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 #include "ceres/lapack.h" 32 33 #include "ceres/internal/port.h" 34 #include "ceres/linear_solver.h" 35 #include "glog/logging.h" 36 37 // C interface to the LAPACK Cholesky factorization and triangular solve. 38 extern "C" void dpotrf_(char* uplo, 39 int* n, 40 double* a, 41 int* lda, 42 int* info); 43 44 extern "C" void dpotrs_(char* uplo, 45 int* n, 46 int* nrhs, 47 double* a, 48 int* lda, 49 double* b, 50 int* ldb, 51 int* info); 52 53 extern "C" void dgels_(char* uplo, 54 int* m, 55 int* n, 56 int* nrhs, 57 double* a, 58 int* lda, 59 double* b, 60 int* ldb, 61 double* work, 62 int* lwork, 63 int* info); 64 65 66 namespace ceres { 67 namespace internal { 68 69 LinearSolverTerminationType LAPACK::SolveInPlaceUsingCholesky( 70 int num_rows, 71 const double* in_lhs, 72 double* rhs_and_solution, 73 string* message) { 74 #ifdef CERES_NO_LAPACK 75 LOG(FATAL) << "Ceres was built without a BLAS library."; 76 return LINEAR_SOLVER_FATAL_ERROR; 77 #else 78 char uplo = 'L'; 79 int n = num_rows; 80 int info = 0; 81 int nrhs = 1; 82 double* lhs = const_cast<double*>(in_lhs); 83 84 dpotrf_(&uplo, &n, lhs, &n, &info); 85 if (info < 0) { 86 LOG(FATAL) << "Congratulations, you found a bug in Ceres." 87 << "Please report it." 88 << "LAPACK::dpotrf fatal error." 89 << "Argument: " << -info << " is invalid."; 90 return LINEAR_SOLVER_FATAL_ERROR; 91 } 92 93 if (info > 0) { 94 *message = 95 StringPrintf( 96 "LAPACK::dpotrf numerical failure. " 97 "The leading minor of order %d is not positive definite.", info); 98 return LINEAR_SOLVER_FAILURE; 99 } 100 101 dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info); 102 if (info < 0) { 103 LOG(FATAL) << "Congratulations, you found a bug in Ceres." 104 << "Please report it." 105 << "LAPACK::dpotrs fatal error." 106 << "Argument: " << -info << " is invalid."; 107 return LINEAR_SOLVER_FATAL_ERROR; 108 } 109 110 *message = "Success"; 111 return LINEAR_SOLVER_SUCCESS; 112 #endif 113 }; 114 115 int LAPACK::EstimateWorkSizeForQR(int num_rows, int num_cols) { 116 #ifdef CERES_NO_LAPACK 117 LOG(FATAL) << "Ceres was built without a LAPACK library."; 118 return -1; 119 #else 120 char trans = 'N'; 121 int nrhs = 1; 122 int lwork = -1; 123 double work; 124 int info = 0; 125 dgels_(&trans, 126 &num_rows, 127 &num_cols, 128 &nrhs, 129 NULL, 130 &num_rows, 131 NULL, 132 &num_rows, 133 &work, 134 &lwork, 135 &info); 136 137 if (info < 0) { 138 LOG(FATAL) << "Congratulations, you found a bug in Ceres." 139 << "Please report it." 140 << "LAPACK::dgels fatal error." 141 << "Argument: " << -info << " is invalid."; 142 } 143 return static_cast<int>(work); 144 #endif 145 } 146 147 LinearSolverTerminationType LAPACK::SolveInPlaceUsingQR( 148 int num_rows, 149 int num_cols, 150 const double* in_lhs, 151 int work_size, 152 double* work, 153 double* rhs_and_solution, 154 string* message) { 155 #ifdef CERES_NO_LAPACK 156 LOG(FATAL) << "Ceres was built without a LAPACK library."; 157 return LINEAR_SOLVER_FATAL_ERROR; 158 #else 159 char trans = 'N'; 160 int m = num_rows; 161 int n = num_cols; 162 int nrhs = 1; 163 int lda = num_rows; 164 int ldb = num_rows; 165 int info = 0; 166 double* lhs = const_cast<double*>(in_lhs); 167 168 dgels_(&trans, 169 &m, 170 &n, 171 &nrhs, 172 lhs, 173 &lda, 174 rhs_and_solution, 175 &ldb, 176 work, 177 &work_size, 178 &info); 179 180 if (info < 0) { 181 LOG(FATAL) << "Congratulations, you found a bug in Ceres." 182 << "Please report it." 183 << "LAPACK::dgels fatal error." 184 << "Argument: " << -info << " is invalid."; 185 } 186 187 *message = "Success."; 188 return LINEAR_SOLVER_SUCCESS; 189 #endif 190 } 191 192 } // namespace internal 193 } // namespace ceres 194
