QR_SOLVER_H_ #include "ceres/linear_solver.h" #include "ceres/internal/eigen.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 // // The solution strategy is based on computing the QR decomposition of // A, i.e. // // A = QR // // Where Q is an orthonormal matrix and R is an upper triangular // matrix. Then // // Ax = b // QRx = b // Q'QRx = Q'b // Rx = Q'b // x = R^{-1} Q'b // // 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 dense QR 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 DenseQRSolver: public DenseSparseMatrixSolver { public: explicit DenseQRSolver(const LinearSolver::Options& options); private: virtual LinearSolver::Summary SolveImpl( DenseSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x); LinearSolver::Summary SolveUsingEigen( DenseSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x); LinearSolver::Summary SolveUsingLAPACK( DenseSparseMatrix* A, const double* b, const LinearSolver::PerSolveOptions& per_solve_options, double* x); const LinearSolver::Options options_; ColMajorMatrix lhs_; Vector rhs_; Vector work_; CERES_DISALLOW_COPY_AND_ASSIGN(DenseQRSolver); }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_DENSE_QR_SOLVER_H_