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 // Solve dense rectangular systems Ax = b using the QR factorization.
32 #ifndef CERES_INTERNAL_DENSE_QR_SOLVER_H_
33 #define CERES_INTERNAL_DENSE_QR_SOLVER_H_
35 #include "ceres/linear_solver.h"
36 #include "ceres/internal/eigen.h"
37 #include "ceres/internal/macros.h"
42 class DenseSparseMatrix;
44 // This class implements the LinearSolver interface for solving
45 // rectangular/unsymmetric (well constrained) linear systems of the
50 // Since there does not usually exist a solution that satisfies these
51 // equations, the solver instead solves the linear least squares
56 // The solution strategy is based on computing the QR decomposition of
61 // Where Q is an orthonormal matrix and R is an upper triangular
70 // If the PerSolveOptions struct has a non-null array D, then the
71 // augmented/regularized linear system
78 // This class uses the dense QR factorization routines from the Eigen
79 // library. This solver always returns a solution, it is the user's
80 // responsibility to judge if the solution is good enough for their
82 class DenseQRSolver: public DenseSparseMatrixSolver {
84 explicit DenseQRSolver(const LinearSolver::Options& options);
87 virtual LinearSolver::Summary SolveImpl(
90 const LinearSolver::PerSolveOptions& per_solve_options,
93 LinearSolver::Summary SolveUsingEigen(
96 const LinearSolver::PerSolveOptions& per_solve_options,
99 LinearSolver::Summary SolveUsingLAPACK(
100 DenseSparseMatrix* A,
102 const LinearSolver::PerSolveOptions& per_solve_options,
105 const LinearSolver::Options options_;
109 CERES_DISALLOW_COPY_AND_ASSIGN(DenseQRSolver);
112 } // namespace internal
115 #endif // CERES_INTERNAL_DENSE_QR_SOLVER_H_