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/dense_sparse_matrix.cc b/internal/ceres/dense_sparse_matrix.cc
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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: keir@google.com (Keir Mierle)
+
+#include "ceres/dense_sparse_matrix.h"
+
+#include <algorithm>
+#include "ceres/triplet_sparse_matrix.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/port.h"
+#include "glog/logging.h"
+
+namespace ceres {
+namespace internal {
+
+DenseSparseMatrix::DenseSparseMatrix(int num_rows, int num_cols)
+    : has_diagonal_appended_(false),
+      has_diagonal_reserved_(false) {
+  m_.resize(num_rows, num_cols);
+  m_.setZero();
+}
+
+DenseSparseMatrix::DenseSparseMatrix(int num_rows,
+                                     int num_cols,
+                                     bool reserve_diagonal)
+    : has_diagonal_appended_(false),
+      has_diagonal_reserved_(reserve_diagonal) {
+  if (reserve_diagonal) {
+    // Allocate enough space for the diagonal.
+    m_.resize(num_rows +  num_cols, num_cols);
+  } else {
+    m_.resize(num_rows, num_cols);
+  }
+  m_.setZero();
+}
+
+DenseSparseMatrix::DenseSparseMatrix(const TripletSparseMatrix& m)
+    : m_(Eigen::MatrixXd::Zero(m.num_rows(), m.num_cols())),
+      has_diagonal_appended_(false),
+      has_diagonal_reserved_(false) {
+  const double *values = m.values();
+  const int *rows = m.rows();
+  const int *cols = m.cols();
+  int num_nonzeros = m.num_nonzeros();
+
+  for (int i = 0; i < num_nonzeros; ++i) {
+    m_(rows[i], cols[i]) += values[i];
+  }
+}
+
+DenseSparseMatrix::DenseSparseMatrix(const ColMajorMatrix& m)
+    : m_(m),
+      has_diagonal_appended_(false),
+      has_diagonal_reserved_(false) {
+}
+
+void DenseSparseMatrix::SetZero() {
+  m_.setZero();
+}
+
+void DenseSparseMatrix::RightMultiply(const double* x, double* y) const {
+  VectorRef(y, num_rows()) += matrix() * ConstVectorRef(x, num_cols());
+}
+
+void DenseSparseMatrix::LeftMultiply(const double* x, double* y) const {
+  VectorRef(y, num_cols()) +=
+      matrix().transpose() * ConstVectorRef(x, num_rows());
+}
+
+void DenseSparseMatrix::SquaredColumnNorm(double* x) const {
+  VectorRef(x, num_cols()) = m_.colwise().squaredNorm();
+}
+
+void DenseSparseMatrix::ScaleColumns(const double* scale) {
+  m_ *= ConstVectorRef(scale, num_cols()).asDiagonal();
+}
+
+void DenseSparseMatrix::ToDenseMatrix(Matrix* dense_matrix) const {
+  *dense_matrix = m_.block(0, 0, num_rows(), num_cols());
+}
+
+void DenseSparseMatrix::AppendDiagonal(double *d) {
+  CHECK(!has_diagonal_appended_);
+  if (!has_diagonal_reserved_) {
+    ColMajorMatrix tmp = m_;
+    m_.resize(m_.rows() + m_.cols(), m_.cols());
+    m_.setZero();
+    m_.block(0, 0, tmp.rows(), tmp.cols()) = tmp;
+    has_diagonal_reserved_ = true;
+  }
+
+  m_.bottomLeftCorner(m_.cols(), m_.cols()) =
+      ConstVectorRef(d, m_.cols()).asDiagonal();
+  has_diagonal_appended_ = true;
+}
+
+void DenseSparseMatrix::RemoveDiagonal() {
+  CHECK(has_diagonal_appended_);
+  has_diagonal_appended_ = false;
+  // Leave the diagonal reserved.
+}
+
+int DenseSparseMatrix::num_rows() const {
+  if (has_diagonal_reserved_ && !has_diagonal_appended_) {
+    return m_.rows() - m_.cols();
+  }
+  return m_.rows();
+}
+
+int DenseSparseMatrix::num_cols() const {
+  return m_.cols();
+}
+
+int DenseSparseMatrix::num_nonzeros() const {
+  if (has_diagonal_reserved_ && !has_diagonal_appended_) {
+    return (m_.rows() - m_.cols()) * m_.cols();
+  }
+  return m_.rows() * m_.cols();
+}
+
+ConstColMajorMatrixRef DenseSparseMatrix::matrix() const {
+  return ConstColMajorMatrixRef(
+      m_.data(),
+      ((has_diagonal_reserved_ && !has_diagonal_appended_)
+       ? m_.rows() - m_.cols()
+       : m_.rows()),
+      m_.cols(),
+      Eigen::Stride<Eigen::Dynamic, 1>(m_.rows(), 1));
+}
+
+ColMajorMatrixRef DenseSparseMatrix::mutable_matrix() {
+  return ColMajorMatrixRef(
+      m_.data(),
+      ((has_diagonal_reserved_ && !has_diagonal_appended_)
+       ? m_.rows() - m_.cols()
+       : m_.rows()),
+      m_.cols(),
+      Eigen::Stride<Eigen::Dynamic, 1>(m_.rows(), 1));
+}
+
+
+void DenseSparseMatrix::ToTextFile(FILE* file) const {
+  CHECK(file != nullptr);
+  const int active_rows =
+      (has_diagonal_reserved_ && !has_diagonal_appended_)
+      ? (m_.rows() - m_.cols())
+      : m_.rows();
+
+  for (int r = 0; r < active_rows; ++r) {
+    for (int c = 0; c < m_.cols(); ++c) {
+      fprintf(file,  "% 10d % 10d %17f\n", r, c, m_(r, c));
+    }
+  }
+}
+
+}  // namespace internal
+}  // namespace ceres