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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)
- //
- // 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 <memory>
- #include "ceres/dense_cholesky.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/export.h"
- #include "ceres/linear_solver.h"
- namespace ceres::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 CERES_NO_EXPORT DenseNormalCholeskySolver
- : public DenseSparseMatrixSolver {
- public:
- explicit DenseNormalCholeskySolver(LinearSolver::Options options);
- private:
- LinearSolver::Summary SolveImpl(
- DenseSparseMatrix* A,
- const double* b,
- const LinearSolver::PerSolveOptions& per_solve_options,
- double* x) final;
- const LinearSolver::Options options_;
- std::unique_ptr<DenseCholesky> cholesky_;
- };
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
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