dynamic_sparse_normal_cholesky_solver.h 3.5 KB

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  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
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  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. // A solver for sparse linear least squares problem based on solving
  32. // the normal equations via a sparse cholesky factorization.
  33. #ifndef CERES_INTERNAL_DYNAMIC_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
  34. #define CERES_INTERNAL_DYNAMIC_SPARSE_NORMAL_CHOLESKY_SOLVER_H_
  35. // This include must come before any #ifndef check on Ceres compile options.
  36. // clang-format off
  37. #include "ceres/internal/config.h"
  38. // clang-format on
  39. #include "ceres/internal/export.h"
  40. #include "ceres/linear_solver.h"
  41. namespace ceres::internal {
  42. class CompressedRowSparseMatrix;
  43. // A variant of SparseNormalCholeskySolver in the case where matrix
  44. // sparsity is not constant across calls to Solve. This means that
  45. // there is no benefit to symbolically factorizing the matrix and
  46. // caching this factorization.
  47. //
  48. // TODO(alex): Add support for Accelerate sparse solvers:
  49. // https://github.com/ceres-solver/ceres-solver/issues/397
  50. class CERES_NO_EXPORT DynamicSparseNormalCholeskySolver
  51. : public CompressedRowSparseMatrixSolver {
  52. public:
  53. explicit DynamicSparseNormalCholeskySolver(LinearSolver::Options options);
  54. private:
  55. LinearSolver::Summary SolveImpl(CompressedRowSparseMatrix* A,
  56. const double* b,
  57. const LinearSolver::PerSolveOptions& options,
  58. double* x) final;
  59. LinearSolver::Summary SolveImplUsingSuiteSparse(CompressedRowSparseMatrix* A,
  60. double* rhs_and_solution);
  61. LinearSolver::Summary SolveImplUsingCXSparse(CompressedRowSparseMatrix* A,
  62. double* rhs_and_solution);
  63. LinearSolver::Summary SolveImplUsingEigen(CompressedRowSparseMatrix* A,
  64. double* rhs_and_solution);
  65. const LinearSolver::Options options_;
  66. };
  67. } // namespace ceres::internal
  68. #endif // CERES_INTERNAL_DYNAMIC_SPARSE_NORMAL_CHOLESKY_SOLVER_H_