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- #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.selfadjointView<Eigen::Upper>().rankUpdate(A->matrix().transpose());
-
- 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;
- }
- }
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