1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2013 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: sameeragarwal (at) google.com (Sameer Agarwal) 30 31 #ifndef CERES_INTERNAL_LAPACK_H_ 32 #define CERES_INTERNAL_LAPACK_H_ 33 34 #include <string> 35 #include "ceres/internal/port.h" 36 #include "ceres/linear_solver.h" 37 38 namespace ceres { 39 namespace internal { 40 41 class LAPACK { 42 public: 43 // Solve 44 // 45 // lhs * solution = rhs 46 // 47 // using a Cholesky factorization. Here 48 // lhs is a symmetric positive definite matrix. It is assumed to be 49 // column major and only the lower triangular part of the matrix is 50 // referenced. 51 // 52 // This function uses the LAPACK dpotrf and dpotrs routines. 53 // 54 // The return value and the message string together describe whether 55 // the solver terminated successfully or not and if so, what was the 56 // reason for failure. 57 static LinearSolverTerminationType SolveInPlaceUsingCholesky( 58 int num_rows, 59 const double* lhs, 60 double* rhs_and_solution, 61 string* message); 62 63 // The SolveUsingQR function requires a buffer for its temporary 64 // computation. This function given the size of the lhs matrix will 65 // return the size of the buffer needed. 66 static int EstimateWorkSizeForQR(int num_rows, int num_cols); 67 68 // Solve 69 // 70 // lhs * solution = rhs 71 // 72 // using a dense QR factorization. lhs is an arbitrary (possibly 73 // rectangular) matrix with full column rank. 74 // 75 // work is an array of size work_size that this routine uses for its 76 // temporary storage. The optimal size of this array can be obtained 77 // by calling EstimateWorkSizeForQR. 78 // 79 // When calling, rhs_and_solution contains the rhs, and upon return 80 // the first num_col entries are the solution. 81 // 82 // This function uses the LAPACK dgels routine. 83 // 84 // The return value and the message string together describe whether 85 // the solver terminated successfully or not and if so, what was the 86 // reason for failure. 87 static LinearSolverTerminationType SolveInPlaceUsingQR( 88 int num_rows, 89 int num_cols, 90 const double* lhs, 91 int work_size, 92 double* work, 93 double* rhs_and_solution, 94 string* message); 95 }; 96 97 } // namespace internal 98 } // namespace ceres 99 100 #endif // CERES_INTERNAL_LAPACK_H_ 101
