Blame internal/ceres/covariance_impl.h

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_
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#define CERES_INTERNAL_COVARIANCE_IMPL_H_
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#include <map>
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#include <set>
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#include <utility>
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#include <vector>
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#include "ceres/covariance.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/problem_impl.h"
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#include "ceres/suitesparse.h"
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namespace ceres {
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namespace internal {
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class CompressedRowSparseMatrix;
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class CovarianceImpl {
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 public:
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  explicit CovarianceImpl(const Covariance::Options& options);
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  ~CovarianceImpl();
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  bool Compute(
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      const std::vector
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                                  const double*> >& covariance_blocks,
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      ProblemImpl* problem);
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  bool Compute(
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      const std::vector<const double*>& parameter_blocks,
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      ProblemImpl* problem);
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  bool GetCovarianceBlockInTangentOrAmbientSpace(
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      const double* parameter_block1,
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      const double* parameter_block2,
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      bool lift_covariance_to_ambient_space,
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      double* covariance_block) const;
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  bool GetCovarianceMatrixInTangentOrAmbientSpace(
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      const std::vector<const double*>& parameters,
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      bool lift_covariance_to_ambient_space,
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      double *covariance_matrix) const;
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  bool ComputeCovarianceSparsity(
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      const std::vector
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                                  const double*> >& covariance_blocks,
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      ProblemImpl* problem);
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  bool ComputeCovarianceValues();
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  bool ComputeCovarianceValuesUsingDenseSVD();
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  bool ComputeCovarianceValuesUsingSuiteSparseQR();
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  bool ComputeCovarianceValuesUsingEigenSparseQR();
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  const CompressedRowSparseMatrix* covariance_matrix() const {
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    return covariance_matrix_.get();
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  }
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 private:
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  ProblemImpl* problem_;
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  Covariance::Options options_;
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  Problem::EvaluateOptions evaluate_options_;
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  bool is_computed_;
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  bool is_valid_;
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  std::map<const double*, int> parameter_block_to_row_index_;
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  std::set<const double*> constant_parameter_blocks_;
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  scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_;
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};
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}  // namespace internal
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}  // namespace ceres
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#endif  // CERES_INTERNAL_COVARIANCE_IMPL_H_