Squashed 'third_party/ceres/' content from commit e51e9b4
Change-Id: I763587619d57e594d3fa158dc3a7fe0b89a1743b
git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/covariance_impl.h b/internal/ceres/covariance_impl.h
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 Google Inc. All rights reserved.
+// http://ceres-solver.org/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+// this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+// this list of conditions and the following disclaimer in the documentation
+// and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+// used to endorse or promote products derived from this software without
+// specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+
+#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_
+#define CERES_INTERNAL_COVARIANCE_IMPL_H_
+
+#include <map>
+#include <memory>
+#include <set>
+#include <utility>
+#include <vector>
+#include "ceres/covariance.h"
+#include "ceres/problem_impl.h"
+#include "ceres/suitesparse.h"
+
+namespace ceres {
+namespace internal {
+
+class CompressedRowSparseMatrix;
+
+class CovarianceImpl {
+ public:
+ explicit CovarianceImpl(const Covariance::Options& options);
+ ~CovarianceImpl();
+
+ bool Compute(
+ const std::vector<std::pair<const double*,
+ const double*>>& covariance_blocks,
+ ProblemImpl* problem);
+
+ bool Compute(
+ const std::vector<const double*>& parameter_blocks,
+ ProblemImpl* problem);
+
+ bool GetCovarianceBlockInTangentOrAmbientSpace(
+ const double* parameter_block1,
+ const double* parameter_block2,
+ bool lift_covariance_to_ambient_space,
+ double* covariance_block) const;
+
+ bool GetCovarianceMatrixInTangentOrAmbientSpace(
+ const std::vector<const double*>& parameters,
+ bool lift_covariance_to_ambient_space,
+ double *covariance_matrix) const;
+
+ bool ComputeCovarianceSparsity(
+ const std::vector<std::pair<const double*,
+ const double*>>& covariance_blocks,
+ ProblemImpl* problem);
+
+ bool ComputeCovarianceValues();
+ bool ComputeCovarianceValuesUsingDenseSVD();
+ bool ComputeCovarianceValuesUsingSuiteSparseQR();
+ bool ComputeCovarianceValuesUsingEigenSparseQR();
+
+ const CompressedRowSparseMatrix* covariance_matrix() const {
+ return covariance_matrix_.get();
+ }
+
+ private:
+ ProblemImpl* problem_;
+ Covariance::Options options_;
+ Problem::EvaluateOptions evaluate_options_;
+ bool is_computed_;
+ bool is_valid_;
+ std::map<const double*, int> parameter_block_to_row_index_;
+ std::set<const double*> constant_parameter_blocks_;
+ std::unique_ptr<CompressedRowSparseMatrix> covariance_matrix_;
+};
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_COVARIANCE_IMPL_H_