// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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 #include #include #include #include #include "ceres/covariance.h" #include "ceres/internal/disable_warnings.h" #include "ceres/internal/export.h" #include "ceres/problem_impl.h" #include "ceres/suitesparse.h" namespace ceres::internal { class CompressedRowSparseMatrix; class CERES_NO_EXPORT CovarianceImpl { public: explicit CovarianceImpl(const Covariance::Options& options); ~CovarianceImpl(); bool Compute(const std::vector>& covariance_blocks, ProblemImpl* problem); bool Compute(const std::vector& 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& parameters, bool lift_covariance_to_ambient_space, double* covariance_matrix) const; bool ComputeCovarianceSparsity( const std::vector>& 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 parameter_block_to_row_index_; std::set constant_parameter_blocks_; std::unique_ptr covariance_matrix_; }; } // namespace ceres::internal #include "ceres/internal/reenable_warnings.h" #endif // CERES_INTERNAL_COVARIANCE_IMPL_H_