1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 #ifndef CERES_INTERNAL_COVARIANCE_IMPL_H_
32 #define CERES_INTERNAL_COVARIANCE_IMPL_H_
38 #include "ceres/covariance.h"
39 #include "ceres/internal/scoped_ptr.h"
40 #include "ceres/problem_impl.h"
41 #include "ceres/suitesparse.h"
46 class CompressedRowSparseMatrix;
48 class CovarianceImpl {
50 explicit CovarianceImpl(const Covariance::Options& options);
54 const std::vector<std::pair<const double*,
55 const double*> >& covariance_blocks,
56 ProblemImpl* problem);
59 const std::vector<const double*>& parameter_blocks,
60 ProblemImpl* problem);
62 bool GetCovarianceBlockInTangentOrAmbientSpace(
63 const double* parameter_block1,
64 const double* parameter_block2,
65 bool lift_covariance_to_ambient_space,
66 double* covariance_block) const;
68 bool GetCovarianceMatrixInTangentOrAmbientSpace(
69 const std::vector<const double*>& parameters,
70 bool lift_covariance_to_ambient_space,
71 double *covariance_matrix) const;
73 bool ComputeCovarianceSparsity(
74 const std::vector<std::pair<const double*,
75 const double*> >& covariance_blocks,
76 ProblemImpl* problem);
78 bool ComputeCovarianceValues();
79 bool ComputeCovarianceValuesUsingDenseSVD();
80 bool ComputeCovarianceValuesUsingSuiteSparseQR();
81 bool ComputeCovarianceValuesUsingEigenSparseQR();
83 const CompressedRowSparseMatrix* covariance_matrix() const {
84 return covariance_matrix_.get();
88 ProblemImpl* problem_;
89 Covariance::Options options_;
90 Problem::EvaluateOptions evaluate_options_;
93 std::map<const double*, int> parameter_block_to_row_index_;
94 std::set<const double*> constant_parameter_blocks_;
95 scoped_ptr<CompressedRowSparseMatrix> covariance_matrix_;
98 } // namespace internal
101 #endif // CERES_INTERNAL_COVARIANCE_IMPL_H_