1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2013 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 #ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_ 32 #define CERES_INTERNAL_COVARIANCE_IMPL_H_ 33 34 #include <map> 35 #include <set> 36 #include <utility> 37 #include <vector> 38 #include "ceres/covariance.h" 39 #include "ceres/internal/scoped_ptr.h" 40 #include "ceres/problem_impl.h" 41 #include "ceres/suitesparse.h" 42 43 namespace ceres { 44 45 namespace internal { 46 47 class CompressedRowSparseMatrix; 48 49 class CovarianceImpl { 50 public: 51 explicit CovarianceImpl(const Covariance::Options& options); 52 ~CovarianceImpl(); 53 54 bool Compute( 55 const vector<pair<const double*, const double*> >& covariance_blocks, 56 ProblemImpl* problem); 57 58 bool GetCovarianceBlock(const double* parameter_block1, 59 const double* parameter_block2, 60 double* covariance_block) const; 61 62 bool ComputeCovarianceSparsity( 63 const vector<pair<const double*, const double*> >& covariance_blocks, 64 ProblemImpl* problem); 65 66 bool ComputeCovarianceValues(); 67 bool ComputeCovarianceValuesUsingDenseSVD(); 68 bool ComputeCovarianceValuesUsingSuiteSparseQR(); 69 bool ComputeCovarianceValuesUsingEigenSparseQR(); 70 71 const CompressedRowSparseMatrix* covariance_matrix() const { 72 return covariance_matrix_.get(); 73 } 74 75 private: 76 ProblemImpl* problem_; 77 Covariance::Options options_; 78 Problem::EvaluateOptions evaluate_options_; 79 bool is_computed_; 80 bool is_valid_; 81 map<const double*, int> parameter_block_to_row_index_; 82 set<const double*> constant_parameter_blocks_; 83 scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_; 84 }; 85 86 } // namespace internal 87 } // namespace ceres 88 89 #endif // CERES_INTERNAL_COVARIANCE_IMPL_H_ 90
