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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 Google Inc. All rights reserved.
- // http://ceres-solver.org/
- //
- // 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 <utility>
- #include "Eigen/Dense"
- #include "ceres/dense_sparse_matrix.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/linear_solver.h"
- #include "ceres/types.h"
- #include "ceres/wall_time.h"
- namespace ceres::internal {
- DenseNormalCholeskySolver::DenseNormalCholeskySolver(
- LinearSolver::Options options)
- : options_(std::move(options)),
- cholesky_(DenseCholesky::Create(options_)) {}
- LinearSolver::Summary DenseNormalCholeskySolver::SolveImpl(
- DenseSparseMatrix* A,
- const double* b,
- const LinearSolver::PerSolveOptions& per_solve_options,
- double* x) {
- EventLogger event_logger("DenseNormalCholeskySolver::Solve");
- const int num_rows = A->num_rows();
- const int num_cols = A->num_cols();
- Matrix lhs(num_cols, num_cols);
- lhs.setZero();
- event_logger.AddEvent("Setup");
- // 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(A->matrix().transpose());
- // rhs = A'b
- Vector rhs = A->matrix().transpose() * ConstVectorRef(b, num_rows);
- if (per_solve_options.D != nullptr) {
- ConstVectorRef D(per_solve_options.D, num_cols);
- lhs += D.array().square().matrix().asDiagonal();
- }
- event_logger.AddEvent("Product");
- LinearSolver::Summary summary;
- summary.num_iterations = 1;
- summary.termination_type = cholesky_->FactorAndSolve(
- num_cols, lhs.data(), rhs.data(), x, &summary.message);
- event_logger.AddEvent("FactorAndSolve");
- return summary;
- }
- } // namespace ceres::internal
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