ceres之cholesky求解器

normal_sparse_cholesky:

dense_cholesky:

normal_sparse_cholesky:

輸入：a,b,d,求解（a'*a+d'*d）x = a'*b

主調函式：

dynamicsparsenormalcholeskysolver::dynamicsparsenormalcholeskysolver(

const linearsolver::options& options)
: options_(options) {}
linearsolver::summary dynamicsparsenormalcholeskysolver::solveimpl(
compressedrowsparsematrix* a,
const double* b,
const linearsolver::persolveoptions& per_solve_options,
double* x) else 
} linearsolver::summary summary;
switch (options_.sparse_linear_algebra_library_type) 
if (per_solve_options.d != null) 
return summary;
}

a->leftmultiply(b, x);

2）若d不等於0:a = a+diag(d)

3)solve(ax=b):

以eigen求解為例：

linearsolver::summary dynamicsparsenormalcholeskysolver::solveimplusingeigen(

compressedrowsparsematrix* a, double* rhs_and_solution) 
event_logger.addevent("analyze");
if (solver.info() != eigen::success) 
solver.factorize(lhs);
event_logger.addevent("factorize");
if (solver.info() != eigen::success) 
const vector rhs = vectorref(rhs_and_solution, lhs.cols());
vectorref(rhs_and_solution, lhs.cols()) = solver.solve(rhs);
event_logger.addevent("solve");
if (solver.info() != eigen::success) 
return summary;
#endif // ceres_use_eigen_sparse
}

(3.2)通過eigen庫內置的cholesky求解器：

eigen::simplicialldlt> solver

求解ax=b得到x值

dense_cholesky：

linearsolver::summary densenormalcholeskysolver::solveimpl(

densesparsematrix* a,
const double* b,
const linearsolver::persolveoptions& per_solve_options,
double* x) else 
}linearsolver::summary densenormalcholeskysolver::solveusingeigen(
densesparsematrix* a,
const double* b,
const linearsolver::persolveoptions& per_solve_options,
double* x) 
event_logger.addevent("product");
linearsolver::summary summary;
summary.num_iterations = 1;
summary.termination_type = linear_solver_success;
eigen::lltllt =
lhs.selfadjointview().llt();
if (llt.info() != eigen::success) else 
vectorref(x, num_cols) = llt.solve(rhs);
event_logger.addevent("solve");
return summary;
}

eigen::lltllt =lhs.selfadjointview().llt();

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