dense_normal_cholesky_solver.h 3.6 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100
  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  4. //
  5. // Redistribution and use in source and binary forms, with or without
  6. // modification, are permitted provided that the following conditions are met:
  7. //
  8. // * Redistributions of source code must retain the above copyright notice,
  9. // this list of conditions and the following disclaimer.
  10. // * Redistributions in binary form must reproduce the above copyright notice,
  11. // this list of conditions and the following disclaimer in the documentation
  12. // and/or other materials provided with the distribution.
  13. // * Neither the name of Google Inc. nor the names of its contributors may be
  14. // used to endorse or promote products derived from this software without
  15. // specific prior written permission.
  16. //
  17. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
  18. // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
  19. // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
  20. // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
  21. // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
  23. // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  24. // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
  25. // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  27. // POSSIBILITY OF SUCH DAMAGE.
  28. //
  29. // Author: sameeragarwal@google.com (Sameer Agarwal)
  30. //
  31. // Solve dense rectangular systems Ax = b by forming the normal
  32. // equations and solving them using the Cholesky factorization.
  33. #ifndef CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
  34. #define CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_
  35. #include <memory>
  36. #include "ceres/dense_cholesky.h"
  37. #include "ceres/internal/disable_warnings.h"
  38. #include "ceres/internal/export.h"
  39. #include "ceres/linear_solver.h"
  40. namespace ceres::internal {
  41. class DenseSparseMatrix;
  42. // This class implements the LinearSolver interface for solving
  43. // rectangular/unsymmetric (well constrained) linear systems of the
  44. // form
  45. //
  46. // Ax = b
  47. //
  48. // Since there does not usually exist a solution that satisfies these
  49. // equations, the solver instead solves the linear least squares
  50. // problem
  51. //
  52. // min_x |Ax - b|^2
  53. //
  54. // Setting the gradient of the above optimization problem to zero
  55. // gives us the normal equations
  56. //
  57. // A'Ax = A'b
  58. //
  59. // A'A is a positive definite matrix (hopefully), and the resulting
  60. // linear system can be solved using Cholesky factorization.
  61. //
  62. // If the PerSolveOptions struct has a non-null array D, then the
  63. // augmented/regularized linear system
  64. //
  65. // [ A ]x = [b]
  66. // [ diag(D) ] [0]
  67. //
  68. // is solved.
  69. //
  70. // This class uses the LDLT factorization routines from the Eigen
  71. // library. This solver always returns a solution, it is the user's
  72. // responsibility to judge if the solution is good enough for their
  73. // purposes.
  74. class CERES_NO_EXPORT DenseNormalCholeskySolver
  75. : public DenseSparseMatrixSolver {
  76. public:
  77. explicit DenseNormalCholeskySolver(LinearSolver::Options options);
  78. private:
  79. LinearSolver::Summary SolveImpl(
  80. DenseSparseMatrix* A,
  81. const double* b,
  82. const LinearSolver::PerSolveOptions& per_solve_options,
  83. double* x) final;
  84. const LinearSolver::Options options_;
  85. std::unique_ptr<DenseCholesky> cholesky_;
  86. };
  87. } // namespace ceres::internal
  88. #include "ceres/internal/reenable_warnings.h"
  89. #endif // CERES_INTERNAL_DENSE_NORMAL_CHOLESKY_SOLVER_H_