1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 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 (at) google.com (Sameer Agarwal) 30 31 #include "ceres/dense_qr_solver.h" 32 33 #include <cstddef> 34 35 #include "Eigen/Dense" 36 #include "ceres/dense_sparse_matrix.h" 37 #include "ceres/linear_solver.h" 38 #include "ceres/internal/eigen.h" 39 #include "ceres/internal/scoped_ptr.h" 40 #include "ceres/types.h" 41 42 namespace ceres { 43 namespace internal { 44 45 DenseQRSolver::DenseQRSolver(const LinearSolver::Options& options) 46 : options_(options) {} 47 48 LinearSolver::Summary DenseQRSolver::SolveImpl( 49 DenseSparseMatrix* A, 50 const double* b, 51 const LinearSolver::PerSolveOptions& per_solve_options, 52 double* x) { 53 const int num_rows = A->num_rows(); 54 const int num_cols = A->num_cols(); 55 VLOG(2) << "DenseQRSolver: " 56 << num_rows << " x " << num_cols << " system."; 57 58 if (per_solve_options.D != NULL) { 59 // Temporarily append a diagonal block to the A matrix, but undo 60 // it before returning the matrix to the user. 61 A->AppendDiagonal(per_solve_options.D); 62 } 63 64 // rhs = [b;0] to account for the additional rows in the lhs. 65 const int augmented_num_rows = num_rows + ((per_solve_options.D != NULL) ? num_cols : 0); 66 if (rhs_.rows() != augmented_num_rows) { 67 rhs_.resize(augmented_num_rows); 68 rhs_.setZero(); 69 } 70 rhs_.head(num_rows) = ConstVectorRef(b, num_rows); 71 72 // Solve the system. 73 VectorRef(x, num_cols) = A->matrix().colPivHouseholderQr().solve(rhs_); 74 75 if (per_solve_options.D != NULL) { 76 // Undo the modifications to the matrix A. 77 A->RemoveDiagonal(); 78 } 79 80 // We always succeed, since the QR solver returns the best solution 81 // it can. It is the job of the caller to determine if the solution 82 // is good enough or not. 83 LinearSolver::Summary summary; 84 summary.num_iterations = 1; 85 summary.termination_type = TOLERANCE; 86 return summary; 87 } 88 89 } // namespace internal 90 } // namespace ceres 91
