Squashed 'third_party/ceres/' content from commit e51e9b4

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git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/problem_impl.h b/internal/ceres/problem_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: keir@google.com (Keir Mierle)
+//
+// This is the implementation of the public Problem API. The pointer to
+// implementation (PIMPL) idiom makes it possible for Ceres internal code to
+// refer to the private data members without needing to exposing it to the
+// world. An alternative to PIMPL is to have a factory which returns instances
+// of a virtual base class; while that approach would work, it requires clients
+// to always put a Problem object into a scoped pointer; this needlessly muddies
+// client code for little benefit. Therefore, the PIMPL comprise was chosen.
+
+#ifndef CERES_PUBLIC_PROBLEM_IMPL_H_
+#define CERES_PUBLIC_PROBLEM_IMPL_H_
+
+#include <array>
+#include <map>
+#include <memory>
+#include <unordered_set>
+#include <vector>
+
+#include "ceres/context_impl.h"
+#include "ceres/internal/port.h"
+#include "ceres/problem.h"
+#include "ceres/types.h"
+
+namespace ceres {
+
+class CostFunction;
+class LossFunction;
+class LocalParameterization;
+struct CRSMatrix;
+
+namespace internal {
+
+class Program;
+class ResidualBlock;
+
+class ProblemImpl {
+ public:
+  typedef std::map<double*, ParameterBlock*> ParameterMap;
+  typedef std::unordered_set<ResidualBlock*> ResidualBlockSet;
+  typedef std::map<CostFunction*, int> CostFunctionRefCount;
+  typedef std::map<LossFunction*, int> LossFunctionRefCount;
+
+  ProblemImpl();
+  explicit ProblemImpl(const Problem::Options& options);
+  ProblemImpl(const ProblemImpl&) = delete;
+  void operator=(const ProblemImpl&) = delete;
+
+  ~ProblemImpl();
+
+  // See the public problem.h file for description of these methods.
+  ResidualBlockId AddResidualBlock(
+      CostFunction* cost_function,
+      LossFunction* loss_function,
+      double* const* const parameter_blocks,
+      int num_parameter_blocks);
+
+  template <typename... Ts>
+  ResidualBlockId AddResidualBlock(CostFunction* cost_function,
+                                   LossFunction* loss_function,
+                                   double* x0,
+                                   Ts*... xs) {
+    const std::array<double*, sizeof...(Ts) + 1> parameter_blocks{{x0, xs...}};
+    return AddResidualBlock(cost_function,
+                            loss_function,
+                            parameter_blocks.data(),
+                            static_cast<int>(parameter_blocks.size()));
+  }
+
+  void AddParameterBlock(double* values, int size);
+  void AddParameterBlock(double* values,
+                         int size,
+                         LocalParameterization* local_parameterization);
+
+  void RemoveResidualBlock(ResidualBlock* residual_block);
+  void RemoveParameterBlock(double* values);
+
+  void SetParameterBlockConstant(double* values);
+  void SetParameterBlockVariable(double* values);
+  bool IsParameterBlockConstant(double* values) const;
+
+  void SetParameterization(double* values,
+                           LocalParameterization* local_parameterization);
+  const LocalParameterization* GetParameterization(double* values) const;
+
+  void SetParameterLowerBound(double* values, int index, double lower_bound);
+  void SetParameterUpperBound(double* values, int index, double upper_bound);
+  double GetParameterLowerBound(double* values, int index) const;
+  double GetParameterUpperBound(double* values, int index) const;
+
+  bool Evaluate(const Problem::EvaluateOptions& options,
+                double* cost,
+                std::vector<double>* residuals,
+                std::vector<double>* gradient,
+                CRSMatrix* jacobian);
+
+  int NumParameterBlocks() const;
+  int NumParameters() const;
+  int NumResidualBlocks() const;
+  int NumResiduals() const;
+
+  int ParameterBlockSize(const double* parameter_block) const;
+  int ParameterBlockLocalSize(const double* parameter_block) const;
+
+  bool HasParameterBlock(const double* parameter_block) const;
+
+  void GetParameterBlocks(std::vector<double*>* parameter_blocks) const;
+  void GetResidualBlocks(std::vector<ResidualBlockId>* residual_blocks) const;
+
+  void GetParameterBlocksForResidualBlock(
+      const ResidualBlockId residual_block,
+      std::vector<double*>* parameter_blocks) const;
+
+  const CostFunction* GetCostFunctionForResidualBlock(
+      const ResidualBlockId residual_block) const;
+  const LossFunction* GetLossFunctionForResidualBlock(
+      const ResidualBlockId residual_block) const;
+
+  void GetResidualBlocksForParameterBlock(
+      const double* values,
+      std::vector<ResidualBlockId>* residual_blocks) const;
+
+  const Program& program() const { return *program_; }
+  Program* mutable_program() { return program_.get(); }
+
+  const ParameterMap& parameter_map() const { return parameter_block_map_; }
+  const ResidualBlockSet& residual_block_set() const {
+    CHECK(options_.enable_fast_removal)
+        << "Fast removal not enabled, residual_block_set is not maintained.";
+    return residual_block_set_;
+  }
+
+  ContextImpl* context() { return context_impl_; }
+
+ private:
+  ParameterBlock* InternalAddParameterBlock(double* values, int size);
+  void InternalRemoveResidualBlock(ResidualBlock* residual_block);
+
+  // Delete the arguments in question. These differ from the Remove* functions
+  // in that they do not clean up references to the block to delete; they
+  // merely delete them.
+  template <typename Block>
+  void DeleteBlockInVector(std::vector<Block*>* mutable_blocks,
+                           Block* block_to_remove);
+  void DeleteBlock(ResidualBlock* residual_block);
+  void DeleteBlock(ParameterBlock* parameter_block);
+
+  const Problem::Options options_;
+
+  bool context_impl_owned_;
+  ContextImpl* context_impl_;
+
+  // The mapping from user pointers to parameter blocks.
+  ParameterMap parameter_block_map_;
+
+  // Iff enable_fast_removal is enabled, contains the current residual blocks.
+  ResidualBlockSet residual_block_set_;
+
+  // The actual parameter and residual blocks.
+  std::unique_ptr<internal::Program> program_;
+
+  // When removing parameter blocks, parameterizations have ambiguous
+  // ownership. Instead of scanning the entire problem to see if the
+  // parameterization is shared with other parameter blocks, buffer
+  // them until destruction.
+  //
+  // TODO(keir): See if it makes sense to use sets instead.
+  std::vector<LocalParameterization*> local_parameterizations_to_delete_;
+
+  // For each cost function and loss function in the problem, a count
+  // of the number of residual blocks that refer to them. When the
+  // count goes to zero and the problem owns these objects, they are
+  // destroyed.
+  CostFunctionRefCount cost_function_ref_count_;
+  LossFunctionRefCount loss_function_ref_count_;
+};
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_PUBLIC_PROBLEM_IMPL_H_