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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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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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// * 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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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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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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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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// A simple C++ interface to the SuiteSparse and CHOLMOD libraries.
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#ifndef CERES_INTERNAL_SUITESPARSE_H_
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#define CERES_INTERNAL_SUITESPARSE_H_
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#ifndef CERES_NO_SUITESPARSE
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#include <glog/logging.h>
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#include "ceres/internal/port.h"
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class CompressedRowSparseMatrix;
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class TripletSparseMatrix;
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// The raw CHOLMOD and SuiteSparseQR libraries have a slightly
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// cumbersome c like calling format. This object abstracts it away and
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// provides the user with a simpler interface. The methods here cannot
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// be static as a cholmod_common object serves as a global variable
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// for all cholmod function calls.
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SuiteSparse() { cholmod_start(&cc_); }
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~SuiteSparse() { cholmod_finish(&cc_); }
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// Functions for building cholmod_sparse objects from sparse
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// matrices stored in triplet form. The matrix A is not
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// modifed. Called owns the result.
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cholmod_sparse* CreateSparseMatrix(TripletSparseMatrix* A);
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// This function works like CreateSparseMatrix, except that the
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// return value corresponds to A' rather than A.
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cholmod_sparse* CreateSparseMatrixTranspose(TripletSparseMatrix* A);
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// Create a cholmod_sparse wrapper around the contents of A. This is
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// a shallow object, which refers to the contents of A and does not
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// use the SuiteSparse machinery to allocate memory, this object
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// should be disposed off with a delete and not a call to Free as is
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// the case for objects returned by CreateSparseMatrixTranspose.
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cholmod_sparse* CreateSparseMatrixTransposeView(CompressedRowSparseMatrix* A);
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// Given a vector x, build a cholmod_dense vector of size out_size
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// with the first in_size entries copied from x. If x is NULL, then
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// an all zeros vector is returned. Caller owns the result.
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cholmod_dense* CreateDenseVector(const double* x, int in_size, int out_size);
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// The matrix A is scaled using the matrix whose diagonal is the
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// vector scale. mode describes how scaling is applied. Possible
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// values are CHOLMOD_ROW for row scaling - diag(scale) * A,
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// CHOLMOD_COL for column scaling - A * diag(scale) and CHOLMOD_SYM
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// for symmetric scaling which scales both the rows and the columns
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// - diag(scale) * A * diag(scale).
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void Scale(cholmod_dense* scale, int mode, cholmod_sparse* A) {
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cholmod_scale(scale, mode, A, &cc_);
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// Create and return a matrix m = A * A'. Caller owns the
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// result. The matrix A is not modified.
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cholmod_sparse* AATranspose(cholmod_sparse* A) {
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cholmod_sparse*m = cholmod_aat(A, NULL, A->nrow, 1, &cc_);
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m->stype = 1; // Pay attention to the upper triangular part.
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// y = alpha * A * x + beta * y. Only y is modified.
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void SparseDenseMultiply(cholmod_sparse* A, double alpha, double beta,
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cholmod_dense* x, cholmod_dense* y) {
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double alpha_[2] = {alpha, 0};
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double beta_[2] = {beta, 0};
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cholmod_sdmult(A, 0, alpha_, beta_, x, y, &cc_);
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// Analyze the sparsity structure of the matrix A compute the
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// symbolic factorization of A. A is not modified, only the pattern
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// of non-zeros of A is used, the actual numerical values in A are
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// of no consequence. Caller owns the result.
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cholmod_factor* AnalyzeCholesky(cholmod_sparse* A);
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// Use the symbolic factorization in L, to find the numerical
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// factorization for the matrix A or AA^T. Return true if
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// successful, false otherwise. L contains the numeric factorization
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bool Cholesky(cholmod_sparse* A, cholmod_factor* L);
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// Given a Cholesky factorization of a matrix A = LL^T, solve the
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// linear system Ax = b, and return the result. If the Solve fails
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// NULL is returned. Caller owns the result.
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cholmod_dense* Solve(cholmod_factor* L, cholmod_dense* b);
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// Combine the calls to Cholesky and Solve into a single call. If
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// the cholesky factorization or the solve fails, return
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// NULL. Caller owns the result.
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cholmod_dense* SolveCholesky(cholmod_sparse* A,
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void Free(cholmod_sparse* m) { cholmod_free_sparse(&m, &cc_); }
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void Free(cholmod_dense* m) { cholmod_free_dense(&m, &cc_); }
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void Free(cholmod_factor* m) { cholmod_free_factor(&m, &cc_); }
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void Print(cholmod_sparse* m, const string& name) {
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cholmod_print_sparse(m, const_cast<char*>(name.c_str()), &cc_);
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void Print(cholmod_dense* m, const string& name) {
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cholmod_print_dense(m, const_cast<char*>(name.c_str()), &cc_);
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void Print(cholmod_triplet* m, const string& name) {
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cholmod_print_triplet(m, const_cast<char*>(name.c_str()), &cc_);
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cholmod_common* mutable_cc() { return &cc_; }
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} // namespace internal
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#endif // CERES_NO_SUITESPARSE
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#endif // CERES_INTERNAL_SUITESPARSE_H_
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internal/ceres/suitesparse.h
